Stefan Avdjiev : Citation Profile


Are you Stefan Avdjiev?

Bank for International Settlements (BIS)

12

H index

15

i10 index

480

Citations

RESEARCH PRODUCTION:

18

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 48
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 27 (5.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav41
   Updated: 2019-08-17    RAS profile: 2019-07-04    
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Relations with other researchers


Works with:

Shin, Hyun Song (8)

Koch, Catherine (8)

McGuire, Patrick (6)

Goldberg, Linda (5)

von Peter, Goetz (5)

Gambacorta, Leonardo (4)

Kartasheva, Anastasia (4)

Servén, Luis (4)

Hardy, Bryan (3)

Takats, Elod (3)

Hepp, Ralf (3)

McCauley, Robert (2)

Sousa, Ricardo (2)

Hale, Galina (2)

Kalemli-Ozcan, Sebnem (2)

Everett, Mary (2)

Zeng, Zheng (2)

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

Is cited by:

McCauley, Robert (23)

McGuire, Patrick (22)

Krogstrup, Signe (15)

Goldberg, Linda (14)

Tille, Cédric (14)

Temesvary, Judit (13)

Takats, Elod (13)

BORIO, Claudio (13)

Bussiere, Matthieu (12)

Hills, Robert (12)

Claessens, Stijn (11)

Cites to:

McGuire, Patrick (48)

Shin, Hyun Song (37)

McCauley, Robert (34)

Goldberg, Linda (25)

Gambacorta, Leonardo (22)

BORIO, Claudio (22)

Milesi-Ferretti, Gian Maria (21)

Claessens, Stijn (20)

von Peter, Goetz (15)

Cerutti, Eugenio (15)

Lane, Philip (14)

Main data


Where Stefan Avdjiev has published?


Journals with more than one article published# docs
BIS Quarterly Review8
International Journal of Central Banking2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements18

Recent works citing Stefan Avdjiev (2019 and 2018)


YearTitle of citing document
2018Accounting Noise and the Pricing of CoCos. (2018). van Wijnbergen, Sweder ; Spreij, Peter ; Derksen, Mike. In: Papers. RePEc:arx:papers:1804.06890.

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2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo ; Paligorova, Teodora. In: Staff Working Papers. RePEc:bca:bocawp:17-34.

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2018Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?. (2018). Ahnert, Toni ; Reinhardt, Dennis ; Friedrich, Christian ; Forbes, Kristin. In: Staff Working Papers. RePEc:bca:bocawp:18-55.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736.

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2018The relevance of currency-denomination for the cross-border effects of monetary policy. (2018). argimon, isabel. In: Working Papers. RePEc:bde:wpaper:1827.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). Bologna, Pierluigi ; Segura, Anatoli ; Miglietta, Arianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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2018International Spillovers of Monetary Policy: Evidence from France and Italy. (2018). Marinelli, Giuseppe ; Carpinelli, Luisa ; Caccavaio, Marianna ; Schmidt, Julia. In: Working papers. RePEc:bfr:banfra:689.

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2018Globalisation and deglobalisation in emerging market economies: facts and trends. (2018). Arslan, Yavuz ; Shu, Chang ; Patel, Nikhil ; Contreras, Juan. In: BIS Papers chapters. RePEc:bis:bisbpc:100-01.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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2018Central banks and debt: emerging risks to the effectiveness of monetary policy in Africa?. (2018). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:99.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2017Statistical implications of the new financial landscape - Overview. (2017). Tissot, Bruno ; Tun, Burcu . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-01.

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2018Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803e.

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2019Concentration in cross-border banking. (2019). Ehlers, Torsten ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809b.

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2018The 2008 crisis: transpacific or transatlantic?. (2018). McCauley, Robert. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812f.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614.

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2017Supply- and demand-side factors in global banking. (2017). McGuire, Patrick ; Amiti, Mary ; Weinstein, David E. In: BIS Working Papers. RePEc:bis:biswps:639.

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2017Financial deglobalisation in banking?. (2017). von Peter, Goetz ; McGuire, Patrick ; McCauley, Robert ; Bénétrix, Agustín. In: BIS Working Papers. RePEc:bis:biswps:650.

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2017Can macroprudential measures make cross-border lending more resilient?. (2017). Temesvary, Judit ; Takats, Elod. In: BIS Working Papers. RePEc:bis:biswps:683.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2018Exchange Rates and the Working Capital Channel of Trade Fluctuations. (2018). Bruno, Valentina ; Kim, Se-Jik. In: BIS Working Papers. RePEc:bis:biswps:694.

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2018Exchange rate appreciations and corporate risk taking. (2018). SHIM, ILHYOCK ; Liu, Xiaoxi ; Kalemli-Ozcan, Sebnem. In: BIS Working Papers. RePEc:bis:biswps:710.

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2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea. (2018). Park, Kyounghoon ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:738.

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2018An intermediation-based model of exchange rates. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: BIS Working Papers. RePEc:bis:biswps:743.

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2018Foreign currency borrowing, balance sheet shocks and real outcomes. (2018). Hardy, Bryan . In: BIS Working Papers. RePEc:bis:biswps:758.

