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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The pricing of correlated default risk: evidence from the credit derivatives market Discussion paper 09/2008: Nikola Tarashev, Haibin Zhu
530 KB, PDF
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Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks Discussion paper 07/2008: Christoph Memmel
467 KB, PDF
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The success of bank mergers revisited - an assessment based on a matching strategy Discussion paper 06/2008: Andreas Behr, Frank Heid
855 KB, PDF
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Rollover risk in commercial paper markets and firms' debt maturity choice Discussion paper 05/2008: Felix Thierfelder
284 KB, PDF
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Estimating asset correlations from stock prices or default rates - which method is superior? Discussion paper 04/2008: Klaus Düllmann, Jonathan Küll, Michael Kunisch
374 KB, PDF
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Integration of financial markets and national price levels: the role of exchange rate volatility Discussion paper 07/2008: Mathias Hoffmann, Peter Tillmann
781 KB, PDF
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Monetary policy and bank distress: an integrated micro-macro approach Discussion paper 03/2008: Ferre de Graeve, Thomas Kick, Michael Koetter
530 KB, PDF
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Bank mergers and the dynamics of deposit interest rates Discussion paper 02/2008: Ben R. Craig, Valeriya Dinger
307 KB, PDF
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The German sub-national government bond market: evolution, yields and liquidity Discussion paper 06/2008: Alexander Schulz, Guntram B. Wolff
745 KB, PDF