642 |
Refet S. Gürkaynak,
A. Hakan Kara,
Burçin Kısacıkoğlu,
Sang Seok Lee
|
Monetary Policy Surprises and Exchange Rate Behavior
|
Monetary Policy & Financial Stability
|
2020 |
|
639 |
Günter Coenen,
Carlos Montes-Galdón,
Frank Smets
|
Effects of State-Dependent Forward Guidance, Large-Scale Asset Purchases and Fiscal Stimulus in a Low-Interest-Rate Environment
|
Monetary Policy & Financial Stability
|
2020 |
|
633 |
Volker Brühl
|
LIBRA – a differentiated view on Facebook’s virtual currency project
|
Monetary Policy & Financial Stability
|
0 |
|
628 |
Refet S. Gürkaynak,
Hatice Gökçe Karasoy-Can,
Sang Seok Lee
|
Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect
|
Monetary Policy & Financial Stability
|
0 |
|
624 |
Carlo Altavilla,
Luca Brugnolini,
Refet S. Gürkaynak,
Roberto Motto,
Giuseppe Ragusa
|
Measuring Euro Area Monetary Policy
|
Monetary Policy & Financial Stability
|
0 |
|
623 |
Joao Granja,
Christian Leuz,
Raghuram G. Rajan
|
Going the Extra Mile: Distant Lending and Credit Cycles
|
Monetary Policy & Financial Stability
|
0 |
|
622 |
Jannis Bischof,
Christian Laux,
Christian Leuz
|
Accounting for Financial Stability: Lessons from the Financial Crisis and Future Challenges
|
Monetary Policy & Financial Stability
|
0 |
|
620 |
Viral V. Acharya,
Björn Imbierowicz,
Sascha Steffen,
Daniel Teichmann
|
Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?
|
Monetary Policy & Financial Stability
|
0 |
|
619 |
Andreas Beyer,
Katrin Assenmacher-Wesche
|
A cointegration model of money and wealth
|
Monetary Policy & Financial Stability
|
0 |
|
615 |
Winfried Koeniger,
Marc-Antoine Ramelet
|
Home Ownership and Monetary Policy Transmission
|
Monetary Policy & Financial Stability
|
0 |
|
614 |
Christos Koulovatianos,
Dimitris Mavridis
|
Increasing Taxes After a Financial Crisis: Not a Bad Idea After All...
|
Monetary Policy & Financial Stability
|
0 |
|
610 |
João Granja,
Christian Leuz
|
The Death of a Regulator: Strict Supervision, Bank Lending and Business Activity
|
Monetary Policy & Financial Stability
|
0 |
|
601 |
Michael Woodford,
Klaus Adam
|
Leaning Against Housing Prices As Robustly Optimal Monetary Policy
|
Monetary Policy & Financial Stability
|
0 |
|
590 |
Enikő Gábor-Tóth,
Dimitris Georgarakos
|
Economic Policy Uncertainty and Stock Market Participation
|
Monetary Policy & Financial Stability
|
2018 |
|
587 |
Hans Gersbach,
Salomon Faure
|
Loanable Funds vs Money Creation in Banking: A Benchmark Result
|
Monetary Policy & Financial Stability
|
2017 |
|
584 |
Christina Bannier,
Dennis Sinzig
|
Finanzwissen und Vorsorgesparverhalten
|
Monetary Policy & Financial Stability
|
2017 |
|
579 |
Klaus Adam,
Henning Weber
|
Optimal Trend Inflation
|
Monetary Policy & Financial Stability
|
2017 |
|
578 |
Günter Coenen,
Michael Ehrmann,
Gaetano Gaballo,
Peter Hoffmann,
Anton Nakov,
Stefano Nardelli,
Eric Persson,
Georg H. Strasser
|
Communication of monetary policy in unconventional times
|
Monetary Policy & Financial Stability
|
2017 |
|
577 |
Francis X. Diebold,
Frank Schorfheide,
Minchul Shin
|
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
|
Monetary Policy & Financial Stability
|
2017 |
|
576 |
Mert Demirer,
Francis X. Diebold,
Laura Liu,
Kamil Yilmaz
|
Estimating global bank network connectedness
|
Monetary Policy & Financial Stability
|
2017 |
|
575 |
Francis X. Diebold,
Laura Liu,
Kamil Yilmaz
|
Commodity Connectedness
|
Monetary Policy & Financial Stability
|
2017 |
|
563 |
Christiane Baumeister,
Reinhard Ellwanger,
Lutz Kilian
|
Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
|
Monetary Policy & Financial Stability
|
2016 |
|
559 |
Martin Goetz
|
Competition and Bank Stability
|
Monetary Policy & Financial Stability
|
2016 |
|
555 |
Salomon Faure,
Hans Gersbach
|
Money Creation and Destruction
|
Monetary Policy & Financial Stability
|
0 |
|
545 |
Otto Randl,
Josef Zechner
|
Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation
|
Monetary Policy & Financial Stability
|
0 |
|
541 |
Patrick Augustin,
Menachem Brenner,
Gunnar Grass,
Marti G. Subrahmanyam
|
How do Insiders Trade?
|
Monetary Policy & Financial Stability
|
2016 |
|
539 |
Carlo Altavilla,
Marco Pagano,
Saverio Simonelli
|
Bank Exposures and Sovereign Stress Transmission
|
Monetary Policy & Financial Stability
|
2016 |
|
538 |
Volker Brühl
|
How to define a Systemically Important Financial Institution (SIFI) – a new perspective
|
Monetary Policy & Financial Stability
|
2016 |
|
532 |
Ludger Schuknecht
|
The supply of “safe” assets and fiscal policy
|
Monetary Policy & Financial Stability
|
2016 |
|
529 |
Qing He,
Liping Lu,
Steven Ongena
|
Who Gains from Credit Granted between Firms? Evidence from Inter-corporate Loan Announcements Made in China
|
Monetary Policy & Financial Stability
|
2016 |
|
527 |
Dae Woong Kang,
Nick Ligthart,
Ashoka Mody
|
The European Central Bank: Building a Shelter in a Storm
|
Monetary Policy & Financial Stability
|
2015 |
|
525 |
Christiane Baumeister,
Lutz Kilian
|
Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us
|
Monetary Policy & Financial Stability
|
2015 |
|
524 |
Roman Kräussl,
Thorsten Lehnert,
Sigita Senulyte
|
Euro Crash Risk
|
Monetary Policy & Financial Stability
|
2015 |
|
523 |
William Schulze,
David Deeds,
Robert Wuebker,
Roman Kräussl
|
Toward a Pecking Order Theory of Strategic Resource Deployment
|
Monetary Policy & Financial Stability
|
2015 |
Resource Acquisition, Dynamic Capabilities, Venture Capital |
522 |
Ronald Bosman,
Roman Kräussl,
Elizaveta Mirgorodskaya
|
The “Tone Effect” of News on Investor Beliefs: An Experimental Approach
|
Monetary Policy & Financial Stability
|
2015 |
Tone, News, Framing Effect, Price Expectations, Investor Sentiment, Investment Decisions, Experiment |
521 |
Otmar Issing
|
Completing the Unfinished House: Towards a Genuine Economic and Monetary Union?
|
Monetary Policy & Financial Stability
|
2015 |
|
520 |
Refet S. Gürkaynak,
Zeynep Kantur,
M. Anil Tas,
Secil Yildirim
|
Monetary Policy in Turkey after Central Bank Independence
|
Monetary Policy & Financial Stability
|
2015 |
Turkey, CBRT, monetary policy, fiscal policy |
515 |
Stefan Gerlach,
Peter Kugler
|
Back to Gold: Sterling in 1925
|
Monetary Policy & Financial Stability
|
2015 |
Gold Standard, Sterling, exchange rate, PPP, expectations |
514 |
Stefan Gerlach,
Reamonn Lydon,
Rebecca Stuart
|
Unemployment and Inflation in Ireland: 1926-2012
|
Monetary Policy & Financial Stability
|
2015 |
Ireland, historical statistics, inflation, unemployment, import prices |
513 |
Stefan Gerlach,
Rebecca Stuart
|
Money, Interest Rates and Prices in Ireland, 1933-2012
|
Monetary Policy & Financial Stability
|
2015 |
Ireland, historical statistics, long time series, business cycles, SVAR |
511 |
Judit Temesvary,
Steven Ongena,
Ann Owen
|
A Global Lending Channel Unplugged? Does U.S. Monetary Policy Affect Cross‐Border and Affiliate Lending by Global U.S. Banks?
