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Deutsche Bundesbank Discussion Paper Series

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1.

A Distribution-Free Test for Outliers

Bundesbank Discussion Paper No. 02/2013
Number of pages: 16 Posted: 21 Jun 2016
Working Paper Series
University of Maastricht - Department of Economics and Deutsche Bundesbank
Downloads 239
2.

Sovereign Default Swap Market Efficiency and Country Risk in the Eurozone

Bundesbank Discussion Paper No. 08/2013
Number of pages: 53 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank and Goethe University Frankfurt
Downloads 161
3.

The Impact of Fiscal Policy on Economic Activity Over the Business Cycle - Evidence from a Threshold VAR Analysis

Bundesbank Series 1 Discussion Paper No. 2011,03
Number of pages: 60 Posted: 08 Jun 2016
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and European Central Bank (ECB)
Downloads 131
4.

High-Frequency Trading in the Bund Futures Market

Bundesbank Discussion Paper No. 15/2016
Number of pages: 45 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank
Downloads 119
5.

The Impact of Thin-Capitalization Rules on Multinationals' Financing and Investment Decisions

Bundesbank Series 1 Discussion Paper No. 2008,03
Number of pages: 56 Posted: 08 Jun 2016
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Universität zu Köln, University of Mannheim - Department of Business Administration and Taxation and University of Tuebingen
Downloads 118
6.

Banking and Sovereign Risk in the Euro Area

Bundesbank Series 1 Discussion Paper No. 2010,09
Number of pages: 68 Posted: 08 Jun 2016
Working Paper Series
Central Bank of Ireland, Deutsche Bundesbank and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 103
7.

How Does P2P Lending Fit into the Consumer Credit Market?

Bundesbank Discussion Paper No. 30/2016
Number of pages: 24 Posted: 05 Oct 2016
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH, Goethe University Frankfurt - Faculty of Economics and Business Administration and UCL Centre for Blockchain Technologies

Multiple version iconThere are 2 versions of this paper

Downloads 101
8.

U-Midas: Midas Regressions with Unrestricted Lag Polynomials

Bundesbank Series 1 Discussion Paper No. 2011,35
Number of pages: 56 Posted: 08 Jun 2016
Working Paper Series
Independent, European University Institute and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 97
9.

Who Trades on Momentum?

Bundesbank Discussion Paper No. 42/2014
Number of pages: 56 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 2 versions of this paper

Downloads 90
10.

Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data

Bundesbank Discussion Paper No. 13/2014
Number of pages: 45 Posted: 21 Jun 2016
Working Paper Series
Reserve Bank of Australia, Telecom ParisTech, Government of Canada - Bank of Canada, De Nederlandsche Bank, Deutsche Bundesbank - Research Center, Federal Reserve Bank of Boston - Research Department and Oesterreichische Nationalbank - Economic Studies Division

Multiple version iconThere are 3 versions of this paper

Downloads 86
11.

Macroeconomic Factors and Micro-Level Bank Risk

Bundesbank Series 1 Discussion Paper No. 2010,20
Number of pages: 60 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and University of Tuebingen

Multiple version iconThere are 2 versions of this paper

Downloads 84
12.

Black Monday, Globalization and Trading Behavior of Stock Investors

Bundesbank Discussion Paper No. 18/2016
Number of pages: 19 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank
Downloads 82
13.

Concepts to Calculate Equilibrium Exchange Rates: An Overview

Bundesbank Series 1 Discussion Paper No. 2000,03
Number of pages: 75 Posted: 08 Jun 2016
Working Paper Series
University of Strathclyde in Glasgow - Department of Economics
Downloads 70
14.

Regulation, Credit Risk Transfer with CDS, and Bank Lending

Bundesbank Discussion Paper No. 05/2012
Number of pages: 40 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank and University of Augsburg - Faculty of Business Administration and Economics
Downloads 66
15.

Foreign Direct Investment, Spillovers and Absorptive Capacity: Evidence from Quantile Regressions

Bundesbank Series 1 Discussion Paper No. 2005,13
Number of pages: 40 Posted: 08 Jun 2016
Working Paper Series
Nottingham University Business School and University of Kiel

Multiple version iconThere are 2 versions of this paper

Downloads 62
16.

How Central is Central Counterparty Clearing? A Deep Dive into a European Repo Market During the Crisis

Bundesbank Discussion Paper No. 14/2016
Number of pages: 38 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank, Frankfurt School of Finance & Management and Deutsche Bundesbank
Downloads 62
17.

Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

Bundesbank Series 1 Discussion Paper No. 2005,30
Number of pages: 60 Posted: 08 Jun 2016
Working Paper Series
Princeton University - Department of Economics, University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 61
18.

Which Banks are More Risky? The Impact of Loan Growth and Business Model on Bank Risk-Taking

Bundesbank Discussion Paper No. 33/2012
Number of pages: 64 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank
Downloads 54
19.

Executive Board Composition and Bank Risk Taking

Bundesbank Discussion Paper No. 03/2012
Number of pages: 80 Posted: 21 Jun 2016
Working Paper Series
University of South Carolina - Darla Moore School of Business, Deutsche Bundesbank and University of Bristol
Downloads 53
20.

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Bundesbank Discussion Paper No. 25/2016
Number of pages: 60 Posted: 14 Jul 2016
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 3 versions of this paper

Downloads 53
21.

Below the Zero Lower Bound: A Shadow-Rate Term Structure Model for the Euro Area

Bundesbank Discussion Paper No. 32/2016
Number of pages: 50 Posted: 05 Oct 2016
Working Paper Series
European Central Bank and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 52
22.

Loan Loss Provisioning and Procyclicality: Evidence from an Expected Loss Model

Bundesbank Discussion Paper No. 39/2014
Number of pages: 41 Posted: 21 Jun 2016
Working Paper Series
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster, affiliation not provided to SSRN and University of Münster - Finance Center Münster
Downloads 52
23.

Taxing Banks: An Evaluation of the German Bank Levy

Bundesbank Discussion Paper No. 38/2014
Number of pages: 41 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank, Goethe University Frankfurt and Halle Institute for Economic Research

Multiple version iconThere are 2 versions of this paper

Downloads 51
24.

Traditional Banks, Shadow Banks and the Us Credit Boom: Credit Origination Versus Financing

Bundesbank Discussion Paper No. 11/2016
Number of pages: 36 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank
Downloads 51
25.

A Macroeconomic Reverse Stress Test

Bundesbank Discussion Paper No. 30/2015
Number of pages: 40 Posted: 21 Jun 2016
Working Paper Series
University Osnabrück, Chair of Banking and Finance and Deutsche Bundesbank
Downloads 49
26.

Banks' Net Interest Margin and the Level of Interest Rates

Bundesbank Discussion Paper No. 16/2015
Number of pages: 26 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 49
27.

Bank Liquidity Creation and Risk Taking During Distress

Bundesbank Series 2 Discussion Paper No. 2010,05
Number of pages: 60 Posted: 08 Jun 2016
Working Paper Series
University of South Carolina - Darla Moore School of Business, Texas A&M University, Deutsche Bundesbank and University of Bristol
Downloads 47
28.

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Bundesbank Discussion Paper No. 10/2012
Number of pages: 68 Posted: 21 Jun 2016
Working Paper Series
International Monetary Fund and CESifo, University of Warwick - Finance Group and University Ca' Foscari of Venice

Multiple version iconThere are 4 versions of this paper

Downloads 46
29.

Credit Risk Stress Testing and Copulas: Is the Gaussian Copula Better than its Reputation?

Bundesbank Discussion Paper No. 46/2015
Number of pages: 39 Posted: 21 Jun 2016
Working Paper Series
European Central Bank (ECB), Deutsche Bundesbank and Deutsche Bundesbank
Downloads 46
30.

Income Diversification in the German Banking Industry

Bundesbank Series 2 Discussion Paper No. 2009,09
Number of pages: 40 Posted: 08 Jun 2016
Working Paper Series
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg and Deutsche Bundesbank
Downloads 46
31.

Loan Supply in Germany During the Financial Crisis

Bundesbank Series 1 Discussion Paper No. 2010,05
Number of pages: 40 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Downloads 43
32.

Will German Banks Earn Their Cost of Capital?

Bundesbank Discussion Paper No. 01/2017
Posted: 02 Feb 2017
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and ESMT European School of Management and Technology
Downloads 43
33.

The Determinants of Cross-Border Bank Flows to Emerging Markets: New Empirical Evidence on the Spread of Financial Crises

Bundesbank Series 1 Discussion Paper No. 2010,17
Number of pages: 68 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank - Economic Research Centre and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 3 versions of this paper

Downloads 42
34.

