Publikationen des Forschungsbereichs Altersvorsorge und nachhaltige Finanzmärkte

  1. Referierte Fachzeitschrift // 2017

    What Do a Million Observations Have to Say About Loan Defaults? Opening the Black Box of Relationships

    Using a unique dataset of more than 1 million loans made by 296 German banks, we evaluate the impact of many aspects of customer–bank relationships on loan default rates. Our research suggests a practical…

  2. Gutachten // 2017

    Konjunkturindikatoren für China

    Das Projekt hat zum Ziel, die vorhandenen gleichlaufenden und vorlaufenden Konjunkturindikatoren zu systematisieren sowie qualitativ und quantitativ zu beurteilen. Die Analysen sollen herausarbeiten, welche…

  3. ZEW Discussion Paper Nr. 17-022 // 2017

    Evaluating Regulation Within an Artificial Financial System – A Framework and Its Application to the Liquidity Coverage Ratio Regulation

    We develop a general model of the financial system that allows for the evaluation of bank regulation. Our framework comprises the agents and institutions that have proved crucial in the propagation of the…

  4. Referierte Fachzeitschrift // 2017

    A Financially Stressed Euro Area

    The authors analyse 149 newly compiled monthly time series on financial market stress conditions in the euro area. With the aid of a factor model they find different sources of financial stress that are…

Weitere Publikationen

ZEW-Finanzmarktreport

DIFI-Report