Discussion paper DP16439 Safe asset shortage and collateral reuse Stephan Jank Emanuel Moench Michael Schneider 27 Jun 2022 Safe assets Government bonds Collateral reuse Rehypothecation Repo market Securities lending Financial Economics E4 E5 G1 G2
Discussion paper DP16978 "Cooperation externalities": Supranational supervision and regulatory arbitrage Thorsten Beck Consuelo Silva-Buston Wolf Wagner 31 Jan 2022 Supranational cooperation Cross-border banking Externalities Financial Economics G1 G2
Discussion paper DP13514 Sovereign Bonds since Waterloo Josefin Meyer Carmen Reinhart Christoph Trebesch 15 Jan 2022 Sovereign debt Default Risk premiums Investor returns Interest rates Portfolio Yields Coupons Recovery Economic History Financial Economics International Macroeconomics and Finance E4 F3 F4 G1 N0
Discussion paper DP15599 Monetary Policy and Inequality José-Luis Peydró Asger Lau Andersen Niels Johannesen Mia Jørgensen 18 Aug 2021 monetary policy Inequality Household heterogeneity Assets Leverage Financial Economics Monetary Economics and Fluctuations Public Economics E2 E4 E5 G1 G2 G5
Discussion paper DP16290 In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis Xavier Gabaix Ralph Koijen 24 Jun 2021 Asset market fluctuations Flows Excess volatility Behavioral finance Behavioral macroeconomics Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E7 G1 G4 G10 G32
Discussion paper DP15931 Monetary Policy Transmission in Emerging Markets and Developing Economies Luis Brandao-Marques Gaston Gelos Thomas Harjes Ratna Sahay Yi Xue 16 Mar 2021 monetary policy Emerging markets Exchange rate channel Inflation targeting Financial structure International Macroeconomics and Finance Monetary Economics and Fluctuations E3 E4 E5 F4 G1
Discussion paper DP15503 Firms' Exposures to Geographic Risks Bernard Dumas Tymur Gabuniya Richard C Marston 29 Nov 2020 Stock return indexes Stock return exposures Geographic investing Factor models Country factors Expectations-maximization algorithm Financial Economics C4 F3 F6 G1
Discussion paper DP14955 Can Security Design Foster Household Risk-Taking? Laurent E. Calvet Claire Célérier Boris Vallee 28 Jun 2020 Security design Household finance Capital guarantee product Behavioral biases Risk-taking Financial Economics I22 G1 D18 D12
Discussion paper DP14890 Which Investors Matter for Equity Valuations and Expected Returns? Ralph Koijen Robert Richmond Motohiro Yogo 13 Jun 2020 Financial Economics International Macroeconomics and Finance G1
Discussion paper DP14710 Reusing Natural Experiments Davidson Heath Matthew Ringgenberg Mehrdad Samadi Ingrid M Werner 4 May 2020 False positive Identification Multiple hypothesis testing Natural experiments Financial Economics G1 G10
Discussion paper DP14674 When the Markets Get COVID: COntagion, Viruses, and Information Diffusion. Mariano Massimiliano Croce Paolo Farroni Isabella Wolfskeil 29 Apr 2020 Contagion Epidemic Asset prices Financial Economics G01 G1 I1
Discussion paper DP14585 Macroprudential Policy and Household Debt: What is Wrong with Swedish Macroprudential Policy? Lars E.O. Svensson 9 Apr 2020 Macroprudential policy Housing Mortgages Household debt Macroeconomic risk Monetary Economics and Fluctuations E21 G1 G21 G23 G28 R21