The Evolution of Economic Convergence in the European Union

Bundesbank Discussion Paper No. 28/2013
Number of pages: 30 Posted: 21 Jun 2016
Working Paper Series
Ramon Llull University - IQS School of Management and Deutsche Bundesbank
Downloads 42
35.

Is Proprietary Trading Detrimental to Retail Investors?

Bundesbank Discussion Paper No. 42/2013
Number of pages: 40 Posted: 21 Jun 2016
Working Paper Series
Frankfurt School of Finance & Management, Goethe University Frankfurt - Faculty of Economics and Business Administration and Rotterdam School of Management, Erasmus University (RSM)

Multiple version iconThere are 2 versions of this paper

Downloads 41
36.

A Solution to the Problem of Too Many Instruments in Dynamic Panel Data GMM

Bundesbank Series 1 Discussion Paper No. 2009,31
Number of pages: 40 Posted: 08 Jun 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 40
37.

Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis

Bundesbank Series 1 Discussion Paper No. 2011,04
Number of pages: 68 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank, European Central Bank and European University Institute

Multiple version iconThere are 2 versions of this paper

Downloads 40
38.

Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence

Bundesbank Discussion Paper No. 22/2016
Number of pages: 23 Posted: 11 Jul 2016
Working Paper Series
Deutsche Bundesbank, Deutsche Bundesbank and University of Wuerzburg
Downloads 39
39.

Interbank Intermediation

Bundesbank Discussion Paper No. 16/2016
Number of pages: 45 Posted: 21 Jun 2016
Working Paper Series
Wang Yanan Institute for Studies in Economics, Deutsche Bundesbank and Faculty of Economics and Business Administration
Downloads 39
40.

Schätzung Der Deutschen Zinsstrukturkurve

Bundesbank Series 1 Discussion Paper No. 1997,04
Number of pages: 52 Posted: 07 Jun 2016
Working Paper Series
Organisation for Economic Co-operation and Development (OECD)
Downloads 39
41.

Factor-Midas for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP

Bundesbank Series 1 Discussion Paper No. 2007,34
Number of pages: 60 Posted: 08 Jun 2016
Working Paper Series
European University Institute and Deutsche Bundesbank

Multiple version iconThere are 3 versions of this paper

Downloads 38
42.

Granularity Adjustment for Basel Ii

Bundesbank Series 2 Discussion Paper No. 2007,01
Number of pages: 40 Posted: 08 Jun 2016
Working Paper Series
Board of Governors of the Federal Reserve and University of Freiburg
Downloads 38
43.

Determinants of European Banks' Engagement in Loan Securitization

Bundesbank Series 2 Discussion Paper No. 2008,10
Number of pages: 56 Posted: 08 Jun 2016
Working Paper Series
Justus-Liebig-University Giessen and Goethe University Frankfurt
Downloads 36
44.

Relationship Lending: Empirical Evidence for Germany

Bundesbank Series 2 Discussion Paper No. 2007,14
Number of pages: 56 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank, International Monetary Fund (IMF) and Deutsche Bundesbank
Downloads 36
45.

The Determinants of CDS Spreads: Evidence from the Model Space

Bundesbank Discussion Paper No. 43/2016
Number of pages: 63 Posted: 14 Dec 2016
Working Paper Series
Leuphana University Lueneburg and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 36
46.

A 'Wreckers Theory' of Financial Distress

Bundesbank Series 1 Discussion Paper No. 2005,40
Number of pages: 48 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank - Economic Research Centre
Downloads 35
47.

Monetary Policy and Stock Market Volatility

Bundesbank Discussion Paper No. 45/2013
Number of pages: 13 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank, WHU Otto Beisheim Graduate School of Management and WHU - Otto Beisheim School of Management
Downloads 35
48.

Time Series Properties of a Rating System Based on Financial Ratios

Bundesbank Series 2 Discussion Paper No. 2005,14
Number of pages: 61 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank, University of Karlsruhe and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 35
49.

Transmission of Global Financial Shocks to EMU Member States: The Role of Monetary Policy and National Factors

Bundesbank Discussion Paper No. 23/2016
Number of pages: 37 Posted: 11 Jul 2016
Working Paper Series
University of Kiel, Deutsche Bundesbank and University of Kiel
Downloads 35
50.

CDS Spreads and Systemic Risk: A Spatial Econometric Approach

Bundesbank Discussion Paper No. 01/2013
Number of pages: 40 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank and Helvetia Versicherungen

Multiple version iconThere are 2 versions of this paper

Downloads 34