Danmarks Nationalbank Working Papers

Collection's Items (Sorted by Title in Descending order): 21 to 40 of 140
Year of PublicationTitleAuthor(s)
2017 Incorporating funding costs in top-down stress testsKorsgaard, Søren
2017 The ECB''s unconventional monetary policy and the role of exchange rate regimes in cross-country spilloversJensen, Jakob Roager; Mikkelsen, Jakob Guldbæk; Spange, Morten
2017 Identification and assessment of systemic risks in financial networks: Modelling fire sales from regulatory cliff effectsBrøgger, Andreas; Cokayne, Graeme
2017 Fiscal tools at the zero lower bound: A DSGE model with occasionally binding constraints on monetary policy and borrowingAdolfsen, Jakob Feveile
2017 A new approach to modelling banks' equity volatility: Adding time-to-maturity jumpsGrinderslev, Oliver Juhler; Kristiansen, Kristian Loft
2017 Corporate debt maturity and investment over the business cyclePoeschl, Johannes
2017 The information content in contingent convertible bond pricesGrinderslev, Oliver Juhler; Kristiansen, Kristian Loft
2017 The global FDI network: Searching for ultimate investorsDamgaard, Jannick; Elkjær, Thomas
2017 A regional model of the Danish housing marketHviid, Simon Juul
2017 A cost-benefit analysis of capital requirements for the Danish economyMikkelsen, Jakob Guldbæk; Pedersen, Jesper
2016 175 years of financial risks and returns in central bankingAbildgren, Kim
2016 Systemic risk in Danish banks: Implementing SRISK in a Danish contextGrinderslev, Oliver Juhler; Kristiansen, Kristian Loft
2016 Geographical job mobility and wage flexibility in DenmarkKristoffersen, Mark Strøm
2016 Credit standards and capital allocation in a low interest rate environmentAndersen, Svend Greniman; Kuchler, Andreas
2016 Modelling Danish government bond yields in a low-rate environmentChristensen, Nicolaj H.; Nysteen, Anders; Pedersen, Niklas B. D.
2016 An estimated DSGE model for Denmark with housing, banking, and financial frictionsPedersen, Jesper
2016 Overoptimism and house price bubblesAbildgren, Kim; Hansen, Niels Lynggård; Kuchler, Andreas
2015 Market liquidity and market making: The case of fixed income and low interest ratesStrøm Kristoffersen, Mark; Pedersen, Jesper
2015 Global value chainsSteinitz Andersen, Simon; Beck Nellemann, Peter; Ristorp Thomsen, Casper
2015 Do tax incentives for saving in pension accounts cause debt accumulation? Evidence from Danish register dataAndersen, Henrik Yde
Collection's Items (Sorted by Title in Descending order): 21 to 40 of 140