Adrian Alter : Citation Profile

Are you Adrian Alter?

International Monetary Fund (IMF)

9

H index

9

i10 index

650

Citations

RESEARCH PRODUCTION:

6

Articles

17

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 65
   Journals where Adrian Alter has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 7 (1.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal673
   Updated: 2022-09-24    RAS profile: 2022-07-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Adrian Alter.

Is cited by:

Sosvilla-Rivero, Simon (16)

Gómez-Puig, Marta (14)

Fratzscher, Marcel (13)

Allegret, Jean-Pierre (12)

Rieth, Malte (11)

Schienle, Melanie (10)

Singh, Manish (8)

Peltonen, Tuomas (8)

PSILLAKI, Maria (7)

Covi, Giovanni (7)

Stolbov, Mikhail (7)

Cites to:

Diebold, Francis (15)

Yilmaz, Kamil (14)

Reinhart, Carmen (13)

Murphy, Anthony (12)

muellbauer, john (12)

Kalemli-Ozcan, Sebnem (11)

Mian, Atif (11)

Duca, John (10)

Levine, Ross (9)

Rogoff, Kenneth (9)

Ilzetzki, Ethan (9)

Main data

Where Adrian Alter has published?

Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund10

Recent works citing Adrian Alter (2022 and 2021)

YearTitle of citing document
2022Application of DSTI and DTI macroprudential policy limits to the mortgage market in the Czech Republic for the year 2022. (2022). Venhoda, Ondej. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:1:p:105-116.

Full description at Econpapers || Download paper

2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390.

Full description at Econpapers || Download paper

2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

Full description at Econpapers || Download paper

2021The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada. (2021). Friedrich, Christian ; Chen, David. In: Staff Working Papers. RePEc:bca:bocawp:21-61.

Full description at Econpapers || Download paper

2021The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23.

Full description at Econpapers || Download paper

2021Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy. (2021). Peydro, Jose-Luis ; López, Martha ; Fabiani, Andrea ; Soto, Paul E. In: Borradores de Economia. RePEc:bdr:borrec:1162.

Full description at Econpapers || Download paper

2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

Full description at Econpapers || Download paper

2021Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828.

Full description at Econpapers || Download paper

2022Original sin redux: a model-based evaluation. (2022). Hofmann, Boris ; Yeung, Steve Pak ; Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:1004.

Full description at Econpapers || Download paper

2021Una aplicación de la metodología Growth at Risk a Uruguay. (2021). Landaberry, Maria Victoria ; Vidal, Micaela ; Lluberas, Rodrigo. In: Documentos de trabajo. RePEc:bku:doctra:2021009.

Full description at Econpapers || Download paper

2022COVID-19 in Uruguay: A survey of policy responses and their impact. (2022). Mello Costa, Miguel ; Ponce, Jorge ; Carballo, Patricia ; Bucacos, Elizabeth. In: Documentos de trabajo. RePEc:bku:doctra:2022002.

Full description at Econpapers || Download paper

2021Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782.

Full description at Econpapers || Download paper

2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

Full description at Econpapers || Download paper

2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

Full description at Econpapers || Download paper

2021Corporate debt overhang and investment in emerging economies: Firm?level evidence. (2021). Ye, Lei Sandy ; Borensztein, Eduardo. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:18-39.

Full description at Econpapers || Download paper

2022Household debt and macroeconomic stability: An empirical stock?flow consistent model for the Danish economy. (2022). Raza, Hamid ; Byrialsen, Mikael Randrup. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:144-197.

Full description at Econpapers || Download paper

2021Life insurance demand and borrowing constraints. (2021). Lazzari, Valter ; Born, Patricia H ; Poposki, Klime ; Srbinoski, Bojan. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:1:p:37-69.

Full description at Econpapers || Download paper

2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

Full description at Econpapers || Download paper

2022House price dynamics, optimal LTV limits and the liquidity trap. (2022). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0969.

Full description at Econpapers || Download paper

2021Distressed Acquisitions: Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9026.

Full description at Econpapers || Download paper

2021Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries. (2021). Jacobs, Jan ; Xu, Can ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9123.

Full description at Econpapers || Download paper

2021Macroprudential Policy and the Sovereign-Bank Nexus in the Euro Area. (2021). Kolb, Benedikt ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9342.

