Hans Dewachter : Citation Profile

KU Leuven (34% share)
CESifo (33% share)
Nationale Bank van België/Banque national de Belqique (BNB) (33% share)

17

H index

26

i10 index

1251

Citations

RESEARCH PRODUCTION:

38

Articles

62

Papers

5

Chapters

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 40
   Journals where Hans Dewachter has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 32 (2.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde388
   Updated: 2025-12-13    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

De Backer, Bruno (3)

Iania, Leonardo (3)

Ongena, Steven (2)

De Jonghe, Olivier (2)

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

Is cited by:

Rudebusch, Glenn (25)

Ongena, Steven (19)

Cao, Shuo (19)

Byrne, Joseph (18)

Korobilis, Dimitris (18)

Spencer, Peter (15)

Menkhoff, Lukas (14)

Ireland, Peter (12)

Kozicki, Sharon (12)

Wilfling, Bernd (12)

Tristani, Oreste (11)

Cites to:

Lyrio, Marco (33)

Rudebusch, Glenn (27)

Piazzesi, Monika (21)

Gertler, Mark (20)

Maes, Konstantijn (19)

Galí, Jordi (19)

Ang, Andrew (15)

Reichlin, Lucrezia (15)

De Grauwe, Paul (14)

Svensson, Lars (14)

Forni, Mario (14)

Main data

Where Hans Dewachter has published?

Journals with more than one article published# docs
Review of World Economics (Weltwirtschaftliches Archiv)4
Journal of International Money and Finance4
Review of Business and Economic Literature4
International Finance2
Journal of Applied Econometrics2
International Journal of Finance & Economics2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)4
MPRA Paper / University Library of Munich, Germany3
Working Paper Series / European Central Bank3
Business and Economics Working Papers / Unidade de Negocios e Economia, Insper3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam2

Recent works citing Hans Dewachter (2025 and 2024)

YearTitle of citing document
2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2025FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252.

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2025The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Gamrasni, Inon ; Kahn, Michael ; Ribon, Sigal ; Ben-Ze, Noam ; Segal, Asaf ; Shizgal, Yitzchak. In: Papers. RePEc:arx:papers:2508.07082.

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2024The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing. (2024). Munari, Pietro. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24228.

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2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2024COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil. (2024). Silva, Thiago ; Guerra, Solange Maria ; de Almeida, Carlos Eduardo ; Tabak, Benjamin Miranda. In: Working Papers Series. RePEc:bcb:wpaper:601.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2024Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676.

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2024Bank capital, lending, and regulation: A meta‐analysis. (2024). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana ; Bajzk, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:823-851.

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2025The global financial cycle and capital flows: Taking stock. (2025). Scheubel, Beatrice ; Stracca, Livio ; Tille, Cdric. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:39:y:2025:i:3:p:779-805.

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2024The unequal distribution of credit: Is there any role for monetary policy?. (2024). Ligonnière, Samuel ; Ouerk, Salima. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:08.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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2024Monetary Policy, Divergence, and the Euro. (2024). Schnabl, Gunther ; Pfeifer, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11442.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2024Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment. (2024). Reghezza, Alessio ; Pancaro, Cosimo ; Coulier, Lara. In: Working Paper Series. RePEc:ecb:ecbwps:20242950.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2025The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Tamburrini, Fabio ; Simoens, Mathieu. In: Working Paper Series. RePEc:ecb:ecbwps:20253041.

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2025Hidden weaknesses: the role of unrealized losses in monetary policy transmission. (2025). Reghezza, Alessio ; de Vito, Antonio ; Pancaro, Cosimo ; Kagerer, Benedikt. In: Working Paper Series. RePEc:ecb:ecbwps:20253129.

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2024Epidemic experience, analyst sentiment, and earnings forecasts: Evidence from SARS exposure. (2024). Kong, Dongmin ; Liu, Lihua. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002166.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130.

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2024Are FX communications effective? Evidence from emerging markets. (2024). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Parra-Polania, Julian. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2024Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855.

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2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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2024The unintended interaction effect of monetary and macroprudential policies: Evidence from China’s bank-level data. (2024). Hou, Shuting ; Zheng, Bowen. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008274.

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2024Climate-change regulations: Bank lending and real effects. (2024). Miguel, Faruk ; Ruiz-Ortega, Claudia ; Pedraza, Alvaro. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001122.

