38
H index
68
i10 index
6831
Citations
International Monetary Fund (IMF) | 38 H index 68 i10 index 6831 Citations RESEARCH PRODUCTION: 52 Articles 155 Papers 6 Chapters RESEARCH ACTIVITY: 23 years (1999 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pad61 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tobias Adrian. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628. Full description at Econpapers || Download paper | |
2023 | Macroscopic Market Making. (2023). Nam, Kihun ; Jin, Shijia ; Guo, Ivan. In: Papers. RePEc:arx:papers:2307.14129. Full description at Econpapers || Download paper | |
2023 | A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2023 | A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models. (2023). Coletti, Donald. In: Discussion Papers. RePEc:bca:bocadp:23-23. Full description at Econpapers || Download paper | |
2023 | Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51. Full description at Econpapers || Download paper | |
2023 | The external financial spillovers of CBDCs. (2023). Landi, Valerio Nispi ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1416_23. Full description at Econpapers || Download paper | |
2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper | |
2023 | Ensayos de historia económica. Cien años del Banco de la República. (2023). Pienknagura, Samuel ; Ocampo-Gaviria, Jose Antonio ; Hernandez-Gamarra, Antonio ; Urrutia-Montoya, Miguel ; del Pilar, Maria ; Caballero, Carlos Eduardo. In: Books. RePEc:bdr:bdrlib:2023-isbn:9789586644730. Full description at Econpapers || Download paper | |
2023 | Original sin redux: role of duration risk. (2023). Shin, Hyun Song ; Bruno, Valentina ; Bertaut, Carol. In: BIS Working Papers. RePEc:bis:biswps:1109. Full description at Econpapers || Download paper | |
2023 | Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138. Full description at Econpapers || Download paper | |
2023 | Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140. Full description at Econpapers || Download paper | |
2023 | Profitability, valuation and resilience of global banks - a tight link. (2023). Lewrick, Leonardo Ulf ; Caparusso, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1144. Full description at Econpapers || Download paper | |
2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper | |
2023 | The great margin call: The role of leverage in the 1929 Wall Street crash. (2023). Borowiecki, Karol ; Tepper, Alexander ; Dzieliski, Micha. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:807-826. Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2023 | A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572. Full description at Econpapers || Download paper | |
2023 | Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345. Full description at Econpapers || Download paper | |
2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper | |
2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers || Download paper | |
2023 | Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045. Full description at Econpapers || Download paper | |
2023 | Semi-Structural Model with Household Debt for Israel. (2023). Cohen, Nimrod ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.03. Full description at Econpapers || Download paper | |
2023 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2023). Umlandt, Dennis ; Neuenkirch, Matthias ; Gretener, Alexander Georges. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10366. Full description at Econpapers || Download paper | |
2023 | The role of local promoters in helping microentrepreneurs engage in digital business training. The case of Expertienda. (2023). Romero, Mauricio ; Rojas, Ivan Medina ; Ortiz, Andres ; Uruea-Mejia, Juan Carlos ; Gutierrez, Luis H ; Rodriguez-Lesmes, Paul. In: Documentos de Trabajo. RePEc:col:000092:020902. Full description at Econpapers || Download paper | |
2023 | The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02. Full description at Econpapers || Download paper | |
2023 | Theoretical Management Enterprise Model in Global Market. Profitability and Rentability. (2023). Voicu, Stefania Mariana. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:166-170. Full description at Econpapers || Download paper | |
2023 | Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769. Full description at Econpapers || Download paper | |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
2023 | The legal and institutional feasibility of an EU Climate and Energy Security Fund. (2023). Oleaga, Iigo Arruga ; Abraham, Laurent ; O'Connell, Marguerite. In: Occasional Paper Series. RePEc:ecb:ecbops:2023313. Full description at Econpapers || Download paper | |
2023 | Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper | |
2023 | Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela. In: Working Paper Series. RePEc:ecb:ecbwps:20232772. Full description at Econpapers || Download paper | |
2023 | Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers || Download paper | |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833. Full description at Econpapers || Download paper | |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper | |
2023 | Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870. Full description at Econpapers || Download paper | |
2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
2023 | Influence of Financial Leverage on Corporate Profitability: Does it Really Matter?. (2023). Daruwala, Zaheda. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-6. Full description at Econpapers || Download paper | |
2023 | Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511. Full description at Econpapers || Download paper | |
2023 | Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106. Full description at Econpapers || Download paper | |
2023 | Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374. Full description at Econpapers || Download paper | |
2023 | Quantum monte carlo for economics: Stress testing and macroeconomic deep learning. (2023). Bromley, Thomas R ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000866. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper | |
2023 | Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901. Full description at Econpapers || Download paper | |
2023 | How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037. Full description at Econpapers || Download paper | |