Full description at Econpapers || Download paper

2021Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries. (2021). Ngo, Ngoc Anh ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2021/5.

Full description at Econpapers || Download paper

2021A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending. (2021). Gric, Zuzana ; Malovana, Simona ; Hodula, Martin ; Bajzik, Josef. In: Working Papers. RePEc:cnb:wpaper:2021/8.

Full description at Econpapers || Download paper

2022Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending. (2022). Melecký, Martin ; Pfeifer, Lukas ; Szabo, Milan ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2022/3.

Full description at Econpapers || Download paper

2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

Full description at Econpapers || Download paper

2021Does household borrowing reduce the trade balance? Evidence from developing and developed countries. (2021). Jacobs, Jan ; de Haan, Jakob ; Xu, Can. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_019.

Full description at Econpapers || Download paper

2021Effects of LTV announcements in EU economies. (2021). Giuliodori, Massimo ; Mokas, Dimitris. In: DNB Working Papers. RePEc:dnb:dnbwpp:704.

Full description at Econpapers || Download paper

2021On the optimal control of interbank contagion in the euro area banking system. (2021). Kok, Christoffer ; Fukker, Gabor . In: Working Paper Series. RePEc:ecb:ecbwps:20212554.

Full description at Econpapers || Download paper

2021On the effectiveness of macroprudential policy. (2021). Farkas, Matyas ; lo Duca, Marco ; Ampudia, Miguel ; Tereanu, Eugen ; Runstler, Gerhard ; Pirovano, Mara ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20212559.

Full description at Econpapers || Download paper

2022Loan-to-value policy in a bubble-creation economy. (2022). Thepmongkol, Athakrit ; Luangaram, Pongsak. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001615.

Full description at Econpapers || Download paper

2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and China’s growth-at-risk. (2021). Deng, Xiang ; Zhu, Zixiang ; Cheng, Xiang ; Gu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467.

Full description at Econpapers || Download paper

2021Time-varying effect of macro-prudential policies on household credit growth: Evidence from China. (2021). Xu, Xiangyun ; Jiao, Dongdan ; Li, Guorong ; Chen, Huanhuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:241-254.

Full description at Econpapers || Download paper

2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

Full description at Econpapers || Download paper

2022Capital flows liberalisation and macroprudential policies: The effects on credit cycles in emerging economies. (2022). Nedeljkovic, Milan ; Lazarevic, Jelisaveta ; Kuzman, Tanja . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:602-619.

Full description at Econpapers || Download paper

2022Macroprudential policies and current account balance. (2022). Özcan, Gülserim ; Ekinci, Mehmet ; Ozcan, Gulserim . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:768-777.

Full description at Econpapers || Download paper

2021The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115.

Full description at Econpapers || Download paper

2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

Full description at Econpapers || Download paper

2021How do sovereign risk, equity and foreign exchange derivatives markets interact?. (2021). Ibhagui, Oyakhilome. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:58-78.

Full description at Econpapers || Download paper

2022An empirical analysis of the impact of banking regulations on sustainable financial inclusion in the CEMAC region. (2022). Ndip, Simon Arrey ; Okanda, Tellma Longy ; Besong, Susan Enyang. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000832.

Full description at Econpapers || Download paper

2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

Full description at Econpapers || Download paper

2021Does oil price uncertainty affect corporate leverage? Evidence from China. (2021). Zhao, Yanfei ; Zhang, Zongyi ; Fan, Zhenjun. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001572.

Full description at Econpapers || Download paper

2021Corporate governance quality and financial leverage: Evidence from China. (2021). Chen, Zhongfei ; Li, Kexin ; Zhou, Mengling. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302933.

Full description at Econpapers || Download paper

2021Slowing investment rates in developing economies: Evidence from a Bayesian hierarchical model. (2021). Yang, Jangho ; Strauss, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001769.

Full description at Econpapers || Download paper

2022The effects of macroprudential policy on banks profitability. (2022). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003057.

Full description at Econpapers || Download paper

2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

Full description at Econpapers || Download paper

2022Openness, financial structure, and bank risk: International evidence. (2022). Yao, Chi ; Ma, Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000400.

Full description at Econpapers || Download paper

2021Quantifying the spillover effect in the cryptocurrency market. (2021). Moratis, George. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319304787.