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2024Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354.

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2024Good connections : Bank specialization and the tariff elasticity of exports. (2024). Mésonnier, Jean-Stéphane ; mayer, thierry ; Msonnier, Jean-Stphane ; Berthou, Antoine. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s002219962400148x.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2025Other comprehensive income volatility and bank risk. (2025). Zhang, Junrui ; Su, Yang ; Zhou, Mingming ; Zhao, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000058.

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2024Loan officer specialization and credit defaults. (2024). Ingermann, Peter-Hendrik ; Goedde-Menke, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426623002728.

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2025The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597.

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2024The cross-border effects of bank capital regulation. (2024). Malherbe, Frederic ; Bahaj, Saleem. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001351.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2024Lessons from low interest rate policy: How did euro area banks respond?. (2024). Kakes, Jan ; Freriks, Jorien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001098.

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2025Natural disasters and financial stress: can macroprudential regulation tame green swans?. (2025). ROMOCEA TURCU, Camelia ; Levieuge, Grgory ; Avril, Pauline. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000609.

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2025Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658.

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2025From depegs to jumps: The role of stablecoin instabilities in crypto market dynamics. (2025). Gnabo, Jean-Yves ; Riaza, Baptiste Perez. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000749.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2024The impacts of Chinas shadow banking regulation on bank lending—An empirical analysis based on textual analysis and machine learning. (2024). Qian, Gong ; Yu, Jingjing ; Sun, Sha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003172.

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2024Bank lending to small firms: Metamorphosis of a financing model. (2024). Pastorelli, Sabrina ; Nigro, Valentina ; Russo, Paolo Finaldi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:13-31.

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2024Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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2025Monetary policy spillovers and the role of prudential policies in the European Union. (2025). Coman, Andra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025000826.

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2024Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659.

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2025Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times. (2020). Ruiz Ortega, Claudia ; Roldan Peña, Jessica ; Correa, Ricardo ; Agarwal, Sumit ; Morais, Bernardo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1288.

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2025Determinants of Household Debt: A Systematic Review of the Literature. (2025). Ntsalaze, Lungile ; Chikeya, Cloudio Kumbirai. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:76-:d:1612978.

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2025The Measurement and Characteristic Analysis of the Chinese Financial Cycle. (2025). Qiu, Siyuan. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:187-:d:1764491.

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2024Financial Stability in the MENA Region: The Impact of Banking Capitalization and Institutional Environment on Credit Availability. (2024). Hijazi, Nancy ; Allouche, Ibrahim Khalil. In: International Business Research. RePEc:ibn:ibrjnl:v:17:y:2024:i:1:p:1.

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2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0125.

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2025Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model. (2025). Westerhoff, Frank ; Mignot, Sarah. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10546-z.

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2024Global directed technical change model with fiscal and monetary policies, and public debt. (2024). Loureiro, Daniel ; Vasconcelos, Paulo B ; Afonso, Oscar. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09672-3.

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2024Multimarket Banks, Local Economic Shocks, and Lending Behavior: When the Effect is on Cost but not on the Amount of Deposit Fundings. (2024). Giaretta, Elisa ; Castellani, Davide. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:2:d:10.1007_s10693-022-00395-y.

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2024Bank Market Value and Loan Supply. (2024). Horny, Guillaume ; Girotti, Mattia. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:2:d:10.1007_s10693-024-00430-0.

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2025Regulatory Capital Requirements, Inflation Targeting, and Equilibrium Determinacy. (2025). Chrysanthopoulou, Xakousti ; Mylonidis, Nikolaos ; Sidiropoulos, Moise. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09754-9.

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2025Small and vulnerable during crises? Firm size and financing constraint dynamics. (2025). Nilsen, Øivind ; Heller, David ; Karapanagiotis, Pantelis. In: Small Business Economics. RePEc:kap:sbusec:v:65:y:2025:i:1:d:10.1007_s11187-024-00996-y.

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2024Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában. (2024). Grof, Gyula ; Varged, Balint ; Sarvari, Balazs. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2191.

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2025Bank Specialization and the Transmission of Euro Area Monetary Policy. (2025). Kuhmann, Konrad. In: Working Papers. RePEc:ltv:wpaper:202506.

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2024Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409.