2023 | The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980. Full description at Econpapers || Download paper | |
2023 | Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341. Full description at Econpapers || Download paper | |
2023 | Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747. Full description at Econpapers || Download paper | |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper | |
2023 | Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451. Full description at Econpapers || Download paper | |
2023 | Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866. Full description at Econpapers || Download paper | |
2023 | Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150. Full description at Econpapers || Download paper | |
2023 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69. Full description at Econpapers || Download paper | |
2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper | |
2023 | The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463. Full description at Econpapers || Download paper | |
2023 | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586. Full description at Econpapers || Download paper | |
2023 | Optimal monetary policy with the risk-taking channel. (2023). Thaler, Dominik ; Abbate, Angela. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002136. Full description at Econpapers || Download paper | |
2023 | Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338. Full description at Econpapers || Download paper | |
2023 | Policy packages and policy space: Lessons from COVID-19?. (2023). Forbes, Kristin ; Bergant, Katharina. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001289. Full description at Econpapers || Download paper | |
2023 | What drives the growth of shadow banks? Evidence from emerging markets. (2023). Kashiramka, Smita ; Arora, Dhulika. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001108. Full description at Econpapers || Download paper | |
2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper | |
2023 | Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380. Full description at Econpapers || Download paper | |
2023 | Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. Full description at Econpapers || Download paper | |
2023 | A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339. Full description at Econpapers || Download paper | |
2023 | A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406. Full description at Econpapers || Download paper | |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper | |
2023 | Nonlinear asset pricing in Chinese stock market: A deep learning approach. (2023). Xie, Ying ; Wang, Yiming ; Long, Suwan ; Pan, Shuiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001436. Full description at Econpapers || Download paper | |
2023 | Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769. Full description at Econpapers || Download paper | |
2023 | Digital transformation, monetary policy and risk-taking of banks. (2023). He, Wensheng ; Ding, Qiaoying. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003586. Full description at Econpapers || Download paper | |
2023 | Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714. Full description at Econpapers || Download paper | |
2023 | Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001085. Full description at Econpapers || Download paper | |
2023 | Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218. Full description at Econpapers || Download paper | |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper | |
2023 | Monetary policy spillover to small open economies: Is the transmission different under low interest rates?. (2023). Malovana, Simona ; Juelsrud, Ragnar ; Hodula, Martin ; Gric, Zuzana ; Gomez, Tomas ; Dinger, Valeriya ; Cao, Jin ; Terajima, Yaz ; Liaudinskas, Karolis ; Jara, Alejandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000165. Full description at Econpapers || Download paper | |
2023 | Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207. Full description at Econpapers || Download paper | |
2023 | Bank regulation and market structure. (2023). Weinrich, Gerd ; Nielsen, Carsten Krabbe. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:88:y:2023:i:c:s0167718723000267. Full description at Econpapers || Download paper | |
2023 | Fickle emerging market flows, stable euros, and the dollar risk factor. (2023). Burger, John ; Boermans, Martijn A. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000168. Full description at Econpapers || Download paper | |
2023 | Banking across borders with heterogeneous banks. (2023). Niepmann, Friederike. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s002219962300034x. Full description at Econpapers || Download paper | |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper | |
2023 | Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771. Full description at Econpapers || Download paper | |
2023 | The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121. Full description at Econpapers || Download paper | |
2023 | Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476. Full description at Econpapers || Download paper | |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper | |
2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper | |
2023 | Bank size and the transmission of monetary policy: Revisiting the lending channel. (2023). Pungaliya, Raunaq ; Naqvi, Hassan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002680. Full description at Econpapers || Download paper | |
2023 | Internal risk limits of dealers and corporate bond market making. (2023). Wang, KE ; McArthur, David C ; Anderson, Christopher S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002333. Full description at Econpapers || Download paper | |
2023 | The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941. Full description at Econpapers || Download paper | |
2023 | Currency carry trades and global funding risk. (2023). Suominen, Matti ; Nissinen, Juuso ; Filipe, Sara Ferreira. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000158. Full description at Econpapers || Download paper | |
2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2008 | CoVaR.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2011 | CoVaR.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2019 | Vulnerable Growth In: American Economic Review. [Full Text][Citation analysis] | article | 182 |
