Stefan Avdjiev : Citation Profile


Are you Stefan Avdjiev?

Bank for International Settlements (BIS)

15

H index

22

i10 index

630

Citations

RESEARCH PRODUCTION:

22

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 57
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 30 (4.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pav41
   Updated: 2020-05-16    RAS profile: 2020-05-05    
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Relations with other researchers


Works with:

Koch, Catherine (9)

Shin, Hyun Song (8)

McGuire, Patrick (8)

Goldberg, Linda (7)

Gambacorta, Leonardo (5)

von Peter, Goetz (5)

Servén, Luis (4)

Hepp, Ralf (3)

Kartasheva, Anastasia (3)

Takats, Elod (3)

Hardy, Bryan (3)

Hale, Galina (3)

McCauley, Robert (2)

Giudici, Paolo (2)

Sousa, Ricardo (2)

Kalemli-Ozcan, Sebnem (2)

Everett, Mary (2)

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

Is cited by:

Goldberg, Linda (28)

McCauley, Robert (23)

McGuire, Patrick (22)

Bussiere, Matthieu (19)

Hills, Robert (18)

Tille, Cédric (16)

Temesvary, Judit (16)

Krogstrup, Signe (15)

Takats, Elod (14)

BORIO, Claudio (13)

Claessens, Stijn (12)

Cites to:

McGuire, Patrick (61)

Shin, Hyun Song (45)

McCauley, Robert (39)

Goldberg, Linda (37)

Gambacorta, Leonardo (29)

Claessens, Stijn (26)

Milesi-Ferretti, Gian Maria (26)

BORIO, Claudio (23)

von Peter, Goetz (22)

Lane, Philip (21)

Cerutti, Eugenio (21)

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 Settlements20

Recent works citing Stefan Avdjiev (2020 and 2019)


YearTitle of citing document
2020Can one hear the size of a target zone?. (2020). Rinaldo, Daniele ; Kumar, Shekhar Hari ; Hongler, Max-Olivier ; Arcand, Jean-Louis ; Jean - Louis Arcand, . In: Papers. RePEc:arx:papers:2002.00948.

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2019Two tales of foreign investor outflows: Italy in 2011-2012 and 2018. (2019). Federico, Stefano ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_535_19.

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2020Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2020). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1262_20.

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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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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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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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2020Using financial accounts. (2020). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:51.

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2020Assessing global liquidity: beyond borders. (2020). Hardy, Bryan. In: IFC Bulletins chapters. RePEc:bis:bisifc:51-18.

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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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2019Concentration in cross-border banking. (2019). Ehlers, Torsten ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1906b.

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2019Financial conditions and purchasing managers indices: exploring the links. (2019). Shin, Hyun Song ; Mihaljek, Dubravko ; Lombardi, Marco ; Erik, Burcu. In: BIS Quarterly Review. RePEc:bis:bisqtr:1909g.

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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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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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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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2019How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America. (2019). Gambacorta, Leonardo ; Cantu, Carlos. In: BIS Working Papers. RePEc:bis:biswps:798.

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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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2019Fragmentation in global financial markets: good or bad for financial stability?. (2019). Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:815.

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2019Examining macroprudential policy and its macroeconomic effects - some new evidence. (2019). Mehrotra, Aaron ; Kim, Soyoung. In: BIS Working Papers. RePEc:bis:biswps:825.

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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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

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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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2020Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006.

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2019MACROPRUDENTIAL POLICY: IMPLEMENTATION, EFFECTS, AND LESSONS. (2019). Tzur-Ilan, Nitzan. In: Israel Economic Review. RePEc:boi:isrerv:v:17:y:2019:i:1:p:39-71.

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

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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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2019The Countercyclical Capital Buffer and the Composition of Bank Lending. (2019). Auer, Raphael ; Ongena, Steven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7815.

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2019The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?. (2019). Tille, Cédric ; Cedric, Tille ; Stracca, Livio ; Scheubel, Beatrice D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7967.

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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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2020The impact of macroprudential policies on industrial growth. (2020). Madeira, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:867.

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

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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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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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2019The countercyclical capital buffer and the composition of bank lending. (2019). Auer, Raphael ; Ongena, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13942.

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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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2019The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets*. (2019). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike ; Liu, Emily. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14128.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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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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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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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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2019Foreign funded credit: funding the credit cycle?. (2019). Duijm, Patty. In: DNB Working Papers. RePEc:dnb:dnbwpp:658.

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2019Mortgage lending, monetary policy, and prudential measures in small euro-area economies: Evidence from Ireland and the Netherlands. (2019). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:659.

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2020Global and local currency effects on euro area investment in emerging market bonds. (2020). Burger, John ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:676.

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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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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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2019The global financial cycle and capital flow episodes: a wobbly link?. (2019). Tille, Cédric ; Stracca, Livio ; Scheubel, Beatrice. In: Working Paper Series. RePEc:ecb:ecbwps:20192337.

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2020The fundamentals of safe assets. (2020). Venditti, Fabrizio ; Stracca, Livio ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202355.

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

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2019On the sources of information about latent variables in DSGE models. (2019). Iskrev, Nikolay. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:318-332.

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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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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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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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2019Revisiting external imbalances: Insights from sectoral accounts. (2019). Allen, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:67-101.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84081.

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2019The quanto theory of exchange rates. (2019). Martin, Ian ; Kremens, Lukas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:89839.

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2018Central bank swap lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90374.

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2019Managing the Yield Curve in a Financially Globalized World. (2019). Tran, Phuong ; Hiroyuki, Ito . In: Discussion papers. RePEc:eti:dpaper:19012.

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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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article61
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: 61
paper
2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
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article21
2020Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market In: BIS Bulletins.
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2015Enhancements to the BIS international banking statistics In: IFC Bulletins chapters.
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2012The euro area crisis and cross-border bank lending to emerging markets In: BIS Quarterly Review.
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2013CoCos: a primer In: BIS Quarterly Review.
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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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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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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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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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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: 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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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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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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2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
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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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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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2019What drives local lending by global banks?.(2019) In: Journal of International Money and Finance.
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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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2018Gross capital flows by banks, corporates, and sovereigns.(2018) In: Policy Research Working Paper Series.
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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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2020Home sweet host: Prudential and monetary policy spillovers through global banks In: BIS Working Papers.
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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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2017U.S. Monetary Policy as a Changing Driver of Global Liquidity In: Liberty Street Economics.
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2017The shifting drivers of global liquidity In: Staff Reports.
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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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2019Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum* In: Review of Finance.
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2014Credit growth, monetary policy and economic activity in a three-regime TVAR model In: Applied Economics.
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