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)

16

H index

21

i10 index

819

Citations

RESEARCH PRODUCTION:

34

Articles

54

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 27
   Journals where Hans Dewachter has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 27 (3.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde388
   Updated: 2021-03-01    RAS profile: 2021-02-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Iania, Leonardo (4)

Mulier, Klaas (4)

De Jonghe, Olivier (4)

Schepens, Glenn (4)

Lemke, Wolfgang (3)

Lyrio, Marco (3)

Ongena, Steven (3)

Venditti, Fabrizio (2)

Affinito, Massimiliano (2)

Gonzalez, Clara (2)

Jimborean, Ramona (2)

De Backer, Bruno (2)

Budnik, Katarzyna (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 (24)

Korobilis, Dimitris (17)

Byrne, Joseph (17)

Cao, Shuo (15)

Spencer, Peter (14)

Menkhoff, Lukas (14)

Ireland, Peter (12)

Kozicki, Sharon (12)

Wilfling, Bernd (11)

Taylor, Mark (11)

Tinsley, Peter (11)

Cites to:

Lyrio, Marco (24)

Rudebusch, Glenn (21)

Maes, Konstantijn (16)

Gertler, Mark (16)

Galí, Jordi (15)

Reichlin, Lucrezia (14)

Piazzesi, Monika (14)

Svensson, Lars (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
Journal of International Money and Finance4
Review of World Economics (Weltwirtschaftliches Archiv)4
International Finance2
International Journal of Finance & Economics2
Applied Financial Economics2
Review of Business and Economic Literature2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank3
LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)3
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
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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2021EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Kataryniuk, Iván ; Mora-Bajen, Victor ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2103.

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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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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 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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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2020The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?. (2020). Ozturk, Huseyin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9405-y.

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2020When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749.

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2020Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches. (2020). Eller, Markus ; Comunale, Mariarosaria ; Lahnsteiner, Mathias. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:74.

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2020Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches. (2020). Comunale, Mariarosaria ; Lahnsteiner, Mathias ; Eller, Markus. In: Working Papers. RePEc:onb:oenbwp:229.

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2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162.

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2020How Banks Respond to NPLs? Evidence from the Euro Area. (2019). Marino, Immacolata ; Bruno, Brunella . In: CSEF Working Papers. RePEc:sef:csefwp:513.

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2020Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Hollander, Hylton ; GUPTA, RANGAN ; Steinbach, Rudi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-018-1607-4.

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2020Nonbanks, banks, and monetary policy: U.S. loan-level evidence since the 1990s. (2019). Peydro, Jose-Luis ; Elliott, David ; Turner, B C ; Meisenzahl, Ralf R. In: Economics Working Papers. RePEc:upf:upfgen:1679.

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2020Owe a Bank Millions, the Bank Has a Problem : Credit Concentration in Bad Times. (2020). Correa, Ricardo ; Ortega, Claudia Ruiz ; Ruizortega, Claudia ; Roldan, Jessica ; Morais, Bernardo ; Agarwal, Sumit. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9202.

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2020New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?. (2020). Comunale, Mariarosaria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:617-641.

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2020The Rise of Shadow Banking: Evidence from Capital Regulation. (2020). Meisenzahl, Ralf ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Irani, Rustom. In: EconStor Preprints. RePEc:zbw:esprep:216799.

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2020Natural rate chimera and bond pricing reality. (2020). Goy, Gavin W ; Brand, Claus ; Lemke, Wolfgang. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224546.

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2020Nonbanks, Banks, and Monetary Policy: U.S. Loan-Level Evidence since the 1990s. (2020). Peydro, Jose-Luis ; Elliott, David ; Turner, Bryce ; Meisenzahl, Ralf. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224554.

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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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2012An Extended Macro-Finance Model with Financial Factors In: LIDAM Reprints LFIN.
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paper25
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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article
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.
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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.
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paper34
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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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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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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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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paper19
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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article82
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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article44
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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1993Testing for Forecasting Poential in the Bispectrum. In: Centro de Estudios Monetarios Y Financieros-.
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1993Dependent or Independent Nonlinearity in Speculative Returns. In: Centro de Estudios Monetarios Y Financieros-.
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1994The Information Content of Options on the IBEX-35. In: Centro de Estudios Monetarios Y Financieros-.
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paper2
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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2011A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation.(2011) In: MPRA Paper.
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2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics In: Insper Working Papers.
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2011Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics.(2011) In: Review of Business and Economic Literature.
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2005The economic value of technical trading rules: a nonparametric utility-based approach In: International Journal of Finance & Economics.
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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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2007Limits to international arbitrage: an empirical evaluation In: International Journal of Finance & Economics.
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2006A joint model for the term structure of interest rates and the macroeconomy In: Journal of Applied Econometrics.
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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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1999Effectiveness of Monetary Policy in Euroland In: Empirica.
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1993A chaotic model of the exchange rate: The role of fundamentalists and chartists In: Open Economies Review.
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2001An Affine Model for International Bond Markets 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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2003Monetary unification and the price of risk: An unconditional analysis.(2003) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2001An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 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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2001Fitting Correlations Within and Between Bond Markets In: International Economics Working Papers Series.
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2016Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy In: Financial Stability Review.
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2006A multi-factor model for the valuation and risk managment of demand deposits In: Working Paper Research.
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2008Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model In: Working Paper Research.
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2016The response of euro area sovereign spreads to the ECB unconventional monetary policies In: Working Paper Research.
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2008Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates In: NBER Chapters.
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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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2006A Structural Macro Model of the Yield Curve In: Computing in Economics and Finance 2006.
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2011Introduction In: Review of Business and Economic Literature.
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1996Modelling interest rate volatility: Regime switches and level links In: Review of World Economics (Weltwirtschaftliches Archiv).
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1997Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences In: Review of World Economics (Weltwirtschaftliches Archiv).
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2012Spatial propagation of macroeconomic shocks in Europe In: Review of World Economics (Weltwirtschaftliches Archiv).
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1996Charts as signals in Markov switching world In: Applied Economics Letters.
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2001Measuring convergence speed of asset prices toward a pre-announced target In: Applied Financial Economics.
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1999Setting futures margins: the extremes approach In: Applied Financial Economics.
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2007Ageing and the Relative Price of Nontradeables In: Tinbergen Institute Discussion Papers.
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2012Fiscal activism and the cost of debt financing In: International Journal of Finance & Economics.
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