Stefan Avdjiev : Citation Profile


Are you Stefan Avdjiev?

Bank for International Settlements (BIS)

20

H index

25

i10 index

1104

Citations

RESEARCH PRODUCTION:

29

Articles

38

Papers

2

Chapters

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 84
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 248.    Total self citations: 37 (3.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pav41
   Updated: 2022-07-02    RAS profile: 2022-05-30    
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Relations with other researchers


Works with:

Casanova, Catherine (8)

McGuire, Patrick (8)

Shin, Hyun Song (7)

Goldberg, Linda (7)

von Peter, Goetz (6)

Gambacorta, Leonardo (6)

Hardy, Bryan (6)

Servén, Luis (5)

Kartasheva, Anastasia (4)

Aysun, Uluc (3)

Hepp, Ralf (3)

Hale, Galina (3)

Sousa, Ricardo (3)

Everett, Mary (2)

Takats, Elod (2)

Bruno, Valentina (2)

Buch, Claudia (2)

Kalemli-Ozcan, Sebnem (2)

Giudici, Paolo (2)

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

Is cited by:

Takats, Elod (32)

Temesvary, Judit (32)

Goldberg, Linda (29)

Bussiere, Matthieu (29)

McCauley, Robert (27)

McGuire, Patrick (24)

Cerutti, Eugenio (22)

Buch, Claudia (21)

Claessens, Stijn (20)

Tille, Cédric (20)

Reinhardt, Dennis (18)

Cites to:

McGuire, Patrick (81)

Shin, Hyun Song (52)

McCauley, Robert (44)

Claessens, Stijn (36)

Goldberg, Linda (34)

von Peter, Goetz (33)

BORIO, Claudio (32)

Cerutti, Eugenio (29)

Milesi-Ferretti, Gian Maria (27)

Lane, Philip (25)

Gambacorta, Leonardo (23)

Main data


Where Stefan Avdjiev has published?


Journals with more than one article published# docs
BIS Quarterly Review9
Journal of International Money and Finance4
International Journal of Central Banking2
Financial Stability Review2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements23
NBER Working Papers / National Bureau of Economic Research, Inc3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Stefan Avdjiev (2022 and 2021)


YearTitle of citing document
2021Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2006.01037.

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2020Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C. In: Papers. RePEc:arx:papers:2011.06474.

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2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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

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2020Central bank currency swap lines. (2020). Sanchez, Elisa J ; Garcia-Escudero, Enrique Esteban. In: Occasional Papers. RePEc:bde:opaper:2025.

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2020Central bank currency swap lines. (2020). Sanchez, Elisa J ; Garcia-Escudero, Enrique Esteban. In: Occasional Papers. RePEc:bde:opaper:2025e.

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2020A silent revolution: How central bank statistics have changed in the last 25 years. (2020). De Bonis, Riccardo ; Piazza, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_579_20.

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2021Methodological issues in the estimation of current account imbalances. (2021). Giordano, Claire ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_617_21.

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

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2021A Prudential trade-off? Leakages and Interactions with Monetary Policy. (2021). Meunier, Baptiste ; Justine, Pedrono. In: Working papers. RePEc:bfr:banfra:805.

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2021Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?. (2021). Lecat, Remy ; Vanzhulova, Yuliya ; Peresa, Irena ; Garnier-Sauveplane, Albane ; Cosson, Antoine ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:842.

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2020US dollar funding markets during the Covid-19 crisis - the international dimension. (2020). Sushko, Vladyslav ; Schrimpf, Andreas ; Eren, Egemen. In: BIS Bulletins. RePEc:bis:bisblt:15.

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2020EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic. (2020). SHIM, ILHYOCK ; Hördahl, Peter ; Hordahl, Peter. In: BIS Bulletins. RePEc:bis:bisblt:18.

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2020Leverage and margin spirals in fixed income markets during the Covid-19 crisis. (2020). Sushko, Vladyslav ; Shin, Hyun Song ; Schrimpf, Andreas. In: BIS Bulletins. RePEc:bis:bisblt:2.

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2020Central banks response to Covid-19 in advanced economies. (2020). de Fiore, Fiorella ; Cavallino, Paolo. In: BIS Bulletins. RePEc:bis:bisblt:21.

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2020Trade credit, trade finance, and the Covid-19 Crisis. (2020). Shin, Hyun Song ; Patel, Nikhil ; Boissay, Frederic. In: BIS Bulletins. RePEc:bis:bisblt:24.

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2020Investors risk attitudes in the pandemic and the stock market: new evidence based on internet searches. (2020). Xia, Fan Dora ; Amstad, Marlene ; Gambacorta, Leonardo ; Cornelli, Giulio. In: BIS Bulletins. RePEc:bis:bisblt:25.

