Falk Bräuning

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

17

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Scholarly Papers (17)

1.

U.S. Monetary Policy and Emerging Markets Credit Cycles

Number of pages: 45 Posted: 05 Jun 2017 Last Revised: 15 May 2018
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 330 (88,685)

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Global Business Cycle, Monetary Policy, Emerging Markets, Reaching for Yield

2.

Monetary Policy and Global Banking

Number of pages: 51 Posted: 29 Jun 2016 Last Revised: 25 Dec 2016
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 323 (90,856)

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Global banks; monetary policy transmission; cross-border lending

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

Number of pages: 60 Posted: 26 Feb 2015
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 187 (157,809)

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Interbank liquidity, financial crises, monetary policy, credit supply, credit rationing, information asymmetry, euro area, financial globalization

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

Bundesbank Discussion Paper No. 45/2014
Number of pages: 54 Posted: 21 Jun 2016
Deutsche Bundesbank, Frankfurt School of Finance & Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 38 (431,849)

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interbank liquidity, financial crises, monetary policy, credit supply, credit rationing, information asymmetry, euro area, financial globalization

Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis

CEPR Discussion Paper No. DP10479
Posted: 09 Mar 2015
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
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credit rationing, credit supply, euro area, financial crises, financial globalization, information asymmetry, interbank liquidity, monetary policy

4.

ECB Monetary Policy Transmission During Normal and Negative Interest Rate Periods

Number of pages: 43 Posted: 27 Mar 2017
Falk Bräuning and Botao Wu
Federal Reserve Banks - Federal Reserve Bank of Boston and New York University (NYU) - Leonard N. Stern School of Business
Downloads 178 (164,939)

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Monetary policy, negative interest rates, financial markets, bank lending

5.

A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market

SWIFT Institute Working Paper No. 2012-007
Number of pages: 51 Posted: 05 Feb 2014 Last Revised: 01 Oct 2014
VU University Amsterdam, Federal Reserve Banks - Federal Reserve Bank of Boston and De Nederlandsche Bank
Downloads 174 (168,330)

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interbank lending, stochastic, network model

A Dynamic Network Model of the Unsecured Interbank Lending Market

BIS Working Paper No. 491
Number of pages: 55 Posted: 27 Feb 2015
VU University Amsterdam, Federal Reserve Banks - Federal Reserve Bank of Boston and De Nederlandsche Bank
Downloads 116 (234,781)

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Interbank liquidity, financial networks, credit risk uncertainty, peer monitoring, monetary policy, trading relationships, indirect parameter estimation

A Dynamic Network Model of the Unsecured Interbank Lending Market

De Nederlandsche Bank Working Paper No. 460
Number of pages: 57 Posted: 25 Feb 2015 Last Revised: 26 Feb 2015
VU University Amsterdam, Federal Reserve Banks - Federal Reserve Bank of Boston and De Nederlandsche Bank
Downloads 57 (362,844)

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Interbank liquidity, financial networks, credit risk uncertainty, peer monitoring, monetary policy, trading relationships, indirect parameter estimation

The Pricing of FX Forward Contracts: Micro Evidence from Banks’ Dollar Hedging

Number of pages: 52 Posted: 16 Feb 2018 Last Revised: 01 Jun 2018
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 149 (192,598)

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FX Markets, Hedging, Price Determination, Global Banks, International Financial Shocks

The Pricing of FX Forward Contracts: Micro Evidence from Banks’ Dollar Hedging

FRB of Boston Working Paper No. 18-6
Number of pages: 55 Posted: 11 Oct 2018 Last Revised: 21 Feb 2019
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 18 (539,568)

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FX markets, foreign exchange, dollar hedging, price determination, global banks, international financial shocks

8.

Forecasting Macroeconomic Variables Using Collapsed Dynamic Factor Analysis

Tinbergen Institute Discussion Paper No. 12-042/4
Number of pages: 33 Posted: 25 Apr 2012 Last Revised: 05 Jul 2012
Falk Bräuning and Siem Jan Koopman
Federal Reserve Banks - Federal Reserve Bank of Boston and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 60 (348,702)

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Kalman filter, Mixed frequency, Nowcasting, Principal components, State space model, Unobserved Components Time Series Model

9.

