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

20

i10 index

731

Citations

RESEARCH PRODUCTION:

33

Articles

51

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 25
   Journals where Hans Dewachter has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 27 (3.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde388
   Updated: 2020-08-09    RAS profile: 2020-06-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lyrio, Marco (4)

Schepens, Glenn (3)

Mulier, Klaas (3)

Ongena, Steven (3)

Lemke, Wolfgang (3)

Jimborean, Ramona (2)

Affinito, Massimiliano (2)

Venditti, Fabrizio (2)

De Backer, Bruno (2)

Budnik, Katarzyna (2)

De Jonghe, Olivier (2)

Gonzalez, Clara (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)

Korobilis, Dimitris (13)

Byrne, Joseph (13)

Cao, Shuo (12)

Kozicki, Sharon (12)

Spencer, Peter (12)

Wilfling, Bernd (12)

Ireland, Peter (11)

Tinsley, Peter (11)

Taylor, Mark (11)

Cites to:

Rudebusch, Glenn (25)

Lyrio, Marco (25)

Piazzesi, Monika (20)

Gertler, Mark (16)

Ang, Andrew (15)

Maes, Konstantijn (15)

Gali, Jordi (15)

Svensson, Lars (14)

Reichlin, Lucrezia (14)

Forni, Mario (13)

Fratzscher, Marcel (12)

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
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
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 (2020 and 2019)


YearTitle of citing document
2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:7.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2019Should the CCYB be enhanced with a sectoral dimension? The case of Italy. (2019). Pacella, Claudia ; Fiori, Roberta . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_499_19.

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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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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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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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2019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19.

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2019The Countercyclical Capital Buffer and the Composition of Bank Lending. (2019). Auer, Raphael ; Ongena, Steven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7815.

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2019The countercyclical capital buffer and the composition of bank lending. (2019). Auer, Raphael ; Ongena, Steven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13942.

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2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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2019Capital regulations and the management of credit commitments during crisis times. (2019). Valderrama, Maria Teresa ; Pelzl, Paul. In: DNB Working Papers. RePEc:dnb:dnbwpp:661.

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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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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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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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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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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: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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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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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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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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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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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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2019The effects of conventional and unconventional monetary policy on exchange rates. (2019). Inoue, Atsushi ; Rossi, Barbara. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:419-447.

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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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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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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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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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2019Bank shocks and firm performance: New evidence from the sovereign debt crisis. (2019). Tsoukas, Serafeim ; Spaliara, Marina-Eliza ; Farinha, Luisa. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300208.

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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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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 ; Soderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola . 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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2019Carry trades, agent heterogeneity and the exchange rate. (2019). Tong, Bin ; Zhou, Chun-Yang ; Li, Xiao-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:343-358.

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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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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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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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2018The Effects of Higher Bank Capital Requirements on Credit in Peru. (2018). Vardy, Felix ; Ratnovski, Lev ; Presbitero, Andrea ; Martinez Peria, Maria ; Jutrsa, David ; Fang, Xiang. In: IMF Working Papers. RePEc:imf:imfwpa:18/222.

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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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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201903.

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2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

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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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2019On the Link Between the Volatility and Skewness of Growth. (2019). Popov, Alexander ; Bekaert, Geert. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:4:d:10.1057_s41308-019-00092-2.

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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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2019The Real Effects of Credit Supply: Review, Synthesis, and Future Directions. (2019). Mariathasan, Mike ; Okatan, Nejat G ; Mulier, Klaas ; Guler, Ozan. In: MPRA Paper. RePEc:pra:mprapa:96542.

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2019Gold, Platinum and the Predictability of Bond Risk Premia. (2019). GUPTA, RANGAN ; Demirer, Riza ; Wohar, Mark E ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201967.

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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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2019Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Rostom, Ahmed ; Nguyen, Duc Khuong. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

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2019Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Stasinakis, Charalampos ; Fernandes, Filipa . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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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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2019Nonbanks, 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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2019Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019.

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2019Nonbanks, Banks, and Monetary Policy: U.S. Loan-Level Evidence since the 1990s. (2019). Elliott, David ; Turner, Bryce C ; Peydro, Jose-Luis ; Meisenzahl, Ralf. In: EconStor Preprints. RePEc:zbw:esprep:216796.

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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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2018Bank response to higher capital requirements: Evidence from a quasi-natural experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas. In: SAFE Working Paper Series. RePEc:zbw:safewp:156.

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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203484.

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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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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
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2004The Effect of Monetary Unification on German Bond Markets In: European Financial Management.
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2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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2001The Effect of Monetary Unification on German Bond Markets.(2001) In: International Economics Working Papers Series.
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1999Explaining Recent European Exchange-Rate Stability. In: International Finance.
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2000Multiple Equilibria and the Credibility of the Brazilian Crawling Peg, 1995-1998. In: International Finance.
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1999Multiple Equilibria and the Credibility of the Brazilian Crawling-Peg, 1995-1998.(1999) In: International Economics Working Papers Series.
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2010An Extended Macro-Finance Model with Financial Factors In: CESifo Working Paper 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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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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2011An Extended Macro-Finance Model with Financial Factors 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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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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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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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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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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