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2020Covid-19, cash, and the future of payments. (2020). Frost, Jon ; Auer, Raphael ; Cornelli, Giulio. In: BIS Bulletins. RePEc:bis:bisblt:3.

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2020The macroeconomic spillover effects of the pandemic on the global economy. (2020). Rees, Daniel ; Mojon, Benoit ; Kohlscheen, Emanuel. In: BIS Bulletins. RePEc:bis:bisblt:4.

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2020Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic. (2020). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Bulletins. RePEc:bis:bisblt:5.

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2021Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119.

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2020US dollar funding: an international perspective. (2020). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:65.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2021New developments in central bank statistics around the world. (2021). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:55.

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2020Central banks and external statistics: evolution or revolution?. (2020). Pastoris, Fausto ; Menezes, Paula ; Tissot, Bruno ; Silva, Nuno ; Schmitz, Martin ; Picon-Aguilar, Carmen. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-01.

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2020Revisiting the income balance. What makes EU tax havens different?. (2020). Vuki, Goran ; van Limbergen, Duncan ; Zeugner, Stefan. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-05.

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2020What value added in the trade balances of euro area financial centres?. (2020). di Nino, Virginia ; Dinino, Virginia ; Ekstam, Anna. In: IFC Bulletins chapters. RePEc:bis:bisifc:52-15.

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2020Understanding the presence of MNEs in Ireland as an end user. (2020). Mehigan, Caroline ; Osborne-Kinch, Jenny ; Woods, Maria . In: IFC Bulletins chapters. RePEc:bis:bisifc:52-21.

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2020Cross-border commercial real estate investment in Asia-Pacific. (2020). SHIM, ILHYOCK ; Sushko, Vladyslav ; Liu, Amanda. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009b.

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2020Cross-border links between banks and non-bank financial institutions. (2020). Aldasoro, Iñaki ; Kemp, Esti ; Huang, Wenqian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009e.

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2021Outward portfolio investment and dollar funding in emerging Asia. (2021). SHIM, ILHYOCK ; Shin, Hyun Song ; McGuire, Patrick ; Sushko, Vladyslav. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112d.

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

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2021Do macroprudential policies affect non-bank financial intermediation?. (2021). Gambacorta, Leonardo ; Claessens, Stijn ; Shiina, Yasushi ; Manaresi, Francesco ; Cornelli, Giulio. In: BIS Working Papers. RePEc:bis:biswps:927.

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2021A global database on central banks monetary responses to Covid-19. (2021). Yetman, James ; Cantu Garcia, Carlos ; Cavallino, Paolo ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:934.

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2021US monetary policy and the financial channel of the exchange rate: evidence from India. (2021). Mohanty, M S ; Banerjee, Shesadri. In: BIS Working Papers. RePEc:bis:biswps:945.

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2021Dampening the financial accelerator? Direct lenders and monetary policy. (2021). Serena, Jose Maria ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:979.

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2022Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994.

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2021Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761.

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

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2022International bank credit, nonbank lenders, and access to external financing. (2022). Tsoukas, Serafeim ; Spaliara, Marinaeliza ; Serena, Jose Maria. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1214-1232.

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2020Clamoring for greenbacks: Explaining the resurgence of the U.S. dollar in international debt. (2020). Rodriguez, Cesar M ; Ito, Hiro. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:3:p:370-391.

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

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2021Revisiting the relationship between cross?border capital flows and credit. (2021). Carvalho, Daniel. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:179-218.

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2021The interaction between macroprudential policy and monetary policy: Overview. (2021). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Sinha, Sonalika ; Pedrono, Justine ; Hills, Robert. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:1-19.

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2021Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143.

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2021The effect of US stress tests on monetary policy spillovers to emerging markets. (2021). Schmidt-Eisenlohr, Tim ; Liu, Emily ; Schmidteisenlohr, Tim ; Niepmann, Friederike. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:165-194.

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2021Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia. (2021). Styrin, Konstantin ; Moreno, David ; Bush, Georgia ; Ushakova, Yulia ; Jara, Alejandro ; Gomez, Tomas. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:37-60.

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2021Le Pont de Londres: Interactions between monetary and prudential policies in cross?border lending. (2021). Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Bussiere, Matthieu ; Hills, Robert ; Pedrono, Justine. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:61-86.

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2021The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2021). Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin ; Zhang, Xin ; Juelsrud, Ragnar ; Grodeckamessi, Anna. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:87-116.

