Falk Bräuning

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

21

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Top 20,073

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2,701

SSRN CITATIONS
Rank 6,691

SSRN RANKINGS

Top 6,691

in Total Papers Citations

66

CROSSREF CITATIONS

116

Scholarly Papers (21)

1.

Monetary Policy and Global Banking

Journal of Finance, Forthcoming
Number of pages: 74 Posted: 29 Jun 2016 Last Revised: 09 Feb 2020
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 415 (78,584)
Citation 6

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Global banks; monetary policy transmission; cross-border lending

2.

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 397 (82,644)

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

3.

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 279 (122,383)
Citation 4

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

Cross-Border Interbank Liquidity, Crises, and Monetary Policy

Journal of International Economics, Forthcoming
Number of pages: 53 Posted: 26 Feb 2015 Last Revised: 11 Sep 2020
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston, Frankfurt School of Finance & Management and Imperial College London
Downloads 214 (158,846)
Citation 16

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international liquidity, financial crises, cross-border lending, monetary policy, banks.

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 Imperial College London
Downloads 51 (433,892)

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

Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging

The Review of Financial Studies, forthcoming
Number of pages: 62 Posted: 16 Feb 2018 Last Revised: 28 Jul 2020
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 187 (180,333)
Citation 12

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

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 23 (576,640)

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

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 121 (258,966)

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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 65 (384,839)
Citation 17

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

7.

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 178 (188,474)
Citation 5

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interbank lending, stochastic, network model

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 75 (355,535)
Citation 2

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

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 47 (449,870)
Citation 6

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

9.

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 91 (313,222)
Citation 4

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

10.

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 71 (362,651)

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

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 69 (368,282)

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covered interest parity, banking, monetary policy

12.
Downloads 69 (368,282)
Citation 4

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 44 (462,550)

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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: 75 Posted: 10 Apr 2017
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 25 (562,951)

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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 58 (408,175)

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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 7 (696,714)
Citation 6

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14.

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 64 (382,993)

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

Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata

Number of pages: 60 Posted: 18 Nov 2019 Last Revised: 06 Oct 2020
Puriya Abbassi and Falk Bräuning
Deutsche Bundesbank and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 40 (480,470)

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Credit Supply, Foreign Exchange Risk, Financial Intermediation, Risk Migration, Financial Stability

16.

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 43 (457,867)
Citation 1

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

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 40 (480,470)

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

Bargaining Power and Outside Options in the Interbank Lending Market

FRB of Boston Working Paper No. 20-10
Number of pages: 44 Posted: 23 Oct 2020
Puriya Abbassi, Falk Bräuning and Niels Schulze
Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of Boston and Deutsche Bundesbank - Financial Stability Department
Downloads 0

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

18.

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 Imperial College London
Downloads 39 (474,874)

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

19.

Stress Testing Effects on Portfolio Similarities Among Large Us Banks

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 19-1
Number of pages: 40 Posted: 17 Jul 2019
Falk Bräuning and Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 38 (479,254)

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bank correlations, concentration, portfolio similarity, stress tests, systemic risk

20.

The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 87795
Number of pages: 19 Posted: 29 Apr 2020
Falk Bräuning and J. Christina Wang
Federal Reserve Banks - Federal Reserve Bank of Boston and Independent
Downloads 19 (585,001)

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financial stability, low interest rate, monetary policy, interest coverage, business leverage

21.

The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences

Number of pages: 47
Falk Bräuning and Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 1

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Stress Testing, Financial Stability, Credit Supply, Real Effects, Financial Regulation