|
Monetary Policy & Financial Stability
|
2015 |
bank lending channel, monetary transmission, global banking, cross‐country analysis |
510 |
Troy Davig,
Refet S. Gürkaynak
|
Is Optimal Monetary Policy Always Optimal?
|
Monetary Policy & Financial Stability
|
2015 |
Central Banking, Monetary Policy, Fiscal Policy, Optimal Policy, Optimal Policy Mix |
509 |
Christina Bannier,
Carolin Schürg
|
Corporate Investment, Debt and Liquidity Choices in the Light of Financial Constraints and Hedging Needs
|
Monetary Policy & Financial Stability
|
2015 |
Cash flow sensitivity, investment, debt issuance, cash holdings |
508 |
Carolina Achury,
Christos Koulovatianos,
John Tsoukalas
|
Political Economics of External Sovereign Defaults
|
Monetary Policy & Financial Stability
|
2015 |
sovereign debt, rent seeking, world interest rates, international lending, incentive compatibility, tragedy of the commons, EU crisis, Grexit, Graccident |
505 |
Andrea Silvestrini,
Andrea Zaghini
|
Financial Shocks and the Real Economy in a Nonlinear World: From Theory to Estimation
|
Monetary Policy & Financial Stability
|
2015 |
financial crisis, nonlinearities, financial shocks |
504 |
Florian Hense
|
Interest Rate Elasticity of Bank Loans: The Case for Sector-Specific Capital Requirements
|
Monetary Policy & Financial Stability
|
2015 |
Bank loans, disaggregation, interest rate elasticity, macro-prudential tools |
503 |
John Coglianese,
Lucas W. Davis,
Lutz Kilian,
James H. Stock
|
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
|
Monetary Policy & Financial Stability
|
2015 |
|
502 |
Lutz Hendricks,
Oksana Leukhina
|
How Risky is College Investment?
|
Monetary Policy & Financial Stability,
Household Finance & Retail Banking
|
2015 |
Education, College dropout risk |
501 |
Christiane Baumeister,
Lutz Kilian
|
Understanding the Decline in the Price of Oil Since June 2014
|
Monetary Policy & Financial Stability
|
2015 |
Oil price declines, OPEC, oil supply, oil demand, shale oil |
500 |
Christiane Baumeister,
Lutz Kilian,
Thomas K. Lee
|
Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
|
Monetary Policy & Financial Stability
|
2015 |
Retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination |
499 |
Lutz Kilian
|
The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices
|
Financial Stability and Banking Regulation
|
2014 |
Shale oil, unconventional oil, tight oil, infrastructure, export ban, refining, U.S. oil independence, oil sands, capacity constraints, oil trade |
498 |
Pablo Guerron-Quintana,
Atsushi Inoue,
Lutz Kilian
|
Impulse Response Matching Estimators for DSGE Models
|
Financial Stability and Banking Regulation
|
2014 |
Structural estimation, DSGE, VAR, impulse response, nonstandard asymptotics, bootstrap, weak identication, robust inference |
496 |
Maria Bigoni,
Gabriele Camera,
Marco Casari
|
Money is More than Memory
|
Macro Finance
|
2014 |
Cooperation, intertemporal trade, experiments, social norms, social dilemmas |
495 |
Ronald Bosman,
Roman Kräussl,
Thomas van Galen
|
Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception
|
Financial Stability and Banking Regulation
|
2014 |
Risk perception, emotions, affect heuristic, option prices, experiment |
494 |
Roman Kräussl
|
Art as an Alternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets
|
Financial Stability and Banking Regulation
|
2014 |
Alternative investments, Art price index, Optimal Asset Allocation |
493 |
Roman Kräussl,
Thorsten Lehnert,
Nicolas Martelin
|
Is There a Bubble in the Art Market?
|
Financial Stability and Banking Regulation
|
2014 |
Art market, Alternative investments, Speculative bubbles, Explosive behavior |
492 |
Roman Kräussl,
Elizaveta Mirgorodskaya
|
News Media Sentiment and Investor Behavior
|
Financial Stability and Banking Regulation
|
2014 |
Investor behavior, News media sentiment, Financial market crises, Pricing bubbles, Framing effects |
490 |
Hans A. Holter,
Dirk Krueger,
Serhiy Stepanchuk
|
How Does Tax Progressivity and Household Heterogeneity Affect Laffer Curves?
|
Monetary Policy and Financial Markets
|
2014 |
Progressive Taxation, Fiscal Policy, Laffer Curve, Government Debt |
489 |
Sylwia Hubar,
Christos Koulovatianos,
Jian Li
|
Fitting Parsimonious Household-Portfolio Models to Data
|
Monetary Policy and Financial Markets
|
2014 |
Epstein-Zin-Weil recursive preferences, subsistence consumption, household-portfolio shares, business equity, wealth inequality |
487 |
Lutz Hendricks,
Oksana Leukhina
|
The Return to College: Selection and Dropout Risk
|
Monetary Policy and Financial Markets
|
2014 |
Education, College premium, College dropout risk |
486 |
Marco Pagano
|
Lessons from the European Financial Crisis
|
Financial Stability and Banking Regulation
|
2014 |
bank regulation, euro, financial crisis, sovereign exposures, forbearance, bank resolution, bank capital requirements |
484 |
Christos Koulovatianos,
Carsten Schröder,
Ulrich Schmidt
|
Do Demographics Prevent Consumer Aggregates from Reflecting Micro-Level Preferences?
|
Monetary Policy and Financial Markets
|
2014 |
Linear Aggregation, Dynamic Representative Consumer, Household-Size Economies, Equivalent Incomes, Survey Method |
483 |
Wanda Mimra,
Achim Wambach
|
A Note on Uniqueness in Game-Theoretic Foundations of the Reactive Equilibrium
|
Financial Stability and Banking Regulation
|
2014 |
asymmetric information, competitive insurance market, contract addition, reactive equilibrium |
481 |
Marco Pagano
|
Dealing with Financial Crises: How Much Help from Research?
|
Financial Stability and Banking Regulation
|
2014 |
financial crisis, risk taking, systemic risk, financial regulation, monetary policy, politics |
478 |
Anders Warne,
Günter Coenen,
Kai Christoffel
|
Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
|
Monetary Policy and Financial Markets
|
2014 |
Bayesian inference, density forecasting, Kalman filter, missing data, Monte Carlo integration, predictive likelihood |
476 |
Christina Bannier,
Markus Wiemann
|
Performance-Sensitive Debt – the Intertwined Effects of Performance Measurement and Pricing Grid Asymmetry
|
Financial Stability and Banking Regulation
|
2014 |
Performance pricing, performance-sensitive debt, accounting data, credit ratings, underinvestment, collateral |
475 |
Christina Bannier,
Eberhard Feess,
Natalie Packham
|
Incentive Schemes, Private Information and the Double-Edged Role of Competition for Agents
|
Financial Stability and Banking Regulation
|
2014 |
Incentive compensation, screening, imperfect labor market competition, vertical differentiation, cross-subsidy |
474 |
Steven Ongena,
Ibolya Schindele,
Dzsamila Vonnak
|
In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?
|
Financial Stability and Banking Regulation
|
2014 |
Bank balance-sheet channel, monetary policy, foreign currency lending |
473 |
Fabian Kindermann,
Dirk Krueger
|
High Marginal Tax Rates on the Top 1%?
