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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 265
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 165
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 140
4.

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 129
5.

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 125
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 111
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 110
8.

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 109
9.

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 103
10.

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 98
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 88
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 85
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 76
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 68
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 67
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 66
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 63
18.

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 61
19.

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 59
20.

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 57
21.

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 57
22.

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 57
23.

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 56
24.

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 55
25.

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 55
26.

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 3 versions of this paper

Downloads 55
27.

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 55
28.

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 55
29.

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 54
30.

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 51
31.

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 51
32.

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 50
33.

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
34.

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 49
35.

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 49
36.

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 46
37.

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 46
38.

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 45
39.

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 43
40.

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 42
41.

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 41
42.

Household Saving Behavior and Credit Constraints in the Euro Area

Bundesbank Discussion Paper No. 16/2014
Number of pages: 34 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank, Banque Centrale du Luxembourg, Deutsche Bundesbank and Banque centrale du Luxembourg
Downloads 41
43.

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 41
44.

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 40
45.

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 40
46.

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 40
47.

Credit Risk Interconnectedness: What Does the Market Really Know?

Bundesbank Discussion Paper No. 09/2016
Number of pages: 39 Posted: 21 Jun 2016
Working Paper Series
Deutsche Bundesbank, Universitat Pompeu Fabra - Department of Economics and Business, Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 38
48.

Monetary Policy and the Asset Risk-Taking Channel

Bundesbank Discussion Paper No. 48/2015
Number of pages: 65 Posted: 21 Jun 2016
Working Paper Series
European University Institute - Economics Department (ECO) and European University Institute
Downloads 38
49.

Money and Housing: Evidence for the Euro Area and the Us

Bundesbank Series 1 Discussion Paper No. 2007,12
Number of pages: 48 Posted: 08 Jun 2016
Working Paper Series
Deutsche Bundesbank and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 38
50.

The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR

Bundesbank Series 1 Discussion Paper No. 2011,05
Number of pages: 64 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 38