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)

Bank capital, the state contingency of banks' assets and its role for the transmission of shocks

Paper: 25/2014, 20.10.2014

JEL: E44, E58, E61

Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?

Paper: 24/2014, 17.10.2014

JEL: C58, E31, E44, G13

Contagious herding and endogenous network formation in financial networks

Paper: 23/2014, 08.09.2014

JEL: C73, D53, D85, G21

A network analysis of the evolution of the German interbank market

Paper: 22/2014, 05.09.2014

JEL: D85, G20, G21

Do correlated defaults matter for CDS premia? An empirical analysis

Paper: 21/2014, 01.09.2014

JEL: G14, G21

The multivariate option iPoD framework - assessing systemic financial risk

Paper: 20/2014, 28.08.2014

JEL: C14, C32, G01, G21

Mitigating financial stress in a bank-financed economy: equity injections into banks or purchases of assets?

Paper: 19/2014, 26.08.2014

JEL: E44, E58, E61

Interbank lending and distress: observables, unobservables, and network structure

Paper: 18/2014, 25.08.2014

JEL: E31, G21

International banking and liquidity risk transmission: lessons from across countries

Paper: 17/2014, 22.08.2014

JEL: F34, G01, G21

Household saving behavior and credit constraints in the Euro area

Paper: 16/2014, 07.08.2014

JEL: C8, D12, D14, D91

Quantifying the components of the banks' net interest margin

Paper: 15/2014, 28.07.2014

JEL: G21

Consumer cash usage: a cross-country comparison with payment diary survey data

Paper: 13/2014, 18.07.2014

JEL: D12, E41, E58

How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption Survey

Paper: 12/2014, 18.07.2014

JEL: D1, D3

Analyzing business and financial cycles using multi-level factor models

Paper: 11/2014, 09.07.2014

JEL: C38, C55

A consistent set of multilateral productivity approach-based indicators of price competitiveness

Paper: 10/2014, 01.07.2014

JEL: C23, F31

Market transparency and the marking precision of bond mutual fund managers

Paper: 09/2014, 30.06.2014

JEL: G12, G23

The financial accelerator and market-based debt instruments: a role for maturities?

Paper: 08/2014, 16.05.2014

JEL: E3, E44, G3

Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios

Paper: 07/2014, 21.03.2014

Lucas paradox and allocation puzzle - is the euro area different?

Paper: 06/2014, 03.03.2014

JEL: E22, F21, F36, O16, O57

Earnings baths by bank CEOs during turnovers

Paper: 05/2014, 28.02.2014

JEL: C23, G21, M41

Cash management and payment choices: a simulation model with international comparisons

Paper: 04/2014, 25.02.2014

JEL: C61, E41, E47

Investor fears and risk premia for rare events

Paper: 03/2014, 24.02.2014

JEL: C13, G10, G12

Filling in the blanks: network structure and interbank contagion

Paper: 02/2014, 21.02.2014

JEL: C63, D85, G21, L14

The distribution of debt across euro area countries: the role of individual characteristics, institutions and credit conditions

Paper: 01/2014, 18.02.2014

JEL: D14, G21, G28, K35

Cost leadership and bank internationalization

Paper: 57/2013, 17.02.2014

Market timing, maturity mismatch, and risk management: evidence from the banking industry

Paper: 56/2013, 10.02.2014

Bank leverage cycles and the external finance premium

Paper: 55/2013, 27.01.2014

The role of interbank relationships and liquidity needs

Paper: 54/2013, 24.01.2014

Banks concentration versus diversification in the loan portfolio: new evidence from Germany

Paper: 53/2013, 13.01.2014

Does expenditure composition influence the debt level? Evidence from German federal states

Paper: 52/2013, 24.12.2013

Learning about fiscal policy and the effects of policy uncertainty

Paper: 51/2013, 02.12.2013

Real financial market exchange rates and capital flows

Paper: 50/2013, 26.11.2013

Current account adjustment in EU countries: Does euro-area membership make a difference?

Paper: 49/2013, 25.11.2013

Changing forces of gravity: how the crisis affected international banking

Paper: 48/2013, 22.11.2013

Cash holdings of German open-end equity funds: Does ownership matter?

Paper: 47/2013, 19.11.2013

Assessing house prices in Germany: evidence from an estimated stock-flow model using regional data

Paper: 46/2013, 18.11.2013

Monetary policy and stock market volatility

Paper: 45/2013, 18.11.2013

Collateral requirements and asset prices

Paper: 44/2013, 18.11.2013

Disentangling economic recessions and depressions

Paper: 43/2013, 13.11.2013

Is proprietary trading detrimental to retail investors?

Paper: 42/2013, 13.11.2013

Interest rate risk and the Swiss solvency test

Paper: 41/2013, 13.11.2013

How stressed are banks in the interbank market?

Paper: 40/2013, 23.10.2013

Uncertainty and bank wholesale funding

Paper: 39/2013, 21.10.2013

Precautionary motives in short-term cash management - evidence from German POS transactions

Paper: 38/2013, 15.10.2013

Bayesian estimation of a DSGE model with asset prices

Paper: 37/2013, 11.10.2013

Asset prices, collateral, and unconventional monetary policy in a DSGE model

Paper: 36/2013, 09.10.2013

Modelling and measuring business risk and the resiliency of retail banks

Paper: 35/2013, 07.10.2013

A model of mortgage losses and its applications for macroprudential instruments

Paper: 34/2013, 07.10.2013

Balance sheet strength and bank lending during the global financial crisis

Paper: 33/2013, 27.09.2013

JEL: G01, G18, G21

Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis

Paper: 32/2013, 27.09.2013

JEL: G01, G14, G21

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