11
H index
13
i10 index
368
Citations
Deutsche Bundesbank | 11 H index 13 i10 index 368 Citations RESEARCH PRODUCTION: 18 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christoph Memmel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 3 |
Schmalenbach Business Review | 2 |
Financial Markets and Portfolio Management | 2 |
Journal of Financial Stability | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank | 15 |
Discussion Papers / Deutsche Bundesbank | 10 |
Year | Title of citing document |
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2020 | Statistical inference for the EU portfolio in high dimensions. (2020). Schmid, Wolfgang ; Parolya, Nestor ; Okhrin, Yarema ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2005.04761. Full description at Econpapers || Download paper |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper |
2020 | Capital regulation and bank balance sheet adjustments: a simultaneous approach. (2020). Li, Zhaohua ; Gan, Christopher ; Thieu, Quang Thi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1563-1599. Full description at Econpapers || Download paper |
2020 | ISLAMIC BANKING, COSTLY RELIGIOSITY, AND COMPETITION. (2020). Ghaffar, Hamza ; Bhatti, Ishaq M ; A. S. M. Sohel Azad, ; Azmat, Saad. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:263-303. Full description at Econpapers || Download paper |
2020 | Banks net interest margins and interest rate risk: communicating vessels?. (2020). de Haan, Leo ; Chaudron, Raymond ; Hoeberichts, Marco. In: DNB Working Papers. RePEc:dnb:dnbwpp:675. Full description at Econpapers || Download paper |
2020 | The real effects of bank distress: Evidence from bank bailouts in Germany. (2020). Degryse, Hans ; Stein, Ingrid ; Kick, Thomas ; Bersch, Johannes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308149. Full description at Econpapers || Download paper |
2020 | State-controlled banks and income smoothing. Do politics matter?. (2020). Doong, Shuh-Chyi ; Lin, Kun-Li ; Doan, Anh-Tuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302249. Full description at Econpapers || Download paper |
2020 | Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546. Full description at Econpapers || Download paper |
2020 | Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets. (2020). Tiberto, Bruno ; Correa, Paloma Pio ; de Moraes, Claudio Oliveira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301042. Full description at Econpapers || Download paper |
2020 | Bank profitability in the Eurasian Economic Union: Do funding liquidity and systemic importance matter?. (2020). Pak, Olga. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301625. Full description at Econpapers || Download paper |
2020 | Political regimes and bank interest margins. (2020). Lavezzolo, Sebastian. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362520301059. Full description at Econpapers || Download paper |
2020 | Does change in the market structure have any impact on different types of bank loans in the EU?. (2020). Pawłowska, Małgorzata ; Kouretas, Georgios ; Pawowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443118300891. Full description at Econpapers || Download paper |
2020 | Shareholder shocks and loan loss provisions in Central European banks. (2020). Skała, Dorota ; Skaa, Dorota. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301281. Full description at Econpapers || Download paper |
2020 | Credit rating, banks capital structure and speed of adjustment: A cross-country analysis. (2020). Boateng, Agyenim ; Wojewodzki, Michal ; Brahma, Sanjukta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s104244312030144x. Full description at Econpapers || Download paper |
2020 | Realized volatility forecast with the Bayesian random compressed multivariate HAR model. (2020). Chen, Langnan ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:781-799. Full description at Econpapers || Download paper |
2020 | Conventional vs Islamic banking and macroeconomic risk: Impact on asset price bubbles. (2020). Hayat, Aziz ; Ghaffar, Hamza ; Azad, A. S. M. Sohel, ; Azmat, Saad ; Chazi, Abdelaziz. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19306079. Full description at Econpapers || Download paper |
2020 | The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190. Full description at Econpapers || Download paper |
2020 | A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning. (2020). Yao, David D ; Sun, XU ; Capponi, Agostino. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:1127-1152. Full description at Econpapers || Download paper |
2020 | An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2020). Mazur, Stepan ; Gulliksson, Mrten. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09943-6. Full description at Econpapers || Download paper |
2020 | Does Religiosity Matter to Value Relevance? Evidence from U.S. Banking Firms. (2020). Chourou, Lamia. In: Journal of Business Ethics. RePEc:kap:jbuset:v:162:y:2020:i:3:d:10.1007_s10551-018-3978-z. Full description at Econpapers || Download paper |
2020 | The global minimum variance hedge. (2020). Chiu, Wan-Yi . In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:2:d:10.1007_s11147-019-09159-8. Full description at Econpapers || Download paper |
2020 | Macroprudential due-diligence framework for shadow banking entities. (2020). Prorokowski, Lukasz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:6:p:587-612. Full description at Econpapers || Download paper |
2020 | Mortgage, Treasury, CD and Fed Funds Rates Spreads and Risk Premiums: How do They Impact Net Interest Margins?. (2020). Kaiser, David R ; Schaub, Mark. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:125-132. Full description at Econpapers || Download paper |
2020 | A risk perspective of estimating portfolio weights of the global minimum-variance portfolio. (2020). Stephan, Andreas ; Karlsson, Peter ; Holgersson, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:1:d:10.1007_s10182-018-00349-7. Full description at Econpapers || Download paper |
2020 | Statistical properties of estimators for the log-optimal portfolio. (2020). Frahm, Gabriel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:92:y:2020:i:1:d:10.1007_s00186-020-00701-1. Full description at Econpapers || Download paper |
