Hans Dewachter : Citation Profile


Are you Hans Dewachter?

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

17

H index

25

i10 index

959

Citations

RESEARCH PRODUCTION:

36

Articles

59

Papers

5

Chapters

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 30
   Journals where Hans Dewachter has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 30 (3.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde388
   Updated: 2022-05-14    RAS profile: 2022-03-06    
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Relations with other researchers


Works with:

Ongena, Steven (6)

De Backer, Bruno (5)

Schepens, Glenn (4)

Mulier, Klaas (4)

Iania, Leonardo (4)

De Jonghe, Olivier (4)

Lyrio, Marco (3)

Lemke, Wolfgang (3)

Venditti, Fabrizio (2)

Budnik, Katarzyna (2)

Gonzalez, Clara (2)

Affinito, Massimiliano (2)

Jimborean, Ramona (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)

Korobilis, Dimitris (17)

Byrne, Joseph (17)

Cao, Shuo (15)

Spencer, Peter (14)

Menkhoff, Lukas (14)

Ireland, Peter (12)

Wilfling, Bernd (12)

Kozicki, Sharon (12)

Taylor, Mark (11)

Tinsley, Peter (11)

Cites to:

Lyrio, Marco (26)

Rudebusch, Glenn (21)

Gertler, Mark (16)

Maes, Konstantijn (16)

Galí, Jordi (15)

Svensson, Lars (14)

Piazzesi, Monika (14)

Reichlin, Lucrezia (14)

Forni, Mario (13)

Fratzscher, Marcel (12)

Clarida, Richard (11)

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
International Journal of Finance & Economics2
Review of Business and Economic Literature2
Journal of Applied Econometrics2
Applied Financial Economics2
International Finance2

Working Papers Series with more than one paper published# docs
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)4
Working Paper Series / European Central Bank3
MPRA Paper / University Library of Munich, Germany3
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 (2021 and 2020)


YearTitle of citing document
2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08.

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2021Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets. (2021). Wang, Tianyi ; Yu, Mei ; Cheng, Zhiyong ; Deng, Jun. In: Papers. RePEc:arx:papers:2102.04591.

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2021Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104.

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2021EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Mora-Bajen, Victor. In: Working Papers. RePEc:bde:wpaper:2103.

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2021Zombie firms and the take-up of support measures during Covid-19.. (2021). Sette, Enrico ; Rodano, Giacomo ; Pelosi, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_650_21.

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2020Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021Good Connections: Bank Specialization and the Tariff Elasticity of Exports. (2021). mayer, thierry ; Berthou, Antoine ; Jean-Stephane, Mesonnier. In: Working papers. RePEc:bfr:banfra:814.

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2021Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer. In: Working papers. RePEc:bfr:banfra:817.

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2022Bank Local Specialization. (2022). Mésonnier, Jean-Stéphane ; Paravisini, Daniel ; Mazet-Sonilhac, Clement ; Duquerroy, Anne. In: Working papers. RePEc:bfr:banfra:865.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2021The real effects of banks corporate credit supply: A literature review. (2021). Okatan, Nejat ; Mulier, Klaas ; Mariathasan, Mike ; Guler, Ozan. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1252-1285.

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2021Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441.

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2021The interaction between macroprudential policy and monetary policy: Overview. (2021). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Hills, Robert ; Sinha, Sonalika ; Pedrono, Justine. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:1-19.

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2021Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143.

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2021The transmission of bank capital requirements and monetary policy to bank lending in Germany. (2021). Vogel, Ursula ; Imbierowicz, Bjorn ; Loffler, Axel. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:144-164.

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2021Le Pont de Londres: Interactions between monetary and prudential policies in cross?border lending. (2021). Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Bussiere, Matthieu ; Pedrono, Justine ; Hills, Robert. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:61-86.

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2021The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2021). Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin ; Zhang, Xin ; Juelsrud, Ragnar ; Grodeckamessi, Anna. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:87-116.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2020The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2020). Zhang, Xin ; Juelsrud, Ragnar ; Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin. In: Working Paper. RePEc:bno:worpap:2020_08.

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2020The interaction between macroprudential policy and monetary policy: overview. (2020). Sinha, Sonalika ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Cao, Jin ; Bussiere, Matthieu ; Styrin, Konstantin ; Sowerbutts, Rhiannon ; Shina, Sonalika ; Pedrono, Justine ; Hills, Robert ; de Haan, Jakob. In: Bank of England working papers. RePEc:boe:boeewp:0886.

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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, Dimitrios ; Gibson, Heather ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:283.

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2021The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel. (2021). Benchimol, Jonathan ; Ben-Ze'Ev Noam, ; Yossi, Saadon ; Sigal, Ribon ; Michael, Kahn ; Inon, Gamrasni ; Yitzchak, Shizgal ; Asaf, Segal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.02.

