6
H index
4
i10 index
360
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 |
|---|---|
| Prague Economic Papers | 2 |
| Czech Journal of Economics and Finance (Finance a uver) | 2 |
Recent works citing Alexis Derviz (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936. Full description at Econpapers || Download paper |
| 2024 | Unconventional monetary policy, financial frictions, and the equity tandem. (2024). von Campe, Roland. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000800. Full description at Econpapers || Download paper |
| 2024 | Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models. (2024). Sahuc, Jean-Guillaume ; Mohimont, Jolan ; Mimir, Yasin ; Durdu, C. Bora ; DE BANDT, OLIVIER ; Straughan, Michael ; Scalone, Valerio ; Roehrs, Sigrid ; Nikolov, Kalin ; Ichiue, Hibiki. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:1. Full description at Econpapers || Download paper |
| 2024 | Risky firms and fragile banks: Implications for macroprudential policy. (2024). Villa, Stefania ; Lewis, Vivien ; Moyen, Stephane ; Gasparini, Tommaso. In: Discussion Papers. RePEc:zbw:bubdps:287761. 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 | 223 |
| 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: 223 | 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: 223 | 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: 223 | 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: 223 | 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: 223 | 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 | 3 |
| 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 | Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis] | article | 4 |
| 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 | 25 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team