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2024Supervisory forward guidance: the effectiveness of the 2020 euro area supervisory capital relief on the bank credit supply channel. (2024). Schwarz, Claudia ; Opric, Silviu. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:1:d:10.1057_s41261-022-00212-5.

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2025Out of sight, out of mind? Global value chains and credit allocation during a financial crisis. (2025). Peruzzi, Valentina ; Murro, Pierluigi ; Minetti, Raoul. In: MPRA Paper. RePEc:pra:mprapa:124369.

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2025Financial Development, Financial Specialization, and Trade. (2025). Rowe, Nicholas ; Murro, Pierluigi ; Minetti, Raoul. In: MPRA Paper. RePEc:pra:mprapa:124370.

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2025Financial specialization, bank opacity, and the structure of credit markets. (2025). Minetti, Raoul ; Tomarchio, Alessandro ; Moherdaui, Gustavo ; Araujo, Luis. In: MPRA Paper. RePEc:pra:mprapa:126320.

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2025Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles. (2025). Demirer, Riza ; Bouri, Elie ; Gupta, Rangan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202539.

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2024The impact of Basel III implementation on bank lending in South Africa. (2024). Sibande, Xolani ; Milne, Alistair. In: Working Papers. RePEc:rbz:wpaper:11055.

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2024The lending implications of banks holding excess capital. (2024). Pillay, Neryvia ; Makrelov, Konstantin. In: Working Papers. RePEc:rbz:wpaper:11056.

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2024Basel III regulations and financing decisions of nonfinancial firms the South African evidence. (2024). Gwatidzo, Tendai ; Machokoto, Michael ; Lemma, Tesfaye T. In: Working Papers. RePEc:rbz:wpaper:11067.

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2024Identifying Economic Shocks in a Rare Disaster Environment. (2024). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

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2025The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Tamburrini, Fabio ; Simoens, Mathieu. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:25/1111.

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2025Cryptocurrency markets, macroeconomic news announcements and energy consumption. (2025). ben Omrane, Walid ; Qi, Qianru ; Saadi, Samir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05500-5.

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2025Characterizing public debt cycles: the non-negligible impact of financial cycles. (2025). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02685-x.

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2024Subjective well-being of entrepreneurs during COVID-19 pandemic: a bibliometric analysis. (2024). Devi, Saloni ; Ayoub, Ruqia. In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:14:y:2024:i:1:d:10.1007_s40497-024-00402-7.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2025Monetary Policy Tightening and SME Bank-Credit Demand Substitution. (2025). Kapoor, Supriya ; Mahony, Michael ; Singh, Anuj Pratap. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0125.

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2024Regulatory capital requirements, inflation targeting, and equilibrium determinacy.. (2024). Tadjeddine, Yamina ; Mylonidis, Nikolaos ; Moise, Sidiropoulos ; Xakousti, Chrysanthopoulou. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-05.

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2024The unequal distribution of credit: Is there any role for monetary policy?. (2024). Ligonnière, Samuel ; Ligonniere, Samuel ; Ouerk, Salima. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-19.

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2024The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic. (2024). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1018-1041.

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2025Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective. (2025). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1132-1164.

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2025Countercyclical Capital Buffers: A Cautionary Tale. (2025). Koch, Christoffer ; Richardson, Gary ; van Horn, Patrick. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:793-832.

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2025Caution: Do Not Cross! Distance to Regulatory Capital Buffers and Corporate Lending in a Downturn. (2025). Reghezza, Alessio ; Couaillier, Cyril ; lo Duca, Marco ; D'Acri, Costanza Rodriguez. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:833-862.

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2024Back to the roots of internal credit risk models: Does risk explain why banks risk-weighted asset levels converge over time?. (2024). Ongena, Steven ; Bohnke, Victoria ; Paraschiv, Florentina ; Reite, Endre J. In: Discussion Papers. RePEc:zbw:bubdps:283007.

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2025How do macroprudential policies affect corporate investment? Insights from EIBIS data. (2025). Baskaya, Yusuf ; Shi, Shuren ; Alper, Koray. In: EIB Working Papers. RePEc:zbw:eibwps:310332.

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2024Carbon transition risk and corporate loan securitization. (2024). Nguyen, Huyen ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:222022.

