Stefan Avdjiev : Citation Profile


Are you Stefan Avdjiev?

Bank for International Settlements (BIS)

13

H index

17

i10 index

508

Citations

RESEARCH PRODUCTION:

21

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 50
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 29 (5.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav41
   Updated: 2019-12-07    RAS profile: 2019-10-08    
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Relations with other researchers


Works with:

Shin, Hyun Song (9)

Koch, Catherine (9)

McGuire, Patrick (6)

von Peter, Goetz (5)

Goldberg, Linda (5)

Gambacorta, Leonardo (4)

Servén, Luis (4)

Kartasheva, Anastasia (3)

Takats, Elod (3)

Hardy, Bryan (3)

Hepp, Ralf (3)

Sousa, Ricardo (2)

Everett, Mary (2)

Kalemli-Ozcan, Sebnem (2)

Hale, Galina (2)

McCauley, Robert (2)

Giudici, Paolo (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)

Temesvary, Judit (15)

Krogstrup, Signe (15)

Takats, Elod (14)

Goldberg, Linda (14)

Tille, Cédric (14)

BORIO, Claudio (13)

Hills, Robert (12)

Bussiere, Matthieu (12)

Claessens, Stijn (11)

Cites to:

McGuire, Patrick (51)

Shin, Hyun Song (37)

McCauley, Robert (34)

Goldberg, Linda (28)

Gambacorta, Leonardo (22)

Claessens, Stijn (22)

BORIO, Claudio (22)

Milesi-Ferretti, Gian Maria (21)

Lane, Philip (18)

Cerutti, Eugenio (17)

von Peter, Goetz (15)

Main data


Where Stefan Avdjiev has published?


Journals with more than one article published# docs
BIS Quarterly Review8
Journal of International Money and Finance3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements19

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

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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). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli. 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). Toro-Córdoba, Jorge Hernán ; 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). Schmidt, Julia ; Marinelli, Giuseppe ; Carpinelli, Luisa ; Caccavaio, Marianna. 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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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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2019Concentration in cross-border banking. (2019). Ehlers, Torsten ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1906b.

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2017Segmented money markets and covered interest parity arbitrage. (2017). Schrimpf, Andreas ; Rime, Dagfinn ; Syrstad, Olav. In: BIS Working Papers. RePEc:bis:biswps:651.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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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). Kim, Se-Jik ; Bruno, Valentina. 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, Robert ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:762.

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2019Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard. 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). Temesvary, Judit ; Takats, Elod. In: BIS Working Papers. RePEc:bis:biswps:782.

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

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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: BIS Working Papers. RePEc:bis:biswps:797.

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2019A loan-level analysis of bank lending in Mexico. (2019). Lopez-Gallo, Fabrizio ; Lobato, Roberto ; Cantu, Carlos. In: BIS Working Papers. RePEc:bis:biswps:802.

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2019A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing. (2019). McCauley, Robert N ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:808.

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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). Reis, Ricardo ; Bahaj, Saleem. 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 ; Friedrich, Christian ; Ahnert, Toni ; 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 ; Ossandon Busch, Matias ; Eguren Martin, Fernando ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0762.

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2019Shareholder risk-taking incentives in the presence of contingent capital. (2019). McMunn, Ayowande ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0775.

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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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2018(Un)Competitive Devaluations and Firm Dynamics. (2018). Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1888.

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

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2018International bank flows and bank business models since the crisis. (2018). 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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2017Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks. (2017). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6700.

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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). Reis, Ricardo ; Bahaj, Saleem. 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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2017Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile. (2017). Vergara, Rodrigo ; Morales, Catalina . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:3:p:082-100.

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2017Trump and the Dollar in the Reflection of History. (2017). Coudert, Virginie ; Aglietta, Michel. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-17.

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

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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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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2019A Model of Fickle Capital Flows and Retrenchment. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13819.