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2020Covered Interest Parity in long-dated securities. (2020). Syrstad, Olav. In: Working Paper. RePEc:bno:worpap:2020_11.

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2020Dollar shortages and central bank swap lines. (2020). Eguren Martin, Fernando ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0879.

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2021Dash for dollars. (2021). Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0932.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2021Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e05.

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2020Why the Rich Stay Rich. On dysfunctional institutions’ “ability to persist” (no matter what). (2020). Palma, J G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20124.

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2020Finance as Perpetual Orgy. How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” to “manias, panics and renewed-manias”.. (2020). Palma, J G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2094.

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2022Financialisation as a (its-not-meant-to-make-sense) gigantic global joke. (2022). Palma, José Gabriel. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2211.

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2020Elusive Safety: The New Geography of Capital Flows and Risk. (2020). Faia, Ester ; Schmidt-Eisenlohr, Tim ; Judson, Ruth ; Alfaro, Laura. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8249.

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2021Regulatory arbitrage and global push factors. (2021). Aysun, Uluc ; Tseng, Michael. In: Working Papers. RePEc:cfl:wpaper:2021-01ua.

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

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2021Money Matters: Global banks, safe assets and monetary autonomy. (2021). Florez-Orrego, Sergio. In: Documentos CEDE. RePEc:col:000089:019153.

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2021Regional responses to the Covid-19 crisis: a comparative study from economic, policy, and institutional perspectives. (2021). Giraldo, Iader ; Schiliuk, Graciela. In: Documentos de Discusión FLAR. RePEc:col:000470:019734.

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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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2020International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending. (2020). Choi, Sangyup ; Yoon, Chansik ; Furceri, Davide. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_025.

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

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2020What value added in the trade balances of euro area financial centres?. (2020). Di Nino, Virginia ; Dinino, Virginia ; Ekstam, Anna. In: Working Paper Series. RePEc:ecb:ecbwps:20202506.

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2021ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion. (2021). Georgiadis, Georgios ; Schumann, Ben ; Ricci, Martino ; Hildebrand, Sebastian ; van Roye, Bjorn. In: Working Paper Series. RePEc:ecb:ecbwps:20212530.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2020Why the rich always stay rich (no matter what, no matter the cost). (2020). Palma, José Gabriel. In: Revista CEPAL. RePEc:ecr:col070:46930.

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2021Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil. (2021). Tonzer, Lena ; Ossandon Busch, Matias ; Becker, Chris. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002182.

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2020Predictability in international stock returns using currency fluctuations and forward rate forecasts. (2020). Yost-Bremm, Chris ; Huang, Emily J ; Han, Xue ; Wang, Jiexin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303195.

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2021Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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2021Gross capital inflows and outflows: Twins or distant cousins?. (2021). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000297.

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2020The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market. (2020). Alper, Koray ; Apaciolu, Tanju ; Altunok, Fatih ; Ongena, Steven. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120300581.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2021Evaluating corporate credit risks in emerging markets. (2021). Chan, Wing ; Kalimipalli, Madhu ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302532.

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2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Zhang, Zhiwen ; Chen, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100185x.

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2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288.

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2021Cross-border effects of prudential regulation: Evidence from the euro area. (2021). Żochowski, Dawid ; Nocciola, Luca ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301236.

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2021Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions. (2021). Pammolli, Fabio ; Spelta, Alessandro ; Flori, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s157230892100036x.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021International coordination of macroprudential policies with capital flows and financial asymmetries. (2021). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000899.

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2021Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil. (2021). Ossandon Busch, Matias ; Noth, Felix. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000917.

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2022Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224.

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2021National corruption and international banking. (2021). Li, HE ; Maisondieu-Laforge, Olivier ; Refalo, James . In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319302121.

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2020The currency dimension of the bank lending channel in international monetary transmission. (2020). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301818.

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2021Global drivers of gross and net capital flows. (2021). Davis, Jonathan ; van Wincoop, Eric ; Valente, Giorgio. In: Journal of International Economics. RePEc:eee:inecon:v:128:y:2021:i:c:s0022199620301124.

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2021In lands of foreign currency credit, bank lending channels run through?. (2021). Vonnák, Dzsamila ; Vonnak, Dzsamila ; Schindele, Ibolya ; Ongena, Steven. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s002219962100012x.

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2021The puzzling change in the international transmission of U.S. macroeconomic policy shocks. (2021). Jin, Keyu ; Ilzetzki, Ethan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000210.

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2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

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2021In search of distress risk in emerging markets. (2021). Haas, Adam ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000404.

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

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2021Quid pro quo? Political ties and sovereign borrowing. (2021). HASAN, IFTEKHAR ; Ambrocio, Gene. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001033.