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2020The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2020Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia. (2020). Hamed, Alhoshan ; Nizar, Harrathi. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:16:y:2020:i:1:p:18:n:1.

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2020Forecasting the unemployment rate over districts with the use of distinct methods. (2020). Marcin, Wozniak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:2.

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2020Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/20.

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2021The Long-Term Effects of Capital Requirements. (2021). Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni ; Rochet, Jean-Charles. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9115.

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2021Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915.

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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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2021Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers. (2021). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/04.

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2020Does Capital-Based Regulation Affect Bank Pricing Policy?. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/5.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.

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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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2021AN ESTIMATED DSGE MODEL WITH LEARNING BASED ON TERM STRUCTURE INFORMATION. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:25:y:2021:i:7:p:1635-1665_1.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
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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2020Compositional effects of O-SII capital buffers and the role of monetary policy. (2020). Reghezza, Alessio ; Spaggiari, Martina ; Dacri, Costanza Rodriguez ; Cappelletti, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20202440.

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2020Banking euro area stress test model. (2020). Volk, Matjaž ; Kleemann, Michael ; Budnik, Katarzyna ; Balatti, Mirco ; Sienko, Nadeda ; Sarychev, Andrei ; Sanna, Francesco ; Reichenbachas, Tomas ; Gross, Johannes ; Dimitrov, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202469.

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2021Tracking growth in the euro area subject to a dimensionality problem. (2021). Comunale, Mariarosaria ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20212591.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

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2020Banks and the real economy: An assessment of the research. (2020). Wilson, John ; Molyneux, Philip ; John , ; Berger, Allen N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919307813.

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2020Do stress tests affect bank liquidity creation?. (2020). Onali, Enrico ; Chevapatrakul, Thanaset ; Ahmed, Shamim ; Vu, Thach. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300663.

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2020A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Tunaru, Radu ; Fringuellotti, Fulvia ; Farkas, Walter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

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2021The real effects of bank taxation: Evidence for corporate financing and investment. (2021). Wilson, John ; John , ; Chronopoulos, Dimitris K ; Sobiech, Anna L. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001103.

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2020European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470.

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2021MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.

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2022The Euro Area credit crunch conundrum: Was it demand or supply driven?. (2022). Serati, Massimiliano ; Venegoni, Andrea ; Pacicco, Fausto. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002698.

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2022The excess sensitivity of long-term interest rates and central bank credibility. (2022). Park, Kwangyong. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002972.

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2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

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2020Bank fee-based shocks and the U.S. business cycle. (2020). Theoret, Raymond ; Calmes, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940817303595.

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2021Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration. (2021). Lee, Lung-Fei ; Yang, Kai. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:337-367.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2021Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079.

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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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2021How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000310.

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2020Better the devil you know: Home and sectoral biases in bank lending. (2020). Ureche-Rangau, L ; Burietz, A. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:69-85.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560.

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2020Bank credit supply and firm innovation behavior in the financial crisis. (2020). Giebel, Marek ; Kraft, Kornelius. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302235.

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2021How financial shocks transmit to the real economy? Banking business models and firm size. (2021). Vinas, Frederic. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302703.

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2021The real effects of capital requirements and monetary policy: Evidence from the United Kingdom. (2021). Wieladek, Tomasz ; Kneer, Christiane ; de Marco, Filippo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001965.

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2021Monetary easing and the lending concentration channel of monetary policy transmission. (2021). Antoniades, Adonis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002533.

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2022Banks’ complexity-risk nexus and the role of regulation. (2022). Vogel, Ursula ; Martynova, Natalya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621000789.

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2022Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions. (2022). Ratnovski, Lev ; Presbitero, Andrea F ; Peria, Soledad Martinez ; Jutrsa, David ; Fang, Xiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662030073x.

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2020The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Brůna, Karel ; van Tran, Quang ; Bruna, Karel . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:384-402.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2021Geographic diversification and bank lending during crises. (2021). Doerr, Sebastian ; Schaz, Philipp. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:768-788.

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2020Risk-weighted capital requirements and portfolio rebalancing. (2020). Wold, Ella Getz ; Juelsrud, Ragnar E. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:41:y:2020:i:c:s1042957318300755.

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2020Evaluating the impact of macroprudential policies on credit growth in Colombia. (2020). Murcia, Andrés ; Mendoza, Juan Carlos ; Lizarazo, Angelica ; Gomez, Esteban. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957319300592.

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2020Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362.

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2020Finland’s slow recovery from the financial crisis: A demographic explanation. (2020). Vanne, Reijo ; Vaittinen, Risto. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x16300585.

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2021The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

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2021Bank response to policy-related changes in capital requirements. (2021). Volk, Matja ; Sivec, Vasja. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:868-877.