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2019Chinas Overseas Lending. (2019). Reinhart, Carmen ; Trebesch, Christoph ; Horn, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13867.

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2019Exchange Rate Reconnect. (2019). Schreger, Jesse ; Neiman, Brent ; Maggiori, Matteo ; Lilley, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13869.

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2019US Monetary Policy and International Risk Spillovers. (2019). Kalemli-Ozcan, Sebnem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14053.

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2017Evolución del empleo en Chile: asalariados y cuenta propia. (2017). Vergara, Rodrigo ; Szederkenyi, Francisco ; Morales, Catalina . In: Puntos de Referencia. RePEc:cpt:wpaper:457.

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2017Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile. (2017). Vergara, Rodrigo ; Morales, Catalina. In: Puntos de Referencia. RePEc:cpt:wpaper:459.

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2017Measures of Global Uncertainty and Carry-Trade Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_002.

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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: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_009.

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2019Post-Crisis Changes in the Pattern of Capital Flows - The Case of Korea. (2019). Yun, Youngjin. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_028.

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2017Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Allen, William ; Nelson, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:566.

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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 ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. 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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2019Capital flows and the business cycle. (2019). Menna, Lorenzo ; Cuadra, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:8.

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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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2019(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Brana, Sophie ; Campmas, Alexandra. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593.

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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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2017Optimal hedge ratio in a biased forward market under liquidity constraints. (2017). Dömötör, Barbara ; Domotor, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:259-263.

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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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2019Corporate debt, firm size and financial fragility in emerging markets. (2019). Panizza, Ugo ; Alfaro, Laura ; U G O Panizza, ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:1-19.

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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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2019A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

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2019Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

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

Works by Stefan Avdjiev:


YearTitleTypeCited
2019The Dollar, Bank Leverage, and Deviations from Covered Interest Parity In: American Economic Review: Insights.
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article56
2016The dollar, bank leverage and the deviation from covered interest parity.(2016) In: BIS Working Papers.
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This paper has another version. Agregated cites: 56
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2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
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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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article51
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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article17
2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
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article38
2015Enhanced data to analyse international banking In: BIS Quarterly Review.
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article9
2016The ECBs QE and euro cross-border bank lending In: BIS Quarterly Review.
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article3
2018Tracking the international footprints of global firms In: BIS Quarterly Review.
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article8
2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
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article1
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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This paper has another version. Agregated cites: 14
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2012Rapid credit growth and international credit: Challenges for Asia In: BIS Working Papers.
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2012The Social Value of Policy Signals In: BIS Working Papers.
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paper2
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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This paper has another version. Agregated cites: 12
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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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This paper has another version. Agregated cites: 57
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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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This paper has another version. Agregated cites: 29
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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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This paper has another version. Agregated cites: 5
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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: Staff Reports.
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This paper has another version. Agregated cites: 23
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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: 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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This paper has another version. Agregated cites: 10
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2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
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2018The dollar exchange rate as a global risk factor: evidence from investment In: BIS 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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This paper has another version. Agregated cites: 11
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2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
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2019U.S. monetary policy and fluctuations of international bank lending.(2019) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 1
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2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
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2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics In: BIS Working Papers.
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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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This paper has another version. Agregated cites: 6
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2018What drives local lending by global banks? In: BIS Working Papers.
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2017What drives local lending by global banks?.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2019What drives local lending by global banks?.(2019) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 2
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2018Gross capital flows by banks, corporates and sovereigns In: BIS Working Papers.
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2017Gross Capital Flows by Banks, Corporates and Sovereigns.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13
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2018Gross capital flows by banks, corporates, and sovereigns.(2018) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 13
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2019Measuring contagion risk in international banking In: BIS Working Papers.
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2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 0
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2017Gross Capital Inflows to Banks, Corporates and Sovereigns In: CEPR Discussion Papers.
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2009Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment In: Finance Research Letters.
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2017Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network In: International Journal of Central Banking.
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