6
H index
4
i10 index
340
Citations
Alexis Derviz : Citation Profile
Česká Národní Banka (90% share) | RESEARCH PRODUCTION: 23 Articles 26 Papers 5 Books 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1995 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexis Derviz. | Is cited by:
| Cites to:
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Main data
Where Alexis Derviz has published?
| Journals with more than one article published | # docs |
|---|---|
| Bulletin of the Czech Econometric Society | 11 |
| Czech Journal of Economics and Finance (Finance a uver) | 2 |
| Prague Economic Papers | 2 |
Recent works citing Alexis Derviz (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The impact of macroprudential policies on the transmission of shocks across financially integrated countries. (2023). Intungane, Doriane. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:249-273. Full description at Econpapers || Download paper |
| 2023 | Cross-border payments at a crossroads between SWIFT and DLT. (2023). Derviz, Alexis. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/6. Full description at Econpapers || Download paper |
| 2023 | Foreign Exchange Implications of CBDCs and Their Integration via Bridge Coins. (2023). Derviz, Alexis. In: Working Papers. RePEc:cnb:wpaper:2023/7. Full description at Econpapers || Download paper |
| 2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
| 2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310. Full description at Econpapers || Download paper |
| 2023 | Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854. Full description at Econpapers || Download paper |
| 2023 | Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility. (2023). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki ; Muller, Georg. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002237. Full description at Econpapers || Download paper |
| 2023 | The long-run effects of risk: an equilibrium approach. (2023). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000041. Full description at Econpapers || Download paper |
| 2023 | Bank credit, inflation, and default risks over an infinite horizon. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000311. Full description at Econpapers || Download paper |
| 2023 | A macro-financial perspective to analyse maturity mismatch and default. (2023). Wang, Xuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426622000681. Full description at Econpapers || Download paper |
| 2023 | How do markets react to tighter bank capital requirements?. (2023). Henricot, Dorian ; Couaillier, Cyril. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000572. Full description at Econpapers || Download paper |
| 2023 | Bank credit, inflation, and default risks over an infinite horizon. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119771. Full description at Econpapers || Download paper |
| 2023 | Monetary and Macroprudential Policy and Welfare in an Estimated Four-Agent New Keynesian Model. (2023). Pathirage, Kasun D ; Bratsiotis, George J. In: Economics Discussion Paper Series. RePEc:man:sespap:2304. Full description at Econpapers || Download paper |
| 2023 | BEMGIE: Belgian Economy in a Macro General and International Equilibrium model. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Gregory ; Mogstad, Magne. In: Working Paper Research. RePEc:nbb:reswpp:202303-435. Full description at Econpapers || Download paper |
| 2023 | Optimal Liquidity Provision and Interest Rate Rules: A Tale of Two Frictions. (2023). Tsiaras, Stylianos ; Pearlman, Joseph ; Mirfatah, Maryam ; Levine, Paul. In: School of Economics Discussion Papers. RePEc:sur:surrec:1323. Full description at Econpapers || Download paper |
| 2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023. Full description at Econpapers || Download paper |
| 2023 | Enough liquidity with enough capital - And vice versa?. (2023). Zelzner, Sebastian ; Haller, Hans ; Gersbach, Hans. In: CFS Working Paper Series. RePEc:zbw:cfswop:714. Full description at Econpapers || Download paper |
Works by Alexis Derviz:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Capital Regulation in a Macroeconomic Model with Three Layers of Default. In: Working papers. [Full Text][Citation analysis] | paper | 207 |
| 2014 | Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
| 2014 | Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
| 2015 | Capital regulation in a macroeconomic model with three layers of default.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
| 2015 | Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | article | |
| 2015 | Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
| 2014 | Macroprudential capital tools: assessing their rationale and effectiveness. In: Financial Stability Review. [Full Text][Citation analysis] | article | 3 |
| 2005 | Business cycle, credit risk and economic capital determination by commercial banks In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
| 1999 | Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy In: Archive of Monetary Policy Division Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy.(1999) In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2000 | Monetary Transmission and Asset-Liability Management by Financial Institutions in Transitional Economies - Implications for Czech Monetary Policy In: Archive of Monetary Policy Division Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy In: Archive of Monetary Policy Division Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Collateral and the Role of International Merchant Banks in the Spread of Aggregate Risks In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 0 |
| 2019 | What changes in financial intermediation are to be expected from fintech? In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 1 |
| 2020 | Stablecoins - a gateway between conventional and crypto financial universes? In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 2 |
| 2005 | CNB Economic Research Bulletin: Financial Stability In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
| 2007 | CNB Economic Research Bulletin: Financial Stability in a Transforming Economy In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
| 2011 | Macro-Financial Linkages: Theory and Applications In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
| 2012 | Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
| 2014 | Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
| 2003 | Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | FOREX Microstructure, Invisible Price Determinants,and the Central Banks Understanding of Exchange Rate Formation In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2008 | Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic.(2008) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2006 | Cross-Border Lending Contagion in Multinational Banks In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Cross-border lending contagion in multinational banks.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2009 | Funding Costs and Loan Pricing by Multinational Bank Affiliates In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Financial Frictions, Bubbles, and Macroprudential Policies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Coordination Incentives in Cross-Border Macroprudential Regulation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Coordination Incentives in Cross-Border Macroprudential Regulation.(2012) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Collateral composition, diversification risk, and systemically important merchant banks.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2016 | Credit Constraints and Creditless Recoveries: An Unsteady State Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1995 | Bayesian Capital Markets and Currency Crises In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1996 | Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing Constraints In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1996 | A Shadow Asset Pricing Approach to the Analysis of Financial Markets Equilibria in an Open Economy In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1998 | Precautionary Saving And Currency Substitution In An Optimizing Model Of The Czech Economy In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 1999 | Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2000 | The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2000 | Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2001 | Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2002 | Producer Subsidies And Adverse Selection In The Corporate Credit Market In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 0 |
| 2016 | Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2004 | Exchange rate risks and asset prices in a small open economy In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Bubbles, bank credit and macroprudential policies In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Asset return dynamics and the FX risk premium in a decentralized dealer market In: European Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2007 | Cross-Border Risk Transmission by a Multinational Bank In: Czech Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2005 | Cross-border Risk Transmission by a Multinational Bank.(2005) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2006 | Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
| 2011 | Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 7 |
| 2007 | Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information In: Working Papers IES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Financial frictions and real implications of macroprudential policies In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2002 | The uncovered parity properties of the czech koruna In: Prague Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2012 | Parent Influence on Loan Pricing by Czech Banks In: Prague Economic Papers. [Full Text][Citation analysis] | article | 6 |
| 2014 | The 3D Model: a Framework to Assess Capital Regulation In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 5 |
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