SSRN ECB: Working Paper Series (Topic)

1.

Systemic Risk: A Survey

ECB Working Paper No. 35

Number of pages: 79 Posted: 13 Mar 2001

Working Paper Series

Olivier de Bandt and Philipp Hartmann

Banque de France - Economic Study and Research Division and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 5,805

2.

What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007-09?

ECB Working Paper No. 1131

Number of pages: 49 Posted: 27 Dec 2009

Working Paper Series

Maria Grazia Attinasi, Cristina D. Checherita-Westphal and Christiane Nickel

European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 2,482

3.

Financial Structure and the Interest Rate Channel of ECB Monetary Policy

ECB Working Paper No. 40

Number of pages: 46 Posted: 06 Jan 2003

Working Paper Series

Benoit Mojon

Banque de France

Downloads 1,855

4.

Household Debt Sustainability: What Explains Household Non-Performing Loans? An Empirical Analysis

ECB Working Paper No. 570

Number of pages: 45 Posted: 10 Jan 2006

Working Paper Series

Laura Rinaldi and Alicia Sanchis-Arellano

KU Leuven - Center for Economic Studies and Banco de España

Downloads 1,844

5.

Bank Mergers, Competition and Liquidity

ECB Working Paper No. 292

Number of pages: 51 Posted: 27 Apr 2004

Working Paper Series

Elena Carletti, Philipp Hartmann and Giancarlo Spagnolo

Bocconi University - Department of Finance, European Central Bank (ECB) and Stockholm School of Economics (SITE)

There are 2 versions of this paper

Downloads 1,787

6.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192

Number of pages: 133 Posted: 26 May 2010

Working Paper Series

Lawrence J. Christiano, Roberto Motto and Massimo Rostagno

Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)

Downloads 1,727

7.

Liquidity (Risk) Concepts: Definitions and Interactions

ECB Working Paper No. 1008

Number of pages: 72 Posted: 23 Feb 2009

Working Paper Series

Kleopatra Nikolaou

Federal Reserve Board of Governors

Downloads 1,564

8.

Does Monetary Policy Affect Bank Risk-Taking?

ECB Working Paper No. 1166

Number of pages: 46 Posted: 08 Apr 2010

Working Paper Series

Yener Altunbas, Leonardo Gambacorta and David Marques-Ibanez

University of Wales, Bangor, Bank for International Settlements (BIS) and European Central Bank (ECB)

There are 3 versions of this paper

Downloads 1,345

9.

The Impact of High and Growing Government Debt on Economic Growth: An Empirical Investigation for the Euro Area

ECB Working Paper No. 1237

Number of pages: 42 Posted: 25 Aug 2010

Working Paper Series

Cristina D. Checherita-Westphal and Philipp Rother

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 1,251

10.

House Prices and the Macroeconomy in Europe: Results from a Structural VAR Analysis

ECB Working Paper No. 18

Number of pages: 65 Posted: 29 Jul 2001

Working Paper Series

Matteo M. Iacoviello

Federal Reserve Board - Trade and Financial Studies

Downloads 1,181

11.

Deposit Insurance and Moral Hazard: Does the Counterfactual Matter?

ECB Working Paper No. 47

Number of pages: 35 Posted: 28 Jul 2001

Working Paper Series

Reint Gropp and Jukka M. Vesala

Halle Institute for Economic Research and Bank of Finland - Finnish Financial Supervision Authority (FIN-FSA)

Downloads 1,148

12.

A VAR Description of the Effects of Monetary Policy in the Individual Countries of the Euro Area

ECB Working Paper No. 92

Number of pages: 49 Posted: 18 Mar 2002

Working Paper Series

Benoit Mojon and Gert Peersman

Banque de France and Ghent University-Universiteit Gent - Department of Financial Economics

Downloads 1,115

13.

Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis

ECB Working Paper No. 1152

Number of pages: 29 Posted: 27 Feb 2010

Working Paper Series

Ludger Schuknecht, Jürgen von Hagen and Guido Wolswijk

European Central Bank (ECB), University of Bonn and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 1,055

14.

An Analysis of Euro Area Sovereign CDS and Their Relation with Government Bonds

ECB Working Paper No. 1271

Number of pages: 49 Posted: 04 Dec 2010

Working Paper Series

Alessandro Fontana and Martin Scheicher

Joint Research Centre - European Commisison and European Central Bank (ECB)

Downloads 1,043

15.

The Euro's Trade Effects

ECB Working Paper No. 594

Number of pages: 102 Posted: 24 Apr 2006

Working Paper Series

Richard E. Baldwin

University of Geneva - Graduate Institute of International Studies (HEI)

Downloads 1,006

16.

