Frau Prof. Dr. Claudia M. Buch neues Mitglied im Sachverständigenrat

Laut einem Bericht von Spiegel-Online vom 15.2.2012 soll Frau Prof. Dr. Claudia M. Buch neue “Wirtschaftsweise” werden.
Frau Prof. Buch hat am Kieler Institut für Weltwirtschaft (IfW) promoviert und habilitiert, außerdem hat sie dort den Forschungsbereich “Finanzmärkte” geleitet. Die ZBW war zu dieser Zeit eine Abteilung des IfW.
Frau Prof. Buch hat zahlreiche Publikationen veröffentlicht, wir haben ihnen hier nur eine Auswahl aus den Jahren 2009 bis 2011 zusammengestellt.

 

 

Konzepte

Wesentliche Person: Claudia M. Buch

Wirtschaftsdienst. - Berlin EconBizGoogle-ScolarGoogleGVK - Gemeinsamer VerbundkatalogWorldCat - Weltkatalog

 

Literaturliste

Size, productivity, and international banking / Claudia M. Buch; Cathérine T. Koch; Michael Koetter.

  • Size, productivity, and international banking / Claudia M. Buch; Cathérine T. Koch; Michael Koetter.
    (2011) In: Journal of international economics. – Amsterdam [u.a.]. – Bd. 85.2011, 2, (Nov.2011) S. 329-334.

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Labor demand during the crisis : what happened in Germany? / Olga Bohachova ; Bernhard Boockmann ; Claudia M. Buch.

  • Labor demand during the crisis : what happened in Germany? / Olga Bohachova ; Bernhard Boockmann ; Claudia M. Buch.
    (2011) This version: October 2011. – CESifo working paper ; 3625 : Labour Markets. – München; Online-Ressource (PDF-Datei: 32 S., 221 KB).

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Bank-specific shocks and the real economy / Claudia M. Buch, Katja Neugebauer.

  • Bank-specific shocks and the real economy / Claudia M. Buch, Katja Neugebauer.
    (2011) In: Journal of banking & finance. – Amsterdam [u.a.]. – Bd. 35.2011, 8, (Aug.2011) S. 2179-2187.

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Worker remittances and capital flows to developing countries / Claudia M. Buch and Anja Kuckulenz.

  • Worker remittances and capital flows to developing countries / Claudia M. Buch and Anja Kuckulenz.
    (2010) In: International migration. – Bd. 48.2010, 5, (Okt.2010) S. 89-117.

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  • Worker remittances and capital flows to developing countries / Claudia M. Buch; Anja Kuckulenz.
    (2004) Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung GmbH ; 04-31; 25 S.

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  • Worker remittances and capital flows to developing countries / Claudia M. Buch and Anja Kuckulenz.
    (2004) Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung GmbH ; 04-31; 25 S.

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  • Worker remittances and capital flows to developing countries / Claudia Buch and Anja Kuckulenz.
    (2004) Discussion paper / ZEW ; 04-31; Online-Ressource, 28 p., text.

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Consumption volatility and financial openness / Claudia M. Buch and Serkan Yener.
Economic theory predicts that the integration of financial markets lowers the volatility of consumption. In this paper, we study long-term trends in the consumption volatility of the G7 countries. Using different measures of financial openness, we find some evidence that greater financial openness has been associated with lower consumption volatility. However, volatility of consumption relative to output has not declined.

  • Consumption volatility and financial openness / Claudia M. Buch and Serkan Yener.
    (2010) In: Applied economics. – Bd. 42.2010, 28/30, (11/12.2010) S. 3635-3649.

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  • Consumption volatility and financial openness / by Claudia M. Buch and Serkan Yener.
    (Nov. 2005) Kiel working paper ; 1260; Online-Ressource, 32 S., Text.

