Hans Dewachter : Citation Profile

Are you Hans Dewachter?

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

17

H index

25

i10 index

1129

Citations

RESEARCH PRODUCTION:

38

Articles

59

Papers

5

Chapters

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 36
   Journals where Hans Dewachter has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 30 (2.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde388
   Updated: 2024-04-18    RAS profile: 2024-01-04    
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Relations with other researchers

Works with:

Ongena, Steven (4)

De Jonghe, Olivier (3)

Schepens, Glenn (3)

De Backer, Bruno (3)

Mulier, Klaas (3)

Budnik, Katarzyna (2)

Gonzalez, Clara (2)

Venditti, Fabrizio (2)

Jimborean, Ramona (2)

Affinito, Massimiliano (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)

Cao, Shuo (18)

Korobilis, Dimitris (17)

Ongena, Steven (17)

Byrne, Joseph (17)

Spencer, Peter (15)

Menkhoff, Lukas (14)

Kozicki, Sharon (12)

Ireland, Peter (12)

Wilfling, Bernd (12)

Tristani, Oreste (11)

Cites to:

Lyrio, Marco (29)

Rudebusch, Glenn (25)

Gertler, Mark (20)

Galí, Jordi (19)

Maes, Konstantijn (18)

Reichlin, Lucrezia (15)

Piazzesi, Monika (15)

Forni, Mario (14)

Svensson, Lars (14)

Diebold, Francis (13)

Clarida, Richard (12)

Main data

Where Hans Dewachter has published?

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

Working Papers Series with more than one paper published# docs
LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)4
MPRA Paper / University Library of Munich, Germany3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Paper Series / European Central Bank3
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 (2024 and 2023)

YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Information Salience and Credit Supply: Evidence from Payment Defaults on Trade Bills. (2023). Federica, Salvade ; Mattia, Girotti ; Ettore, Croci ; Aleksandra, Baros. In: Working papers. RePEc:bfr:banfra:918.

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2023Non-bank lending during crises. (2023). Doerr, Sebastian ; Zhou, Haonan ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:1074.

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2023Trade conflicts and credit supply spillovers : Evidence from the Nobel Peace Prize trade shock. (2023). Juelsrud, Ragnar ; Liaudinskas, Karolis ; Dinger, Valeriya ; Cao, Jin. In: Working Paper. RePEc:bno:worpap:2023_6.

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2023The impact of changes in bank capital requirements. (2023). Raja, Akash. In: Bank of England working papers. RePEc:boe:boeewp:1004.

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2023Useful, usable, and used? Buffer usability during the Covid-19 crisis. (2023). Rajan, Aniruddha ; Naylor, Matthew ; Mathur, Aakriti. In: Bank of England working papers. RePEc:boe:boeewp:1011.

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2023Understanding climate-related disclosures of UK financial institutions. (2023). Vo, Quynh-Anh ; Salgado-Moreno, Mauricio ; Guin, Benjamin ; Acosta-Smith, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:1017.

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2023The 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
2023Firm-bank relationships: a cross-country comparison. (2023). Schivardi, Fabiano ; Papoutsi, Melina ; Maddaloni, Angela ; Kosekova, Kamelia. In: Working Paper Series. RePEc:ecb:ecbwps:20232826.

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2023Bank dependency on foreign funding and global liquidity shocks: The importance of US monetary policy for a developing country. (2023). Aiba, Daiju. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001099.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2023When green meets green. (2023). Vadasz, Tamas ; Theunisz, Carola ; Goncharenko, Roman ; Degryse, Hans. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119923000044.

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2023GSIB status and corporate lending. (2023). Tang, Hien T ; Mariathasan, Mike ; Degryse, Hans. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000111.

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2023On foreign drivers of emerging markets fluctuations. (2023). Lorca, Jorge ; Bajraj, Gent ; Wlasiuk, Juan M. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003450.

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2023Bank capital requirement shocks: A narrative perspective. (2023). Conti, Antonio ; Signoretti, Federico M ; Nobili, Andrea. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001507.

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2023Commodity exports, financial frictions, and international spillovers. (2023). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123000946.

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2023Number of creditors and the real effects of credit supply disruptions. (2023). Rastad, Mahdi ; Ebrahimnejad, Ali ; Ebrahimi, Sajad. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000110.

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2023Bank-specific capital requirements: Short and long-run determinants. (2023). Marques, Bernardo P ; Citterio, Alberto ; Alves, Carlos Francisco. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007346.