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2021The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Gregoriou, Greg N ; Theoret, Raymond. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

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2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

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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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2020Does the Yield Curve Predict Output?. (2020). Haubrich, Joseph. In: Working Papers. RePEc:fip:fedcwq:89008.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-06.

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

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2020Bank Capital and Real GDP Growth. (2020). Kovner, Anna ; Giannone, Domenico ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:89123.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712.

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2021Macroprudential tools, credit growth and financial stability: Lessons from Central and Eastern European countries. (2021). Nioi, Mihai ; Zeldea, Cristina-Georgiana. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:11:y:2021:i:6:p:156-178.

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2021Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz ; Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900.

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2021The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Kumar, Ronald ; Thu, Hang Thi ; Stauvermann, Peter Josef. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:62-:d:491763.

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2021Private equity and bank capital requirements: Evidence from European firms. (2021). Lavery, Paul ; Tsoukas, Serafeim ; Spaliara, Marina-Eliza. In: Working Papers. RePEc:gla:glaewp:2021_11.

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2020The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2020). Zhang, Xin ; Juelsrud, Ragnar ; Grodecka, Anna ; Dinger, Valeriya ; Cao, Jin. In: Working Paper Series. RePEc:hhs:rbnkwp:0392.

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2020Home sweet home: The effects of housing loan subsidies on the housing market in Croatia. (2020). Zilic, Ivan ; Author-Name, Davor Kunovac. In: Working Papers. RePEc:hnb:wpaper:60.

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2020How Should Credit Gaps Be Measured? An Application to European Countries. (2020). Detragiache, Enrica ; Shahmoradi, Asghar ; Musayev, Anvar ; Mineshima, Aiko ; Harrison, Olamide ; Dell'Erba, Salvatore ; Baba, Chikako. In: IMF Working Papers. RePEc:imf:imfwpa:2020/006.

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2020Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Working Papers. RePEc:ipg:wpaper:2020-006.

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2021Half Century of Gold Price: Regime-Switching and Forecasting Framework. (2021). Zhao, Yiqiang Q ; Anh, Nguyen Bao. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:1-18.

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More than 100 citations found, this list is not complete...