The Dynamic Factor Network Model with an Application to Global Credit Risk

FRB of Boston Working Paper No. 16-13
Number of pages: 45 Posted: 23 Nov 2016
Falk Bräuning and Siem Jan Koopman
Federal Reserve Banks - Federal Reserve Bank of Boston and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 59 (351,548)

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network analysis, dynamic factor models, blockmodels, credit-risk spillovers

Relationship Lending in the Interbank Market and the Price of Liquidity

FRB of Boston Working Paper No. 16-7
Number of pages: 43 Posted: 23 Aug 2016
Falk Bräuning and Falko Fecht
Federal Reserve Banks - Federal Reserve Bank of Boston and Frankfurt School of Finance & Management
Downloads 30 (468,463)

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interbank market, relationship lending, financial crisis, central counterparty, financial contagion

Relationship Lending in the Interbank Market and the Price of Liquidity

Bundesbank Discussion Paper No. 22/2012
Number of pages: 68 Posted: 21 Jun 2016
Falk Bräuning and Falko Fecht
Federal Reserve Banks - Federal Reserve Bank of Boston and Frankfurt School of Finance & Management
Downloads 29 (473,639)

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Interbank Market, Relationship Lending, Liquidity Crisis, Central Counterpart, Financial Contagion

11.

Uncovering Covered Interest Parity: The Role of Bank Regulation and Monetary Policy

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 17-3
Number of pages: 41 Posted: 24 Jul 2017 Last Revised: 30 Aug 2017
Falk Bräuning and Kovid Puria
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 58 (354,541)

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covered interest parity, banking, monetary policy

U. S. Monetary Policy and Emerging Market Credit Cycles

FRB of Boston Working Paper No. 17-9
Number of pages: 44 Posted: 09 Nov 2017
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 51 (382,515)

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global business cycle, monetary policy, emerging markets, reaching for yield

U.S. Monetary Policy and Emerging Market Credit Cycles

NBER Working Paper No. w25185
Number of pages: 53 Posted: 22 Oct 2018
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 6 (617,771)
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13.
Downloads 34 (438,873)

Monetary Policy and Global Banking

FRB of Boston Working Paper No. 17-5
Number of pages: 55 Posted: 19 Jul 2017
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 24 (502,209)

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global banks, monetary policy transmission, cross‐border lending

Monetary Policy and Global Banking

NBER Working Paper No. w23316
Number of pages: 54 Posted: 10 Apr 2017
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 10 (591,248)
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14.

The Dynamic Factor Network Model with an Application to Global Credit-Risk

Tinbergen Institute Discussion Paper 16-105/III
Number of pages: 47 Posted: 30 Nov 2016
Falk Bräuning and Siem Jan Koopman
Federal Reserve Banks - Federal Reserve Bank of Boston and Vrije Universiteit Amsterdam - School of Business and Economics
Downloads 34 (438,873)

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Network Analysis, Dynamic Factor Models, Blockmodels, Credit-Risk Spillovers

15.

International Financial Integration, Crises, and Monetary Policy: Evidence from the Euro Area Interbank Crises

FRB of Boston Working Paper No. 17-6
Number of pages: 48 Posted: 07 Sep 2017
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Government of Catalan - Catalan Institution for Research and Advanced Studies (ICREA)
Downloads 30 (456,540)

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financial integration, financial crises, cross-border lending, monetary policy, euro area sovereign crisis, liquidity

16.

Bargaining Power and Outside Options in the Interbank Lending Market

Bundesbank Discussion Paper No. 31/2017
Number of pages: 46 Posted: 05 Nov 2017
Puriya Abbassi, Falk Bräuning and Niels Schulze
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 29 (461,278)

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bargaining power, over-the-counter market, monetary policy, money market segmentation

17.

The Pricing of FX Forward Contracts: Micro Evidence from Banks' Dollar Hedging

Deutsche Bundesbank Discussion Paper No. 42/2018
Number of pages: 56 Posted: 29 Oct 2018 Last Revised: 21 Feb 2019
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 28 (466,202)

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FX markets, hedging, price determination, global banks, international finance