Access Statistics for Falk Bräuning

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Helping Hand to Main Street Where and When It Was Needed 0 1 1 8 0 1 16 40
A dynamic network model of the unsecured interbank lending market 0 1 1 75 0 3 14 220
A dynamic network model of the unsecured interbank lending market 0 0 3 89 0 2 22 344
Bank Runs and Interest Rates: A Revolving Lines Perspective 0 0 7 7 1 4 6 6
Bank Runs and Interest Rates: A Revolving Lines Perspective 0 0 6 6 0 0 4 4
Bargaining Power and Outside Options in the Interbank Lending Market 0 0 0 8 0 0 14 42
Bargaining power and outside options in the interbank lending market 0 0 1 49 1 4 27 156
Corporate Debt Maturity and Monetary Policy 0 1 1 14 0 5 26 79
Corporate Finance and the Transmission of Shocks to the Real Economy 0 0 1 23 0 0 9 40
Cost-Price Relationships in a Concentrated Economy 1 1 3 54 2 2 42 183
Cost-Price Relationships in a Concentrated Economy 0 0 1 11 1 1 18 32
Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis 0 0 0 97 1 1 13 227
Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis 0 0 0 104 0 1 28 497
Dealer Risk Limits and Currency Returns 0 0 3 6 1 3 19 31
Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock? 0 0 0 7 4 5 26 37
Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid 0 0 0 10 0 2 17 23
Evolving leveraged loan covenants may pose novel transmission risk 0 0 0 0 1 2 2 2
Firms’ Cash Holdings and Monetary Policy Transmission 0 1 1 10 0 4 19 36
Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis 0 0 0 182 0 3 11 421
High-Yield Debt Covenants and Their Real Effects 0 1 2 8 0 1 18 30
High-Yield Debt Covenants and Their Real Effects 0 0 2 10 0 0 12 30
High-Yield Debt Covenants and Their Real Effects 0 0 0 5 1 2 12 21
How Interest Rate Changes Affect Credit Card Spending 0 0 14 14 0 2 13 13
Interest Expenses, Coverage Ratio, and Firm Distress 0 0 3 11 2 5 23 39
International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises 0 0 0 76 0 4 12 142
International financial integration, crises and monetary policy: evidence from the Euro area interbank crises 0 0 0 2 0 1 13 63
International financial integration, crises and monetary policy: evidence from the Euro area interbank crises 0 0 0 69 0 0 10 153
International financial integration, crises, and monetary policy: evidence from the euro area interbank crises 0 0 0 136 1 2 13 106
Is Post-pandemic Wage Growth Fueling Inflation? 0 0 1 10 0 0 21 43
Monetary Policy and Global Banking 0 0 0 198 1 1 23 155
Monetary policy and global banking 0 0 0 95 0 2 12 150
Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages 0 0 3 40 0 0 19 90
Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata 0 0 0 4 0 2 45 95
Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata 0 0 0 10 0 0 25 92
Relationship lending in the interbank market and the price of liquidity 0 0 0 70 1 2 14 127
Relationship lending in the interbank market and the price of liquidity 0 0 0 141 1 3 15 625
Stress testing effects on portfolio similarities among large US Banks 0 0 0 20 0 1 10 55
Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks 0 0 0 1 1 2 9 11
Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks 0 0 9 9 0 1 14 14
Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks 0 1 3 6 0 3 10 13
The Credit Card Spending Channel of Monetary Policy: Micro Evidence from Account-level Data 0 0 11 11 2 4 37 37
The Dynamic Factor Network Model with an Application to Global Credit-Risk 0 0 0 14 0 0 21 78
The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market 0 0 2 8 2 23 45 59
The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage 0 0 1 10 0 0 10 43
The Historical Effects of Banking Distress on Economic Activity 0 0 2 24 0 1 26 37
The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences 0 0 1 16 4 4 18 54
The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages 0 0 1 29 1 4 27 76
The dynamic factor network model with an application to global credit risk 0 0 0 43 0 1 14 143
The liquidity effect of the Federal Reserve’s balance sheet reduction on short-term interest rates 0 0 0 32 0 1 10 117
The pricing of FX forward contracts: Micro evidence from banks' dollar hedging 0 0 0 25 1 1 13 79
The pricing of FX forward contracts: micro evidence from banks’ dollar hedging 0 0 0 51 1 3 28 136
U. S. monetary policy and emerging market credit cycles 0 0 0 84 0 0 15 296
U.S. Monetary Policy and Emerging Market Credit Cycles 0 0 0 61 3 5 16 102
Uncovering covered interest parity: the role of bank regulation and monetary policy 0 0 1 66 0 0 11 98
Uptake of the Main Street Lending Program 0 0 0 2 0 0 2 14
Uptake of the Main Street Lending Program 0 0 0 11 0 0 11 34
Total Working Papers 1 7 85 2,182 34 124 980 5,890


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic network model of the unsecured interbank lending market 0 0 1 29 0 1 11 206
Bargaining power and outside options in the interbank lending market 0 0 0 3 0 2 8 24
Cross-border interbank liquidity, crises, and monetary policy 1 1 2 12 3 4 18 43
Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging 0 0 0 8 1 2 23 48
Did High Leverage Render Small Businesses Vulnerable to the COVID‐19 Shock? 1 1 3 3 3 5 27 36
Exchange rate risk, banks' currency mismatches, and credit supply 0 0 5 21 1 4 35 104
Forecasting macroeconomic variables using collapsed dynamic factor analysis 0 0 1 73 0 0 17 216
Monetary Policy and Global Banking 0 0 1 27 2 6 26 174
Relationship Lending in the Interbank Market and the Price of Liquidity 0 1 3 38 0 2 16 135
The Impact of Regulatory Stress Tests on Banks' Portfolio Similarity and Implications for Systemic Risk 1 2 8 8 4 10 38 38
The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy 0 1 7 33 1 5 38 99
The dynamic factor network model with an application to international trade 0 0 0 22 1 5 13 111
U.S. monetary policy and emerging market credit cycles 0 0 4 46 4 5 24 191
Total Journal Articles 3 6 35 323 20 51 294 1,425


Statistics updated 2026-08-07