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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CDS spreads and systemic risk – a spatial econometric approach Discussion paper 01/2013: Sebastian Keiler, Armin Eder
507 KB, PDF
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The common drivers of default risk Discussion paper 36/2012: Christoph Memmel, Yalin Gündüz, Peter Raupach
429 KB, PDF
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Monetary policy and the oil futures market Discussion paper 35/2012: Sandra Eickmeier, Marco J. Lombardi
344 KB, PDF
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Estimating endogenous liquidity using transaction and order book information Discussion paper 34/2012: Philippe Durand, Yalin Gündüz, Isabelle Thomazeau
197 KB, PDF
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Which banks are more risky? The impact of loan growth and business model on bank risk-taking Discussion paper 33/2012: Matthias Köhler
292 KB, PDF
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Persuasion by stress testing – optimal disclosure of supervisory information in the banking sector Discussion paper 32/2012: Wolfgang Gick, Thilo Pausch
247 KB, PDF
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The determinants of service imports: the role of cost pressure and financial constraints Discussion paper 31/2012: Elena Biewen, Daniela Harsch, Julia Spies
512 KB, PDF
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Measuring option implied degree of distress in the US financial sector using the entropy principle Discussion paper 30/2012: Philipp Matros, Johannes Vilsmeier
851 KB, PDF
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Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results Discussion paper 29/2012: Sylvia Kaufmann, Christian Schumacher
343 KB, PDF
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Diversification and determinants of international credit portfolios: evidence from German banks Discussion paper 28/2012: Benjamin Böninghausen, Matthias Köhler
379 KB, PDF