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Testing for competition among German banks

Hempell, Hannah S. - 2002

Given the marked reduction in the number of banks in Germany during recent years, the study estimates competitive … several size categories. However, despite the decrease in the number of banks in Germany during the investigated period and a …

Persistent link: https://www.econbiz.de/10011431303

Estimating bilateral exposures in the German interbank market : is there a danger of contagion?

Upper, Christian; Worms, Andreas - 2002

Credit risk associated with interbank lending may lead to domino effects, where the failure of one bank results in the failure of other banks not directly affected by the initial shock. Recent work in economic theory shows that this risk of contagion depends on the precise pattern of interbank...

Persistent link: https://www.econbiz.de/10011431377

Interbank lending and monetary policy transmission : evidence for Germany

Ehrmann, Michael; Worms, Andreas - 2001

This paper presents empirical evidence on the behaviour of interbank lending in Germany after a monetary policy impulse … loan portfolio relatively unaffected. This may explain why the evidence for a bank lending channel in Germany seems to be …Dieses Papier präsentiert empirische Evidenz zum Verhalten der Interbankkredite in Deutschland nach einem …

Persistent link: https://www.econbiz.de/10011419387

Monetary policy effects on bank loans in Germany : a panel-econometric analysis

Worms, Andreas - 2001

A crucial condition for the existence of a credit channel through bank loans is that monetary policy should be able to change bank loan supply. This paper contributes to the discussion on this issue by presenting empirical evidence from dynamic panel estimations based on a dataset that comprises...

Persistent link: https://www.econbiz.de/10011419446

What drives portfolio investments of German banks in emerging capital markets?

Wildmann, Christian - 2010

After decades of steady liberalisation and financial market development, emerging capital markets experienced unparalleled capital inflows in the aftermath of the emerging markets crisis in the 1990s. This paper studies portfolio investment decisions of German banks in 30 emerging capital...

Persistent link: https://www.econbiz.de/10003969867

FDI versus cross-border financial services : the globalisation of German banks

Buch, Claudia M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001998057

Clustering or competition? : The foreign investment behaviour of German banks

Buch, Claudia M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001999181

Measurement matters : input price proxies and bank efficiency in Germany

Koetter, Michael (contributor) - 2005

Most bank efficiency studies that use stochastic frontier analysis (SFA) employ each bank’s own implicit input price when estimating efficient frontiers. But the theoretical foundation of most studies is a cost minimisation and/ or profit maximisation problem assuming perfect input markets. At...

Persistent link: https://www.econbiz.de/10002739985

Stress testing German banks in a downturn in the automobile industry

Düllmann, Klaus; Erdelmeier, Martin - 2009

In this paper we stress-test credit portfolios of 28 German banks based on a Mertontype multi-factor credit risk model. The ad-hoc stress scenario is an economic downturn in the automobile industry that constitutes an exceptional but plausible event suggested by historical data. Rather than on a...

Persistent link: https://www.econbiz.de/10003813026

The effects of privatization and consolidation on bank productivity : comparative evidence from Italy and Germany

Fiorentino, Elisabetta; Vincenzo, Alessio De; Heid, Frank; … - 2009

directions since then: Italy privatized its publicly-owned banks while Germany has maintained a large share of state … market integration ; deregulation ; total factor productivity ; Italy ; Germany. …

Persistent link: https://www.econbiz.de/10003813058