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2024The effect of firm subsidies on credit markets. (2024). Tonzer, Lena ; Koetter, Michael ; Kazakov, Aleksandr ; Titze, Mirko. In: IWH Discussion Papers. RePEc:zbw:iwhdps:242022.

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2024Heterogeneity in bank responsiveness to policy and economic shocks: The role of capitalization. (2024). Kimundi, Gillian. In: KBA Centre for Research on Financial Markets and Policy Working Paper Series. RePEc:zbw:kbawps:297990.

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Works by Hans Dewachter:

YearTitleTypeCited
2009Identification of Macroeconomic Factors in Large Panels In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2008Identification of Macroeconomic Factors in Large Panels.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Business and Economics Working Papers.
[Full Text][Citation analysis]		paper2
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics.(2011) In: Review of Business and Economic Literature.
[Citation analysis]
This paper has nother version. Agregated cites: 2		article
2011Information in the Yield Curve: A Macro-Finance Approach In: Business and Economics Working Papers.
[Full Text][Citation analysis]		paper30
2014Information in the yield curve: A macro-finance approach.(2014) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2014Information in the yield curve: A Macro-Finance approach.(2014) In: Working Paper Research.
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This paper has nother version. Agregated cites: 30		paper
2014INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH.(2014) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 30		article
2011A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Business and Economics Working Papers.
[Full Text][Citation analysis]		paper3
2011A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3		paper
2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper5
2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?.(2021) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 5		article
2012An Extended Macro-Finance Model with Financial Factors In: LIDAM Reprints LFIN.
[Citation analysis]		paper40
2010An Extended Macro-Finance Model with Financial Factors.(2010) In: CESifo Working Paper Series.
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2011An Extended Macro-Finance Model with Financial Factors.(2011) In: Journal of Financial and Quantitative Analysis.
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2009An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper.
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2009An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 40		paper
2015A macro-financial analysis of the euro area sovereign bond market In: LIDAM Reprints LFIN.
[Citation analysis]		paper51
2015A macro-financial analysis of the euro area sovereign bond market.(2015) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2014A macro-financial analysis of the euro area sovereign bond market.(2014) In: Working Paper Research.
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This paper has nother version. Agregated cites: 51		paper
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
[Full Text][Citation analysis]		paper4
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2004The Effect of Monetary Unification on German Bond Markets In: European Financial Management.
[Full Text][Citation analysis]		article10
2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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This paper has nother version. Agregated cites: 10		paper
2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999Explaining Recent European Exchange‐Rate Stability In: International Finance.
[Full Text][Citation analysis]		article10
2000Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 In: International Finance.
[Full Text][Citation analysis]		article1
1999Multiple Equilibria and the Credibility of the Brazilian Crawling-Peg, 1995-1998.(1999) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper108
2019Some borrowers are more equal than others: bank funding shocks and credit reallocation.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		paper
2018Some borrowers are more equal than others: Bank funding shocks and credit reallocation.(2018) In: Working Paper Research.
[Full Text][Citation analysis]
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2020Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation*.(2020) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		article
1993Testing for the Forecasting Potential in the Bispectrum In: Working Papers.
[Citation analysis]		paper0
1993Testing for Forecasting Poential in the Bispectrum..(1993) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1993Dependent or Independent Nonlinearity in Speculative Returns? In: Working Papers.
[Citation analysis]		paper0
1993Dependent or Independent Nonlinearity in Speculative Returns..(1993) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1994The Information Content of Options on the IBEX-35 In: Working Papers.
[Citation analysis]		paper2
1994The Information Content of Options on the IBEX-35..(1994) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1998Stochastic Process Switching and Stage III of EMU In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1999The European Central Bank: Decision Rules and Macroeconomic Performance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
1990A Chaotic Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
1993A Chaotic Monetary Model of the Exchange Rate.(1993) In: International Economic Association Series.
[Citation analysis]
This paper has nother version. Agregated cites: 19		chapter
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper47
2018A macro-financial analysis of the corporate bond market In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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This paper has nother version. Agregated cites: 1		article
2020Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article145
2016Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions.(2016) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2014Endogenous risk in a DSGE model with capital-constrained financial intermediaries In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article45
2012Endogenous risk in a DSGE model with capital-constrained financial intermediaries.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
1998Expectation revisions and jumps in asset prices In: Economics Letters.
[Full Text][Citation analysis]		article0
