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European Central Bank Research Paper Series

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Viewing: 1 - 50 of 2,251 papers

1.

Value at Risk Models in Finance

ECB Working Paper No. 75
Number of pages: 41 Posted: 25 Feb 2003
Working Paper Series
European Central Bank (ECB) and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 5,647
2.

Systemic Risk: A Survey

ECB Working Paper No. 35
Number of pages: 79 Posted: 13 Mar 2001
Working Paper Series
Banque de France - Economic Study and Research Division and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 5,364
3.

The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal

ECB Working Paper No. 1419
Number of pages: 61 Posted: 06 Feb 2012
Working Paper Series
European Central Bank (ECB) - Directorate General Economics
Downloads 4,056
4.

Fair Value Accounting and Financial Stability

ECB Occasional Paper No. 13
Number of pages: 50 Posted: 18 Nov 2005
Working Paper Series
EBS, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 3,800
5.

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
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2,228
6.

Mergers and Acquisitions and Bank Performance in Europe: The Role of Strategic Similarities

ECB Working Paper No. 398
Number of pages: 37 Posted: 13 Dec 2004
Working Paper Series
European Central Bank (ECB) and University of Wales, Bangor
Downloads 1,782
7.

Sovereign Risk Premia in the European Government Bond Market

ECB Working Paper No. 369
Number of pages: 39 Posted: 02 Dec 2004
Working Paper Series
German Institute for Economic Research (DIW Berlin), University of Bonn - Institute of Economic Policy and European Central Bank (ECB)
Downloads 1,766
8.

Bank Mergers, Competition and Liquidity

ECB Working Paper No. 292
Number of pages: 51 Posted: 27 Apr 2004
Working Paper Series
Bocconi University - Department of Finance, European Central Bank (ECB) and Stockholm School of Economics (SITE)

Multiple version iconThere are 2 versions of this paper

Downloads 1,761
9.

Competition and Stability: What's Special About Banking?

ECB Working Paper No. 146
Number of pages: 50 Posted: 17 Jan 2003
Working Paper Series
Bocconi University - Department of Finance and European Central Bank (ECB)
Downloads 1,744
10.

Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries

ECB Working Paper No. 362
Number of pages: 66 Posted: 01 Dec 2004
Working Paper Series
University of Salamanca - Department of Economics and Economic History and European Central Bank (ECB)
Downloads 1,701
11.

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
European Central Bank (ECB)
Downloads 1,669
12.

Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area

ECB Working Paper No. 105
Number of pages: 60 Posted: 17 Dec 2002
Working Paper Series
European Central Bank (ECB), Bank for International Settlements (BIS), Banco de España, Aix-Marseille University and Deutsche Bundesbank, Economics Department

Multiple version iconThere are 3 versions of this paper

Downloads 1,549
13.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,519
14.

Non-Performing Loans: What Matters in Addition to the Economic Cycle?

ECB Working Paper No. 1515
Number of pages: 34 Posted: 05 Mar 2013
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and Goethe University Frankfurt
Downloads 1,507
15.

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
KU Leuven - Center for Economic Studies and Banco de España
Downloads 1,504
16.

The Impact of Sovereign Wealth Funds on Global Financial Markets

ECB Occasional Paper No. 91
Number of pages: 32 Posted: 03 Jul 2008 Last Revised: 09 Jul 2008
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,501
17.

Liquidity (Risk) Concepts: Definitions and Interactions

ECB Working Paper No. 1008
Number of pages: 72 Posted: 23 Feb 2009
Working Paper Series
Federal Reserve Board of Governors
Downloads 1,416
18.

International Stock Return Comovements

ECB Working Paper No. 931
Number of pages: 46 Posted: 19 Mar 2008 Last Revised: 28 Jun 2011
Working Paper Series
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Purdue University - Krannert School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,394
19.

Hedge Funds and their Implications for Financial Stability

ECB Occasional Paper No. 34
Number of pages: 76 Posted: 15 Nov 2005
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,335
20.

The Monetary Transmission Mechanism in the Euro Area: More Evidence from VAR Analysis (MTN conference paper)

ECB Working Paper No. 91
Number of pages: 37 Posted: 09 Apr 2003
Working Paper Series
Ghent University-Universiteit Gent - Department of Financial Economics and European Central Bank (ECB)
Downloads 1,297
21.

'New' Views on the Optimum Currency Area Theory: What is EMU Telling Us?

ECB Working Paper No. 138
Number of pages: 54 Posted: 20 Jan 2003
Working Paper Series
European Central Bank (ECB)
Downloads 1,239
22.

Mapping Global Value Chains

ECB Working Paper No. 1677
Number of pages: 42 Posted: 04 Jul 2014
Working Paper Series
Organization for Economic Co-Operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD) - Trade Directorate (ECH)
Downloads 1,214
23.

Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

ECB Working Paper No. 204
Number of pages: 66 Posted: 04 Feb 2003
Working Paper Series
European Central Bank (ECB), New York University - Leonard N. Stern School of Business - Department of Economics and University of Oxford - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,211
24.