Full description at Econpapers || Download paper

2022Local versus global factors weighing on stock market returns during the COVID-19 pandemic. (2022). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003123.

Full description at Econpapers || Download paper

2022Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic. (2022). Gonzalez-Fernandez, Marcos ; Garcia-Lopez, Marcos ; Gonzalez-Velasco, Carmen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005808.

Full description at Econpapers || Download paper

2022Bringing the flashlight: Shadow banking in European Union countries. (2022). Hodula, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612321005948.

Full description at Econpapers || Download paper

2021CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

Full description at Econpapers || Download paper

2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

Full description at Econpapers || Download paper

2021Am I riskier if I rescue my banks? Beyond the effects of bailouts. (2021). Suarez, Nuria ; Salvador, Carlos ; Cuadros-Solas, Pedro J. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000942.

Full description at Econpapers || Download paper

2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

Full description at Econpapers || Download paper

2022Growth-at-risk and macroprudential policy design. (2022). Suarez, Javier. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000353.

Full description at Econpapers || Download paper

2021Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120.

Full description at Econpapers || Download paper

2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

Full description at Econpapers || Download paper

2021How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2021). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s002219962100101x.

Full description at Econpapers || Download paper

2022Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355.

Full description at Econpapers || Download paper

2022Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle. (2022). Forbes, Kristin ; Dilts-Stedman, Karlye ; Chari, Anusha. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000149.

Full description at Econpapers || Download paper

2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

Full description at Econpapers || Download paper

2022Do macroprudential policies affect bank efficiency? Evidence from emerging economies. (2022). Jeon, Bang ; Wu, JI ; Kang, Qiaoling ; Chen, Minghua. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s104244312200021x.

Full description at Econpapers || Download paper

2022Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x.

Full description at Econpapers || Download paper

2021Federal reserve intervention and systemic risk during financial crises. (2021). Sedunov, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001692.

Full description at Econpapers || Download paper

2022When could Macroprudential and Monetary Policies be in Conflict?. (2022). Levieuge, Gregory ; Garcia, Jose D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000838.

Full description at Econpapers || Download paper

2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

Full description at Econpapers || Download paper

2021Distressed acquisitions: Evidence from European emerging markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:49:y:2021:i:4:p:962-990.

Full description at Econpapers || Download paper

2022The effects of elections on macroprudential policy. (2022). Yucel, Emekcan ; Sever, Can. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:2:p:507-533.

Full description at Econpapers || Download paper

2021Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open economies?. (2021). Georgiadis, Georgios ; Zhu, Feng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302217.

Full description at Econpapers || Download paper

2021Do macroprudential policies affect the bank financing of firms in China? Evidence from a quantile regression approach. (2021). Jeon, Bang ; Wu, JI ; Kang, Qiaoling ; Chen, Minghua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000401.

Full description at Econpapers || Download paper

2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

Full description at Econpapers || Download paper

2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

Full description at Econpapers || Download paper

2022In the face of spillovers: Prudential policies in emerging economies. (2022). Lloyd, Simon ; Coman, Andra. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002059.

Full description at Econpapers || Download paper

2022Asymmetric impact of capital controls on international trade. (2022). Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000426.

Full description at Econpapers || Download paper

2022Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

Full description at Econpapers || Download paper

2021The effect of LTV-based risk weights on house prices: Evidence from an Israeli macroprudential policy. (2021). Tzur-Ilan, Nitzan ; Laufer, Steven. In: Journal of Urban Economics. RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000310.

Full description at Econpapers || Download paper

2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

Full description at Econpapers || Download paper

2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Fille, Erika ; Chhajer, Harsh ; Granados, Oscar M ; Pang, Raymond Ka-Kay. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002673.

Full description at Econpapers || Download paper

2021The transmission of default risk between banks and countries based on CAViaR models. (2021). Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:500-509.

Full description at Econpapers || Download paper

2021Feeling the heat: Climate risks and the cost of sovereign borrowing. (2021). Volz, Ulrich ; Beirne, John ; Renzhi, Nuobu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:920-936.

Full description at Econpapers || Download paper

2022Impacts of social trust on corporate leverage: Evidence from China. (2022). Chen, Zhongfei ; Liu, Jinshan ; Jin, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:505-521.

Full description at Econpapers || Download paper

2022House price decoupling in East Asia and the Pacific: Trilemma versus dilemma revisited. (2022). Rajan, Ramkishen ; Cheng, Ruijie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:518-539.

