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

271

Citations

RESEARCH PRODUCTION:

23

Articles

26

Papers

5

Books

4

Chapters

RESEARCH ACTIVITY:

   25 years (1995 - 2020). See details.
   Cites by year: 10
   Journals where Alexis Derviz has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 12 (4.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde319
   Updated: 2021-06-07    RAS profile: 2020-04-23    
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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:

Babecký, Jan (28)

Nikolov, Kalin (13)

Mendicino, Caterina (13)

Suarez, Javier (11)

DARRACQ PARIES, Matthieu (6)

Horvath, Roman (6)

Papadopoulou, Niki (5)

Hlaváček, Michal (5)

Schroth, Josef (5)

Pierrard, Olivier (4)

Santoro, Emiliano (4)

Cites to:

Havranek, Tomas (35)

Horvath, Roman (33)

Irsova, Zuzana (21)

Babecký, Jan (18)

Komarek, Lubos (17)

Vašíček, Bořek (13)

CLERC, Laurent (12)

Suarez, Javier (10)

Brunnermeier, Markus (10)

Podpiera, Jiri (10)

Seidler, Jakub (10)

Main data


Where Alexis Derviz has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Czech National Bank, Research Department11
Working Paper Series / European Central Bank4
Archive of Monetary Policy Division Working Papers / Czech National Bank3
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3

Recent works citing Alexis Derviz (2021 and 2020)


YearTitle of citing document
2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2020Low price-to-book ratios and bank dividend payout policies. (2020). Oliviero, Tommaso ; Gambacorta, Leonardo ; Song, Tommaso Hyun. In: BIS Working Papers. RePEc:bis:biswps:907.

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2021Understanding bank and non-bank credit cycles: a structural exploration. (2021). Zhong, Molin ; Durdu, Bora C. In: BIS Working Papers. RePEc:bis:biswps:919.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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2020The economic impact of pandemics: real and financial transmission channels. (2020). Papageorgiou, Dimitris ; Malliaropulos, Dimitris ; Gibson, Heather D ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:283.

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2020Twin Default Crises. (2020). Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

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2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

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2020Macroprudential policy measures: macroeconomic impact and interaction with monetary policy. (2020). Nikolov, Kalin ; Mazelis, Falk ; DARRACQ PARIES, Matthieu ; Korner, Jenny ; Karadi, Peter ; Kok, Christoffer ; Rancoita, Elena ; van der Ghote, Alejandro ; Cozzi, Guido ; Weber, Julien. In: Working Paper Series. RePEc:ecb:ecbwps:20202376.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina. In: Working Paper Series. RePEc:ecb:ecbwps:20202414.

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2020Fiscal multipliers with financial fragmentation risk and interactions with monetary policy. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Muller, Georg. In: Working Paper Series. RePEc:ecb:ecbwps:20202418.

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2020Rethinking capital regulation: the case for a dividend prudential target. (2020). Muñoz, Manuel A. ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202433.

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2020Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202454.

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2020Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach. (2020). Shi, Baofeng ; Li, Weiping ; Chi, Guotai. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:420-428.

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2021Winners and losers of central bank foreign exchange interventions. (2021). Viziniuc, Mdlin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:748-767.

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2020Monetary policy, credit markets, and banks: A DSGE perspective. (2020). Rubio, Margarita. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302974.

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2021Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

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2020Are global value chains receding? The jury is still out. Key findings from the analysis of deflated world trade in parts and components. (2020). Ünal, Deniz ; Gaulier, Guillaume ; Unal, Deniz ; Sztulman, Aude. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:219-236.

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2020Capital requirements, risk choice, and liquidity provision in a business-cycle model. (2020). Begenau, Juliane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:355-378.

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2020Bank capital in the short and in the long run. (2020). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:64-79.

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2021Macroprudential policy with capital buffers. (2021). Schroth, Josef. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:296-311.

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2020Asset price bubbles in a monetary union: Mind the convergence gap. (2020). Czerniak, Adam ; Borowski, Jakub ; Rosati, Dariusz ; Boratyski, Jakub. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:288-302.

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2020Twin Default Crises. (2020). Suarez, Javier ; Nikolov, Kalin ; Rubio-Ramirez, Juan ; Mendicino, Caterina. In: Working Papers. RePEc:fda:fdaddt:2020-01.

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2020Proposing a Multidimensional Bankruptcy Prediction Model: An Approach for Sustainable Islamic Banking. (2020). Jan, Amin ; Abdul, Samsul Ariffin ; Marimuthu, Maran ; Mehreen, Mehreen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3226-:d:346363.

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2021The long-run effects of risk: an equilibrium approach. (2021). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: Economics Discussion Paper Series. RePEc:man:sespap:2104.

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2020Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

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2020Is size an input in the mutual fund performance evaluation with DEA?. (2020). Ertugay, Emrah ; Tuzcu, Sevgi Eda. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:4:d:10.1007_s40822-020-00141-6.

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2020Banks, Money, and the Zero Lower Bound on Deposit Rates. (2020). Wang, Xuan ; Kumhof, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200050.

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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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paper143
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 143
paper
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 143
paper
2015Capital regulation in a macroeconomic model with three layers of default.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 143
paper
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: International Journal of Central Banking.
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article
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: Working Papers.
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paper
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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paper4
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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article
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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paper0
2001Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy In: Archive of Monetary Policy Division Working Papers.
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paper1
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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chapter0
2019What changes in financial intermediation are to be expected from fintech? In: Occasional Publications - Chapters in Edited Volumes.
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chapter0
2020Stablecoins - a gateway between conventional and crypto financial universes? 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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book1
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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book2
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
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book0
2003Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market In: Working Papers.
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paper5
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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paper2
2004Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic In: Working Papers.
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paper16
2008Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic.(2008) In: Emerging Markets Finance and Trade.
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article
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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This paper has another version. Agregated cites: 15
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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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2019Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model 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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article0
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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article0
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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article0
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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2004Exchange rate risks and asset prices in a small open economy In: Working Paper Series.
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2013Bubbles, bank credit and macroprudential policies In: Working Paper Series.
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2004Asset return dynamics and the FX risk premium in a decentralized dealer market In: European Economic Review.
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2007Cross-Border Risk Transmission by a Multinational Bank In: Czech Economic Review.
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2005Cross-border Risk Transmission by a Multinational Bank.(2005) In: Working Papers IES.
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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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article1
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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article7
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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article6
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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