|
Monetary Policy and Financial Markets
|
2014 |
Progressive Taxation, Top 1%, Social Insurance, Income Inequality |
472 |
Gianmarco Ottaviano,
João Paulo Pessoa,
Thomas Sampson,
John Van Reenen
|
The Costs and Benefits of Leaving the EU
|
Macro Finance
|
2014 |
Trade, European Union, welfare |
470 |
Gianmarco Ottaviano
|
European Integration and the Gains from Trade
|
Macro Finance
|
2014 |
Gains from trade, European integration, Quantitative trade models, Gravity equations, Structural estimation |
469 |
Gianmarco Ottaviano,
Filipe Lage de Sousa
|
Relaxing Credit Constraints in Emerging Economies: The Impact of Public Loans on the Performance of Brazilian Manufacturers
|
Macro Finance
|
2014 |
heterogeneous firms, productivity, public policy analysis, credit constraints |
466 |
Christiane Baumeister,
Lutz Kilian
|
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
|
Monetary Policy and Financial Markets
|
2014 |
|
463 |
Piergiorgio Alessandri,
Sergio Masciantonio,
Andrea Zaghini
|
Everything you always wanted to know about systemic importance (but were afraid to ask)
|
Monetary Policy and Financial Markets
|
2014 |
|
460 |
Lutz Kilian,
Robert J. Vigfusson
|
The Role of Oil Price Shocks in Causing U.S. Recessions
|
Monetary Policy and Financial Markets
|
2014 |
|
457 |
Laura Moretti
|
Monetary Policy, Long Real Yields and the Financial Crisis
|
Monetary Policy and Financial Markets
|
2014 |
|
456 |
Orcun Kaya,
Lulu Wang
|
The Role of Bank Lending Tightening on Corporate Bond Issuance in the Eurozone
|
Financial Stability and Banking Regulation
|
2014 |
|
454 |
Andrea Zaghini
|
Bank Bonds: Size, Systemic Relevance and the Sovereign
|
Monetary Policy and Financial Markets
|
2014 |
|
453 |
Elias Aptus,
Volker Britz,
Hans Gersbach
|
On the Economics of Crisis Contracts
|
Macro Finance
|
2014 |
|
451 |
Laura Moretti
|
The determinants of inflation differentials in the euro area
|
Monetary Policy and Financial Markets
|
2014 |
|
449 |
Engelbert J. Dockner,
Manuel Mayer,
Josef Zechner
|
Sovereign Bond Risk Premiums
|
Financial Stability and Banking Regulation
|
2013 |
|
448 |
Johann Reindl,
Neal Stoughton,
Josef Zechner
|
Market Implied Costs of Bankruptcy
|
Financial Stability and Banking Regulation
|
2013 |
|
447 |
Jaewon Choi,
Dirk Hackbarth,
Josef Zechner
|
Granularity of Corporate Debt
|
Financial Stability and Banking Regulation
|
2013 |
|
445 |
Rong Hai,
Dirk Krueger,
Andrew Postlewaite
|
On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods
|
Monetary Policy and Financial Markets
|
2013 |
|
443 |
Christiane Baumeister,
Pierre Guérin,
Lutz Kilian
|
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
|
Monetary Policy and Financial Markets
|
2013 |
|
439 |
Arthur Korteweg,
Roman Kräussl,
Patrick Verwijmeren
|
Does it Pay to Invest in Art? A Selection-corrected Returns Perspective
|
Financial Stability and Banking Regulation
|
2013 |
|
438 |
Luiz Félix,
Roman Kräussl,
Philip Stork
|
The 2011 European Short Sale Ban on Financial Stocks: A Cure or a Curse?
|
Financial Stability and Banking Regulation
|
2013 |
|
432 |
Christiane Baumeister,
Lutz Kilian
|
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
|
Monetary Policy and Financial Markets
|
2013 |
|
431 |
Christiane Baumeister,
Lutz Kilian
|
Do Oil Price Increases Cause Higher Food Prices?
|
Monetary Policy and Financial Markets
|
2013 |
|
430 |
Christiane Baumeister,
Lutz Kilian,
Xiaoqing Zhou
|
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
|
Monetary Policy and Financial Markets
|
2013 |
|
427 |
Günter Coenen,
Anders Warne
|
Risks to Prize Stability, the Zero Lower Bound and Forward Guidance: A Real-Time Assessment
|
Monetary Policy and Financial Markets
|
2013 |
|
425 |
Hans-Joachim Dübel
|
The Capital Structure of Banks and Practice of Bank Restructuring
|
Financial Stability and Banking Regulation
|
2013 |
|
424 |
Daniele Pianeselli,
Andrea Zaghini
|
The Cost of Firms’ Debt Financing
|
Monetary Policy and Financial Markets
|
2013 |
|
423 |
Otmar Issing
|
A New Paradigm for Monetary Policy?
|
Monetary Policy and Financial Markets
|
2013 |
|
421 |
Otmar Issing,
Volker Wieland
|
Monetary Theory and Monetary Policy: Reflections on the development over the last 150 years
|
Monetary Policy and Financial Markets
|
2012 |
|
420 |
Laura Moretti,
Toru Suzuki
|
Strategic Transparency and Electoral Pressure
|
Financial Stability and Banking Regulation
|
2012 |
|
419 |
Harold L. Cole,
Soojin Kim,
Dirk Krueger
|
Analyzing the Effects of Insuring Health Risks - On the Trade-off between Short Run Insurance Benefits vs. Long Run Incentive Costs
|
Monetary Policy and Financial Markets
|
2012 |
|
418 |
Carmen Lee,
Roman Kräussl,
Leo Paas
|
The Effect of Anticipated and Experienced Regret and Pride on Investors’ Future Selling Decisions
|
Financial Stability and Banking Regulation
|
2012 |
|
417 |
Roman Kräussl,
Stefan Krause
|
Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009
|
Financial Stability and Banking Regulation
|
2012 |
|
416 |
Robert Wuebker,
William Schulze,
Roman Kräussl
|
Is Venture Capital a Local Business? A Test of the Proximity and Local Network Hypotheses
|
Financial Stability and Banking Regulation
|
2012 |
|
415 |
Fabian Bornhorst,
Ashoka Mody
|
Test of the German Resilience
|
Financial Stability and Banking Regulation
|
2012 |
|
414 |
Adrian Alter,
Andreas Beyer
|
The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil
|
Monetary Policy and Financial Markets
|
2012 |
|
413 |
John F. Cogan,
John B. Taylor,
Volker Wieland,
Maik Wolters
|
Fiscal Consolidation Strategy
|
Monetary Policy and Financial Markets
|
2012 |
|
412 |
Athanasios Orphanides,
Volker Wieland
|
Complexity and Monetary Policy
|
Monetary Policy and Financial Markets
|
2012 |
|
407 |
Otmar Issing
|
Central Banks - Paradise Lost (Mayekawa Lecture held on May 30, 2012)
|
Monetary Policy and Financial Markets
|
2012 |
|
404 |
Volker Wieland,
Tobias Cwik,
Sebastian Schmidt,
Maik Wolters
|
A New Comparative Approach to Macroeconomic Modeling and Policy Analysis
|
Monetary Policy and Financial Markets
|
2012 |
Going-private Decisions, VC-backed IPOs, Corporate Governance |
402 |
Laura Moretti
|
Inflation Targeting and Product Market Deregulation
|
Financial Stability and Banking Regulation
|
2012 |
Inflation Targeting, Product Market Deregulation, Difference ind Difference |
401 |
Neil A. Doherty,
Christian Laux,
Alexander Muermann
|
Insuring Non-Verifiable Losses
|
Financial Stability and Banking Regulation
|
2011 |
|
400 |
Konstantinos Voutsinas,
Richard A. Werner
|
New Evidence on the Effectiveness of ‘Quantitative Easing’ in Japan
|
Monetary Policy and Financial Markets
|
2011 |
|
399 |
Victor Lyonnet,
Richard A. Werner
|
The Lessons from QE and Other ‘Unconventional’ Monetary Policies – Evidence from the Bank of England
|
Monetary Policy and Financial Markets
|
2011 |
|
396 |
Richard A. Werner
|
The Unintended Consequences of the Debt - - - Will Increased Government Expenditure Hurt the Economy?