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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paper
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 another version. Agregated cites: 0
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 another version. Agregated cites: 0
article
2012An Extended Macro-Finance Model with Financial Factors In: LIDAM Reprints LFIN.
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paper27
2010An Extended Macro-Finance Model with Financial Factors.(2010) In: CESifo Working Paper Series.
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paper
2011An Extended Macro-Finance Model with Financial Factors.(2011) In: Journal of Financial and Quantitative Analysis.
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article
2009An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper.
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paper
2009An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 27
paper
2014Information in the yield curve: A macro-finance approach In: LIDAM Reprints LFIN.
[Citation analysis]
paper38
2011Information in the Yield Curve: A Macro-Finance Approach.(2011) In: Insper Working Papers.
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This paper has another version. Agregated cites: 38
paper
2014Information in the yield curve: A Macro-Finance approach.(2014) In: Working Paper Research.
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paper
2014INFORMATION IN THE YIELD CURVE: A MACRO?FINANCE APPROACH.(2014) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 38
article
2015A macro-financial analysis of the euro area sovereign bond market In: LIDAM Reprints LFIN.
[Citation analysis]
paper38
2015A macro-financial analysis of the euro area sovereign bond market.(2015) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 38
article
2014A macro-financial analysis of the euro area sovereign bond market.(2014) In: Working Paper Research.
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This paper has another version. Agregated cites: 38
paper
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
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paper1
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2004The Effect of Monetary Unification on German Bond Markets In: European Financial Management.
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article10
2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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This paper has another version. Agregated cites: 10
paper
2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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This paper has another version. Agregated cites: 10
paper
1999Explaining Recent European Exchange?Rate Stability In: International Finance.
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article10
2000Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 In: International Finance.
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article1
1999Multiple Equilibria and the Credibility of the Brazilian Crawling-Peg, 1995-1998.(1999) In: International Economics Working Papers Series.
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This paper has another 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.
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paper47
2019Some borrowers are more equal than others: bank funding shocks and credit reallocation.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 47
paper
2018Some borrowers are more equal than others: Bank funding shocks and credit reallocation.(2018) In: Working Paper Research.
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paper
2020Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation*.(2020) In: Review of Finance.
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This paper has another version. Agregated cites: 47
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-.
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This paper has another 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-.
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This paper has another 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-.
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This paper has another version. Agregated cites: 2
paper
1998Stochastic Process Switching and Stage III of EMU In: CEPR Discussion Papers.
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paper4
1999The European Central Bank: Decision Rules and Macroeconomic Performance In: CEPR Discussion Papers.
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paper7
1990A Chaotic Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
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paper18
1993A Chaotic Monetary Model of the Exchange Rate.(1993) In: International Economic Association Series.
[Citation analysis]
This paper has another version. Agregated cites: 18
chapter
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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paper26
2018A macro-financial analysis of the corporate bond market In: Working Paper Series.
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paper0
2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
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paper
2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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This paper has another version. Agregated cites: 0
article
2020Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions In: Journal of Corporate Finance.
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article63
2016Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions.(2016) In: Working Paper Research.
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This paper has another version. Agregated cites: 63
paper
2014Endogenous risk in a DSGE model with capital-constrained financial intermediaries In: Journal of Economic Dynamics and Control.
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article42
2012Endogenous risk in a DSGE model with capital-constrained financial intermediaries.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 42
paper
1998Expectation revisions and jumps in asset prices In: Economics Letters.
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article0
2002Do asymmetries matter for European monetary policy? In: European Economic Review.
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article83
2014Do Asymmetries Matter for European Monetary Policy?.(2014) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 83
chapter
1999Price dynamics under stochastic process switching: some extensions and an application to EMU1 In: Journal of International Money and Finance.
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article17
2001Can Markov switching models replicate chartist profits in the foreign exchange market? In: Journal of International Money and Finance.
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article47
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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article3
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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This paper has another version. Agregated cites: 3
paper
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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article23
2003Macro factors and the Term Structure of Interest Rates In: ERIM Report Series Research in Management.
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paper211
2003Macro Factors and the Term Structure of Interest Rates.(2003) In: International Economics Working Papers Series.
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paper
2002Macro Factors and the Term Structure of Interest Rates.(2002) In: International Economics Working Papers Series.
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paper
2006Macro Factors and the Term Structure of Interest Rates.(2006) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 211
article
2004Macro factors and the term structure of interest rates.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
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This paper has another version. Agregated cites: 211
paper
2005Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature.
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article0
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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paper6
2011A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers.
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paper2
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 another version. Agregated cites: 2
paper
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Insper Working Papers.
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paper2
2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics.(2011) In: Review of Business and Economic Literature.
[Citation analysis]
This paper has another version. Agregated cites: 2
article
2005The economic value of technical trading rules: a nonparametric utility-based approach In: International Journal of Finance & Economics.
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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 another version. Agregated cites: 11
paper
2007Limits to international arbitrage: an empirical evaluation In: International Journal of Finance & Economics.
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article1
2006A joint model for the term structure of interest rates and the macroeconomy In: Journal of Applied Econometrics.
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article31
2001A Joint Model for the Term Structure of Interest Rates and the Macroeconomy.(2001) In: International Economics Working Papers Series.
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paper
2006A joint model for the term structure of interest rates and the macroeconomy.(2006) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 31
article
1999Effectiveness of Monetary Policy in Euroland In: Empirica.
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article4
1993A chaotic model of the exchange rate: The role of fundamentalists and chartists In: Open Economies Review.
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article42
2001An Affine Model for International Bond Markets In: International Economics Working Papers Series.
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paper3
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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paper4
2001Monetary Unification and the Price of Risk: An Unconditional Analysis In: International Economics Working Papers Series.
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paper0
2001Monetary Unification and the Price of Risk: An Unconditional Analysis.(2001) In: International Economics Working Papers Series.
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2003Monetary unification and the price of risk: An unconditional analysis.(2003) In: Review of World Economics (Weltwirtschaftliches Archiv).
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article
2001An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates In: International Economics Working Papers Series.
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paper15
2001Do Exchange Rates Convert Prices of Risk Across Countries? In: International Economics Working Papers Series.
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paper0
2001Fitting Correlations Within and Between Bond Markets In: International Economics Working Papers Series.
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paper1
2016Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy In: Financial Stability Review.
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article6
2006A multi-factor model for the valuation and risk managment of demand deposits In: Working Paper Research.
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paper4
2008Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model In: Working Paper Research.
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paper4
2016The response of euro area sovereign spreads to the ECB unconventional monetary policies In: Working Paper Research.
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paper12
2008Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates In: NBER Chapters.
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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.
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paper1
2006A Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2006.
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paper1
2011Introduction In: Review of Business and Economic Literature.
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article0
1996Modelling interest rate volatility: Regime switches and level links In: Review of World Economics (Weltwirtschaftliches Archiv).
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article7
1997Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences In: Review of World Economics (Weltwirtschaftliches Archiv).
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article17
2012Spatial propagation of macroeconomic shocks in Europe In: Review of World Economics (Weltwirtschaftliches Archiv).
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article5
1996Charts as signals in Markov switching world In: Applied Economics Letters.
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article0
2001Measuring convergence speed of asset prices toward a pre-announced target In: Applied Financial Economics.
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article1
1999Setting futures margins: the extremes approach In: Applied Financial Economics.
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article12
2007Ageing and the Relative Price of Nontradeables In: Tinbergen Institute Discussion Papers.
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paper7
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.
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