Full description at Econpapers || Download paper

2022Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

Full description at Econpapers || Download paper

2021Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle. (2021). Chari, Anusha ; Forbes, Kristin J ; Stedman, Karlye Dilts. In: Research Working Paper. RePEc:fip:fedkrw:93599.

Full description at Econpapers || Download paper

2021The Real Consequences of Macroprudential FX Regulations. (2021). Jung, Hyeyoon. In: Staff Reports. RePEc:fip:fednsr:93271.

Full description at Econpapers || Download paper

2021Macroprudential tools, credit growth and financial stability: Lessons from Central and Eastern European countries. (2021). Nioi, Mihai ; Zeldea, Cristina-Georgiana. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:11:y:2021:i:6:p:156-178.

Full description at Econpapers || Download paper

2022South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall. (2022). Muteba Mwamba, John Weirstrass ; Manguzvane, Mathias Mandla. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:1:p:18-:d:763298.

Full description at Econpapers || Download paper

2021Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. (2021). Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:506-:d:660957.

Full description at Econpapers || Download paper

2021Recent Patterns of Economic Alignment in the European (Monetary) Union. (2021). Konig, Jorg ; Gehringer, Agnieszka. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:362-:d:609908.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy. (2021). Nivin, Rafael ; Chicana, Diego. In: IHEID Working Papers. RePEc:gii:giihei:heidwp07-2021.

Full description at Econpapers || Download paper

2021The Growth-at-Risk (GaR) Framework: Implication For Ukraine. (2021). Lubchuk, Ihor ; Shmygel, Alona ; Ivanova, Anastasiya. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2021.

Full description at Econpapers || Download paper

2022Prudential Regulation and Bank Efficiency : Evidence from WAEMU Zone. (2022). Samake, Said-Nour. In: Working Papers. RePEc:hal:wpaper:hal-03540209.

Full description at Econpapers || Download paper

2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009.

Full description at Econpapers || Download paper

2021Distressed Acquisitions Evidence from European Emerging Markets. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Shida, Yoshisada ; Koenda, Even. In: RRC Working Paper Series. RePEc:hit:rrcwps:90.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility. (2021). Tarne, Ruben ; Theobald, Thomas ; Bezemer, Dirk. In: IMK Working Paper. RePEc:imk:wpaper:212-2021.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Adrian Alter:

YearTitleTypeCited
2013The dynamics of spillover effects during the European sovereign debt crisis In: Working Paper Series.
[Full Text][Citation analysis]		paper37
2020Emerging market corporate leverage and global financial conditions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article15
2016Emerging Market Corporate Leverage and Global Financial Conditions.(2016) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2012Credit spread interdependencies of European states and banks during the financial crisis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article199
2011Credit Spead Interdependencies of European States and Banks during the Financial Crisis.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 199		paper
2014The dynamics of spillover effects during the European sovereign debt turmoil In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article186
2012The dynamics of spillover effects during the European sovereign debt turmoil.(2012) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 186		paper
2021Local house-price vulnerability: Evidence from the U.S. and Canada In: Journal of Housing Economics.
[Full Text][Citation analysis]		article1
2015Centrality-based Capital Allocations In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper23
2015Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2014Centrality-based Capital Allocations.(2014) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2015Centrality-based capital allocations.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
2015Financial Inclusion and Development in the CEMAC In: IMF Working Papers.
[Full Text][Citation analysis]		paper10
2015Public Investment in a Developing Country Facing Resource Depletion In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
2018Understanding the Macro-Financial Effects of Household Debt: A Global Perspective In: IMF Working Papers.
[Full Text][Citation analysis]		paper20
2018House Price Synchronicity, Banking Integration, and Global Financial Conditions In: IMF Working Papers.
[Full Text][Citation analysis]		paper7
2019Growth at Risk: Concept and Application in IMF Country Surveillance In: IMF Working Papers.
[Full Text][Citation analysis]		paper33
2019Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database In: IMF Working Papers.
[Full Text][Citation analysis]		paper114
2020Household Debt and House Prices-at-risk: A Tale of Two Countries In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
2020Non-Primary Home Buyers, Shadow Banking, and the US Housing Market In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
2017Public Investment in a Developing Country Facing Natural Resource Depletion In: Journal of African Economies.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team