|
Monetary Policy and Financial Markets
|
2011 |
|
393 |
Jingjing Chai,
Raimond Maurer,
Olivia S. Mitchell,
Ralph Rogalla
|
Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply
|
Financial Stability and Banking Regulation
|
2011 |
|
392 |
Stefan Gerlach,
Laura Moretti
|
Monetary Policy and TIPS Yields Before the Crisis
|
Monetary Policy and Financial Markets
|
2011 |
|
390 |
Marcel Bluhm
|
Investigating the Monetary Policy of Central Banks with Assessment Indicators
|
Financial Stability and Banking Regulation
|
2011 |
|
389 |
Marcel Bluhm,
Jan Pieter Krahnen
|
Default Risk in an Interconnected Banking System with Endogeneous Asset Markets
|
Financial Stability and Banking Regulation
|
2011 |
|
384 |
Laura Moretti
|
Transparency and Emerging Market Bond Spreads
|
Financial Stability and Banking Regulation
|
2011 |
|
383 |
Otmar Issing
|
Lessons for Monetary Policy: What Should the Consensus Be?
|
Financial Stability and Banking Regulation
|
2011 |
|
382 |
Charles Goodhart
|
The Emerging New Architecture of Financial Regulation
|
Financial Stability and Banking Regulation
|
2011 |
|
381 |
Xavier Freixas,
Christian Laux
|
Disclosure, Transparency, and Market Discipline
|
Financial Stability and Banking Regulation
|
2011 |
|
380 |
Reint Gropp,
Christian Hirsch,
Jan Pieter Krahnen
|
Is Rated Debt Arm’s Length? Evidence from Mergers and Acquisitions
|
Financial Stability and Banking Regulation
|
2011 |
|
376 |
Carolina Achury,
Sylwia Hubar,
Christos Koulovatianos
|
Saving Rates and Portfolio Choice with Subsistence Consumption
|
Monetary Policy and Financial Markets
|
2011 |
|
371 |
Mathias Hoffmann,
Michael U. Krause,
Thomas Laubach
|
Long-run Growth Expectations and "Global Imbalace"
|
Monetary Policy and Financial Markets
|
2011 |
|
370 |
Ester Faia
|
Credit Risk Transfers and the Macroeconomy
|
Credit Management & Credit Markets
|
2011 |
|
369 |
Ignazio Angeloni,
Ester Faia,
Roland Winkler
|
Exit Strategies
|
Credit Management & Credit Markets
|
2011 |
|
368 |
Roman Kräussl,
André Lucas,
Arjan Siegmann
|
Risk Aversion under Preference Uncertainty
|
Credit Management & Credit Markets
|
2011 |
|
367 |
Carmen Lee,
Roman Kräussl,
André Lucas,
Leo Paas
|
Why Do Investors Sell Losers? How Adaptation to Losses Affects Future Capitulation Decisions
|
Credit Management & Credit Markets
|
2011 |
|
364 |
Mahmoud Botshekan,
Roman Kraeussl,
André Lucas
|
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
|
Credit Management & Credit Markets
|
2011 |
|
352 |
Volker Wieland,
Maik H. Wolters
|
The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
|
Central Banking & Monetary Economics
|
2011 |
|
351 |
Antje Brunner,
Jan Pieter Krahnen
|
Hold-Up in Multiple Banking: Evidence from SME Lending
|
Credit Management & Credit Markets
|
2011 |
|
350 |
Roman Kräussl,
André Lucas,
David R. Rijsbergen,
Pieter Jelle van der Sluis,
Evert B. Vrugt
|
Washington Meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle
|
Credit Management & Credit Markets
|
2011 |
|
349 |
Sander J.J. Konijn,
Roman Kräussl,
André Lucas
|
Blockholder Dispersion and Firm Value
|
Credit Management & Credit Markets
|
2011 |
|
348 |
Narasimhan Jegadeesh,
Roman Kräussl,
Joshua Pollet
|
Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
|
Credit Management & Credit Markets
|
2011 |
|
347 |
Roman Kräussl,
Christian Wiehenkamp
|
A Call on Art Investments
|
Credit Management & Credit Markets
|
2011 |
|
346 |
Roman Kräussl,
Stefan Krause
|
Are particular industries more likely to succeed? A comparative analysis of VC investment in the U.S. and Europe
|
Credit Management & Credit Markets
|
2011 |
|
344 |
Günter Beck,
Kirstin Hubrich,
Massimiliano Marcellino
|
On the Importance of Sectoral Shocks for Price-setting
|
Central Banking & Monetary Economics
|
2009 |
|
342 |
Volker Wieland
|
Quantitative Easing: A Rationale and Some Evidence from Japan
|
Central Banking & Monetary Economics
|
2009 |
|
338 |
Volker Wieland
|
Fiscal Stimulus and the Promise of Future Spending Cuts: A Comment
|
Central Banking & Monetary Economics
|
2009 |
|
337 |
Tobias Cwik,
Volker Wieland
|
Keynesian Government Spending Multipliers and Spillovers in the Euro Area
|
Central Banking & Monetary Economics
|
2009 |
|
336 |
Otmar Issing
|
Politischer Wille oder ökonomisches Gesetz? - Einige Anmerkungen zu einem großen Thema -
|
Central Banking & Monetary Economics
|
2009 |
|
334 |
Christian Laux,
Christian Leuz
|
Did Fair-Value Accounting Contribute to the Financial Crisis?
|
Insurance & Risk Transfer
|
2009 |
|
333 |
John B. Taylor,
Volker Wieland
|
Surprising Comparative Properties of Monetary Models: Results from a New Data Base
|
Central Banking & Monetary Economics
|
2009 |
|
331 |
Günter Beck,
Volker Wieland
|
Money in Monetary Policy Design: Monetary Cross-Checking in the New-Keynesian Model
|
Central Banking & Monetary Economics
|
2009 |
|
329 |
John F. Cogan,
Tobias Cwik,
John B. Taylor,
Volker Wieland
|
New Keynesian versus Old Keynesian Government Spending Multipliers
|
Central Banking & Monetary Economics
|
2009 |
|
325 |
Jan Pieter Krahnen,
Günter Franke
|
Instabile Finanzmärkte
|
Credit Management & Credit Markets
|
2009 |
|
323 |
Jan Pieter Krahnen,
Christian Wilde
|
CDOs and Systematic Risk: Why Bond Ratings are Inadequate
|
Credit Management & Credit Markets
|
2009 |
|
321 |
Christian Laux,
Christian Leuz
|
The Crisis of Fair Value Accounting: Making Sense of the Recent Debate
|
Insurance & Risk Transfer
|
2009 |
|
313 |
Andreas Beyer,
Vítor Gaspar,
Christina Gerberding,
Otmar Issing
|
Opting out of the Great Inflation: German Monetary Policy after the Break Down of Bretton Woods
|
Central Banking & Monetary Economics
|
2009 |
|
310 |
Christian Laux
|
Corporate Insurance Design with Multiple Risks and Moral Hazard
|
Insurance & Risk Transfer
|
2008 |
|
294 |
Rachel J. Huang,
Alexander Muermann,
Larry Y. Tzeng
|
Hidden Regret in Insurance Markets: Adverse and Advantageous Selection
|
Insurance & Risk Transfer
|
2008 |
|
293 |
Alexander Muermann,
Stephen H. Shore
|
Monopoly Power Limits Hedging
|
Insurance & Risk Transfer
|
2008 |
|
292 |
Roman Inderst
|
Retail Finance: Bringing in the Supply Side
|
Credit Management & Credit Markets
|
2008 |
|
288 |
Francis X. Diebold,
Georg H. Strasser
|
On the Correlation Structure of Microstructure Noise in Theory and Practice
|
Risk Management
|
2008 |
|
287 |
Günter Franke,
Jan Pieter Krahnen
|
The Future of Securitization - REVISED VERSION
|
Credit Management & Credit Markets
|
2008 |
|
286 |
Katrin Assenmacher-Wesche,
Stefan Gerlach
|
Financial Structure and the Impact of Monetary Policy on Asset Prices
|
Central Banking & Monetary Economics
|
2008 |
|
285 |
Tobias J. Cwik,
Gernot J. Müller,
Maik H. Wolters
|
Does Trade Integration Alter Monetary Policy Transmission?
