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  • Coordinated Structural Reforms: Insights from Fiscal and Labour Market Reforms in Germany Röhe O., Stähler N.

  • Estabilidad financiera y transmisión de la política monetaria en un entorno poscrisis Imbierowicz B.

  • Non-response adjustments in the Panel of Household Finances Sengewald J., Tzamouranix P.

  • Information Contagion and Systemic Risk Georg C., Ahnert T.

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  • Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence Memmel C., Seymen A., Teichert M.

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  • Reconciling Jaimovich-Rebello preferences, habit in consumption and labor supply Holden T., Levine P., Swarbrick J.

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  • The payout behavior of German savings banks Köhler M.

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  • Contrasting financial and business cycles: Stylized facts and candidate explanations Hiebert P., Jaccard I., Schüler Y.

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  • Labor Supply Factors and Economic Fluctuations Foroni C., Lepetit A., Furlanetto F.

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  • Pitfalls in the use of systemic risk measures Löffler G., Raupach P.

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  • Banks’ Equity Stakes and Lending: Evidence from a Tax Reform von Beschwitz B., Foos D.

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  • Interest Rate Rules under Financial Dominance Lewis V., Roth M.

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  • Forecast-error-based estimation of forecast uncertainty when the horizon is increased Knüppel M.

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  • Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions Imbierowicz B., Kragh J., Rangvid J.

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  • A benchmark for wage growth through the lens of the Beveridge curve Kajuth F.

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  • Why do banks bear interest rate risk? Memmel C.

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  • A comprehensive view on risk reporting: Evidence from supervisory data Abbassi P., Schmidt M.

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  • Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market Schneider M., Lillo F., Pelizzon L.

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  • Excess comovements between the Euro/US dollar and Pound Sterling/US dollar exchange rates Kühl M.

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  • Identifying income and wealth-poor households in the euro area Müller P., Schmidt T.

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  • The Missing Links: A global study on uncovering financial network structure from partial data Anand K., van Lelyveld I., Banai A., Friedrich S., Garratt R., Halaj G., Fique J., Hansen I., Jaramillo S., Lee H., Molina-Borboa J., Nobili S., Rajan S., Salakhova S., Silva T., Silvestri L., de Souza S.

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  • A new IV approach for estimating the efficacy of macroprudential measures Gadatsch N., Mann L., Schnabel I.

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  • Convertible bonds and bank risk-taking Martynova N., Perotti E.

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  • Functional Upgrading and Performance of Multinational Subsidiaries Marek P., Jindra B., Burger A., Rojec M.

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  • Personality traits and financial decisions of the households Goldfayn-Frank O.

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