7
H index
7
i10 index
360
Citations
Brown University | 7 H index 7 i10 index 360 Citations RESEARCH PRODUCTION: 5 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Duarte. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Liberty Street Economics / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 8 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
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2021 | Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06. Full description at Econpapers || Download paper | |
2021 | Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Price mediated contagion through capital ratio requirements. (2019). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1910.12130. Full description at Econpapers || Download paper | |
2021 | Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121. Full description at Econpapers || Download paper | |
2021 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160. Full description at Econpapers || Download paper | |
2021 | Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110. Full description at Econpapers || Download paper | |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper | |
2021 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2022 | Borrowing Constraints in Emerging Markets. (2022). Sangiacomo, Maximo ; Camara, Santiago. In: Papers. RePEc:arx:papers:2211.10864. Full description at Econpapers || Download paper | |
2021 | The Side Effects of Safe Asset Creation. (2021). Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:21-34. Full description at Econpapers || Download paper | |
2021 | Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Papers. RePEc:bge:wpaper:1246. Full description at Econpapers || Download paper | |
2022 | Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67. Full description at Econpapers || Download paper | |
2021 | Measuring heterogeneity in banks interest rate setting in Russia. (2021). Sinyakov, Andrey ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia ; Popova, Svetlana. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps77. Full description at Econpapers || Download paper | |
2021 | Recovering the market risk premium from higher?order moment risks. (2021). Rompolis, Leonidas ; Chalamandaris, George. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186. Full description at Econpapers || Download paper | |
2021 | Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102. Full description at Econpapers || Download paper | |
2022 | Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921. Full description at Econpapers || Download paper | |
2021 | Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143. Full description at Econpapers || Download paper | |
2021 | Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878. Full description at Econpapers || Download paper | |
2021 | The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra. In: Bank of England working papers. RePEc:boe:boeewp:0902. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03. Full description at Econpapers || Download paper | |
2022 | Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14. Full description at Econpapers || Download paper | |
2022 | Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications. (2022). Sudo, Nao ; Hogen, Yoshihiko ; Koide, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e15. Full description at Econpapers || Download paper | |
2022 | The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251. Full description at Econpapers || Download paper | |
2022 | Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111. Full description at Econpapers || Download paper | |
2021 | Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5. Full description at Econpapers || Download paper | |
2021 | Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers. (2021). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/04. Full description at Econpapers || Download paper | |
2021 | Deriving Equity Risk Premium Using Dividend Futures. (2021). Časta, Martin. In: Working Papers. RePEc:cnb:wpaper:2021/1. Full description at Econpapers || Download paper | |
2021 | Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en. Full description at Econpapers || Download paper | |
2021 | Monetary and macroprudential policy: The multiplier effects of cooperation.. (2021). Bassi, Federico ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def110. Full description at Econpapers || Download paper | |
2021 | Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20222671. Full description at Econpapers || Download paper | |
2022 | Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757. Full description at Econpapers || Download paper | |
2021 | Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013. Full description at Econpapers || Download paper | |
2022 | Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Yeromonahos, Mallory ; Gortz, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000355. Full description at Econpapers || Download paper | |
2022 | Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598. Full description at Econpapers || Download paper | |
2022 | Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674. Full description at Econpapers || Download paper | |
2022 | Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475. Full description at Econpapers || Download paper | |
2021 | Macroprudential policy coordination in a currency union. (2021). Jia, Pengfei ; Jackson, Timothy ; Agenor, Pierre-Richard. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001409. Full description at Econpapers || Download paper | |
2021 | Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1147-1160. Full description at Econpapers || Download paper | |
2022 | A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:353-367. Full description at Econpapers || Download paper | |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper | |
2022 | Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405. Full description at Econpapers || Download paper | |
2021 | Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005. Full description at Econpapers || Download paper | |
2021 | Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133. Full description at Econpapers || Download paper | |