|
Central Banking & Monetary Economics
|
2008 |
|
283 |
Francis X. Diebold,
Canlin Li,
Vivian Z. Yue
|
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
|
Risk Management
|
2008 |
|
282 |
Francis X. Diebold,
Kamil Yilmaz
|
Measuring Financial Asset Return and Volatilty Spillovers, with Application to Global Equity Markets
|
Risk Management
|
2008 |
|
281 |
Günter Beck,
Volker Wieland
|
Central Bank Misperceptions and the Role of Money in Interest Rate Rules
|
Central Banking & Monetary Economics
|
2008 |
|
280 |
Christos Koulovatianos,
Carsten Schröder,
Ulrich Schmidt
|
Confronting the Robinson Crusoe paradigm with household-size heterogeneity
|
Central Banking & Monetary Economics
|
2008 |
|
279 |
Jin Cao,
Gerhard Illing
|
Endogenous Systemic Liquidity Risk
|
Central Banking & Monetary Economics
|
2008 |
|
278 |
Zeno Enders,
Gernot J. Müller,
Almut Scholl
|
How do Fiscal and Technology Shocks affect Real Exchange Rates? New Evidence from the United States
|
Central Banking & Monetary Economics
|
2008 |
|
273 |
Volker Wieland
|
Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model
|
Central Banking & Monetary Economics
|
2008 |
|
272 |
Athanasios Orphanides,
Volker Wieland
|
Economic Projections and Rules-of-Thumb for Monetary Policy
|
Central Banking & Monetary Economics
|
2008 |
|
271 |
Jan Pieter Krahnen,
Christian Wilde
|
Risk Transfer with CDOs
|
Credit Management & Credit Markets
|
2008 |
|
270 |
Stefan Mittnik,
Tina Yener
|
Value-at-Risk and Expected Shortfall for Rare Events
|
Risk Management
|
2008 |
|
269 |
Serena Lamartina,
Andrea Zaghini
|
Increasing Public Expenditures: Wagner’s Law in OECD Countries
|
Central Banking & Monetary Economics
|
2008 |
|
267 |
Niels van Elsland,
Roman Kräussl
|
Constructing the True Art Market Index - A Novel 2-Step Hedonic Approach and its Application to the German Art Market
|
Credit Management & Credit Markets
|
2008 |
|
266 |
Roman Kräussl,
Alan Muller
|
Do Markets Love Misery? Stock Prices and Corporate Philanthropic Disaster Response
|
Credit Management & Credit Markets
|
2008 |
|
264 |
Markus Haas,
Stefan Mittnik
|
Multivariate Regime–Switching GARCH with an Application to International Stock Markets
|
Risk Management
|
2008 |
|
263 |
Markus Haas,
Stefan Mittnik,
Mark S. Paolella
|
Asymmetric Multivariate Normal Mixture GARCH
|
Risk Management
|
2008 |
|
262 |
Charles Grant,
Christos Koulovatianos,
Alex Michaelides,
Mario Padula
|
Evidence on the Insurance Effect of Marginal Income Taxes
|
Central Banking & Monetary Economics
|
2008 |
|
260 |
Elena Carletti,
Philipp Hartmann,
Steven Onega
|
The Economic Impact of Merger Control Legislation
|
Credit Management & Credit Markets
|
2008 |
|
258 |
Christian Hirsch,
Christina Bannier
|
The Economics of Rating Watchlists: Evidence from Rating Changes
|
Credit Management & Credit Markets
|
2008 |
|
248 |
Franklin Allen,
Elena Carletti,
Robert Marquez
|
Stakeholder Capitalism, Corporate Governance and Firm Value
|
Credit Management & Credit Markets
|
2007 |
Firm Objective, Bankruptcy, Competition, Stakeholder Governance |
246 |
Christian Offermanns,
Marcus Pramor
|
The CFS International Capital Flow Database: A User’s Guide
|
International Economics
|
2007 |
|
245 |
Michael Binder,
Christian Offermanns
|
International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis
|
International Economics
|
2007 |
|
244 |
Howard Kunreuther,
Alexander Muermann
|
Self-Protection and Insurance with Interdependencies
|
Insurance & Risk Transfer
|
2007 |
|
240 |
Günter Beck,
Volker Wieland
|
Money in Monetary Policy Design under Uncertainty: A Formal Characterization of ECB-Style Cross-Checking
|
Central Banking & Monetary Economics
|
2007 |
|
239 |
Günter Beck,
Volker Wieland
|
Money in Monetary Policy Design under Uncertainty: The Two-Pillar Phillips Curve versus ECB-Style Cross-Checking
|
Central Banking & Monetary Economics
|
2007 |
Monetary Policy, Quantity Theory, Phillips Curve, European Central Bank, Policy Under Uncertainty
|
238 |
Silvio Colarossi,
Andrea Zaghini
|
Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission
|
Central Banking & Monetary Economics
|
2007 |
|
236 |
Jean Boivin,
Marc P. Giannoni,
Ilian Mihov
|
Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data
|
Central Banking & Monetary Economics
|
2007 |
|
235 |
Virgiliu Midrigan
|
Menue Costs, Mulit-Product Firms, and Aggregate Fluctautions
|
Central Banking & Monetary Economics
|
2007 |
|
234 |
Michael Woodford
|
Robustly Optimal Monetary Polica with Near-Rational Expectations
|
Central Banking & Monetary Economics
|
2007 |
|
233 |
Lars E.O. Svensson,
Noah Williams
|
Bayesian and Adaptive Optimal Policy under Model Uncertainty
|
Central Banking & Monetary Economics
|
2007 |
|
232 |
Alessandro Calza,
Tommaso Monacelli,
Livio Stracca
|
Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter?
