Alexis Derviz : Citation Profile


Are you Alexis Derviz?

Česká Národní Banka (90% share)
Akademie věd České Republiky (10% share)

6

H index

4

i10 index

213

Citations

RESEARCH PRODUCTION:

23

Articles

25

Papers

5

Books

3

Chapters

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 10
   Journals where Alexis Derviz has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 12 (5.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde319
   Updated: 2019-11-16    RAS profile: 2019-10-14    
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Relations with other researchers


Works with:

Suarez, Javier (8)

Mendicino, Caterina (8)

Nikolov, Kalin (8)

Stracca, Livio (8)

CLERC, Laurent (8)

Moyen, Stéphane (8)

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

Is cited by:

Babecký, Jan (29)

Mendicino, Caterina (8)

Nikolov, Kalin (6)

Horvath, Roman (6)

Hlaváček, Michal (5)

Suarez, Javier (5)

Galuscak, Kamil (4)

Bulir, Ales (4)

Mink, Mark (4)

Schroth, Josef (4)

Lubello, Federico (3)

Cites to:

Havranek, Tomas (35)

Horvath, Roman (28)

Irsova, Zuzana (21)

Babecký, Jan (18)

Komarek, Lubos (17)

CLERC, Laurent (12)

Townsend, Robert (10)

Seidler, Jakub (10)

Jakubík, Petr (10)

Suarez, Javier (10)

Rusnák, Marek (10)

Main data


Where Alexis Derviz has published?


Journals with more than one article published# docs
Bulletin of the Czech Econometric Society11
Czech Journal of Economics and Finance (Finance a uver)2
Prague Economic Papers2

Working Papers Series with more than one paper published# docs
Working Papers / Czech National Bank, Research Department10
Working Paper Series / European Central Bank4
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
Archive of Monetary Policy Division Working Papers / Czech National Bank3

Recent works citing Alexis Derviz (2019 and 2018)


YearTitle of citing document
2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: Staff Working Papers. RePEc:bca:bocawp:17-6.

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2019Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:19-8.

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2018Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp116.

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2018Fiscal buffers, private debt and recession: the good, the bad and the ugly. (2018). Villa, Stefania ; Melina, Giovanni ; Batini, Nicoletta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1186_18.

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2017An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2018A General Equilibrium Appraisal of Capital Shortfall. (2018). Sahuc, Jean-Guillaume ; Jondeau, Eric ; J-G. Sahuc, . In: Working papers. RePEc:bfr:banfra:668.

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2019Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components. (2019). Ünal, Deniz ; Gaulier, Guillaume ; Unal, Deniz ; Sztulman, Aude. In: Working papers. RePEc:bfr:banfra:715.

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2019Macroprudential policy with capital buffers. (2019). Schroth, Josef. In: BIS Working Papers. RePEc:bis:biswps:771.

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2019Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’. (2019). Shevchuk, Ivan ; Sinyakov, Andrey ; Andreev, Mikhail ; Ivanova, Nadezhda. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:89-121.

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2018Concerted efforts? Monetary policy and macro-prudential tools. (2018). Nelson, Benjamin ; Harrison, Richard ; Ferrero, Andrea. In: Bank of England working papers. RePEc:boe:boeewp:0727.

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2019Banks, money and the zero lower bound on deposit rates. (2019). Wang, Xuan ; Kumhof, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0752.

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2018Banks are not intermediaries of loanable funds — facts, theory and evidence. (2018). Kumhof, Michael ; Jakab, Zoltán. In: Bank of England working papers. RePEc:boe:boeewp:0761.

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2018Shock transmission and the interaction of financial and hiring frictions. (2018). Millard, Stephen ; Yashiv, Eran ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0769.

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2018Macroprudential capital regulation in general equilibrium. (2018). Pinter, Gabor ; Nelson, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:0770.

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2017Should bank capital requirements be less risk-sensitive because of credit constraints?. (2017). Jokivuolle, Esa ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_010.

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2019Financing economic growth in Greece: lessons from the crisis. (2019). Migiakis, Petros ; Louri, Helen. In: Working Papers. RePEc:bog:wpaper:262.

