CFS Working Papers

Monetary Policy & Financial Stability

No. Researcher Title Category Year Keywords
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 identi cation, 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 e ffects
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, Laff er 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