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 0 0 7 0 0 2 24
A dynamic network model of the unsecured interbank lending market 0 0 0 74 0 4 8 206
A dynamic network model of the unsecured interbank lending market 0 0 1 86 0 0 7 322
Bargaining Power and Outside Options in the Interbank Lending Market 0 0 0 8 1 1 1 29
Bargaining power and outside options in the interbank lending market 1 1 2 49 1 3 7 132
Corporate Debt Maturity and Monetary Policy 0 0 1 13 0 1 5 54
Corporate Finance and the Transmission of Shocks to the Real Economy 0 1 3 23 1 4 10 34
Cost-Price Relationships in a Concentrated Economy 0 0 0 51 0 0 9 141
Cost-Price Relationships in a Concentrated Economy 0 1 4 11 0 1 5 15
Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis 0 0 0 97 1 2 4 215
Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis 0 0 0 104 1 2 15 470
Dealer Risk Limits and Currency Returns 0 0 2 3 3 4 13 15
Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock? 0 0 0 7 2 2 5 13
Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid 0 0 10 10 0 1 7 7
Firms’ Cash Holdings and Monetary Policy Transmission 0 0 1 9 0 0 7 17
Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis 0 0 1 182 0 0 3 410
High-Yield Debt Covenants and Their Real Effects 0 0 0 5 1 3 3 10
High-Yield Debt Covenants and Their Real Effects 0 0 0 6 1 1 3 13
High-Yield Debt Covenants and Their Real Effects 2 2 2 10 2 3 5 21
Interest Expenses, Coverage Ratio, and Firm Distress 1 1 2 9 2 6 10 19
International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises 0 0 2 76 0 1 8 131
International financial integration, crises and monetary policy: evidence from the Euro area interbank crises 0 0 0 69 0 0 5 143
International financial integration, crises and monetary policy: evidence from the Euro area interbank crises 0 0 1 2 0 1 3 51
International financial integration, crises, and monetary policy: evidence from the euro area interbank crises 0 0 0 136 0 0 4 93
Is Post-pandemic Wage Growth Fueling Inflation? 0 0 1 9 3 3 14 25
Monetary Policy and Global Banking 0 0 0 198 0 1 3 133
Monetary policy and global banking 0 0 0 95 0 0 1 138
Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages 1 1 2 38 1 3 8 72
Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata 0 1 1 4 4 6 18 55
Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata 0 0 1 10 0 0 5 67
Relationship lending in the interbank market and the price of liquidity 0 0 0 141 2 3 16 612
Relationship lending in the interbank market and the price of liquidity 0 0 0 70 0 1 6 113
Stress testing effects on portfolio similarities among large US Banks 0 0 0 20 0 0 5 45
Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks 0 1 1 1 0 3 3 3
Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks 6 6 6 6 1 1 1 1
Technology Providers and Financial Stability: Overview of Risks and Regulatory Frameworks 0 5 5 5 0 3 3 3
The Dynamic Factor Network Model with an Application to Global Credit-Risk 0 0 0 14 0 1 1 58
The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market 0 0 1 6 0 1 8 14
The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage 0 0 0 9 1 2 5 34
The Historical Effects of Banking Distress on Economic Activity 0 1 2 23 3 4 9 15
The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences 0 0 1 15 2 3 9 38
The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages 0 0 1 28 2 3 6 52
The dynamic factor network model with an application to global credit risk 0 0 1 43 0 0 2 129
The liquidity effect of the Federal Reserve’s balance sheet reduction on short-term interest rates 0 0 0 32 0 0 4 107
The pricing of FX forward contracts: Micro evidence from banks' dollar hedging 0 0 0 25 0 0 6 66
The pricing of FX forward contracts: micro evidence from banks’ dollar hedging 0 0 0 51 0 4 6 111
U. S. monetary policy and emerging market credit cycles 0 0 1 84 1 2 4 283
U.S. Monetary Policy and Emerging Market Credit Cycles 0 0 0 61 1 2 5 88
Uncovering covered interest parity: the role of bank regulation and monetary policy 0 0 0 65 0 1 6 88
Uptake of the Main Street Lending Program 0 0 0 2 0 0 0 12
Uptake of the Main Street Lending Program 0 0 0 11 1 1 1 24
Total Working Papers 11 21 56 2,113 38 88 304 4,971


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 0 28 0 1 7 196
Bargaining power and outside options in the interbank lending market 0 0 1 3 0 1 3 17
Cross-border interbank liquidity, crises, and monetary policy 0 0 1 10 0 1 6 26
Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging 0 0 0 8 0 1 4 26
Exchange rate risk, banks' currency mismatches, and credit supply 0 0 4 16 2 2 12 71
Forecasting macroeconomic variables using collapsed dynamic factor analysis 0 1 4 72 0 2 8 200
Monetary Policy and Global Banking 0 0 5 26 0 3 19 149
Relationship Lending in the Interbank Market and the Price of Liquidity 0 0 2 35 0 0 7 119
The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy 1 2 16 28 3 7 41 66
The dynamic factor network model with an application to international trade 0 0 2 22 0 2 6 99
U.S. monetary policy and emerging market credit cycles 0 1 4 42 1 7 15 171
Total Journal Articles 1 4 39 290 6 27 128 1,140


Statistics updated 2025-10-06