A Fiscal Theory of Sovereign Risk

ECB Working Paper No. 187

Number of pages: 29 Posted: 06 Aug 2003

Working Paper Series

Martín Uribe

Columbia University - Graduate School of Arts and Sciences - Department of Economics

There are 2 versions of this paper

Downloads 1,000

17.

Unconventional Monetary Policy and the Great Recession - Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound

ECB Working Paper No. 1258

Number of pages: 52 Posted: 22 Oct 2010

Working Paper Series

Christiane Baumeister and Luca Benati

University of Notre Dame and European Central Bank (ECB)

Downloads 959

18.

Repo Markets, Counterparty Risk, and the 2007/2008 Liquidity Crisis

ECB Working Paper No. 909, Swiss Finance Institute Research Paper No. 08-24

Number of pages: 48 Posted: 04 Jul 2008

Working Paper Series

Christian Ewerhart and Jens Tapking

University of Zurich - Department of Economics and European Central Bank (ECB)

Downloads 935

19.

The Determinants of Bank Capital Structure

ECB Working Paper No. 1096

Number of pages: 52 Posted: 20 Oct 2009

Working Paper Series

Reint Gropp and Florian Heider

Halle Institute for Economic Research and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 921

20.

Exchange Rate Pass-Through in Emerging Markets

ECB Working Paper No. 739

Number of pages: 33 Posted: 11 Apr 2007

Working Paper Series

Michele Ca'Zorzi, Elke Hahn and Marcelo Sanchez

European Central Bank (ECB), ifo Institue fur Wirtschaftsforschung and European Central Bank (ECB)

Downloads 917

21.

What 'Hides' Behind Sovereign Debt Ratings?

ECB Working Paper No. 711

Number of pages: 67 Posted: 19 Jan 2007

Working Paper Series

Antonio Afonso, Pedro Gomes and Philipp Rother

University of Lisbon - ISEG (School of Economics and Management), University of London - Economics, Mathematics and Statistics and European Central Bank (ECB)

Downloads 904

22.

House Prices and the Stance of Monetary Policy

ECB Working Paper No. 891

Number of pages: 49 Posted: 05 May 2008 Last Revised: 06 Jul 2008

Working Paper Series

Marek Jarocinski and Frank Smets

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 878

23.

Assessing the Factors Behind Oil Price Changes

ECB Working Paper No. 855

Number of pages: 39 Posted: 01 Feb 2008

Working Paper Series

Stephane Dees, Audrey Gasteuil, Robert Kaufmann and Michael Mann

European Central Bank (ECB), Société Générale, Boston University - Center for Energy & Environmental Studies, Department of Geography and Environment and Boston University - Center for Energy & Environmental Studies - Department of Geography and Environment

Downloads 865

24.

What Effects is Emu Having on the Euro Area and its Member Countries? An Overview

ECB Working Paper No. 599

Number of pages: 47 Posted: 24 Apr 2006

Working Paper Series

Francesco Paolo Mongelli and Juan Luis Vega

European Central Bank (ECB) and Banco de España

Downloads 838

25.

Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area

ECB Working Paper No. 1397

Number of pages: 35 Posted: 30 Nov 2011

Working Paper Series

Gert Peersman

Ghent University-Universiteit Gent - Department of Financial Economics

There are 3 versions of this paper

Downloads 833

26.

Securitisation and the Bank Lending Channel

Bank of Italy Temi di Discussione (Working Paper) No. 653, ECB Working Paper No. 838

Number of pages: 39 Posted: 03 Mar 2008

Working Paper Series

Leonardo Gambacorta, Yener Altunbas and David Marques-Ibanez

Bank for International Settlements (BIS), University of Wales, Bangor and European Central Bank (ECB)

Downloads 827

27.

What is Global Excess Liquidity, and Does it Matter?

ECB Working Paper No. 696

Number of pages: 52 Posted: 06 Dec 2006

Working Paper Series

Rasmus Rueffer and Livio Stracca

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 818

28.

Trade Integration of Central and Eastern European Countries: Lessons from a Gravity Model

ECB Working Paper No. 545

Number of pages: 41 Posted: 30 Nov 2005

Working Paper Series

Matthieu Bussière, Jarko Fidrmuc and Bernd Schnatz

Banque de France, Zeppelin University Friedrichshafen and European Central Bank (ECB)

Downloads 768

29.