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2017The macroeconomic effects of the regulatory LTV and LTI ratios in the Central Bank of Irelands DSGE model. (2017). Rannenberg, Ansgar ; Lozej, Matija. In: Economic Letters. RePEc:cbi:ecolet:04/el/17.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2018Bank Capital in the Short and in the Long Run. (2018). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: Working Papers. RePEc:cmf:wpaper:wp2018_1807.

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2017Trade and External Relations. (2017). Babecký, Jan ; Brazdik, Frantisek ; Audzei, Volha ; Novotny, Filip ; Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sutoris, Ivan ; Galuscak, Kamil . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/1.

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2017Effects of Monetary Policy. (2017). Babecký, Jan ; Kubicova, Ivana ; Bruha, Jan ; Hajkova, Dana ; Aliyev, Ruslan ; Vlcek, Jan ; Trajcev, Ljubica ; Polansky, Jiri ; Hledik, Tibor ; Djukic, Mirko ; Havranek, Tomas ; Hampl, Mojmir ; Tonner, Jaromir. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/2.

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2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries. (2017). Van Nieuwerburgh, Stijn ; Landvoigt, Tim ; Elenev, Vadim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12282.

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2018Unclogging the Credit Channel: on the Macroeconomics of Banking frictions. (2018). van Wijnbergen, Sweder ; Jakucionyte, Egle. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12729.

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2018Bank Capital in the Short and in the Long Run. (2018). Suarez, Javier ; Nikolov, Kalin ; Supera, Dominik ; Mendicino, Caterina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13152.

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2019Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Santoro, Emiliano ; Lubello, Federico . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13831.

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2019Empowering Central Bank Asset Purchases: The Role of Financial Policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Papers. RePEc:cyb:wpaper:2019-1.

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2018Central bank policies and income and wealth inequality: A survey. (2018). Samarina, Anna ; de Haan, Jakob ; Colciago, Andrea. In: DNB Working Papers. RePEc:dnb:dnbwpp:594.

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2018Bank Recapitalizations, Credit Supply, and the Transmission of Monetary Policy. (2018). Pool, Sebastiaan ; Mink, Mark. In: DNB Working Papers. RePEc:dnb:dnbwpp:616.

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2019The impact of global value chains on the euro area economy. (2019). Tagliabracci, Alex ; Schmitz, Martin ; Koester, Gerrit ; Frohm, Erik ; de Soyres, François ; Benkovskis, Konstantins ; Vaccarino, Elena ; Fidora, Michael ; di Lupidio, Benedetta ; Skudelny, Frauke ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Worz, Julia ; Franco-Bedoya, Sebastian. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221.

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Economic structures 20 years into the euro. (2019). Sondermann, David ; Petroulakis, Filippos ; Lambrias, Kyriacos ; Koester, Gerrit ; Nerlich, Carolin ; Lopez-Garcia, Paloma ; Gunnella, Vanessa ; Consolo, Agostino ; Serafini, Roberta ; Saiz, Lorena. In: Occasional Paper Series. RePEc:ecb:ecbops:2019224.

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2018Countercyclical capital regulation in a small open economy DSGE model. (2018). Rannenberg, Ansgar ; onorante, luca ; Lozej, Matija. In: Working Paper Series. RePEc:ecb:ecbwps:20182144.

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2018Benefits and costs of liquidity regulation. (2018). Schepens, Glenn ; Nikolov, Kalin ; Mendicino, Caterina ; Hoerova, Marie ; van den Heuvel, Skander. In: Working Paper Series. RePEc:ecb:ecbwps:20182169.

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2019Empowering central bank asset purchases: The role of financial policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Paper Series. RePEc:ecb:ecbwps:20192237.

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2019Bank capital in the short and in the long run. (2019). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20192286.

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2018Interest rate rules under financial dominance. (2018). Lewis, Vivien ; Roth, Markus. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:70-88.

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2018Risk shocks in a small open economy: Business cycle dynamics in Canada. (2018). Zhang, Yahong ; Mendicino, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:391-409.

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2018Welfare analysis of bank capital requirements with endogenous default. (2018). Garcia-Barragan, Fernando ; Liu, Guangling. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:15-29.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2017Does easing monetary policy increase financial instability?. (2017). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:111-125.

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2019Banks’ leverage behaviour in a two-agent new Keynesian model. (2019). Punzo, Chiara ; Boitani, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:347-359.

