Thibaut Duprey : Citation Profile


Are you Thibaut Duprey?

Bank of Canada

6

H index

2

i10 index

136

Citations

RESEARCH PRODUCTION:

3

Articles

23

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 17
   Journals where Thibaut Duprey has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 10 (6.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu324
   Updated: 2022-01-15    RAS profile: 2022-01-05    
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Relations with other researchers


Works with:

Klaus, Benjamin (4)

Ueberfeldt, Alexander (3)

Peltonen, Tuomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thibaut Duprey.

Is cited by:

Kim, Hyeongwoo (4)

GUPTA, RANGAN (4)

Kisten, Theshne (3)

Parisi, Laura (3)

Pfeifer, Lukáš (3)

Borel-Mathurin, Fabrice (3)

Canale, Rosaria Rita (3)

De Grauwe, Paul (3)

Loisel, Stéphane (3)

Napolitano, Oreste (3)

Giudici, Paolo (3)

Cites to:

Drehmann, Mathias (13)

BORIO, Claudio (8)

Tsatsaronis, Kostas (7)

Schularick, Moritz (6)

Taylor, Alan (6)

Jorda, Oscar (6)

CLERC, Laurent (6)

Klaus, Benjamin (6)

Flannery, Mark (5)

Adrian, Tobias (5)

Saurina, Jesús (5)

Main data


Where Thibaut Duprey has published?


Working Papers Series with more than one paper published# docs
Staff Analytical Notes / Bank of Canada6
Staff Working Papers / Bank of Canada5
Working Papers / HAL2
Working Paper Series / European Central Bank2

Recent works citing Thibaut Duprey (2021 and 2020)


YearTitle of citing document
2020Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04.

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2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2020At-risk measures and financial stability. (2020). Moreno, Maria Rodriguez ; Rodriguezmoreno, Maria ; Galan, Jorge E. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2020:i:autumn:n:3.

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2020The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007.

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2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

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2021Answering the Queen: Machine learning and financial crises. (2021). Howell, Michael ; Fouliard, Jeremy ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:926.

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2020Financial Shocks and Credit Cycles. (2020). Pestova, Anna ; Akhmetov, Renat ; Pankova, Vera ; Mamonov, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2020Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices. (2020). Rakovská, Zuzana. In: Working Papers. RePEc:cnb:wpaper:2020/13.

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2020Growth-at-Risk: Bayesian Approach. (2020). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2020/3.

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Financial Stability and Economic Growth Nexus: Evidence from Sub-Saharan Africa using Panel Data. (2021). Muda, Paul ; MacCarthy, John ; Ahulu, Helena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-2.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2021Endogenous growth, firm heterogeneity and the long-run impact of financial crises. (2021). Schmitz, Tom. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302671.

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2020SME lending and banking system stability: Some mechanisms at work. (2020). Mehrotra, Aaron ; Brei, Michael ; Gadanecz, Blaise. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014118303789.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2021Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

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2020.

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2020.

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2021A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168.

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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2021Islamic Financial Depth, Financial Intermediation, and Sustainable Economic Growth: ARDL Approach. (2021). Setiawan, Budi ; Sagi, Judit ; Saleem, Adil. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:49-:d:530543.

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2021State-Owned Commercial Banks. (2021). Panizza, Ugo. In: IHEID Working Papers. RePEc:gii:giihei:heidwp09-2021.

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2020A New Financial Stress Index for Ukraine. (2020). Filatov, Vladyslav. In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2020.

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2020Bank funding and liquidity in an emerging market. (2020). Dang, Van Dan. In: International Journal of Economic Policy in Emerging Economies. RePEc:ids:ijepee:v:13:y:2020:i:3:p:256-272.

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2020Markov-Switching Model of Family Income Quintile Shares. (2020). Papanikolaou, Nikolaos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:2:d:10.1007_s11293-020-09664-4.

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2020The amplifier/divider mechanism of the financial cycle. (2020). CHAFIK, Omar. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00448-z.

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2021Dynamic linkages among financial stability, house prices and residential investment in Greece. (2021). Anastasiou, Dimitrios ; Kapopoulos, Panayotis. In: MPRA Paper. RePEc:pra:mprapa:107833.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046.

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2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202102.

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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111.

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2021The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?. (2021). GUPTA, RANGAN ; Kim, Won Joong ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202184.

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2021Financial Conditions and Downside Risk to Economic Activity in Australia. (2021). Hartigan, Luke ; Wright, Michelle . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-03.

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2020Indice agrégé de stabilité financière au Maroc. (2020). Dehmej, Salim ; Mikou, Mohammed . In: Document de travail. RePEc:ris:bkamdt:2020_002.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Forecasting financial stress indices in Korea: a factor model approach. (2020). Kim, Hyeongwoo ; Shi, Wen. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01744-y.

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2021Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2021The Impact of Seven Macroprudential Policy Instruments on Financial Stability in Six Euro Area Economies. (2021). Mejra, Festi ; Eva, Loreni . In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:21:y:2021:i:3:p:259-290:n:3.

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2021Ex-post-Analyse der Wirkungen des COVID-19-Maßnahmenpaketes auf die Unternehmensliquidität. (2021). Pekanov, Atanas ; Kaniovski, Serguei ; Url, Thomas. In: WIFO Studies. RePEc:wfo:wstudy:67189.

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2021Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

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2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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2021Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

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2020Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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Works by Thibaut Duprey:


YearTitleTypeCited
2020Canadian Financial Stress and Macroeconomic Conditions In: Discussion Papers.
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paper4
2020Canadian Financial Stress and Macroeconomic Condition.(2020) In: Canadian Public Policy.
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This paper has another version. Agregated cites: 4
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2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
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paper74
2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 74
paper
2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 74
article
2016Bank Screening Heterogeneity In: Staff Working Papers.
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paper0
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
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paper11
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 11
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2020Managing GDP Tail Risk In: Staff Working Papers.
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2021Shaping the future: Policy shocks and the GDP growth distribution In: Staff Working Papers.
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2017A Barometer of Canadian Financial System Vulnerabilities In: Staff Analytical Notes.
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paper1
2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation In: Staff Analytical Notes.
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paper1
2018How to Manage Macroeconomic and Financial Stability Risks: A New Framework In: Staff Analytical Notes.
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paper9
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
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paper1
2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities In: Staff Analytical Notes.
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paper3
2021Household financial vulnerabilities and physical climate risks In: Staff Analytical Notes.
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paper0
2013Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations. In: Working papers.
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2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: PSE Working Papers.
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This paper has another version. Agregated cites: 0
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2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2014Bank Capital Adjustment Process and Aggregate Lending. In: Working papers.
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2014Macroprudential framework:key questions applied to the French case. In: Occasional papers.
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2017A financial stress index for the United Kingdom In: Bank of England working papers.
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2015Do publicly owned banks lend against the wind? In: Post-Print.
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2015Do publicly owned banks lend against the wind?.(2015) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has another version. Agregated cites: 9
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2015Do Publicly Owned Banks Lend Against the Wind?.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 9
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2013Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle In: Working Papers.
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