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2021Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001215.

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2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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2021On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

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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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article102
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: 102
paper
2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
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article25
2021INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS In: Financial Stability Review.
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article0
2020Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market In: BIS Bulletins.
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paper22
2015Enhancements to the BIS international banking statistics In: IFC Bulletins chapters.
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chapter4
2015IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues In: IFC Reports.
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paper0
2012The euro area crisis and cross-border bank lending to emerging markets In: BIS Quarterly Review.
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article55
2013CoCos: a primer In: BIS Quarterly Review.
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article46
2014Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals In: BIS Quarterly Review.
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article21
2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
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article66
2015Enhanced data to analyse international banking In: BIS Quarterly Review.
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article16
2016The ECBs QE and euro cross-border bank lending In: BIS Quarterly Review.
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article6
2018Tracking the international footprints of global firms In: BIS Quarterly Review.
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article32
2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
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article4
2020International dimensions of EME corporate debt In: BIS Quarterly Review.
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article5
2022Financial openness and inequality In: BIS Working Papers.
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paper0
2010Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations In: BIS Working Papers.
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paper0
2011News driven business cycles and data on asset prices in estimated DSGE models In: BIS Working Papers.
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paper21
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: 21
article
2012Rapid credit growth and international credit: Challenges for Asia In: BIS Working Papers.
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paper52
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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paper15
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: 15
article
2015Breaking free of the triple coincidence in international finance In: BIS Working Papers.
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paper77
2016Breaking free of the triple coincidence in international finance.(2016) In: Economic Policy.
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This paper has another version. Agregated cites: 77
article
2016Monetary policy spillovers and currency networks in cross-border bank lending In: BIS Working Papers.
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paper14
2016International prudential policy spillovers: a global perspective In: BIS Working Papers.
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paper55
2017International Prudential Policy Spillovers: A Global Perspective.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
article
2017External debt composition and domestic credit cycles In: BIS Working Papers.
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paper15
2021External debt composition and domestic credit cycles.(2021) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 15
article
2018External debt composition and domestic credit cycles.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2017The shifting drivers of global liquidity In: BIS Working Papers.
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paper73
2017The shifting drivers of global liquidity.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 73
paper
2020The shifting drivers of global liquidity.(2020) In: Journal of International Economics.
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This paper has another version. Agregated cites: 73
article
2017The shifting drivers of global liquidity.(2017) In: Staff Reports.
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This paper has another version. Agregated cites: 73
paper
2017The Shifting Drivers of Global Liquidity.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 73
paper
2017CoCo issuance and bank fragility In: BIS Working Papers.
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paper29
2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 29
paper
2020CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 29
article
2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29
paper
2018The dollar exchange rate as a global risk factor: evidence from investment In: BIS Working Papers.
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paper51
2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment.(2019) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article
2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
[Full Text][Citation analysis]
paper15
2019U.S. monetary policy and fluctuations of international bank lending.(2019) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 15
paper
2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics In: BIS Working Papers.
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paper4
2021Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics.(2021) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 4
chapter
2018Transmission of monetary policy through global banks: whose policy matters? In: BIS Working Papers.
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paper22
2018Transmission of monetary policy through global banks: Whose policy matters?.(2018) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2018What drives local lending by global banks? In: BIS Working Papers.
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paper7
2017What drives local lending by global banks?.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
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: 7
article
2018Gross capital flows by banks, corporates and sovereigns In: BIS Working Papers.
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paper58
2020Gross Capital Flows by Banks, Corporates and Sovereigns.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 58
paper
2017Gross Capital Flows by Banks, Corporates and Sovereigns.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 58
paper
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: 58
paper
2019Measuring contagion risk in international banking In: BIS Working Papers.
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paper21
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 21
article
2020Home sweet host: Prudential and monetary policy spillovers through global banks In: BIS Working Papers.
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paper9
2020Regulatory capital, market capital and risk taking in international bank lending In: BIS Working Papers.
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paper4
2022Bank opacity - patterns and implications In: BIS Working Papers.
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paper0
2021Home sweet host: A cross?country perspective on prudential and monetary policy spillovers through global banks In: Review of International Economics.
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article1
2017Gross Capital Inflows to Banks, Corporates and Sovereigns In: CEPR Discussion Papers.
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paper39
2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions In: Economic Modelling.
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article0
2009Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment In: Finance Research Letters.
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article0
2017U.S. Monetary Policy as a Changing Driver of Global Liquidity In: Liberty Street Economics.
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paper0
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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article112
2019Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum* In: Review of Finance.
[Full Text][Citation analysis]
article4

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