Deposit Insurance, Moral Hazard and Market Monitoring

ECB Working Paper No. 302

Number of pages: 49 Posted: 19 May 2004

Working Paper Series

Reint Gropp and Jukka M. Vesala

Halle Institute for Economic Research and Bank of Finland - Finnish Financial Supervision Authority (FIN-FSA)

Downloads 764

30.

Cooperation in International Banking Supervision

ECB Working Paper No. 316; EFA 2002 Berlin Meetings Presented Paper

Number of pages: 57 Posted: 19 May 2004

Working Paper Series

Cornelia Holthausen and Thomas Rønde

European Central Bank (ECB) and University of Copenhagen - Department of Economics

There are 2 versions of this paper

Downloads 761

31.

Bank Risk During the Financial Crisis: Do Business Models Matter?

ECB Working Paper No. 1394

Number of pages: 53 Posted: 05 Nov 2011

Working Paper Series

Yener Altunbas, Simone Manganelli and David Marques-Ibanez

University of Wales, Bangor, European Central Bank (ECB) and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 718

32.

CISS - A Composite Indicator of Systemic Stress in the Financial System

ECB Working Paper No. 1426

Number of pages: 51 Posted: 19 Mar 2012

Working Paper Series

Daniel Hollo, Manfred Kremer and Marco Lo Duca

Magyar Nemzeti Bank, European Central Bank (ECB) and European Central Bank (ECB)

Downloads 711

33.

The Disappearing Tax Base: Is Foreign Direct Investment Eroding Corporate Income Taxes?

ECB Working Paper No. 31

Number of pages: 36 Posted: 02 Dec 2002

Working Paper Series

Reint Gropp and Kristina Kostial

Halle Institute for Economic Research and International Monetary Fund (IMF)

Downloads 707

34.

Credit Ratings and the Standardised Approach to Credit Risk in Basel Ii

ECB Working Paper No. 517

Number of pages: 56 Posted: 16 Sep 2005

Working Paper Series

Patrick Van Roy

National Bank of Belgium

Downloads 701

35.

Cross-Border Banking and the International Transmission of Financial Distress During the Crisis of 2007-2008

ECB Working Paper No. 1203

Number of pages: 51 Posted: 09 Jun 2010

Working Paper Series

Alexander A. Popov and Gregory F. Udell

European Central Bank (ECB) and Indiana University - Kelley School of Business - Department of Finance

Downloads 700

36.

The Dark Side of Bank Wholesale Funding

ECB Working Paper No. 1223, FRB of Philadelphia Working Paper No. 09-3, European Banking Center Discussion Paper No. 2009-18S, CentER Discussion Paper Series No. 2009-59S

Number of pages: 41 Posted: 20 Jul 2010

Working Paper Series

Rocco Huang and Lev Ratnovski

Michigan State University - Department of Finance and International Monetary Fund

There are 2 versions of this paper

Downloads 697

37.

Liquidity Shocks and Asset Price Boom/Bust Cycles

ECB Working Paper No. 732

Number of pages: 54 Posted: 25 Feb 2007

Working Paper Series

Ramón Adalid and Carsten Detken

European Central Bank (ECB) and European Central Bank (ECB)

Downloads 683

38.

Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach

ECB Working Paper No. 722

Number of pages: 57 Posted: 07 Feb 2007

Working Paper Series

Frank Smets and Rafael Wouters

European Central Bank (ECB) and National Bank of Belgium

There are 2 versions of this paper

Downloads 683

39.

Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses

ECB Working Paper No. 1345

Number of pages: 43 Posted: 02 Jun 2011

Working Paper Series

Anton Korinek

Johns Hopkins University - Department of Economics

There are 2 versions of this paper

Downloads 649

40.

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

ECB Working Paper No. 1126

Number of pages: 66 Posted: 12 Dec 2009

Working Paper Series

Florian Heider, Marie Hoerova and Cornelia Holthausen

European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

There are 3 versions of this paper

Downloads 633

41.

Monetary Transmission in the Euro Area: Where Do We Stand?

ECB Working Paper No. 114

Number of pages: 72 Posted: 05 Feb 2002

Working Paper Series

Ignazio Angeloni, Anil K. Kashyap, Benoit Mojon and Daniele Terlizzese

Italian Finance Ministry - International Financial Relations, University of Chicago, Booth School of Business, Banque de France and Bank of Italy

Downloads 631

42.

Banking Integration in the Euro Area

ECB Working Paper No. 6

Number of pages: 54 Posted: 22 Aug 2005

Working Paper Series

Inês Cabral, Frank Dierick and Jukka M. Vesala

European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB) and Bank of Finland - Finnish Financial Supervision Authority (FIN-FSA)

Downloads 619

43.