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2018Modeling fluctuations in the global demand for commodities. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:54-78.

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2017Conventional and unconventional monetary policy rules. (2017). Sheedy, Kevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pa:p:127-147.

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2017Unexpected loan losses and bank capital in an estimated DSGE model of the euro area. (2017). Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:161-186.

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

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2017Global banking and the conduct of macroprudential policy in a monetary union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:306-331.

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2017Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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2019To be, or not to be: Stereotypes, identity choice and group inequality. (2019). Loury, Glenn C ; Kim, Young-Chul . In: Journal of Public Economics. RePEc:eee:pubeco:v:174:y:2019:i:c:p:36-52.

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2017Optimal Bank Regulation in the Presence of Credit and Run Risk. (2017). Tsomocos, Dimitrios ; Vardoulakis, Alexandros ; Kashyap, Anil K. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-97.

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2017Domestic and External Sovereign Debt. (2017). Sichlimiris, Spyridon ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0345.

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2018A Descriptive Model of Banking and Aggregate Demand. (2018). Mierau, Jochen ; Mink, Mark. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:2:d:10.1007_s10645-018-9320-4.

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2017Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Mendicino, Caterina ; Beyer, Andreas ; Coeure, Benoit. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2017_494-495-496_4.

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2018Financial Intermediation, the Mortgage Market, and Macroprudential Regulation. (2018). Körner, Jenny ; Korner, Jenny. In: CESifo Economic Studies. RePEc:oup:cesifo:v:64:y:2018:i:1:p:50-77..

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2017Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152..

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2017Global Banking and the Conduct of Macroprudential Policy in a Monetary Union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: MPRA Paper. RePEc:pra:mprapa:81367.

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2018An integrated financial amplifier: the role of defaulted loans and occasionally binding constraints in output fluctuations. (2018). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Working Papers. RePEc:ptu:wpaper:w201813.

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2017Lenders Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket. (2017). Benetton, Matteo. In: 2017 Meeting Papers. RePEc:red:sed017:1001.

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2017Optimal Dynamic Capital Requirements. (2017). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: 2017 Meeting Papers. RePEc:red:sed017:1216.

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2017Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane. In: 2017 Meeting Papers. RePEc:red:sed017:828.

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2018Capital Requirements in a Quantitative Model of Banking Industry Dynamics. (2018). D'Erasmo, Pablo ; Corbae, P. Dean. In: 2018 Meeting Papers. RePEc:red:sed018:1221.

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2017Financial frictions and the real economy. (2017). Pietrunti, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201741.

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2019Rethinking capital regulation: the case for a dividend prudential target. (2019). Muñoz, Manuel ; Muoz, Manuel. In: ESRB Working Paper Series. RePEc:srk:srkwps:201997.

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2018Is Basel III counter-cyclical: The case of South Africa?. (2018). Molise, Thabang ; Liu, Guangling. In: Working Papers. RePEc:sza:wpaper:wpapers303.

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2018Unclogging the Credit Channel: On the Macroeconomics of Banking Frictions. (2018). van Wijnbergen, Sweder ; Jakucionyte, Egle. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180006.

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2019Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:26.

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2019Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit. (2019). Falter, Alexander. In: Discussion Papers. RePEc:zbw:bubdps:252019.

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2018Interest rate rules under financial dominance. (2018). Roth, Markus ; Lewis, Vivien. In: Discussion Papers. RePEc:zbw:bubdps:292018.

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2018On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests. (2018). Siemsen, Thomas ; Vilsmeier, Johannes. In: Discussion Papers. RePEc:zbw:bubdps:312018.

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2018Macroeconomic effects of bank capital regulation. (2018). Prieto, Esteban ; Kolb, Benedikt ; Eickmeier, Sandra. In: Discussion Papers. RePEc:zbw:bubdps:442018.

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2017Wege zu einem stabilen Finanzsystem: Regulatorisches Kurshalten oder radikaler Neuanfang?. (2017). Thiele, Carl-Ludwig. In: IBF Paper Series. RePEc:zbw:ibfpps:1817.

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2017Capital injection to banks versus debt relief to households. (2017). Yoo, Jin Hyuk. In: IMFS Working Paper Series. RePEc:zbw:imfswp:111.