2002Do asymmetries matter for European monetary policy? In: European Economic Review.
[Full Text][Citation analysis]		article81
2014Do Asymmetries Matter for European Monetary Policy?.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		chapter
1999Price dynamics under stochastic process switching: some extensions and an application to EMU1 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article17
2001Can Markov switching models replicate chartist profits in the foreign exchange market? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2006The cost of technical trading rules in the Forex market: A utility-based evaluation In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2003The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation.(2003) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article36
2003Macro factors and the Term Structure of Interest Rates In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper236
2003Macro Factors and the Term Structure of Interest Rates.(2003) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 236		paper
2002Macro Factors and the Term Structure of Interest Rates.(2002) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 236		paper
2006Macro Factors and the Term Structure of Interest Rates.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 236		article
2004Macro factors and the term structure of interest rates.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 236		paper
2005Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2010Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 In: Insper Working Papers.
[Full Text][Citation analysis]		paper6
2011Information in the Yield Curve: A Macro-Finance Approach In: Insper Working Papers.
[Full Text][Citation analysis]		paper18
2011A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers.
[Full Text][Citation analysis]		paper3
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Insper Working Papers.
[Full Text][Citation analysis]		paper2
2005The economic value of technical trading rules: a nonparametric utility-based approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article11
2002The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach.(2002) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2007Limits to international arbitrage: an empirical evaluation In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2006A joint model for the term structure of interest rates and the macroeconomy In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article37
2001A Joint Model for the Term Structure of Interest Rates and the Macroeconomy.(2001) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2006A joint model for the term structure of interest rates and the macroeconomy.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
1999Effectiveness of Monetary Policy in Euroland In: Empirica.
[Full Text][Citation analysis]		article4
1993A chaotic model of the exchange rate: The role of fundamentalists and chartists In: Open Economies Review.
[Full Text][Citation analysis]		article49
2001An Affine Model for International Bond Markets In: International Economics Working Papers Series.
[Full Text][Citation analysis]		paper3
2001Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy In: International Economics Working Papers Series.
[Full Text][Citation analysis]		paper4
2001Monetary Unification and the Price of Risk: An Unconditional Analysis In: International Economics Working Papers Series.
[Full Text][Citation analysis]		paper0
2001Monetary Unification and the Price of Risk: An Unconditional Analysis.(2001) In: International Economics Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2003Monetary unification and the price of risk: An unconditional analysis.(2003) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has nother version. Agregated cites: 0		article
2001An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates In: International Economics Working Papers Series.
[Full Text][Citation analysis]		paper15
2001Do Exchange Rates Convert Prices of Risk Across Countries? In: International Economics Working Papers Series.
[Full Text][Citation analysis]		paper0
2001Fitting Correlations Within and Between Bond Markets In: International Economics Working Papers Series.
[Full Text][Citation analysis]		paper1
2016Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy In: Financial Stability Review.
[Full Text][Citation analysis]		article7
2006A multi-factor model for the valuation and risk managment of demand deposits In: Working Paper Research.
[Full Text][Citation analysis]		paper7
2008Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model In: Working Paper Research.
[Full Text][Citation analysis]		paper7
2016The response of euro area sovereign spreads to the ECB unconventional monetary policies In: Working Paper Research.
[Full Text][Citation analysis]		paper14
2008Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates In: NBER Chapters.
[Full Text][Citation analysis]		chapter21
1999On the Conduct of Monetary Policy in an Asymmetric Euroland In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2004Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper1
2006A Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2006.
[Citation analysis]		paper1
2011Introduction In: Review of Business and Economic Literature.
[Citation analysis]		article0
2011Introduction In: Review of Business and Economic Literature.
[Citation analysis]		article0
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Review of Business and Economic Literature.
[Citation analysis]		article2
1996Modelling interest rate volatility: Regime switches and level links In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article7
1997Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article17
2012Spatial propagation of macroeconomic shocks in Europe In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article8
1996Charts as signals in Markov switching world In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2001Measuring convergence speed of asset prices toward a pre-announced target In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
1999Setting futures margins: the extremes approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article11
2007Ageing and the Relative Price of Nontradeables In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper8
2012Fiscal activism and the cost of debt financing In: International Journal of Finance & Economics.
[Citation analysis]		article1
2014Chaos in the Dornbusch Model of the Exchange Rate In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter10

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