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

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 81 to 100 of 120
Year of PublicationTitleAuthor(s)
2007Modelling dynamic portfolio risk using risk drivers of elliptical processesSchmidt, Rafael; Schmieder, Christian
2007Asset correlations and credit portfolio risk: an empirical analysisDüllmann, Klaus; Scheicher, Martin; Schmieder, Christian
2007Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banksBehr, Andreas; Kamp, Andreas; Memmel, Christoph; Pfingsten, Andreas
2007Profitability of Western European banking systems: panel evidence on structural and cyclical determinantsBeckmann, Rainer
2007Welfare effects of financial integrationHartmann, Philipp; Grüner, Hans Peter; Fecht, Falko
2006Does diversification improve the performance of German banks? Evidence from individual bank loan portfoliosvon Westernhagen, Natalja; Porath, Daniel; Hayden, Evelyn
2006The stability of efficiency rankings when risk-preferences and objectives are differentKoetter, Michael
2006The cost efficiency of German banks: a comparison of SFA and DEAKoetter, Michael; Karmann, Alexander; Fiorentino, Elisabetta
2006Heterogeneity in lending and sectoral growth: evidence from German bank-level dataSchertler, Andrea; Buch, Claudia M.; von Westernhagen, Natalja
2006Sector concentration in loan portfolios and economic capitalMasschelein, Nancy; Düllmann, Klaus
2006Money market derivatives and the allocation of liquidity risk in the banking sectorHakenes, Hendrik; Fecht, Falko
2006Measuring business sector concentration by an infection modelDüllmann, Klaus
2006Banks' regulatory buffers, liquidity networks and monetary policy transmissionMerkl, Christian; Stolz, Stéphanie
2006Limits to international banking consolidationGrüner, Hans Peter; Fecht, Falko
2006Forecasting stock market volatility with macroeconomic variables in real timeDöpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian
2006Finance and growth in a bank-based economy: is it quantity or quality that matters?Koetter, Michael; Wedow, Michael
2006Empirical risk analysis of pension insurance: the case of GermanySchmieder, Christian; Reinschmidt, Timo; Mager, Ferdinand; Gerke, Wolfgang
2005The forecast ability of risk-neutral densities of foreign exchangeCraig, Ben R.; Keller, Joachim
2005German bank lending to industrial and non-industrial countries: driven by fundamentals or different treatment?Nestmann, Thorsten
2005Incorporating prediction and estimation risk in point-in-time credit portfolio modelsHamerle, Alfred; Knapp, Michael; Liebig, Thilo; Wildenauer, Nicole
Collection's Items (Sorted by Title in Descending order): 81 to 100 of 120
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