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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Credit risk stress testing and copulas – is the Gaussian copula better than its reputation? Discussion paper 46/2015: Philipp Koziol, Carmen Schell, Meik Eckhardt
922 KB, PDF
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Testing for Granger causality in large mixed-frequency VARs Discussion paper 45/2015: Thomas B. Götz, Alain Hecq, Stephan Smeekes
869 KB, PDF
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Fundamentals matter: idiosyncratic shocks and interbank relations Discussion paper 44/2015: Peter Bednarek, Valeriya Dinger, Natalja von Westernhagen
586 KB, PDF
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The influence of an up-front experiment on respondents’ recording behaviour in payment diaries: evidence from Germany Discussion paper 43/2015: Susann Sieber, Tobias Schmidt
464 KB, PDF
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Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries Discussion paper 42/2015: Martin Kliem, Alexander Kriwoluzky, Samad Sarferaz
866 KB, PDF
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Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market Discussion paper 41/2015: Oliver Hossfeld, Andreas Röthig
688 KB, PDF
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Arbitraging the Basel securitization framework: evidence from German ABS investment Discussion paper 40/2015: Matthias Efing
4 MB, PDF
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Cyclicality of SME lending and government involvement in banks Discussion paper 39/2015: Patrick Behr, Daniel Foos, Lars Norden
942 KB, PDF
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The credit quality channel: modeling contagion in the interbank market Discussion paper 38/2015: Kilian Fink, Ulrich Krüger, Barbara Meller, Lui-Hsian Wong
3 MB, PDF
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Bracket creep revisited – with and without r>g: evidence from Germany Discussion paper 37/2015: Junyi Zhu
3 MB, PDF