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2018A key currency view of global imbalances. (2018). McCauley, Robertn ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:762.

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2019Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Agénor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Working Papers. RePEc:bis:biswps:764.

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2019From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773.

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2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Takats, Elod ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:782.

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2019Are international banks different? Evidence on bank performance and strategy. (2019). Demirguc-Kunt, Asli ; Huizinga, Harry ; Demirgu-Kunt, Asli ; Canbertay, Ata. In: BIS Working Papers. RePEc:bis:biswps:790.

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2019Measuring contagion risk in international banking. (2019). Spelta, Alessandro ; Giudici, Paolo ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:796.

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2018The International Dimension of Financialization in Developing and Emerging Economies. (2018). Bortz, Pablo G ; Kaltenbrunner, Annina. In: Development and Change. RePEc:bla:devchg:v:49:y:2018:i:2:p:375-393.

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2019CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING. (2019). Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1038-1055.

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2018The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02.

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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: Bank of England working papers. RePEc:boe:boeewp:0741.

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2018Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?. (2018). Reinhardt, Dennis ; Ahnert, Toni ; Friedrich, Christian ; Forbes, Kristin. In: Bank of England working papers. RePEc:boe:boeewp:0758.

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2018FX funding shocks and cross-border lending: fragmentation matters. (2018). Reinhardt, Dennis ; Eguren Martin, Fernando ; Busch, Matias Ossandon ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0762.

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2018Contingent Convertible Bonds for Sovereign Debt Risk Management. (2018). Andrea, Consiglio ; Stavros, Zenios. In: Journal of Globalization and Development. RePEc:bpj:globdv:v:9:y:2018:i:1:p:24:n:1.

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2018Shining a light on Special Purpose Entities in Ireland. (2018). Golden, Brian ; Hughes, Patrick. In: Economic Letters. RePEc:cbi:ecolet:11/el/18.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:05/18.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/18.

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2017What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6376.

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2018Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy?. (2018). Cao, Jin ; Dinger, Valeriya. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6900.

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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124.

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2018The International Transmission of Monetary Policy. (2018). Hills, Robert ; Bussiere, Matthieu ; Goldberg, Linda ; Buch, Claudia M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7155.

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2018Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7288.

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2019On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7551.

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2019Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports. (2019). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2019-03ua.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816.

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2018How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy-Yeyati, Eduardo ; Converse, Nathan. In: DOUMENTOS DE TRABAJO LACEA. RePEc:col:000518:016200.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957.

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2017Supply- and Demand-side Factors in Global Banking. (2017). McGuire, Patrick ; Amiti, Mary ; Weinstein, David E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12091.

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2017Contingent Convertibles: Can the Market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; Dieter, Iman Paul ; Kiewiet, Gera. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12359.

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2018Accounting Noise and the Pricing of Cocos. (2018). van Wijnbergen, Sweder ; Spreij, Peter ; Derksen, Mike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12869.

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2018Foreign Currency Bank Funding and Global Factors. (2018). Tille, Cédric ; Krogstrup, Signe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12933.

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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003.

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2018The Agency of CoCos: Why Contingent Convertible Bonds Arent for Everyone. (2018). Goncharenko, Roman ; Rauf, Asad ; Ongena, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13344.

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2018Dominant Currency Debt. (2018). Eren, Egemen ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13391.

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2017Contingent convertible bonds: Who invests in European CoCos?. (2017). van Wijnbergen, Sweder ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:543.

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2017Contingent convertibles: Can the market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera. In: DNB Working Papers. RePEc:dnb:dnbwpp:572.

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2019Mind the Conversion Risk: a Theoretical Assessment of Contingent Convertible Bonds. (2019). Le Quang, Gaëtan. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-5.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Paper Series. RePEc:ecb:ecbwps:20182161.

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2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: Working Paper Series. RePEc:ecb:ecbwps:20192267.

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2019Cross-border effects of prudential regulation: evidence from the euro area. (2019). Nocciola, Luca ; Franch, Fabio ; Ochowski, Dawid. In: Working Paper Series. RePEc:ecb:ecbwps:20192285.

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2018Quantitative easing, global banks and the international bank lending channel. (2018). D'Avino, Carmela. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:234-246.

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2018Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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2017Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

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2017An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook. (2017). Liao, Qunfeng ; Rezvanian, Rasoul ; Mehdian, Seyed. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:58-65.

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2017What slice of the pie? The corporate bond market boom in emerging economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:16-35.

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2018Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows. (2018). Garcia-Verdu, Santiago ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:172-191.

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2018The U.S. Treasury Premium. (2018). Du, Wenxin ; Schreger, Jesse ; Im, Joanne. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:167-181.

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2018A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?. (2018). Temesvary, Judit ; Owen, Ann ; Ongena, Steven. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:50-69.

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2018A foreign currency effect in the syndicated loan market of emerging economies. (2018). Gong, Di ; Wu, Weixing ; Jiang, Tao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:211-226.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2019Capital flows and sovereign debt markets: Evidence from index rebalancings. (2019). Williams, Tomas ; Pandolfi, Lorenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:384-403.