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
Halle Institute for Economic Research and Bank of Finland - Finnish Financial Supervision Authority (FIN-FSA)
Downloads 1,114
25.

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
Federal Reserve Board - Trade and Financial Studies
Downloads 1,108
26.

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
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,092
27.

Towards a New Early Warning System of Financial Crises

ECB Working Paper No. 145
Number of pages: 67 Posted: 17 Jan 2003
Working Paper Series
Banque de France and DIW Berlin
Downloads 1,090
28.

Does Monetary Policy Affect Bank Risk-Taking?

ECB Working Paper No. 1166
Number of pages: 46 Posted: 08 Apr 2010
Working Paper Series
University of Wales, Bangor, Bank for International Settlements (BIS) and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 1,073
29.

The Stability and Growth Pact: Crisis and Reform

ECB Occasional Paper No. 129
Number of pages: 23 Posted: 26 Sep 2011
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 1,025
30.

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
Joint Research Centre - European Commisison and European Central Bank (ECB)
Downloads 1,020
31.

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
European Central Bank (ECB) and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 1,001
32.

Endogeneities of Optimum Currency Areas: What brings Countries Sharing a Single Currency Closer Together?

ECB Working Paper No. 468
Number of pages: 40 Posted: 20 May 2005
Working Paper Series
London School of Economics & Political Science (LSE) and European Central Bank (ECB)
Downloads 998
33.

A Fiscal Theory of Sovereign Risk

ECB Working Paper No. 187
Number of pages: 29 Posted: 06 Aug 2003
Working Paper Series
Columbia University - Graduate School of Arts and Sciences - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 993
34.

The Impact of the Global Economic and Financial Crisis on Central, Eastern and South-Eastern Europe: A Stock-Taking Exercise

ECB Occasional Paper No. 114
Number of pages: 67 Posted: 02 Jul 2010
Working Paper Series
Oesterreichische Nationalbank (OeNB) and European Central Bank (ECB)
Downloads 977
35.

Public Sector Efficiency: An International Comparison

ECB Working Paper Series No. 242
Number of pages: 38 Posted: 22 Sep 2003
Working Paper Series
University of Lisbon - School of Economics and Management, European Central Bank (ECB) and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 970
36.

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

Multiple version iconThere are 2 versions of this paper

Downloads 937
37.

The Euro's Trade Effects

ECB Working Paper No. 594
Number of pages: 102 Posted: 24 Apr 2006
Working Paper Series
University of Geneva - Graduate Institute of International Studies (HEI)
Downloads 929
38.

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
University of Zurich - Department of Economics and European Central Bank (ECB)
Downloads 906
39.

Asset Price Booms and Monetary Policy

ECB Working Paper No. 364
Number of pages: 64 Posted: 01 Dec 2004
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 894
40.

Youth Unemployment in the OECD: Demographic Shifts, Labour Market Institutions, and Macroeconomic Shocks

ECB Working Paper No. 155
Number of pages: 62 Posted: 14 May 2003
Working Paper Series
Banco de España - Research Department and European Central Bank (ECB)
Downloads 879
41.

What 'Hides' Behind Sovereign Debt Ratings?

ECB Working Paper No. 711
Number of pages: 67 Posted: 19 Jan 2007
Working Paper Series
University of Lisbon - School of Economics and Management, Universidad Carlos III de Madrid and European Central Bank (ECB)
Downloads 874
42.

Cross-Border Labour Mobility within an Enlarged EU

ECB Occasional Paper No. 52
Number of pages: 38 Posted: 26 Oct 2006
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 873
43.

Taking Stock: Monetary Policy Transmission to Equity Markets

ECB Working Paper No. 354
Number of pages: 48 Posted: 22 Oct 2004
Working Paper Series
European Central Bank (ECB) and DIW Berlin
Downloads 865
44.

The Euro Area Financial System: Structure, Integration and Policy Initiatives

ECB Working Paper No. 230
Number of pages: 55 Posted: 06 Jun 2003
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 844
45.

Assessing the Factors Behind Oil Price Changes

ECB Working Paper No. 855
Number of pages: 39 Posted: 01 Feb 2008
Working Paper Series
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 843
46.

The Determinants of Bank Capital Structure

ECB Working Paper No. 1096
Number of pages: 52 Posted: 20 Oct 2009
Working Paper Series
Halle Institute for Economic Research and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 838
47.

Shadow Banking in the Euro Area: An Overview

ECB Occasional Paper No. 133
Number of pages: 38 Posted: 08 May 2012
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 820
48.

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
University of Notre Dame and European Central Bank (ECB)
Downloads 813
49.

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
Bank for International Settlements (BIS), University of Wales, Bangor and European Central Bank (ECB)
Downloads 811
50.

Exchange Rate Pass-Through in Emerging Markets

ECB Working Paper No. 739
Number of pages: 33 Posted: 11 Apr 2007
Working Paper Series
European Central Bank (ECB), ifo Institue fur Wirtschaftsforschung and European Central Bank (ECB)
Downloads 808