|
Central Banking & Monetary Economics
|
2007 |
|
231 |
Mark Gertler,
Antonella Trigari
|
Unemployment Fluctuations with Staggered Nash Bargaining
|
Central Banking & Monetary Economics
|
2007 |
|
230 |
Olivier Blanchard,
Jordi Galí
|
A New Keynesian Model with Unemployment
|
Central Banking & Monetary Economics
|
2007 |
|
229 |
Kai Christoffel,
Keith Kuester,
Tobias Linzert
|
Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model
|
Central Banking & Monetary Economics
|
2007 |
|
228 |
Gauti B. Eggertsson,
Benjamin Pugsley
|
The Mistake of 1937: A General Equilibrium Analysis
|
Central Banking & Monetary Economics
|
2007 |
|
227 |
Michael Bordo,
Christopher Erceg,
Andrew Levin,
Ryan Michaels
|
Three Great American Disinflations
|
Central Banking & Monetary Economics
|
2007 |
|
226 |
Michael Sonnenholzner,
Achim Wambach
|
On the Role of Patience in an Insurance Market with Asymmetric Information
|
Insurance & Risk Transfer
|
2007 |
|
225 |
Michael Binder,
Volker Wieland
|
The European Central Bank
|
International Economics,
Central Banking & Monetary Economics
|
2007 |
|
224 |
Francis X. Diebold,
Kamil Yilmaz
|
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
|
Risk Management
|
2007 |
|
223 |
Günter Beck,
Kirsten Hubrich,
Massimiliano Marcellino
|
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US
|
Central Banking & Monetary Economics
|
2007 |
|
220 |
Siem Jan Koopman,
Roman Kräussl,
André Lucas,
André Monteiro
|
Credit Cycles and Macro Fundamentals
|
Credit Management & Credit Markets
|
2006 |
|
219 |
Rachel A. Campbell,
Roman Kräussl
|
Does Patience Pay? Empirical Testing of the Option to Delay Accepting a Tender Offer in the U.S. Banking Sector
|
Credit Management & Credit Markets
|
2006 |
|
218 |
Rachel A. Campbell,
Roman Kräussl
|
Revisiting the Home Bias Puzzle. Downside Equity Risk
|
Credit Management & Credit Markets
|
2006 |
|
217 |
Joao Miguel Sousa,
Andrea Zaghini
|
Global Monetary Policy Shocks in the G5: A SVAR Approach
|
Central Banking & Monetary Economics
|
2006 |
|
215 |
Christian Gollier,
Alexander Muermann
|
Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment
|
Insurance & Risk Transfer
|
2006 |
|
214 |
Christian Laux,
Uwe Walz
|
Tying Lending and Underwriting: Scope Economies, Incentives, and Reputation
|
Entrepreneurial Finance,
Insurance & Risk Transfer
|
2006 |
|
213 |
Christian Laux,
Alexander Muermann
|
Mutual versus Stock Insurers: Fair Premium, Capital, and Solvency
|
Insurance & Risk Transfer
|
2006 |
|
212 |
Bea Canto,
Roman Kräussl
|
Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets
|
Credit Management & Credit Markets
|
2006 |
|
211 |
Toker Doganoglu,
Christoph Hartz,
Stefan Mittnik
|
Portfolio Optimization when Risk Factors are Conditionally Varying and Heavy Tailed
|
Risk Management
|
2006 |
|
210 |
Christoph Hartz,
Stefan Mittnik,
Marc S. Paolella
|
Accurate Value-at-Risk Forecast with the (good) old Normal-GARCH Model
|
Risk Management
|
2006 |
|
209 |
Dirk Krueger,
Hanno Lustig,
Fabrizio Perri
|
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
|
Central Banking & Monetary Economics
|
2006 |
|
208 |
Juan Carlos Conesa,
Sagiri Kitao,
Dirk Krueger
|
Taxing Capital? Not a Bad Idea After All!
|
Central Banking & Monetary Economics
|
2006 |
|
205 |
Dirk Krueger,
Alexander Ludwig
|
On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare
|
Central Banking & Monetary Economics
|
2006 |
|
204 |
Franklin Allen,
Elena Carletti
|
Mark-to-Market Accounting and Liquidity Pricing
|
Credit Management & Credit Markets
|
2006 |
|
200 |
Lars Jonung,
Ludger Schuknecht,
Mika Tujula
|
The Boom-Bust Cycle in Finland and Sweden 1984-1995 in an International Perspective
|
Central Banking & Monetary Economics
|
2006 |
|
196 |
Markus Haas,
Stefan Mittnik,
Marc S. Paolella
|
Multivariate Normal Mixture GARCH
|
Risk Management
|
2006 |
|
195 |
Elena Carletti,
Philipp Hartmann,
Giancarlo Spagnolo
|
Bank Mergers, Competition and Liquidity
|
Credit Management & Credit Markets
|
2006 |
|
194 |
Alexander Muermann,
Stephen H. Shore
|
Strategic Trading and Manipulation with Spot Market Power
|
Insurance & Risk Transfer
|
2006 |
|
193 |
Jan Pieter Krahnen,
Frank A. Schmid,
Erik Theissen
|
Investment Performance and Market Share: A Study of the German Mutual Fund Industry
|
Credit Management & Credit Markets
|
2006 |
|
192 |
Jan Pieter Krahnen
|
Die Stabilität von Finanzmärkten - Wie kann die Wirtschaftspolitik Vertrauen schaffen?
|
Credit Management & Credit Markets
|
2006 |
|
191 |
Jan Pieter Krahnen,
Christian Wilde
|
Risk Transfer with CDOs and Systemic Risk in Banking
|
Credit Management & Credit Markets
|
2006 |
|
190 |
Panos Parpas,
Berc Rustem,
Volker Wieland,
Stan Zakovic
|
Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis
|
Central Banking & Monetary Economics
|
2006 |
|
188 |
M. Hashem Pesaran
|
Market Efficiency Today
|
International Economics
|
2006 |
|
187 |
Fulvio Corsi,
Uta Kretschmer,
Stefan Mittnik,
Christian Pigorsch
|
The Volatility of Realized Volatility
|
Risk Management
|
2005 |
|
185 |
Günter Beck,
Axel A. Weber
|
Inflation Rate Dispersion and Convergence in Monetary and Economic Unions: Lessons for the ECB
|
Central Banking & Monetary Economics
|
2005 |
|
184 |
Axel A. Weber,
Günter Beck
|
Price Stability, Inflation Convergence and Diversity in EMU: Does One Size Fit All?
|
Central Banking & Monetary Economics
|
2005 |
|
179 |
Franklin Allen,
Elena Carletti
|
Credit Risk Transfer and Contagion
|
Credit Management & Credit Markets
|
2005 |
|
178 |
Neil A. Doherty,
Alexander Muermann
|
Insuring the Uninsurable: Brokers and Incomplete Insurance Contracts
|
Insurance & Risk Transfer
|
2005 |
|
177 |
Franklin Allen,
Elena Carletti,
Robert Marquez
|
Credit Market Competition and Capital Regulation
|
Credit Management & Credit Markets
|
2005 |
|
176 |
Sean D. Campbell,
Francis X. Diebold
|
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence
|
Risk Management
|
2005 |
|
175 |
Silke Brandts,
Christian Laux
|
ART Versus Reinsurance: The Disciplining Effect of Information Insensitivity
|
Insurance & Risk Transfer
|
2005 |
|
173 |
Yunus Aksoy,
Athanasios Orphanides,
David Small,
Volker Wieland,
David Wilcox
|
A Quantitative Exploration of the Opportunistic Approach to Disinflation
|
Central Banking & Monetary Economics
|
2005 |
|
171 |
Roberto M. Billi
|
The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates
|
Central Banking & Monetary Economics
|
2005 |
|
170 |
Klaus Adam,
Roberto M. Billi
|
Discretionary Monetary Policy and the Zero Lower Bound on Nominal Interest Rates
|
Central Banking & Monetary Economics
|
2005 |
|
169 |
Dirk Krueger,
Fabrizio Perri
|
Does Income Inequality Lead to Consumption Inequality? Evidence and Theory
|
Central Banking & Monetary Economics
|
2005 |
|
168 |
Berc Rustem,
Volker Wieland,
Stan Zakovic
|
Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
|
Central Banking & Monetary Economics
|
2005 |
|
167 |
Keith Kuester,
Volker Wieland
|
Insurance Policies for Monetary Policy in the Euro Area
|
Central Banking & Monetary Economics
|
2005 |
|
166 |
Dirk Krueger,
Felix Kubler
|
Pareto Improving Social Security Reform when Financial Markets are Incomplete!?