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Works by Alexis Derviz:


YearTitleTypeCited
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default. In: Working papers.
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2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: International Journal of Central Banking.
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2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: CEPR Discussion Papers.
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2015Capital regulation in a macroeconomic model with three layers of default.(2015) In: Working Paper Series.
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2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: Working Papers.
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2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: Working Papers.
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2014Macroprudential capital tools: assessing their rationale and effectiveness. In: Financial Stability Review.
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article3
2005Business cycle, credit risk and economic capital determination by commercial banks In: BIS Papers chapters.
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chapter2
1999Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy In: Archive of Monetary Policy Division Working Papers.
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1999Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy.(1999) In: Bulletin of the Czech Econometric Society.
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2000Monetary Transmission and Asset-Liability Management by Financial Institutions in Transitional Economies - Implications for Czech Monetary Policy In: Archive of Monetary Policy Division Working Papers.
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2001Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy In: Archive of Monetary Policy Division Working Papers.
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2015Collateral and the Role of International Merchant Banks in the Spread of Aggregate Risks In: Occasional Publications - Chapters in Edited Volumes.
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2019What changes in financial intermediation are to be expected from fintech? In: Occasional Publications - Chapters in Edited Volumes.
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2005CNB Economic Research Bulletin: Financial Stability In: Occasional Publications - Edited Volumes.
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2007CNB Economic Research Bulletin: Financial Stability in a Transforming Economy In: Occasional Publications - Edited Volumes.
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2011Macro-Financial Linkages: Theory and Applications In: Occasional Publications - Edited Volumes.
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2012Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes.
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2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
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2003Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market In: Working Papers.
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2003FOREX Microstructure, Invisible Price Determinants,and the Central Banks Understanding of Exchange Rate Formation In: Working Papers.
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2003Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio In: Working Papers.
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2004Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic In: Working Papers.
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2008Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic.(2008) In: Emerging Markets Finance and Trade.
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2006Cross-Border Lending Contagion in Multinational Banks In: Working Papers.
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2007Cross-border lending contagion in multinational banks.(2007) In: Working Paper Series.
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2009Funding Costs and Loan Pricing by Multinational Bank Affiliates In: Working Papers.
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2011Financial Frictions, Bubbles, and Macroprudential Policies In: Working Papers.
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2012Coordination Incentives in Cross-Border Macroprudential Regulation In: Working Papers.
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2012Coordination Incentives in Cross-Border Macroprudential Regulation.(2012) In: Working Papers IES.
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2013Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks In: Working Papers.
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2014Collateral composition, diversification risk, and systemically important merchant banks.(2014) In: Journal of Financial Stability.
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2016Credit Constraints and Creditless Recoveries: An Unsteady State Approach In: Working Papers.
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2003Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market In: Bulletin of the Czech Econometric Society.
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1995Bayesian Capital Markets and Currency Crises In: Bulletin of the Czech Econometric Society.
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1996Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing Constraints In: Bulletin of the Czech Econometric Society.
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1996A Shadow Asset Pricing Approach to the Analysis of Financial Markets Equilibria in an Open Economy In: Bulletin of the Czech Econometric Society.
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1998Precautionary Saving And Currency Substitution In An Optimizing Model Of The Czech Economy In: Bulletin of the Czech Econometric Society.
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1999Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift In: Bulletin of the Czech Econometric Society.
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2000The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels In: Bulletin of the Czech Econometric Society.
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2000Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate In: Bulletin of the Czech Econometric Society.
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2001Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets In: Bulletin of the Czech Econometric Society.
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2002Producer Subsidies And Adverse Selection In The Corporate Credit Market In: Bulletin of the Czech Econometric Society.
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2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
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2006Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English) In: Czech Journal of Economics and Finance (Finance a uver).
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2011Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit In: Czech Journal of Economics and Finance (Finance a uver).
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2007Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information In: Working Papers IES.
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2012Financial frictions and real implications of macroprudential policies In: Financial Markets and Portfolio Management.
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2002The uncovered parity properties of the czech koruna In: Prague Economic Papers.
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2012Parent Influence on Loan Pricing by Czech Banks In: Prague Economic Papers.
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2014The 3D Model: a Framework to Assess Capital Regulation In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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