... marginal R
2
of 0.19.
18
ECB
Working Paper Series No 1096
Septembre 2009
Working PaPer SerieS
no 1096 / SePTeMBer 2009
The deTerMinanTS of
Bank caPiTal STrucTure
by Reint Gropp
and ... minus the equity ratio, the
14
ECB
Working Paper Series No 1096
Septembre 2009
dependent variable can be directly linked to the regulatory vi...
... con-
18
ECB
Working Paper Series No. 393
September 2004
W ORKING PAPER SERIES
NO. 393 / SEPTEMBER 2004
THE DETERMINANTS
OF THE OVERNIGHT
INTEREST RATE
IN THE EURO AREA
by Julius Moschitz
clusion on the ... at 2 1/6 /2 000, 3 0/4 /2 001, 12
and 1 3/9 /2 001, 2 8/1 1/2 001, 4 and 1 0/1 /2 002, 1 8/1 2/2 002 and 2 3/0 5/2 003. Long term re...
... Table 2 does the same for nonbidding banks,
but note that there are no nonbidding Landesbanks or cooperative central banks.
17
ECB
Working Paper Series No 1376
September 2011
Table 1
Bank characteristics: ... at http :// ssrn.com/
abstract_id=1605084.
NOTE: This Working Paper should not be reported as representing
the views of the European Central Bank (ECB).
Th...
... at http :// ssrn.com/abstract_id=1536032.
NOTE: This Working Paper should not be reported as representing
the views of the European Central Bank (ECB).
The views expressed are those of the authors ... members in the savings banks association. They are not covered in the
data set.
10
Refer to Section 6 for a further description of the bank level data set.
14
ECB...
... towards the “equilibrium price of retail bank
products” is significantly higher since the launch of the euro. The introduction of the euro may have
18
ECB
Working Paper Series No. 518
September ... of Stage Three of EMU on bank pricing. First, the
importance of the long-term market rate in the equilibrium price of retail bank products has often...
... http :// ssrn.com/abstract_id=2145295.
Information on all of the papers published in the ECB Working Paper Series can be found on the ECB’s website,
http :// www.ecb.europa.eu/pub/scientic/wps/date/html/index.en.html
Acknowledgements
Many ... in the composition of the non-cash funds.
The M1 aggregate can also be calculated from the liabilities of the consolid...
... towards the “equilibrium price of retail bank
products” is significantly higher since the launch of the euro. The introduction of the euro may have
18
ECB
Working Paper Series No. 518
September ... of Stage Three of EMU on bank pricing. First, the
importance of the long-term market rate in the equilibrium price of retail bank products has often...
... con-
ditional upon the tail index α and a c hoice of the threshold parameter
m.
18
ECB
Working Paper Series No. 527
September 2005
WORKING PAPER SERIES
NO. 527 / SEPTEMBER 2005
BANKING SYSTEM
STABILITY
A ... for the equality
of them in the euro area and the US. Section 8 then asks the question
wheth er on a ny of the two continen ts the risk o f in...
...
28
ECB
Working Paper Series No 1075
July 2009
European Central Bank Working Paper Series
For a complete list of Working Papers published by the ECB, please visit the ECB’s website
(http :// www.ecb.europa.eu).
1041 ... further corroborate the reliability
of the EDF regression, we tested the difference between the mean of the forecasted EDF and the o...
... 16: The output gap. Sensivity to signal to noise ratios with restricted c.
27
ECB
Working Paper Series No. 546
November 2005
28
ECB
Working Paper Series No. 546
November 2005
European Central Bank ... feature
a motif taken
from the
€50 banknote.
WORKING PAPER SERIES
NO. 546 / NOVEMBER 2005
This paper can be downloaded without charge from
http :// www.ecb...