Central Bank Research Hub - Series: Deutsche Bundesbank Discussion Papers

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005

Title Author(s)

Inflation expectations, disagreement, and monetary policy

Paper: 31/2016, 15.08.2016

JEL: D83, E31, E52

How does P2P lending fit into the consumer credit market?

Paper: 30/2016, 12.08.2016

JEL: D40, G21, G23, L86

Capturing information contagion in a stress-testing framework

Paper: 29/2016, 11.08.2016

JEL: C72, E58, G01, G21, G28

Approximating fixed-horizon forecasts using fixed-event forecasts

Paper: 28/2016, 10.08.2016

JEL: C53, E37

International banking and cross-border effects of regulation: lessons from Germany

Paper: 27/2016, 09.08.2016

JEL: F30, G01, G21, G28

Budget-neutral labour tax wedge reductions: a simulation-based analysis for selected euro area countries

Paper: 26/2016, 09.08.2016

JEL: E32, E62, H2, J6

Flying under the radar: the effects of short-sale disclosure rules on investor behavior and stock prices

Paper: 25/2016, 08.07.2016

JEL: G14, G15, G23

The payout behaviour of German savings banks

Paper: 24/2016, 05.07.2016

JEL: G21, G29, G35

Transmission of global financial shocks o EMU member states: the role of monetary policy and national factors

Paper: 23/2016, 29.06.2016

JEL: F32, F36, F45

Banks' interest rate risk and search for yield: a theoretical rationale and some empirical evidence

Paper: 22/2016, 28.06.2016

JEL: G11, G21

On the dynamics of the investment income balance

Paper: 21/2016, 27.06.2016

JEL: E50, F36, F45, G15

The effect of bank shocks on firm-level and aggregate investment

Paper: 20/2016, 27.06.2016

JEL: E32, E44, G21, G32

Point, interval and density forecasts of exchange rates with time-varying parameter models

Paper: 19/2016, 20.06.2016

JEL: C11, C53, F31, F37

Black Monday, globalization and trading behavior of stock investors

Paper: 18/2016, 14.06.2016

JEL: G02, G11, G12

Asset encumbrance, bank funding and financial fragility

Paper: 17/2016, 13.06.2016

JEL: D82, G01, G21, G28

Interbank intermediation

Paper: 16/2016, 07.06.2016


High-frequency trading in the Bund futures market

Paper: 15/2016, 07.06.2016

JEL: G10, G12, G14

How central is central counterparty clearing? A deep dive into a European repo market during the crisis

Paper: 14/2016, 06.06.2016

JEL: D4, E58, G2

The joint dynamics of sovereign ratings and government bond yields

Paper: 13/2016, 06.06.2016

JEL: C14, C25, F34, G24

You're banned! The effect of sanctions on German cross-border financial flows

Paper: 12/2016, 13.05.2016

JEL: F20, F36, F38

Traditional banks, shadow banks and the US credit boom - credit origination versus financing

Paper: 11/2016, 26.04.2016

JEL: E40, E50, F30, G21, G23

The rise of the added worker effect

Paper: 10/2016, 25.04.2016

JEL: E24, J12, J64

Credit risk interconnectedness: what does the market really know?

Paper: 09/2016, 22.04.2016

JEL: C33, C53, E44, F36, G12, G14, G18, G21

Cyclical investment behavior across financial institutions

Paper: 08/2016, 20.04.2016

JEL: F32, G11, G15, G20

A data-driven selection of an appropriate seasonal adjustment approach

Paper: 07/2016, 19.04.2016

JEL: C13, C14, C22

Does banknote quality affect counterfeit detection? Experimental evidence from Germany and the Netherlands

Paper: 06/2016, 18.04.2016

JEL: E40, E41, E50, E58

How do regional labor markets adjust to immigration? A dynamic analysis for post-war Germany

Paper: 05/2016, 11.04.2016

JEL: F22, J61

Inflation anchoring in the euro area

Paper: 04/2016, 11.04.2016

JEL: E31, E44, G12, G14

Heterogeneity in euro-area monetary policy transmission: results from a large multi-country BVAR model

Paper: 03/2016, 18.03.2016

JEL: C11, C54, E52

Markup responses to Chinese imports

Paper: 02/2016, 22.02.2016

JEL: D22, F14, L25

The effect of peer observation on consumption choices: experimental evidence

Paper: 01/2016, 19.02.2016

JEL: C21, C92, D12

Monetary policy and the asset risk-taking channel

Paper: 48/2015, 02.02.2016

JEL: E12, E44, E58

The great collapse in value added trade

Paper: 47/2015, 26.01.2016

Credit risk stress testing and copulas - is the Gaussian copula better than its reputation?

Paper: 46/2015, 25.01.2016

JEL: C13, C15, G21, G33

Testing for Granger causality in large mixed-frequency VARs

Paper: 45/2015, 22.01.2016

JEL: C11, C12, C32

Fundamentals matter: idiosyncratic shocks and interbank relations

Paper: 44/2015, 15.01.2016

JEL: E50, G01, G10, G21

The influence of an up-front experiment on respondents' recording behaviour in payment diaries: evidence from Germany

Paper: 43/2015, 14.12.2015

JEL: C83, D12, E41

Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries

Paper: 42/2015, 01.12.2015

JEL: E42, E58, E61

Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market

Paper: 41/2015, 30.11.2015

JEL: C32, F31, G15

Arbitraging the Basel securitization framework: evidence from German ABS investment

Paper: 40/2015, 27.11.2015

JEL: G01, G21, G24, G28

Cyclicality of SME lending and government involvement in banks

Paper: 39/2015, 20.11.2015

JEL: G20, G21

The credit quality channel: modeling contagion in the interbank market

Paper: 38/2015, 09.11.2015

JEL: C63, G01, G17, G21, G28

Bracket creep revisited - with and without r>g: evidence from Germany

Paper: 37/2015, 04.11.2015

JEL: C81, D31, H23, H24

The winner's curse - evidence on the danger of aggressive credit growth in banking

Paper: 32/2015, 04.11.2015

JEL: C23, G21, G32

Asymmetric credit growth and current account imbalances in the euro area

Paper: 36/2015, 27.10.2015

JEL: E5, F32, F45

Identifying income and wealth-poor households in the euro area

Paper: 35/2015, 26.10.2015

JEL: D31, I32, P46, R20

On the exposure of insurance companies to sovereign risk - portfolio investments and market forces

Paper: 34/2015, 16.10.2015

JEL: G15, G22, G28

The organization of knowledge in multinational firms

Paper: 33/2015, 09.10.2015

JEL: D21, D24, F21, F23

Out of sight, out of mind? On the risk of sub-custodian structures

Paper: 31/2015, 16.09.2015

JEL: G14, G21, G28

A macroeconomic reverse stress test

Paper: 30/2015, 11.09.2015

JEL: C22, C51, C53, G21, G32

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005