2020 | A Macro-Financial Perspective to Analyse Maturity Mismatch and Default. (2020). Wang, Xuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200064. Full description at Econpapers || Download paper |
2020 | Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian. In: Discussion Papers. RePEc:zbw:bubdps:232020. Full description at Econpapers || Download paper |
2020 | Performance of maturity transformation strategies. (2020). Wiedemann, Arnd ; Hille, Vanessa ; Schmidhammer, Christoph . In: Discussion Papers. RePEc:zbw:bubdps:582020. Full description at Econpapers || Download paper |
2020 | Trade shocks, credit reallocation and the role of specialisation: Evidence from syndicated lending. (2020). Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:152020. Full description at Econpapers || Download paper |
2020 | R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Citation analysis] | article | 6 |
2012 | The Dependency of the Banks Assets and Liabilities: Evidence from Germany In: European Financial Management. [Full Text][Citation analysis] | article | 11 |
2009 | The dependency of the banks assets and liabilities: evidence from Germany.(2009) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
2016 | Banks interest rate risk and search for yield: A theoretical rationale and some empirical evidence.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Dominating estimators for minimum-variance portfolios In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
2010 | Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2015 | The common drivers of default risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 13 |
2012 | The common drivers of default risk.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2013 | Contagion in the interbank market and its determinants In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 36 |
2011 | Contagion in the interbank market and its determinants.(2011) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2011 | Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2010 | Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure.(2010) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2010 | Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany.(2010) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2015 | Determinants of bank interest margins: Impact of maturity transformation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
2012 | Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2010 | How do banks adjust their capital ratios? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 48 |
2008 | Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
2008 | Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks.(2008) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2012 | Contagion in the Interbank Market with Stochastic Loss Given Default In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 14 |
2013 | Bank management of the net interest margin: new measures In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
2016 | Quantifying the components of the banks’ net interest margin In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 3 |
2014 | Quantifying the components of the banks net interest margin.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY In: Economic and Financial Reports. [Full Text][Citation analysis] | paper | 29 |
2007 | Relationship lending: empirical evidence for Germany.(2007) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2006 | Estimating the global Minimum Variance Portfolio In: Schmalenbach Business Review (sbr). [Full Text][Citation analysis] | article | 32 |
2016 | Banks’ Specialization versus Diversification in the Loan Portfolio In: Schmalenbach Business Review. [Full Text][Citation analysis] | article | 1 |
2018 | Why Do Banks Bear Interest Rate Risk? In: Schmalenbach Business Review. [Full Text][Citation analysis] | article | 0 |
2017 | Why do banks bear interest rate risk?.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Banks interest rate risk: the net interest income perspective versus the market value perspective In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Dominating estimators for the global minimum variance portfolio In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 3 |
2008 | Dominating estimators for the global minimum variance portfolio.(2008) In: Discussion Papers in Econometrics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
2010 | How correlated are changes in banks net interest income and in their present value? In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
2011 | Contagion at the interbank market with stochastic LGD In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 4 |
2011 | Banks management of the net interest margin: Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 6 |
2005 | The supervisors portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 1 |
2007 | Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 12 |
2007 | How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
2008 | Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 5 |
2020 | Interest and credit risk management in German banks: Evidence from a quantitative survey In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | What drives the short-term fluctuations of banks exposure to interest rate risk? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Bank stress testing under different balance sheet assumptions In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Banks net interest margin and the level of interest rates In: Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | Banks Net Interest Margin and the Level of Interest Rates.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2013 | Banks concentration versus diversification in the loan portfolio: New evidence from Germany In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | On the estimation of the global minimum variance portfolio In: CFR Working Papers. [Full Text][Citation analysis] | paper | 2 |
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