Johannes Poeschl

National Bank of Denmark - Research Department

Havnegade 5

Copenhagen, 1093

Denmark

SCHOLARLY PAPERS

6

DOWNLOADS

555

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Corporate Debt Maturity and Investment Over the Business Cycle

Number of pages: 92 Posted: 09 Mar 2021 Last Revised: 06 Jul 2022
Johannes Poeschl
National Bank of Denmark - Research Department
Downloads 170 (313,370)
Citation 3

Abstract:

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Endogenous debt maturity, endogenous default, firm investment, firm life cycle, business cycle

Aggregate Risk in the Term Structure of Corporate Credit

Number of pages: 74 Posted: 22 Sep 2022
Johannes Poeschl and Ram Yamarthy
National Bank of Denmark - Research Department and Board of Governors of the Federal Reserve System
Downloads 63 (631,830)

Abstract:

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Credit Spreads, CDS, Term Structure, Tail Risk, Debt Maturity

Aggregate Risk in the Term Structure of Corporate Credit

OFR 22-02
Number of pages: 57 Posted: 27 Jun 2022
Johannes Poeschl and Ram Yamarthy
National Bank of Denmark - Research Department and Board of Governors of the Federal Reserve System
Downloads 42 (755,983)

Abstract:

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Credit Spreads, CDS, Term Structure, Tail Risk, Debt Maturity

3.

Noisy credit cycles

Number of pages: 65 Posted: 18 Apr 2023 Last Revised: 18 Oct 2023
Eddie Gerba, Danilo Leiva-Leon and Johannes Poeschl
Banco de España, Banco de España and National Bank of Denmark - Research Department
Downloads 86 (518,076)

Abstract:

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credit cycles, news shocks, noise shocks, bank lending

4.

The Macroeconomic Effects of Shadow Banking Panics

Number of pages: 72 Posted: 09 Mar 2021 Last Revised: 16 Dec 2022
Johannes Poeschl
National Bank of Denmark - Research Department
Downloads 84 (525,577)
Citation 2

Abstract:

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Banking panics, shadow banks, wholesale funding market, liquidity backstops

5.

Sovereign Credit Risk, U.S. Monetary Policy, and the Role of Financial Intermediaries

Number of pages: 75 Posted: 11 Oct 2023 Last Revised: 04 Dec 2023
Johannes Poeschl, Ivan Shaliastovich and Ram Yamarthy
National Bank of Denmark - Research Department, University of Wisconsin - Madison and Board of Governors of the Federal Reserve System
Downloads 55 (658,152)

Abstract:

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Sovereign Credit Risk, Monetary Policy, Financial Intermediaries, CDS, Heterogeneity

6.

Banking Panic Risk and Macroeconomic Uncertainty

Number of pages: 65 Posted: 18 May 2021 Last Revised: 28 Oct 2022
Jakob Guldbæk Mikkelsen and Johannes Poeschl
Danmarks Nationalbank (The Central Bank of Denmark) and National Bank of Denmark - Research Department
Downloads 55 (658,152)

Abstract:

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Banking Panics, Systemic Risk, Endogenous Uncertainty, Macroprudential Policy