|
Central Banking & Monetary Economics
|
2005 |
|
165 |
Markus Haas,
Stefan Mittnik,
Marc S. Paolella
|
Modeling and Predicting Market Risk With Laplace-Gaussian Mixture Distributions
|
Risk Management
|
2005 |
|
164 |
Juan Carlos Conesa,
Dirk Krueger
|
On the Optimal Progressivity of the Income Tax Code
|
Central Banking & Monetary Economics
|
2005 |
|
163 |
Markus Haas,
Stefan Mittnik,
Bruce Mizrach
|
Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts
|
Risk Management
|
2005 |
|
162 |
Torben G. Andersen,
Tim Bollerslev,
Peter F. Christoffersen,
Francis X. Diebold
|
Volatility Forecasting
|
Risk Management
|
2005 |
|
161 |
Dirk Krueger,
Harald Uhlig
|
Competitive Risk Sharing Contracts with One-Sided Commitment
|
Central Banking & Monetary Economics
|
2005 |
|
160 |
Günter Franke,
Jan Pieter Krahnen
|
Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
|
Credit Management & Credit Markets
|
2005 |
|
159 |
Jan Pieter Krahnen
|
Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes
|
Credit Management & Credit Markets
|
2005 |
|
158 |
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Ginger Wu
|
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
|
Risk Management
|
2005 |
|
157 |
Francis X. Diebold,
Monika Piazzesi,
Glenn D. Rudebusch
|
Modeling Bond Yields in Finance and Macroeconomics
|
Risk Management
|
2005 |
|
156 |
Torben G. Andersen,
Tim Bollerslev,
Peter F. Christoffersen,
Francis X. Diebold
|
Practical Volatility and Correlation Modeling for Financial Market Risk Management
|
Risk Management
|
2005 |
|
155 |
David E. Lindsey,
Athanasios Orphanides,
Robert H. Rasche
|
The Reform of October 1979: How It Happened and Why
|
Central Banking & Monetary Economics
|
2005 |
|
154 |
Eberhard Feess,
Ulrich Hege
|
The Basel II Accord: Internal Ratings and Bank Differentiation
|
Financial Stability and Banking Regulation
|
2004 |
|
153 |
Athanasios Orphanides,
John C. Williams
|
The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations
|
Central Banking & Monetary Economics
|
2004 |
|
152 |
Jordi Galí,
J. David López-Salidoz,
Javier Vallés
|
Understanding the Effects of Government Spending on Consumption
|
Central Banking & Monetary Economics
|
2004 |
|
150 |
Andreas Jobst
|
The Basle Securitisation Framework Explained: The Regulatory Treatment of Asset Securitisation
|
Financial Stability and Banking Regulation
|
2004 |
|
144 |
Klaus Adam,
George W. Evans,
Seppo Honkapohja
|
Are Stationary Hyperinflation Paths Learnable?
|
Central Banking & Monetary Economics
|
2004 |
|
143 |
Günter Coenen,
Volker Wieland
|
Exchange-Rate Policy and the Zero Bound on Nominal Interest
|
Central Banking & Monetary Economics
|
2004 |
|
142 |
Klaus Adam,
Roberto M. Billi
|
Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates
|
Central Banking & Monetary Economics
|
2004 |
|
138 |
Francis X. Diebold,
Canlin Li
|
Forecasting the Term Structure of Government Bond Yields
|
International Economics
|
2004 |
|
133 |
Ester Faia,
Tommaso Monacelli
|
Ramsey Monetary Policy and International Relative Prices
|
Central Banking & Monetary Economics
|
2004 |
|
127 |
Michael Ehrmann,
Marcel Fratzscher
|
Equal size, equal role? Interest rate interdependence between the euro area and the United States
|
Central Banking & Monetary Economics
|
2003 |
|
126 |
Günter Beck
|
Nominal Exchange Rate Regimes and Relative Price Dispersion: On the Importance of Nominal Exchange Rate Volatility for the Width of the Border
|
International Economics
|
2003 |
|
125 |
Timothy Cogley,
Sergei Morozov,
Thomas J. Sargent
|
Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System
|
Central Banking & Monetary Economics
|
2003 |
|
124 |
William A. Brock,
Steven N. Durlauf,
Kenneth D. West
|
Policy Evaluation in Uncertain Economic Environments
|
Central Banking & Monetary Economics
|
2003 |
|
123 |
Hehui Jin,
Mordecai Kurz,
Maurizio Motolese
|
The Role of Expectations in Economic Fluctuations and the Efficacy of Monetary Policy
|
Central Banking & Monetary Economics
|
2003 |
|
122 |
Sharon Kozicki,
P.A. Tinsley
|
Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information
|
Central Banking & Monetary Economics
|
2003 |
|
121 |
Athanasios Orphanides,
John C. Williams
|
Imperfect Knowledge, Inflation Expectations, and Monetary Policy
|
Central Banking & Monetary Economics
|
2003 |
|
119 |
James Bullard,
In-Koo Cho
|
Escapist Policy Rules
|
Central Banking & Monetary Economics
|
2003 |
|
118 |
George W. Evans,
Bruce McGough
|
Monetary Policy, Indeterminacy and Learning
|
Central Banking & Monetary Economics
|
2003 |
|
115 |
Issam Hallak
|
Courts and Sovereign Eurobonds: Credibility of the Judicial Enforcement of Repayment
|
International Economics
|
2003 |
|
114 |
Issam Hallak
|
Bank Loans Non-Linear Structure of Pricing: Empirical Evidence from Sovereign Debts
|
International Economics
|
2003 |
|
113 |
Stefan Jaschke,
Gerhard Stahl,
Richard Stehle
|
Evaluating VaR Forecasts under Stress - The German Experience
|
Financial Stability and Banking Regulation
|
2003 |
|
112 |
Francis X. Diebold,
Glenn D. Rudebusch,
S. Boragan Aruoba
|
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
|
Central Banking & Monetary Economics
|
2003 |
|
111 |
Markus Mentz,
Steffen P. Sebastian
|
Inflation convergence after the introduction of the Euro
|
International Economics
|
2003 |
|
100 |
Karl-Hermann Fischer,
Christian Pfeil
|
Regulation and Competition in German Banking: An Assessment
|
Financial Stability and Banking Regulation
|
2003 |
|
94 |
Günter Coenen,
Athanasios Orphanides,
Volker Wieland
|
Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero
|
Central Banking & Monetary Economics
|
2003 |
|
93 |
Klaus Adam
|
Optimal Monetary Policy with Imperfect Common Knowledge
|
Central Banking & Monetary Economics
|
2003 |
|
92 |
Stefan Reitz,
Ralf Ahrens
|
Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
|
International Economics
|
2003 |
|
91 |
Stefan Reitz,
Frank Westerhoff
|
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
|
International Economics
|
2003 |
|
90 |
Günter Coenen,
Volker Wieland
|
The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan
|
Central Banking & Monetary Economics
|
2003 |
|
89 |
Günter Coenen,
Volker Wieland
|
A Small Estimated Euro Area Model with Rational Expectations and Nominal Rigidities
|
Central Banking & Monetary Economics
|
2003 |
|
88 |
Günter Coenen,
Andrew Levin,
Volker Wieland
|
Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy
|
Central Banking & Monetary Economics
|
2003 |
|
87 |
Andrew Levin,
Volker Wieland,
John C. Williams
|
The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty
|
Central Banking & Monetary Economics
|
2003 |
|
86 |
Volker Wieland
|
Monetary Policy and Uncertainty about the Natural Unemployment Rate
|
Central Banking & Monetary Economics
|
2003 |
|
85 |
Stefan Mittnik,
Marc S. Paolella
|
Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
|
Risk Management
|
2003 |
|
84 |
Klaus Adam
|
Learning and Equilibrium Selection in a Monetary Overlapping Generations Model with Sticky Prices
|
Central Banking & Monetary Economics
|
2003 |
|
83 |
Klaus Adam
|
On the Relation between Robust and Bayesian Decision Making
|
Risk Management
|
2003 |
|
82 |
Klaus Adam
|
Learning to Forecast and Cyclical Behavior of Output and Inflation
|
Central Banking & Monetary Economics
|
2003 |
|
79 |
Athanasios Orphanides
|
Activist Stabilization Policy and Inflation: The Taylor Rule in the 1970s
|
Central Banking & Monetary Economics
|
2002 |
|
75 |
Elke Hahn
|
Core Inflation in the Euro Area: An Application of the Generalized Dynamic Factor Model
|
Central Banking & Monetary Economics
|
2002 |
|
73 |
Marco Hoeberichts
|
The Credibility of Central Bank Announcements
|
Central Banking & Monetary Economics
|
2002 |
|
69 |
Bernd Kaltenhäuser
|
Return and Volatility Spillovers to Industry Returns: Does EMU Play a Role?
