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47886 results
  • Gender role asymmetry and stock market participation – Evidence from four European household surveys Barasinska N., Schäfer D.

    doi.org doi.org
  • The determinants of CDS spreads: evidence from the model space Pelster M., Vilsmeier J.

    doi.org doi.org
  • Risk-Adjusted Option-Implied Moments Brinkmann F., Korn O.

    doi.org doi.org
  • Crises and Rescues: Liquidity Transmission through Global Banks Buch C., Koch C.T., Koetter M.

    ijcb.org ijcb.org
  • Assessing the predictive ability of sovereign default risk on exchange rates Foroni C., Ravazzolo F., Sadaba B.

    doi.org doi.org
  • Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis Eraslan S., Menla Ali F.

    doi.org doi.org
  • Do European banks with a covered bond program still issue asset-backed securities for funding? Boesel N., Kool C., Lugo S.

    doi.org doi.org
  • Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model Casarin R., Foroni C., Marcellino M., Ravazzolo F.

    doi.org doi.org
  • Using low frequency information for predicting high frequency variables Foroni C., Guerin P., Marcellino M.

    doi.org doi.org
  • 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.

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

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

    doi.org doi.org
  • The payout behavior of German savings banks Köhler M.

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

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

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

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

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

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

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

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

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

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

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

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

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

    doi.org doi.org
  • 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.

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

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

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

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

    dx.doi.org dx.doi.org
  • Detrending and financial cycle facts across G-7 countries: Mind a spurious medium term! Schüler Y.

    ssrn.com ssrn.com
  • Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets Fricke D., Gerig A.

    doi.org doi.org
  • Kommt das Geld bei den Kindern an? Stichnoth H., Riedel L., Camarero Garcia S., Dörrenberg P., Neisser C., Ungerer M., Wehrhöfer N.

    zew.de zew.de
  • Machbarkeitsstudie und Ableitung von Forschungsfragen zu Bedeutung, Inanspruchnahme und Verteilungswirkungen von gesellschaftlich notwendigen Dienstleistungen Bonin H., Camarero Garcia S., Lay M., Liu V., Neisser N., Ody M., Riedel L., Stichnoth H., Ungerer M., Wehrhöfer N.

    bmas.de bmas.de
  • An overall seasonality test based on recursive feature elimination in conditional random forests Webel K., Ollech D.

  • Loss given default adjusted workout processes for leases Miller P., Töws E.

    doi.org doi.org
  • The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms Kühl M.

    ijcb.org ijcb.org
  • German Banks in Financial Centers: How Risky is Their Business? Kerl C.

    ssrn.com ssrn.com
  • How do Households adapt to a New Environment in their Economic Forecasting? Evidence from the german Reunification. Goldfayn-Frank O., Wohlfart J.

    imfs-frankfurt.de imfs-frankfurt.de
  • R&D collaborations and the role of proximity Blum U., Fuhrmeister C., Marek P., Titze M.

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

    doi.org doi.org
  • Cross-Country Difference in Homeownership: A Cultural Phenomenon? Huber S. J. , Schmidt T.

    cendef.uva.nl cendef.uva.nl
  • What Took You so Long? The Role of Experience as a Determinant of Interview Duration Altmann K., Schmidt T.

  • A Time Series Model of Interest Rates With the Effective Lower Bound Johannsen B. K., Mertens E.

    bis.org bis.org
  • Comparing non-response adjustment methods in the Panel on Household Finances Sengewald J., Tzamourani P.

    asasrms.org asasrms.org
  • Real and financial cycles in EU countries: Stylised facts and modelling implications Rünstler G., Balfoussia H., Burlon L., Buss G., Comunale M., de Backer B., Dewachter H., Guarda P., Haavio M., Hindrayanto I., Iskrev N., Jaccard I., Kulikov D., Kunovac D., Lenarcic C., Lequien M., Lozej M., Mandler M., Papageorgiou D., Pedersen J., Perez-Quiros G., Rannenberg A., Rots E., Scharnagl M., Welz P.