Wilhelm-Epstein-Str. 14
Frankfurt/Main, 60431
Germany
Deutsche Bundesbank
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call auctions, batch auctions, clearing frequency, high-frequency trading, latency, liquidity
Financial Crisis, Prediction, Classification, Machine Learning
Interest rates, bank lending, excess liquidity, AnaCredit
interest rates, bank lending, excess liquidity, monetary policy
asset management, investment funds, systemic risk, fire sales, liquidity risk, cross-holdings, contagion
asset management, investment funds, systemic risk, fire sales, liquidity risk, cross-holdings, spillover effects
ESG, asset management, greenwashing, regulation
green bonds, sustainable investment, greenium, ownership structure, securities holdings
leverage, risk-taking, derivatives, securities lending, mutual funds
derivatives, leverage, mutual funds, risk-taking, securities lending
leverage, risk-taking, derivatives, securities lending
asset management, mutual funds, systemic risk, fire sales, liquidity
Green bonds, sustainable investment, greenium, ownership structure, securities holdings
networks, bank lending, portfolio theory, fire sales, contagion, diversification, systemic risk
network reconstruction; systemic risk; bipartite credit network; aggregation level
aggregation level, bipartite credit network, network reconstruction, stress testing, systemic risk
systemic risk, fire sales, price-mediated contagion, common asset holdings
diversification, comovement, portfolio overlap, mutual funds, performance
asset management; institutional investors; return comovement; common ownership
cross-border effects, regulation, money market funds, risk-taking
asset management; mutual funds; externalities; contagion; performance.
asset management, mutual funds, externalities, contagion, performance
Interconnectedness, Portfolio overlap, Homogeneity, Similarity, Diversification, Systemic risk
monetary policy, euro-denominated money market funds, pass-through
