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Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP Schumacher, C.
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Reviewing Excess Liquidity Measures – A Comparison for Asset Markets Drescher C.
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Determinants of Cross-Border Bank Flows to Emerging Markets – New Empirical Evidence on the Spread of Financial Crisis Herrmann S., Mihaljek D.
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Determinants of Cross-Border Bank Flows to Emerging Markets – New Empirical Evidence on the Spread of Financial Crisis Herrmann S., Mihaljek D.
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Currency blocs in the 21st century Fischer C.
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What can EMU countries’ sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis? Dötz N., Fischer C.
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Does Gender Affect Investors' Appetite for Risk? Evidence from Peer-to-Peer Lending Barasinska N.
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Price discovery on traded inflation expectations: Does the financial crisis matter? Schulz A., Stapf J.
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Identifying discretionary fiscal policy with real-time data von Kalckreuth U., Wolff G.
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Panel estimation of state dependent adjustment when the target is unobserved von Kalckreuth U.
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Credit spread interdependencies of European states and banks during the financial crisis Alter A., Schüler Y.
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Linkages between Stock Market Fluctuations and Business Cycles in Asia Candelon B., Metiu N.
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Essays on Financial Market Instability, Dissertation Metiu N.
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Krisenreaktion und Krisenprävention im Euro-Raum: Wandel zum Besseren? Peters H., Ried S., Schwarz P.
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Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach Gaisser S., Memmel C., Schmidt R., Wehn C.
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Testing for structural breaks in dynamic factor models Breitung J., Eickmeier S.
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Predicting Credit Default Swap Prices with Financial and Pure Data-Driven Approaches Gündüz Y., Uhrig-Homburg M.
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An Information Economics Perspective on Main Bank Relationships and Firm R&D Hoewer D., Schmidt T., Sofka W.
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Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler Webel K., Wied D.
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Households portfolio structure in Germany: Analysis of financial accounts data 1959-2009 Ram F., Scharnagl M.
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The Effectiveness of Monetary Policy in Steering Money Market Rates During the Financial Crisis Abbassi P., Linzert T.
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Public debt and changing inflation targets Krause M., Moyen S.
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In search for yield? Survey-based evidence on the risk-taking channel Buch C., Eickmeier S., Prieto E.
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Un nouveau dispositif d’assainissement Bofinger P., Ried S.
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Changes in euro area monetary transmission? Weber A.A., Gerke R., Worms A.
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The Impact of the New Regulatory Framework Cannata F., Krüger U.
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Using cash to monitor liquidity – implications for payments, currency demand and withdrawal behaviour von Kalckreuth U., Schmidt T., Stix H.
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The Research-Data-Centre in Research-Data-Centre approach: A first step towards decentralised international data sharing Stefan B., Heining J.
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Are Firms in Business Groups More Productive? Evidence from German Micro-Level Data Biewen E., Koch A.
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The Persistent Effects of a False News Shock Carvalho C., Klagge N., Moench E.
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A Hierarchical Factor Analysis of US Housing Market Dynamics Moench E., Ng S.
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Kombinierte Firmendaten für Deutschland – (KombiFiD), Mikrodatenbank Direktinvestitionen (MiDi) Biewen E., Lipponer A.
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Kombinierte Firmendaten für Deutschland – (KombiFiD), Jahresabschlussdaten (USTAN) Biewen E., Körting T.
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Wirtschaftliche Lage im Freistaat Thüringen – IV. Quartal 2010 Tabellen und Schaubilder
215 KB, PDF
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Wirtschaftliche Lage im Freistaat Sachsen – IV. Quartal 2010 Tabellen und Schaubilder
213 KB, PDF