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Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank

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Showing items 41-61 of 120.

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DateTitle Authors
2007 How do banks adjust their capital ratios? Evidence from GermanyMemmel, Christoph / Raupach, Peter
2007 Modelling dynamic portfolio risk using risk drivers of elliptical processesSchmidt, Rafael / Schmieder, Christian
2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discoveryDötz, Niko
2007 Banking consolidation and small businessfinance: empirical evidence for GermanyMarsch, Katharina / Schmieder, Christian / Forster-van Aerssen, Katrin
2007 The quality of banking and regional growthHasan, Iftekhar / Koetter, Michael / Wedow, Michael
2007 Welfare effects of financial integrationHartmann, Philipp / Grüner, Hans Peter / Fecht, Falko
2007 The marketability of bank assets and managerial rents: implications for financial stabilityFecht, Falko / Wagner, Wolf
2007 Asset correlations and credit portfolio risk: an empirical analysisDüllmann, Klaus / Scheicher, Martin / Schmieder, Christian
2007 Relationship lending: empirical evidence for GermanySchmieder, Christian / Memmel, Christoph / Stein, Ingrid
2007 Creditor concentration: an empirical investigationOngena, Steven / Tümer-Alkan, Günseli / von Westernhagen, Natalja
2007 Endogenous credit derivatives and bank behaviorPausch, Thilo
2007 Profitability of Western European banking systems: panel evidence on structural and cyclical determinantsBeckmann, Rainer
2007 Estimating probabilities of default with support vector machinesHärdle, Wolfgang Karl / Moro, Rouslan A. / Schäfer, Dorothea
2008 Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from GermanyWilkens, Marco / Memmel, Christoph / Entrop, Oliver / Zeisler, Alexander
2008 Bank mergers and the dynamics of deposit interest ratesCraig, Ben R. / Dinger, Valeriya
2008 Monetary policy and bank distress: an integrated micro-macro approachDe Graeve, Ferre / Kick, Thomas
2008 Estimating asset correlations from stock prices or default rates: which method is superior?Düllmann, Klaus / Kunisch, Michael / Küll, Jonathan
2008 Rollover risk in commercial paper markets and firms' debt maturity choiceThierfelder, Felix
2008 The success of bank mergers revisited: an assessment based on a matching strategyHeid, Frank / Behr, Andreas
2008 Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banksMemmel, Christoph
2008 Market conditions, default risk and credit spreadsTang, Dragon Yongjun / Yan, Hong
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