Thema Finanzmärkte

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600 Ergebnisse, ab 501
  • Nicht-referierte Aufsätze

    Transaktionssteuer: Einführung ist ein politisches Signal

    In: Wirtschaftsdienst 95 (2015), 1, S. 5-6 | Alexander S. Kritikos, Christian Dreger
  • DIW Wochenbericht 9 / 2015

    TTIP und Finanzmarktregulierung: organisiertes Wettrennen um den niedrigsten Standard? Kommentar

    2015| Dorothea Schäfer
  • DIW Roundup 56 / 2015

    Die Debatte um die Einlagensicherung: Hintergründe und Perspektiven

    Am 6. November 2014 wurde die Umsetzung der Bankenunion mittels vier neuer Gesetze auch im Bundestag final besiegelt, nachdem sie zuvor bereits auf europäischer Ebene beschlossen wurde. Die Bankenunion ruht im Wesentlichen auf zwei Säulen: dem einheitlichen Aufsichtsmechanismus (SSM) und dem einheitlichen Abwicklungsmechanismus (SRM). Die Ausgestaltung der dritten Säule war bis zuletzt Gegenstand einer ...

    2015| Claudia Lambert
  • Externe Monographien

    Capital Flow Management Measures: What Are They Good For?

    Are capital controls and macroprudential measures related to international exposures successful in achieving their objectives? Assessing their effectiveness is complicated by selection bias; countries which change their capital-flow management measures (CFMs) often share specific characteristics and are responding to changes in variables that the CFMs are intended to influence. This paper addresses ...

    Cambridge, Mass.: National Bureau of Economic Research, 2015, 55 S.
    (NBER Working Paper Series ; 20860)
    | Kristin Forbes, Marcel Fratzscher, Roland Straub
  • Diskussionspapiere 1448 / 2015

    Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

    The paper analyses the empirical relationship between bank risk and sovereign credit risk in the euro area. Using structural VAR with daily financial markets data for 2003-13, the analysis confirms two-way causality between shocks to sovereign risk and bank risk, with the former being overall more important in explaining bank risk, than vice versa. The paper focuses specifically on the impact of non-standard ...

    2015| Marcel Fratzscher, Malte Rieth
  • Externe Monographien

    Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

    The paper analyses the empirical relationship between bank risk and sovereign credit risk in the euro area. Using structural VAR with daily financial markets data for 2003-13, the analysis confirms two-way causality between shocks to sovereign risk and bank risk, with the former being overall more important in explaining bank risk, than vice versa. The paper focuses specifically on the impact of non-standard ...

    London: CEPR, 2015, 49 S.
    (Discussion Paper Series / Centre for Economic Policy Research ; 10370)
    | Marcel Fratzscher, Malte Rieth
  • DIW Roundup 55 / 2015

    Bubbles and Monetary Policy: To Burst or Not to Burst?

    The question of whether monetary policy should target asset prices remains a contentious issue. Prior to the 2007/08 financial crisis, central banks opted for a wait-and-see approach, remaining passive during the build-up of asset price bubbles but actively seeking to stabilize prices and output after they burst. The macroeconomic and financial turbulence that followed the subprime housing bubble has ...

    2015| Philipp König, David Pothier
  • Nicht-referierte Aufsätze

    Immobilienkrise in Schweden: Bad Banks als Lösung

    In: Patrizia Bulletin (2015), 2, S. 4 | Dorothea Schäfer
  • DIW Roundup 75 / 2015

    Monetary Policy and the Risk-Taking Channel

    Before the 2007 crisis, the trade-off between output and inflation played a leading role in the discussion of monetary policy. Instead, issues relating to financial stability played a less pronounced role in shaping the stance of monetary policy andwere limited to asset price dynamics. This Round-Up argues that the great interest that emerged after the 2007 crisis in the effects of monetary policy ...

    2015| Michele Piffer
  • Diskussionspapiere 1496 / 2015

    The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts

    This paper contributes to the debate of whether central banks can "lean against the wind" of emerging stock or house price bubbles. Against this background, the paper evaluates if new advances in real-time bubble detection, as brought forward by Phillips et al. (2011), can timely detect bubble emergences and collapses. Building on simulations, the paper shows that the detection capabilities of all ...

    2015| Benjamin Beckers
600 Ergebnisse, ab 501
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