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Cross-border diversification in bank asset portfolios / Claudia M. Buch, John C. Driscoll and Charlotte Ostergaard.
Taking the mean-variance portfolio model as a benchmark, we compute the optimally diversified portfolio for banks located in France, Germany, the U.K., and the U.S. under different assumptions about currency hedging. We compare these optimal portfolios to the actual cross-border assets of banks from 1995-1999 and try to explain the deviations. We find that banks over-invest domestically to a considerable extent and that cross-border diversification entails considerable gain. Banks underweight countries which are culturally less similar or have capital controls in place. Capital controls have a strong impact on the degree of underinvestment whereas less political risk increases the degree of over-investment.

  • Cross-border diversification in bank asset portfolios / Claudia M. Buch, John C. Driscoll and Charlotte Ostergaard.
    (2010) In: International finance. – Bd. 13.2010, 1, S. 79-108.

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  • Cross-border diversification in bank asset portfolios / by Claudia M. Buch, John C. Driscoll and Charlotte Ostergaard.
    (2005) Working paper series / European Central Bank ; 429 : ECB-CFS research network on capital markets and financial integration in Europe; 35 S.

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  • Cross-border diversification in bank asset portfolios / by Claudia M. Buch, John C. Driscoll and Charlotte Ostergaard.
    (2005) Working paper series / European Central Bank ; 429; Online Ressource, 45 p., text.

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  • Cross-border diversification in bank asset portfolios / Claudia M. Buch; John C. Driscoll; Charlotte Ostergaard.
    (2004) Finance and economics discussion series ; 2004-26; Online Ressource, 313 KB, text.

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  • Cross-border diversification in bank asset portfolios / Claudia M. Buch; John C. Driscoll, and Charlotte Ostergaard.
    (2004) Finance and economics discussion series ; 2004-26; 36 S.

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International bank portfolios : short- and long-run responses to macroeconomic conditions / Sven Blank and Claudia M. Buch.
International bank portfolios constitute a large component of international country portfolios. Yet, their response to macroeconomic conditions and their impact on the international transmission of business cycles developments remains largely unexplored. We use a novel dataset on banks’ international portfolios to answer three questions. First, what are the long-run determinants of banks’ international portfolios? Second, how do banks’ international portfolios adjust to short-run macroeconomic developments? Third, does the speed of adjustment change with the degree of financial integration? We provide evidence of significant long-run cointegration relationships between cross-border assets and liabilities of banks and key macroeconomic variables. Both, the long-run determinants of banks’ international portfolios as well as the short-run dynamics show a significant degree of heterogeneity across countries and, to some extent, over time. Gravitytype variables help explaining differences in the speed of adjustment to new equilibria.

  • International bank portfolios : short- and long-run responses to macroeconomic conditions / Sven Blank and Claudia M. Buch.
    (2010) In: Review of international economics. – Bd. 18.2010, 2, (Mai.2010) S. 289-306.

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  • International bank portfolios : short- and long-run responses to the business cycle / Sven Blank; Claudia M. Buch.
    (Mar. 2007) IAW-Diskussionspapiere ; 29; Online-Ressource, 48 S. = 389 KB, Text.

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Openness and income disparities : does trade explain the “Mezzogiorno effect”? / Claudia M. Buch; Paola Monti.
Many theoretical models show that trade openness has positive welfare implications. Yet, openness might affect different social groups and regions asymmetrically, even within a given country. We use Italian regional data to answer the question whether trade openness affects within-country income differentials. In Italy, the more affluent regions are internationally more open than poorer ones not only with respect to trade in goods, but also with respect to FDI and international migration. Prima facie, there is a positive correlation between openness and per capita income. Studying this relationship empirically requires taking into account the endogenous component of openness. We apply panel cointegration and instrumental variables techniques to account for the endogeneity of trade. Our results show a positive link between trade openness and the level of income per capita. — Openness ; growth ; regional income disparities ; Italian region

  • Openness and income disparities : does trade explain the “Mezzogiorno effect”? / Claudia M. Buch; Paola Monti.
    (2010) In: Review of world economics. – Bd. 145.2010, 4, (Jan.2010) S. 667-688.