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2023Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

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2023Taxing banks leverage and syndicated lending: A cross-country comparison. (2023). Burietz, Aurore ; Picault, M ; Ongena, S. In: International Review of Law and Economics. RePEc:eee:irlaec:v:73:y:2023:i:c:s014481882200059x.

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2023Industry Specialization and Small Business Lending. (2023). Pattison, Nathaniel ; Di, Wenhua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000249.

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2023Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). Tarazi, Amine ; de Jonghe, Olivier ; Bakkar, Yassine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494.

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2023Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614.

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2023Countercyclical capital buffers and credit supply: Evidence from the COVID-19 crisis. (2023). Wittig, Colin ; Schandlbauer, Alexander ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001358.

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2023Macroprudential regulatory policies with a dominant-bank oligopoly and fringe banks. (2023). Vanhoose, David ; Dia, Enzo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619523000115.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model. (2023). Naimzada, Ahmad ; Chen, Hung-Ju ; Li, M.-C., ; Chen, H.-J., ; Cavalli, F ; Pecora, N. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s030440682200132x.

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2023Risk-taking and bank competition under a low interest rate environment: Evidence from loan-level data. (2023). Shikimi, Masayo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000112.

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2023How Climate Change Shapes Bank Lending: Evidence from Portfolio Reallocation. (2023). Meisenzahl, Ralf R. In: Working Paper Series. RePEc:fip:fedhwp:96039.

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2023.

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2023Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5.

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2023Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations. (2023). Westerhoff, Frank ; Mignot, Sarah. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09667-5.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Assessing the impact of the EIB’s intermediated lending to SMEs during funding shocks. (2023). Wolski, Marcin ; Gereben, Aron ; Amamou, Raschid. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:3:d:10.1007_s11187-022-00620-x.

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2023ECB unconventional monetary policy and SME access to finance. (2023). Kapoor, Supriya ; Finnegan, Marie. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-023-00730-0.

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2023Fostering Innovation Activities with the Support of a Development Bank: Evidence from Brazil 2003–2011. (2023). Carreras, Marco. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:3:d:10.1057_s41287-022-00517-1.

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2023To use or not to use? Capital buffers and lending during a crisis. (2023). Serra, Diogo ; Oliveira, Vitor ; Avezum, Lucas. In: Working Papers. RePEc:ptu:wpaper:w202308.

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2023The Effect of Giving Credit to Social Enterprises: Evidence From Italy. (2023). Barbetta, Gian Paolo ; Akta, Koray. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:1:d:10.1007_s40797-022-00188-1.

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2023Corporate credit and leverage in the EU: recent evolution, main drivers and financial stability implications. (2023). Sánchez Serrano, Antonio ; Beck, Thorsten ; Suarez, Javier ; Perotti, Enrico ; Peltonen, Tuomas. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:202314.

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2023Institutional supercycles: an evolutionary macro-finance approach. (2023). Michell, JO ; Gabor, Daniela ; Dafermos, Yannis. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:5:p:693-712.

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2023Oil prices in the real economy. (2023). Spencer, Peter ; Shu, Haicheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:878-897.

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2023.

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2023Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwes chaotic exchange rate model. (2023). Westerhoff, Frank H ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:279554.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023.

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2023Effects of bank capital requirements on lending by banks and non-bank financial institutions. (2023). Briukhova, Olga ; Bednarek, Peter ; von Westernhagen, Natalja ; Ongena, Steven. In: Discussion Papers. RePEc:zbw:bubdps:279547.

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2024The color of corporate loan securitization. (2022). Nguyen, Huyen ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:222022.

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2023Firm-bank relationships: A cross-country comparison. (2023). Schivardi, Fabiano ; Papoutsi, Melina ; Maddaloni, Angela ; Kosekova, Kamelia. In: SAFE Working Paper Series. RePEc:zbw:safewp:390.

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Works by Hans Dewachter:

