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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Financing constraints, firm level adjustment of capital and aggregate implications Discussion paper 11/2008: Ulf von Kalckreuth
301 KB, PDF
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The implications of latent technology regimes for competition and efficiency in banking Discussion paper 15/2008: Michael Koetter, Tigran Poghosyan
472 KB, PDF
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Nonlinear oil price dynamics - a tale of heterogeneous speculators? Discussion paper 10/2008: Stefan Reitz, Ulf Slopek
324 KB, PDF
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Panel estimation of state dependent adjustment when the target is unobserved Discussion paper 09/2008: Ulf von Kalckreuth
420 KB, PDF
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Regulatory capital for market and credit risk interaction: is current regulation always conservative? Discussion paper 14/2008: Thomas Breuer, Martin Jandacka, Klaus Rheinberger, Martin Summer
415 KB, PDF
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A value at risk analysis of credit default swaps Discussion paper 12/2008: Burkhard Raunig, Martin Scheicher
268 KB, PDF
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Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations Discussion paper 13/2008: Theodore M. Barnhill, Jr., Marcos Rietti Souto
647 KB, PDF
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Interaction of market and credit risk:an analysis of inter-risk correlation and risk aggregation Discussion paper 11/2008: Klaus Böcker, Martin Hillebrand
326 KB, PDF
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Determinants of European banks' engagement in loan securitization Discussion paper 10/2008: Christina E. Bannier, Dennis N. Hänsel
433 KB, PDF
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Market conditions, default risk and credit spreads Discussion paper 08/2008: Dragon Yongjun Tang, Hong Yan
291 KB, PDF