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  • Openness and income disparities : does trade explain the ‘Mezzogiorno’ effect? / Claudia M. Buch; Paola Monti.
    (July 2008) IAW-Diskussionspapiere ; 41; Online-Ressource (39 S., 1,1 MB).

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Macroeconomic shocks and banks’ foreign assets / Claudia M. Buch; Kai Carstensen; Andrea Schertler.

  • Macroeconomic shocks and banks’ foreign assets / Claudia M. Buch; Kai Carstensen; Andrea Schertler.
    (2010) In: Journal of money, credit and banking. – Malden, Mass. [u.a.]. – Bd. 42.2010, 1, (Feb.2010) S. 171-188.

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Shocks at large banks and banking sector distress : the Banking Granular Residual / Sven Blank; Claudia M. Buch; Katja Neugebauer.
Size matters in banking. In this paper, we explore whether shocks originating at large banks affect the probability of distress of smaller banks and thus the stability of the banking system. Our analysis proceeds in two steps. In a first step, we follow Gabaix (2008a) and construct a measure of idiosyncratic shocks at large banks, the so-called Banking Granular Residual. This measure documents the importance of size effects for the German banking system. In a second step, we incorporate this measure of idiosyncratic shocks at large banks into an integrated stress-testing model for the German banking system following De Graeve et al. (2007). We find that positive shocks at large banks reduce the probability of distress of small banks. — Banking sector distress ; size effects ; shock propagation ; Granular Residual

  • Shocks at large banks and banking sector distress : the Banking Granular Residual / Sven Blank; Claudia M. Buch; Katja Neugebauer.
    (2009) In: Journal of financial stability. – Bd. 5.2009, 4, (Dez.2009) S. 353-373.

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  • Shocks at large banks and banking sector distress : the banking granular residual / Sven Blank; Claudia M. Buch; Katja Neugebauer.
    (2009) Discussion paper / Deutsche Bundesbank; Eurosystem : Ser. 2, Banking and financial studies; 50 S.

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  • Shocks at large banks and banking sector distress : the Banking Granular Residual / Sven Blank; Claudia M. Buch; Katja Neugebauer.
    (2009) Discussion paper / Deutsche Bundesbank : Series 2, Banking and financial studies; Online-Ressource (PDF-Datei: 50 S., 416 KB).

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Diversification of banks’ international portfolios : evidence and policy lessons / Claudia M. Buch und Katja Neugebauer.

  • Diversification of banks’ international portfolios : evidence and policy lessons / Claudia M. Buch und Katja Neugebauer.
    (2009) In: Zeitschrift für Wirtschaftspolitik. – Stuttgart. – Bd. 58.2009, 3, S. 355-370.

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Openness and growth : the long shadow of the Berlin Wall / Claudia M. Buch; Farid Toubal.
The question whether international openness causes higher domestic growth has been subject to intense discussions in the empirical growth literature. This paper addresses this issue using the fall of the Berlin wall in 1990 as a natural experiment. We analyze whether the slow-down in convergence in per capita income between East and West Germany since the mid-1990s and the lower international openness of East Germany are linked. We address the endogeneity of openness by adapting the methodology proposed by Frankel and Romer (1999) in a panel framework. We instrument openness with time-invariant exogenous geographic variables and time-varying exogenous policy variables. We also distinguish different channels of integration…

  • Openness and growth : the long shadow of the Berlin Wall / Claudia M. Buch; Farid Toubal.
    (2009) In: Journal of macroeconomics. – Bd. 31.2009, 3, (Sep.2009) S. 409-422.

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  • Openness and growth : the long shadow of the Berlin Wall / Claudia M. Buch; Farid Toubal.
    (May 2007) IAW-Diskussionspapiere ; 31; Online-Ressource, 30 S. = 294 KB, Text.

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Does export openness increase firm-level output volatility? / Claudia M. Buch, Jörg Döpke and Harald Strotmann.

  • Does export openness increase firm-level output volatility? / Claudia M. Buch, Jörg Döpke and Harald Strotmann.
    (2009) In: The world economy. – Oxford. – Bd. 32.2009, 4, (Apr.2009) S. 531-551.

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