YearTitleTypeCited
2009Identification of Macroeconomic Factors in Large Panels In: CREATES Research Papers.
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2008Identification of Macroeconomic Factors in Large Panels.(2008) In: Working Papers.
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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? In: LIDAM Discussion Papers LFIN.
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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?.(2021) In: LIDAM Reprints LFIN.
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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?.(2021) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 3		article
2012An Extended Macro-Finance Model with Financial Factors In: LIDAM Reprints LFIN.
[Citation analysis]		paper33
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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2014Information in the yield curve: A macro-finance approach In: LIDAM Reprints LFIN.
[Citation analysis]		paper40
2011Information in the Yield Curve: A Macro-Finance Approach.(2011) In: Insper Working Papers.
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2014Information in the yield curve: A Macro-Finance approach.(2014) In: Working Paper Research.
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2014INFORMATION IN THE YIELD CURVE: A MACRO?FINANCE APPROACH.(2014) In: Journal of Applied Econometrics.
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2015A macro-financial analysis of the euro area sovereign bond market In: LIDAM Reprints LFIN.
[Citation analysis]		paper44
2015A macro-financial analysis of the euro area sovereign bond market.(2015) In: Journal of Banking & Finance.
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2014A macro-financial analysis of the euro area sovereign bond market.(2014) In: Working Paper Research.
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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
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2004The Effect of Monetary Unification on German Bond Markets In: European Financial Management.
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2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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1999Explaining Recent European Exchange?Rate Stability In: International Finance.
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2000Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 In: International Finance.
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1999Multiple Equilibria and the Credibility of the Brazilian Crawling-Peg, 1995-1998.(1999) In: International Economics Working Papers Series.
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2019Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation In: Swiss Finance Institute Research Paper Series.
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2019Some borrowers are more equal than others: bank funding shocks and credit reallocation.(2019) In: Working Paper Series.
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2018Some borrowers are more equal than others: Bank funding shocks and credit reallocation.(2018) In: Working Paper Research.
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2020Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation*.(2020) In: Review of Finance.
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1993Testing for the Forecasting Potential in the Bispectrum In: Working Papers.
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1993Testing for Forecasting Poential in the Bispectrum..(1993) In: Centro de Estudios Monetarios Y Financieros-.
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1993Dependent or Independent Nonlinearity in Speculative Returns? In: Working Papers.
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1993Dependent or Independent Nonlinearity in Speculative Returns..(1993) In: Centro de Estudios Monetarios Y Financieros-.
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1994The Information Content of Options on the IBEX-35 In: Working Papers.
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1994The Information Content of Options on the IBEX-35..(1994) In: Centro de Estudios Monetarios Y Financieros-.
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1998Stochastic Process Switching and Stage III of EMU In: CEPR Discussion Papers.
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1999The European Central Bank: Decision Rules and Macroeconomic Performance In: CEPR Discussion Papers.
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1990A Chaotic Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
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1993A Chaotic Monetary Model of the Exchange Rate.(1993) In: International Economic Association Series.
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2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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2018A macro-financial analysis of the corporate bond market In: Working Paper Series.
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2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
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2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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2020Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions In: Journal of Corporate Finance.
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2016Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions.(2016) In: Working Paper Research.
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2014Endogenous risk in a DSGE model with capital-constrained financial intermediaries In: Journal of Economic Dynamics and Control.
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2012Endogenous risk in a DSGE model with capital-constrained financial intermediaries.(2012) In: Working Paper Research.
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1998Expectation revisions and jumps in asset prices In: Economics Letters.
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2002Do asymmetries matter for European monetary policy? In: European Economic Review.
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2014Do Asymmetries Matter for European Monetary Policy?.(2014) In: World Scientific Book Chapters.
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1999Price dynamics under stochastic process switching: some extensions and an application to EMU1 In: Journal of International Money and Finance.
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2001Can Markov switching models replicate chartist profits in the foreign exchange market? In: Journal of International Money and Finance.
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2006The cost of technical trading rules in the Forex market: A utility-based evaluation In: Journal of International Money and Finance.
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2003The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation.(2003) In: ERIM Report Series Research in Management.
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2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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2003Macro factors and the Term Structure of Interest Rates In: ERIM Report Series Research in Management.
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2003Macro Factors and the Term Structure of Interest Rates.(2003) In: International Economics Working Papers Series.
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2002Macro Factors and the Term Structure of Interest Rates.(2002) In: International Economics Working Papers Series.
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2006Macro Factors and the Term Structure of Interest Rates.(2006) In: Journal of Money, Credit and Banking.
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2004Macro factors and the term structure of interest rates.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2005Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature.
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2010Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 In: Insper Working Papers.
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2011A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers.
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2002The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach.(2002) In: International Economics Working Papers Series.
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2001A Joint Model for the Term Structure of Interest Rates and the Macroeconomy.(2001) In: International Economics Working Papers Series.
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2001Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy In: International Economics Working Papers Series.
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2001Monetary Unification and the Price of Risk: An Unconditional Analysis In: International Economics Working Papers Series.
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2001Monetary Unification and the Price of Risk: An Unconditional Analysis.(2001) In: International Economics Working Papers Series.
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2001Do Exchange Rates Convert Prices of Risk Across Countries? In: International Economics Working Papers Series.
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