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DateTitle Authors
2005 The eurosystem money market auctions: a banking perspectiveBartzsch, Nikolaus / Craig, Ben R. / Fecht, Falko
2005 Incorporating prediction and estimation risk in point-in-time credit portfolio modelsHamerle, Alfred / Knapp, Michael / Liebig, Thilo / Wildenauer, Nicole
2006 Heterogeneity in lending and sectoral growth: evidence from German bank-level dataSchertler, Andrea / Buch, Claudia M. / von Westernhagen, Natalja
2007 How do banks adjust their capital ratios? Evidence from GermanyMemmel, Christoph / Raupach, Peter
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
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 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

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