Discussion papers
The discussion papers with economic studies or financial and banking studies are elaborated by the research center of the Deutsche Bundesbank.
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Financial crises and the dynamic linkages between stock and bond returns Discussion paper 17/2017: Sercan Eraslan, Faek Menla Ali
2 MB, PDF
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CDS and credit: Testing the small bang theory of the financial universe with micro data Discussion paper 16/2017: Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan, Yuejuan Yu
1 MB, PDF
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M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements Discussion paper 15/2017: Natalia Tente, Natalja von Westernhagen, Ulf Slopek
1 MB, PDF
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The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets Discussion paper 14/2017: Stefan Goldbach, Arne J. Nagengast, Elias Steinmüller, Georg Wamser
2 MB, PDF
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Asymmetric arbitrage trading on offshore and onshore renminbi markets Discussion paper 13/2017: Sercan Eraslan
636 KB, PDF
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Chow-Lin x N: how adding a panel dimension can improve accuracy Discussion paper 12/2017: Timo Bettendorf, Dirk Bursian
373 KB, PDF
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Growth expectations, undue optimism, and short-run fluctuations Discussion paper 11/2017: Zeno Enders, Michael Kleemann, Gernot J. Müller
776 KB, PDF
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Interest rate risk of life insurers – evidence from accounting data Discussion paper 10/2017: Axel Möhlmann
298 KB, PDF
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Drivers of systemic risk: Do national and European perspectives differ? Discussion paper 09/2017: Claudia M. Buch, Thomas Krause, Lena Tonzer
2 MB, PDF
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The effects of US monetary policy shocks: applying external instrument identification to a dynamic factor model Discussion paper 08/2017: Mark Kerssenfischer
437 KB, PDF