2021 | CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170. Full description at Econpapers || Download paper | |
2022 | Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596. Full description at Econpapers || Download paper | |
2021 | Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191. Full description at Econpapers || Download paper | |
2021 | Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229. Full description at Econpapers || Download paper | |
2022 | Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727. Full description at Econpapers || Download paper | |
2022 | Information networks in the financial sector and systemic risk. (2022). Rush, Stephen ; Borochin, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002788. Full description at Econpapers || Download paper | |
2022 | Simulating fire sales in a system of banks and asset managers. (2022). Ochowski, Dawid ; Haaj, Grzegorz ; Calimani, Susanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842661930281x. Full description at Econpapers || Download paper | |
2021 | Mandatory disclosure and financial contagion. (2021). Barlevy, Gadi ; Alvarez, Fernando. In: Journal of Economic Theory. RePEc:eee:jetheo:v:194:y:2021:i:c:s0022053121000545. Full description at Econpapers || Download paper | |
2021 | Time-varying state variable risk premia in the ICAPM. (2021). Karehnke, Paul ; Boons, Martijn ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:428-451. Full description at Econpapers || Download paper | |
2021 | Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504. Full description at Econpapers || Download paper | |
2021 | Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859. Full description at Econpapers || Download paper | |
2021 | Technological 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. Full description at Econpapers || Download paper | |
2021 | The FOMC Risk Shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39. Full description at Econpapers || Download paper | |
2022 | Central Bank Policy and the concentration of risk: Empirical estimates. (2022). Kim, Daisoon ; Rey, Helene ; Coimbra, Nuno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:182-198. Full description at Econpapers || Download paper | |
2021 | Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895. Full description at Econpapers || Download paper | |
2021 | ECB language and stock returns – A textual analysis of ECB press conferences. (2021). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:590-604. Full description at Econpapers || Download paper | |
2021 | Monetary policy rules in practice: The case of Israel. (2021). Papell, David H ; Kazinnik, Sophia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:308-320. Full description at Econpapers || Download paper | |
2021 | Systemic implications of the bail-in design. (2021). Goodhart, C. A. E., ; Farmer, Doyne J ; Kleinnijenhuis, Alissa M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111903. Full description at Econpapers || Download paper | |
2021 | The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:1009-1024. Full description at Econpapers || Download paper | |
2021 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper | |
2021 | Monetary policy and the corporate bond market: How important is the Fed information effect?. (2021). Suarez, Gustavo ; Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-10. Full description at Econpapers || Download paper | |
2022 | Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-05. Full description at Econpapers || Download paper | |
2022 | The impact of risk cycles on business cycles: a historical view. (2022). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: International Finance Discussion Papers. RePEc:fip:fedgif:1358. Full description at Econpapers || Download paper | |
2021 | National Interests, Spillovers and Macroprudential Coordination. (2021). Matschke, Johannes. In: Research Working Paper. RePEc:fip:fedkrw:93597. Full description at Econpapers || Download paper | |
2022 | Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms. (2022). Tambalotti, Andrea ; Gourio, Francois ; Boyarchenko, Nina ; Ajello, Andrea. In: Staff Reports. RePEc:fip:fednsr:93711. Full description at Econpapers || Download paper | |
2022 | Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712. Full description at Econpapers || Download paper | |
2022 | Inflation Forecasts and European Asset Returns: A Regime-Switching Approach. (2022). Rouille, Fabien ; James, Victor ; Aguilar, Jean-Philippe ; Pesci, Nicolas. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:475-:d:946085. Full description at Econpapers || Download paper | |
2021 | Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194. Full description at Econpapers || Download paper | |
2021 | Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks. (2021). Kiani, Keyvan ; Braouezec, Yann. In: Post-Print. RePEc:hal:journl:halshs-03341768. Full description at Econpapers || Download paper | |
2021 | Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599. Full description at Econpapers || Download paper | |
2022 | Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197. Full description at Econpapers || Download paper | |
2022 | Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: Discussion Papers. RePEc:not:notcfc:2022/04. Full description at Econpapers || Download paper | |
2022 | Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:544. Full description at Econpapers || Download paper | |
2021 | Bank Solvency Stress Tests with Fire Sales. (2021). Uroevi, Branko ; Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:235. Full description at Econpapers || Download paper | |
2022 | Measuring Financial Conditions using Equal Weights Combination. (2022). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00170-y. Full description at Econpapers || Download paper | |
2021 | Are stock prices driven by expected growth rather than discount rates? Evidence based on the COVID-19 crisis. (2021). Zimmermann, Heinz ; Boni, Pascal. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00070-x. Full description at Econpapers || Download paper | |
2022 | Systematic extreme potential gain and loss spillover across countries. (2022). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00097-8. Full description at Econpapers || Download paper | |