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2018Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon. (2018). Anwar, Sajid ; Ali, Syed Zahid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:1-19.

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2018Measures of global uncertainty and carry-trade excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227.

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2018Uncertainty and deviations from uncovered interest rate parity. (2018). Rossi, Barbara ; Ismailov, Adilzhan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:242-259.

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2018International spillovers of monetary policy: Evidence from France and Italy. (2018). Schmidt, Julia ; Marinelli, Giuseppe ; Carpinelli, Luisa ; Caccavaio, Marianna. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:50-66.

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2019International monetary policy spillovers through the bank funding channel. (2019). Vogel, Ursula ; Segalla, Esther ; Valitova, Guzel ; Loeffler, Axel ; Lindner, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:161-174.

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2019International monetary policy transmission through banks in small open economies. (2019). Towbin, Pascal ; Paligorova, Teodora ; Ganarin, Maja ; Friedrich, Christian ; Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:34-53.

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2019The international transmission of monetary policy. (2019). Bussiere, Matthieu ; Hills, Robert ; Goldberg, Linda ; Buch, Claudia M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:29-48.

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2019Uncertainty and cross-border banking flows. (2019). Furceri, Davide ; Choi, Sangyup. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:260-274.

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2019Financial deglobalisation in banking?. (2019). McCauley, Robert ; McGuire, Patrick M ; Benetrix, Agustin S ; von Peter, Goetz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:116-131.

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2019A key currency view of global imbalances. (2019). McCauley, Robert ; Ito, Hiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:97-115.

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2017Macroprudential policy with convertible debt. (2017). Hollander, Hylton. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:285-305.

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2018House prices and macroprudential policy in an estimated DSGE model of New Zealand. (2018). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:152-171.

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2018Boom-and-bust cycles in emerging markets: How important is the exchange rate?. (2018). Siklos, Pierre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:172-187.

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2018Price puzzle in a small open New Keynesian model. (2018). Anwar, Sajid ; Ali, Syed Zahid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:29-42.

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2017Sudden stops of capital flows to emerging markets: A new prediction approach. (2017). Suh, Sangwon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:289-308.

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

Works by Stefan Avdjiev:


YearTitleTypeCited
2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
[Full Text][Citation analysis]
article21
2015Enhancements to the BIS international banking statistics In: IFC Bulletins chapters.
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chapter2
2012The euro area crisis and cross-border bank lending to emerging markets In: BIS Quarterly Review.
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article52
2013CoCos: a primer In: BIS Quarterly Review.
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article36
2014Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals In: BIS Quarterly Review.
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2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
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2015Enhanced data to analyse international banking In: BIS Quarterly Review.
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2016The ECBs QE and euro cross-border bank lending In: BIS Quarterly Review.
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2018Tracking the international footprints of global firms In: BIS Quarterly Review.
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2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
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article0
2010Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations In: BIS Working Papers.
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2011News driven business cycles and data on asset prices in estimated DSGE models In: BIS Working Papers.
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2016News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models.(2016) In: Review of Economic Dynamics.
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2012Rapid credit growth and international credit: Challenges for Asia In: BIS Working Papers.
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paper40
2012The Social Value of Policy Signals In: BIS Working Papers.
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2014Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model In: BIS Working Papers.
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2014Credit growth, monetary policy and economic activity in a three-regime TVAR model.(2014) In: Applied Economics.
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2015Breaking free of the triple coincidence in international finance In: BIS Working Papers.
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2016Breaking free of the triple coincidence in international finance.(2016) In: Economic Policy.
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2016Monetary policy spillovers and currency networks in cross-border bank lending In: BIS Working Papers.
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2016International prudential policy spillovers: a global perspective In: BIS Working Papers.
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2017International Prudential Policy Spillovers: A Global Perspective.(2017) In: International Journal of Central Banking.
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2016The dollar, bank leverage and the deviation from covered interest parity In: BIS Working Papers.
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2017External debt composition and domestic credit cycles In: BIS Working Papers.
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2018External debt composition and domestic credit cycles.(2018) In: Working Papers.
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2017The shifting drivers of global liquidity In: BIS Working Papers.
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2017The shifting drivers of global liquidity.(2017) In: CEPR Discussion Papers.
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2017The shifting drivers of global liquidity.(2017) In: Staff Reports.
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2017The Shifting Drivers of Global Liquidity.(2017) In: NBER Working Papers.
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2017CoCo issuance and bank fragility In: BIS Working Papers.
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2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
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2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
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2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment.(2019) In: IMF Economic Review.
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2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
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2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
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2018Transmission of monetary policy through global banks: whose policy matters? In: BIS Working Papers.
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2018Transmission of monetary policy through global banks: Whose policy matters?.(2018) In: Journal of International Money and Finance.
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2017What drives local lending by global banks?.(2017) In: Working Papers.
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2019What drives local lending by global banks?.(2019) In: Journal of International Money and Finance.
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2017Gross Capital Flows by Banks, Corporates and Sovereigns.(2017) In: NBER Working Papers.
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