2016 | Vulnerable Growth.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
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2018 | The Term Structure of Growth-at-Risk.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2018 | The Term Structure of Growth-at-Risk.(2018) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
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2015 | Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
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2009 | Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
2008 | Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2005 | Learning about Beta: Time-varying factor loadings, expected returns, and the Conditional CAPM.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2015 | Financial Stability Policies for Shadow Banking In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
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2015 | Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
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2014 | Monetary policy, financial conditions, and financial stability.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
2018 | Monetary Policy, Financial Conditions, and Financial Stability.(2018) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | article | |
2014 | Monetary Policy, Financial Conditions, and Financial Stability.(2014) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
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2017 | Dealer Balance Sheets and Bond Liquidity Provision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
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2018 | Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2019 | Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2018 | Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
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2020 | Forecasting Macroeconomic Risks.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
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2020 | The Non-U.S. Bank Demand for U.S. Dollar Assets.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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2019 | Multimodality in Macro-Financial Dynamics.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2021 | MULTIMODALITY IN MACROFINANCIAL DYNAMICS.(2021) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
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2009 | Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2011 | Financial amplification of foreign exchange risk premia In: European Economic Review. [Full Text][Citation analysis] | article | 10 |
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2013 | Pricing the term structure with linear regressions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 357 |
2008 | Pricing the term structure with linear regressions.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 357 | paper | |
2009 | Inference, arbitrage, and asset price volatility In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 4 |
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2010 | Liquidity and leverage In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 1184 |
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2012 | Decomposing real and nominal yield curves.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
2013 | Procyclical leverage and value-at-risk In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 343 |
2013 | Procyclical Leverage and Value-at-Risk.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 343 | paper | |
2014 | Procyclical Leverage and Value-at-Risk.(2014) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 343 | article | |
2015 | Macroprudential Policy: Case Study from a Tabletop Exercise In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Macroprudential policy: a case study from a tabletop exercise.(2017) In: Economic Policy Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2015 | Macroprudential policy: case study from a tabletop exercise.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets In: FEDS Notes. [Full Text][Citation analysis] | paper | 14 |
2013 | Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets.(2013) In: Liberty Street Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2005 | Stock returns and volatility: pricing the long-run and short-run components of market risk In: Proceedings. [Full Text][Citation analysis] | article | 2 |
2008 | Financial intermediaries, financial stability and monetary policy In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 67 |
2008 | Financial intermediaries, financial stability, and monetary policy.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2005 | What financing data reveal about dealer leverage In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 19 |
2007 | Measuring risk in the hedge fund sector In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 28 |
2008 | Liquidity, monetary policy, and financial cycles In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 136 |
2009 | The Federal Reserves Primary Dealer Credit Facility In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 38 |
2011 | The Federal Reserve’s Commercial Paper Funding Facility In: Economic Policy Review. [Full Text][Citation analysis] | article | 33 |
2010 | The Federal Reserves Commercial Paper Funding Facility.(2010) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2013 | Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
2013 | The Recent Bond Market Selloff in Historical Perspective In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2013 | Intermediary Leverage Cycles and Financial Stability In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 176 |
