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)

15

H index

19

i10 index

700

Citations

RESEARCH PRODUCTION:

29

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 25
   Journals where Hans Dewachter has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 23 (3.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde388
   Updated: 2019-05-18    RAS profile: 2019-03-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lyrio, Marco (6)

De Jonghe, Olivier (3)

Ongena, Steven (3)

Schepens, Glenn (2)

Mulier, Klaas (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 (21)

Menkhoff, Lukas (14)

Cao, Shuo (12)

Spencer, Peter (12)

Kozicki, Sharon (12)

Byrne, Joseph (12)

Wilfling, Bernd (12)

Korobilis, Dimitris (12)

Ireland, Peter (11)

Tinsley, Peter (11)

Tristani, Oreste (10)

Cites to:

Rudebusch, Glenn (25)

Lyrio, Marco (25)

Piazzesi, Monika (20)

Gertler, Mark (16)

Maes, Konstantijn (15)

Ang, Andrew (15)

Gali, Jordi (15)

Svensson, Lars (14)

Reichlin, Lucrezia (13)

Forni, Mario (12)

Fratzscher, Marcel (12)

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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Working Paper Series / European Central Bank2
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 (2019 and 2018)


YearTitle of citing document
2018The Influence of Political Connections on the Cost of Capital and the Performance of Companies Listed on B3. (2018). da Silva, Jaison Caetano ; Oliveira, Silvio Parodi ; Gambirage, Cinara ; Xavier, Wlamir Gonalves. In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p317-330.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Colletaz, Gilbert ; Popescu, Alexandra ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:694.

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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates. (2018). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1078.

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2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018The Monetary Policy of the ECB: Caring for the Weakest Links. (2018). Drometer, Marcus ; Watzka, Sebastian ; Siemsen, Thomas. In: Kyklos. RePEc:bla:kyklos:v:71:y:2018:i:4:p:537-556.

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2018ON AN INCREASINGLY YIELD CURVE OF KNOWLEDGE. (2018). Emil, Dinga. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:13-25.

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2017Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6571.

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2017Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009.

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2017Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. (2017). Silva, Andre ; Da-Rocha Lopes, Samuel ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12058.

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2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2018Lending standards and macroeconomic dynamics. (2018). Gete, Pedro. In: Working Paper Series. RePEc:ecb:ecbwps:20182207.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

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2018Assessing sovereign default risk: A bottom-up approach. (2018). Trueck, Stefan ; Truck, Stefan ; Kalotay, Egon ; Liu, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:525-542.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2018Did the bank capital relief induced by the Supporting Factor enhance SME lending?. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:36:y:2018:i:c:p:45-57.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2019Bond risk premia in a small open economy with volatile capital flows: The case of Korea. (2019). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:223-243.

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2019Verbal interventions and exchange rate policies: The case of Swiss franc cap. (2019). Söderlind, Paul ; Mirkov, Nikola ; Soderlind, Paul ; Pozdeev, Igor . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:42-54.

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2019The response of multinationals’ foreign exchange rate exposure to macroeconomic news. (2019). Boudt, Kris ; Wauters, Marjan ; Sercu, Piet ; Neely, Christopher J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:32-47.

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2018The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.

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2018What does the yield curve imply about investor expectations?. (2018). Gaus, Eric ; Sinha, Arunima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:248-265.

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2018Governments impact on the financial performance of electric service providers as both regulator and shareholder. (2018). Loch, Murialdo ; Xavier, Wlamir Gonalves ; Pruner, Andre Leonardo ; Marcon, Rosilene. In: Utilities Policy. RePEc:eee:juipol:v:55:y:2018:i:c:p:142-150.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2018Real Time Data. (2018). Rama, Arlind ; Vika, Ilir. In: European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:275.

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2017Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2017-16.

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2017Finance and Inequality : The Distributional Impacts of Bank Credit Rationing. (2017). Choudhary, Ali ; Jain, Anil K. In: International Finance Discussion Papers. RePEc:fip:fedgif:1211.

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2017Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995.

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2017Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2018Optimal Portfolios with Credit Default Swaps. (2018). Ambrosini, Giuseppe ; Menoncin, Francesco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0264-z.

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2018Are International Fund Flows Related to Exchange Rate Dynamics?. (2018). de Haan, Jakob ; Scholtens, Bert ; Li, Suxiao. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9469-5.

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2018What will happen when interest rates go up?. (2018). de Walque, Grégory ; Deroose, M ; de Sola, M ; Boeckx, J ; van Nieuwenhuyse, CH ; Lejeune, TH. In: Economic Review. RePEc:nbb:ecrart:y:2017:m:september:i:iii:p:35-56.

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2019A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas . In: Working Paper Research. RePEc:nbb:reswpp:201902-367.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:489.

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2018Real-time forecasting with macro-finance models in the presence of a zero lower bound. (2018). Krippner, Leo ; Lewis, Michelle. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2018/4.

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2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

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2019The Neo-Fisherianism to Escape Zero Lower Bound. (2019). Chattopadhyay, Siddhartha. In: MPRA Paper. RePEc:pra:mprapa:92669.

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2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:201864.

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2019How do Banks Respond to NPLs? Evidence from the Euro Area. (2018). Marino, Immacolata ; Bruno, Brunella. In: CSEF Working Papers. RePEc:sef:csefwp:513.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2019Cross-market information spillover and the performance of technical trading in the foreign exchange market. (2019). Chang, Yung-Ho. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9440-3.

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2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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2018The Differential Effects of Minority State Ownership Types on the Internationalization of Emerging Market Multinationals from Democratic States. (2018). Arreola, Fernanda ; Bandeira-De, Rodrigo . In: Management International Review. RePEc:spr:manint:v:58:y:2018:i:5:d:10.1007_s11575-018-0352-4.

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2018The effects of conventional and unconventional monetary policy on exchange rates. (2018). Rossi, Barbara ; Inoue, Atsushi. In: Economics Working Papers. RePEc:upf:upfgen:1639.

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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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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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2010An Extended Macro-Finance Model with Financial Factors In: CESifo Working Paper Series.
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2012An Extended Macro-Finance Model with Financial Factors.(2012) 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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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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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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2019Some borrowers are more equal than others: bank funding shocks and credit reallocation 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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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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2015A macro-financial analysis of the euro area sovereign bond market 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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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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article43
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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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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2011Information in the Yield Curve: A Macro-Finance Approach 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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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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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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1997Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences In: Review of World Economics (Weltwirtschaftliches Archiv).
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