|
International Economics
|
2002 |
|
64 |
Axel A. Weber,
Günter Beck
|
Economic Integration and the Exchange Rate Regime: How Damaging are Currency Crises?
|
International Economics
|
2001 |
|
63 |
Daniel Gross
|
Trade Flows and the International Business Cycle
|
International Economics
|
2001 |
|
62 |
Daniel Gross
|
Country-Specific and Global Shocks in the Business Cycle
|
International Economics
|
2001 |
|
60 |
Elke Hahn
|
Core Inflation in the Euro Area: Evidence from the Structural VAR Approach
|
Central Banking & Monetary Economics
|
2001 |
|
59 |
Yunus Aksoy,
Tomasz Piskorski
|
Domestic Money and US Output and Inflation
|
Central Banking & Monetary Economics
|
2001 |
|
58 |
Axel A. Weber,
Günter Beck
|
How Wide Are European Borders? On the Integration Effects of Monetary Unions
|
International Economics
|
2001 |
|
56 |
Ralf Ewert,
Andrea Szczesny
|
Countdown for the New Basle Capital Accord. Are German Banks ready for the Internal Ratings-Based Approach?
|
Financial Stability and Banking Regulation
|
2001 |
|
54 |
Markus Kern,
Bernd Rudolph
|
Comparative Analysis of Alternative Credit Risk Models - an Application on German Middle Market Loan Portfolios
|
Credit Management & Credit Markets
|
2001 |
|
53 |
Roland Beck
|
Do Country Fundamentals Explain Emerging Market Bond Spreads?
|
International Economics
|
2001 |
|
51 |
Roland Eisen
|
(Partial) Privatization Social Security: The Chilean Model - A Lesson to Follow?
|
International Economics
|
2000 |
|
48 |
Antje Brunner,
Jan Pieter Krahnen,
Martin Weber
|
Information Production in Credit Relationships: On the Role of Internal Ratings in Commercial Banking
|
Credit Management & Credit Markets
|
2000 |
|
47 |
Carsten Detken,
Philipp Hartmann
|
The Euro and International Capital Markets
|
International Economics
|
2000 |
|
45 |
Dirk Schumacher
|
The Liquidity Effect in Germany
|
Central Banking & Monetary Economics
|
2000 |
|
44 |
Achim Machauer,
Martin Weber
|
Number of Bank Relationships: An Indicator of Competition, Borrower Quality, or just Size?
|
Credit Management & Credit Markets
|
2000 |
|
42 |
Roman Kraeussl
|
Sovereign Credit Ratings and Their Impact on Recent Financial Crises
|
Risk Management
|
2000 |
|
41 |
Ralf Ahrens,
Stefan Reitz
|
Heterogeneous Expectations in the Foreign Exchange Market: Evidence from the Daily Dollar/DM Exchange Rate
|
International Economics
|
2000 |
|
40 |
Jan Pieter Krahnen,
Martin Weber
|
Generally Accepted Rating Principles: A Primer
|
Credit Management & Credit Markets
|
2000 |
|
39 |
Dag Michalsen,
Steven Ongena,
David C. Smith
|
Distressed Relationships: Lessons from the Norwegian Banking Crisis
|
Financial Stability and Banking Regulation
|
2000 |
|
37 |
Hermann Remsperger,
Andreas Worms
|
Transparency in Monetary Policy
|
Central Banking & Monetary Economics
|
1999 |
|
34 |
Ralf Elsas,
Jan Pieter Krahnen
|
Collateral, Default Risk, and Relationship Lending: An Empirical Study on Financial Contracting
|
Credit Management & Credit Markets
|
1999 |
|
30 |
Michael Woodford
|
Optimal Monetary Policy Intertia
|
Central Banking & Monetary Economics
|
1999 |
|
27 |
Erica L. Groshen,
Mark E. Schweitzer
|
Inflation and Unemployment Revisited: Grease vs. Sand
|
Central Banking & Monetary Economics
|
1999 |
|
26 |
Thomas Laubach
|
Signalling with Monetary and Inflation Targets
|
Central Banking & Monetary Economics
|
1999 |
|
25 |
Kenneth N. Kuttner,
Adam S. Posen
|
Does Talk Matter After All? Inflation Targeting and Central Bank Behavior
|
Central Banking & Monetary Economics
|
1999 |
|
24 |
Peter Schmid
|
Monetary Targeting in Practice: The German Experience
|
Central Banking & Monetary Economics
|
1999 |
|
23 |
John Vickers
|
Inflation Targeting in Practice: The UK Experience
|
Central Banking & Monetary Economics
|
1999 |
|
22 |
William R. Emmons,
Frank A. Schmid
|
Credit Unions and the Common Bond
|
Credit Management & Credit Markets
|
1999 |
|
21 |
Benjamin Bental,
Benjamin Eden
|
The Real Effects of Reserve Requirements
|
Central Banking & Monetary Economics
|
1998 |
|
19 |
Lars E.O. Svensson
|
Inflation Targeting as a Monetary Policy Rule
|
Central Banking & Monetary Economics
|
1998 |
|
18 |
Henrik Jensen,
Ben Lockwood
|
State Manipulation and Asymptotic Efficiency in a Dynamic Model of Monetary Policy
|
Central Banking & Monetary Economics
|
1998 |
|
17 |
Ralf Elsas,
Sabine Henke,
Achim Machauer,
Roland Rott,
Gerald Schenk
|
Empirical Analysis of Credit Relationships in Small Firms Financing: Sampling Design and Descriptive Statistics
|
Credit Management & Credit Markets
|
1998 |
|
16 |
Hans-Peter Burghof,
Claudia Henschel
|
Credit Information in Universal Banking - a Clinical Study
|
Credit Management & Credit Markets
|
1998 |
|
14 |
Adam Posen
|
Why EMU is Irrelevant for the German Economy
|
Monetary Policy and Financial Markets
|
1998 |
|
12 |
Jan Pieter Krahnen
|
Where do we stand in the Theory of Finance? A Selective Overview with reference to Erich Gutenberg
|
Financial Stability and Banking Regulation
|
1998 |
|
11 |
Achim Machauer,
Martin Weber
|
Bank Behavior based on Internal Credit Ratings of Borrowers
|
Credit Management & Credit Markets
|
1998 |
|
10 |
Sabine Henke,
Hans-Peter Burghof,
Bernd Rudolph
|
Credit Securitization and Credit Derivatives: Financial Instruments and the Credit Risk-Management of Middle Market Commercial Loan Portfolios
|
Credit Management & Credit Markets
|
1998 |
|
9 |
Ralf Ewert,
Gerald Schenk
|
Determinants of Bank Lending Performance
|
Credit Management & Credit Markets
|
1998 |
|
8 |
Ralf Elsas,
Jan Pieter Krahnen
|
Is Relationship Lending Special? Evidence from Credit-File Data in Germany
|
Credit Management & Credit Markets
|
1998 |
|
7 |
Daniel Gros
|
EMU and Capital Markets
|
Central Banking & Monetary Economics
|
1998 |
|
6 |
Anne Sibert,
Alan Sutherland
|
Monetary Regimes and Labour Market Reform
|
Central Banking & Monetary Economics
|
1998 |
|
5 |
Roel M. W. J. Beetsma,
Harald Uhlig
|
An Analysis of the "Stability Pact"
|
Central Banking & Monetary Economics
|
1998 |
|
3 |
Jan Pieter Krahnen,
Christian Rieck,
Erik Theissen
|
Messung individueller Risikoeinstellungen
|
Risk Management
|
1997 |
|
2 |
Helmut Beeck,
Lutz Johanning,
Bernd Rudolph
|
Value-at-Risk-Limitstrukturen zur Steuerung und Begrenzung von Marktrisiken im Aktienbereich
|
Risk Management
|
1997 |
|