2021 | Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:106922. Full description at Econpapers || Download paper | |
2021 | Contagion in Debt and Collateral Markets. (2021). Chang, Jin-Wook. In: MPRA Paper. RePEc:pra:mprapa:111131. Full description at Econpapers || Download paper | |
2022 | Capital-labor substitution and misallocation. (2022). Maqsood, Nabeel ; Mallick, Debdulal. In: MPRA Paper. RePEc:pra:mprapa:115090. Full description at Econpapers || Download paper | |
2021 | Revisiting Thailand’s Monetary Policy Model for an Integrated Policy Analysis. (2021). Nookhwun, Nuwat ; Hiruntiaranakul, Savaphol ; Apaitan, Tosapol ; Amatyakul, Pongpitch. In: PIER Discussion Papers. RePEc:pui:dpaper:164. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Online Appendix to The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Lee, Hanbaek ; Freund, Lukas ; Rendahl, Pontus. In: Online Appendices. RePEc:red:append:21-230. Full description at Econpapers || Download paper | |
2021 | Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph. In: Working Paper series. RePEc:rim:rimwps:21-25. Full description at Econpapers || Download paper | |
2021 | Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106. Full description at Econpapers || Download paper | |
2021 | Monetary and macroprudential policy complementarities: Evidence from European credit registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: Economics Working Papers. RePEc:upf:upfgen:1773. Full description at Econpapers || Download paper | |
2022 | Monetary Policy, Redistribution, and Risk Premia. (2022). Lenel, Moritz ; Kekre, Rohan. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:5:p:2249-2282. Full description at Econpapers || Download paper | |
2021 | MULTIMODALITY IN MACROFINANCIAL DYNAMICS. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:861-886. Full description at Econpapers || Download paper | |
2021 | Monetary policy news and systemic risk at the zero lower bound. (2021). Kapinos, Pavel S. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4932-4945. Full description at Econpapers || Download paper | |
2021 | When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:5-39. Full description at Econpapers || Download paper | |
2022 | Evaluating Regulatory Reform: Banks Cost of Capital and Lending. (2022). van Tassel, Peter ; Kovner, Anna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1313-1367. Full description at Econpapers || Download paper | |
2022 | Unemployment Risk. (2022). Kiley, Michael T. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1407-1424. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2020 | NKV: A New Keynesian Model with Vulnerability In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 0 |
2021 | Fire?Sale Spillovers and Systemic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 125 |
2013 | Fire-sale spillovers and systemic risk.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2014 | Fire-Sale Spillovers and Systemic Risk.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 125 | paper | |
2018 | Financial Vulnerability and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2016 | Financial vulnerability and monetary policy.(2016) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2017 | Financial Vulnerability and Monetary Policy.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2018 | Monetary Policy and Financial Conditions: A Cross-Country Study In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
2019 | Monetary policy and financial conditions: a cross-country study.(2019) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2020 | Monetary and Macroprudential Policy with Endogenous Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2020 | Monetary and Macroprudential Policy with Endogenous Risk.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2020 | Time-varying inflation risk and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 19 |
2013 | Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2019 | Comment on “Forward guidance: Communication, commitment, or both?” by Marco Bassetto In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Strengthening the FOMC’s Framework in View of the Effective Lower Bound and Some Considerations Related to Time-Inconsistent Strategies In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2015 | The equity risk premium: a review of models In: Economic Policy Review. [Full Text][Citation analysis] | article | 70 |
2015 | The equity risk premium: a review of models.(2015) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2019 | Banking System Vulnerability: Annual Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Are Stocks Cheap? A Review of the Evidence In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2013 | A Way With Words: The Economics of the Fed’s Press Conference In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2014 | On Fire-Sale Externalities, TARP Was Close to Optimal In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | What Can We Learn from Prior Periods of Low Volatility? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Are Asset Managers Vulnerable to Fire Sales? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 20 |
2016 | Quantifying Potential Spillovers from Runs on High-Yield Funds In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | Ten Years after the Crisis, Is the Banking System Safer? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Assessing Contagion Risk in a Financial Network In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | How Large are Default Spillovers in the U.S. Financial System? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | How Has COVID-19 Affected Banking System Vulnerability? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | What’s Up with Stocks? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | An interest rate rule to uniquely implement the optimal equilibrium in a liquidity trap In: Staff Reports. [Citation analysis] | paper | 0 |
2016 | How to escape a liquidity trap with interest rate rules In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2017 | Empirical network contagion for U.S. financial institutions In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team