2012 | Intermediary leverage cycles and financial stability.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2014 | Liquidity Risk, Liquidity Management, and Liquidity Policies In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2014 | Treasury Term Premia: 1961-Present In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | Introduction to a Series on Market Liquidity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Has U.S. Treasury Market Liquidity Deteriorated? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2015 | Whats Driving Dealer Balance Sheet Stagnation? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Discounting the Long-Run In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Introduction to a Series on Market Liquidity: Part 2 In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Has Liquidity Risk in the Treasury and Equity Markets Increased? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Has Liquidity Risk in the Corporate Bond Market Increased? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2015 | Changes in the Returns to Market Making In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Redemption Risk of Bond Mutual Funds and Dealer Positioning In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Continuing the Conversation on Liquidity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Corporate Bond Market Liquidity Redux: More Price-Based Evidence In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Did Third Avenues Liquidation Reduce Corporate Bond Market Liquidity? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | Forecasting Interest Rates over the Long Run In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2017 | Dealer Balance Sheets and Corporate Bond Liquidity Provision In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 28 |
2020 | What Do Financial Conditions Tell Us about Risks to GDP Growth? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
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2009 | Disagreement and Learning in a Dynamic Contracting Model.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2007 | Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
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2010 | Risk Appetite and Exchange Rates.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
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2009 | Prices and quantities in the monetary policy transmission mechanism In: Staff Reports. [Full Text][Citation analysis] | paper | 32 |
2009 | Prices and Quantities in the Monetary Policy Transmission Mechanism.(2009) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2010 | Monetary cycles, financial cycles, and the business cycle In: Staff Reports. [Full Text][Citation analysis] | paper | 28 |
2010 | Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports. [Full Text][Citation analysis] | paper | 64 |
2010 | Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2010 | Macro risk premium and intermediary balance sheet quantities In: Staff Reports. [Full Text][Citation analysis] | paper | 68 |
2010 | Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
2010 | The changing nature of financial intermediation and the financial crisis of 2007-09 In: Staff Reports. [Full Text][Citation analysis] | paper | 103 |
2010 | Funding liquidity risk and the cross-section of stock returns In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2011 | Which financial frictions? Parsing the evidence from the financial crisis of 2007-09 In: Staff Reports. [Full Text][Citation analysis] | paper | 24 |
2011 | Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
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2013 | Repo and Securities Lending.(2013) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | chapter | |
2012 | Repo and Securities Lending.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2011 | Dodd-Frank one year on: implications for shadow banking In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2012 | Shadow banking: a review of the literature In: Staff Reports. [Full Text][Citation analysis] | paper | 48 |
2012 | shadow banking: a review of the literature.(2012) In: The New Palgrave Dictionary of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | chapter | |
2012 | Discussion of “An Integrated Framework for Multiple Financial Regulations” In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
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2013 | Intermediary balance sheets In: Staff Reports. [Full Text][Citation analysis] | paper | 18 |
2015 | Intermediary Balance Sheets.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2015 | Discussion of “Systemic Risk and the Solvency-Liquidity Nexus of Banks” In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2015 | On the scale of financial intermediaries In: Staff Reports. [Full Text][Citation analysis] | paper | 16 |
2015 | News shocks, monetary policy, and foreign currency positions In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2017 | The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2022 | 800,000 Years of Climate Risk In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1999 | A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
In: . [Full Text][Citation analysis] | paper | 1 | |
2020 | Stress Testing at the IMF In: IMF Departmental Papers / Policy Papers. [Full Text][Citation analysis] | paper | 14 |
2020 | Low for Long and Risk-Taking In: IMF Departmental Papers / Policy Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | A Monitoring Framework for Global Financial Stability In: IMF Staff Discussion Notes. [Full Text][Citation analysis] | paper | 11 |
2020 | Managing Macrofinancial Risk In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | A Quantitative Microfounded Model for the Integrated Policy Framework In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | A Medium-Scale DSGE Model for the Integrated Policy Framework In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | A Multi-Currency Exchange and Contracting Platform In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Comment on Two Monetary Tools: Interest Rates and Haircuts In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2011 | Hedge Fund Tail Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
2012 | Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009 In: NBER Chapters. [Full Text][Citation analysis] | chapter | 182 |
2013 | Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009.(2013) In: NBER Macroeconomics Annual. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 182 | article | |
2012 | Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 118 |
2011 | Broker-Dealer Leverage and the Cross-Section of Stock Returns In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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