Arturo Estrella : Citation Profile

Are you Arturo Estrella?

Rensselaer Polytechnic Institute

22

H index

25

i10 index

4005

Citations

RESEARCH PRODUCTION:

28

Articles

27

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 114
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 25 (0.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pes29
   Updated: 2024-11-08    RAS profile: 2021-04-08    
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Relations with other researchers

Works with:

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

Is cited by:

Chen, Nan-Kuang (33)

Kose, Ayhan (26)

Rudebusch, Glenn (26)

Claessens, Stijn (25)

GUPTA, RANGAN (25)

Leung, Charles (25)

Wohar, Mark (24)

Paya, Ivan (24)

Castelnuovo, Efrem (23)

Adrian, Tobias (23)

Söderström, Ulf (23)

Cites to:

Mishkin, Frederic (45)

Gertler, Mark (27)

Svensson, Lars (26)

Bernanke, Ben (26)

Berger, Allen (20)

Galí, Jordi (18)

Clarida, Richard (14)

Schich, Sebastian (13)

Fuhrer, Jeffrey (11)

Sims, Christopher (10)

Watson, Mark (10)

Main data

Where Arturo Estrella has published?

Journals with more than one article published# docs
Economic Policy Review4
Quarterly Review3
The Review of Economics and Statistics3
Journal of Banking & Finance2
Current Issues in Economics and Finance2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York7
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing Arturo Estrella (2024 and 2023)

YearTitle of citing document
2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2023The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552.

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2023Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets. (2023). Anashkina, Marina Viktorovna ; Malyshenko, Vadim Anatolievich ; Shafiee, Majid Mohammad. In: Papers. RePEc:arx:papers:2307.04140.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?. (2023). Tehranian, Kian. In: Papers. RePEc:arx:papers:2308.16200.

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2024A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2024Forecasting Recessions in Canada: An Autoregressive Probit Model Approach. (2024). Tuzcuoglu, Kerem ; Poulin-Moore, Antoine. In: Staff Working Papers. RePEc:bca:bocawp:24-10.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2023). Steffen, Sascha ; Jager, Maximilian ; Borchert, Lea ; Acharya, Viral V. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_446.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023The inverted yield curve: economic recession on the horizon. (2023). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/4.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Banks’ net interest rate spread and the transmission of monetary policy in Korea. (2023). Kim, Jinyong ; Jung, Yong-Gook. In: Journal of Asian Economics. RePEc:eee:asieco:v:89:y:2023:i:c:s104900782300074x.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2023Supply-side economics with AS-AD in Ramsey dynamic general equilibrium. (2023). Gillman, Max ; Csabafi, Tamas ; Benk, Szilard. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:505-531.

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2023Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2024Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023The crucial role of the five-year Treasury in the US yield curve. (2023). Chen, Yu-Lun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003447.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2023Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931.

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2023Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?. (2023). Owusu, Felix ; Anani, Makafui. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200767x.

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2023How do noninterest income activities affect bank holding company performance?. (2023). Wilson, Craig ; Meier, Garrett ; Mamun, Abdullah. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000041.

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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2024Household heterogeneity and the price puzzle in a new Keynesian model. (2024). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070424000028.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2023Understanding growth and its policy implications for Canadian credit unions. (2023). Mamun, Abdullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:652-665.

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2024Do corporate credit spreads predict the real economy?. (2024). Bazzana, Flavio ; Chatterjee, Ujjal Kanti. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286.

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2023Mergers and acquisitions in the financial industry: A bibliometric review and future research directions. (2023). Khan, Ashraf ; Pisera, Stefano ; Dreassi, Alberto ; Chiaramonte, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002239.

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2024Same old song: On the macroeconomic and distributional effects of leaving a Low Interest Rate Environment. (2024). Russo, Alberto ; Botta, Alberto ; Caverzasi, Eugenio. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:552-570.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08.

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2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

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2023Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation. (2023). Muzindutsi, Paul-Francois ; Nyati, Malibongwe Cyprian ; Tipoy, Christian Kakese. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:272-:d:1272222.

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2024Which Is Preferred between Electric or Hydrogen Cars for Carbon Neutrality in the Commercial Vehicle Transportation Sector of South Korea? Implications from a Public Opinion Survey. (2024). Yoo, Seung-Hoon ; Ahn, Hong-Su ; Hyun, Min-Ki. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1098-:d:1345574.

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2023.

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2024Dynamic Capital Structure Adjustment: An Integrated Analysis of Firm-Specific and Macroeconomic Factors in Korean Firms. (2024). Lee, Miyoung ; Sauka, Kudzai ; Choi, Sungsup Brian. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:26-:d:1355245.

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2024Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973.

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2024The Impact of Stock Price Crash Risk on Bank Dividend Payouts. (2024). Liu, YI ; Jin, Justin Yiqiang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:209-:d:1395013.

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2023.

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2023Gold in a portfolio: Why, when, and where?. (2023). Williams, Benjamin ; Mai, Thi Ngoc ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-03925429.

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2023Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373.

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2023A Comparison of Fed Tightening Episodes since the 1980s. (2023). Kliesen, Kevin L. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:10.

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2023A Combination Forecast for Nonparametric Models with Structural Breaks. (2023). , Gunawan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202310.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-04.

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2023Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8.

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2023Predicting recessions, depth of recessions and monetary policy pivots: a new approach. (2023). Bullard, Sam ; Iqbal, Azhar ; Cervi, Nicole. In: Business Economics. RePEc:pal:buseco:v:58:y:2023:i:4:d:10.1057_s11369-023-00338-y.

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2024The Inverted Yield Curve in a 3-Equation Model. (2024). Michl, Thomas ; Davis, Leila. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:2:d:10.1057_s41302-024-00264-7.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2023Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152.

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2023Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?. (2023). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2023_001.

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2024Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor. (2024). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2024_002.

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2023Going public: evidence from stock and bond IPOs in Belgium, 1839–1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4.

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2023Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x.

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2023Predicting economic growth: evidence from real-estate loans securitization. (2023). Chatterjee, Ujjal. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00456-x.

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2023Bank distress in the European Union 2008–2015: A closer look at capital, size and revenue diversification. (2023). Martzoukos, Spiros ; Ioannou, Panagiotis ; Markoulis, Stelios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:792-820.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023Robust inference under time?varying volatility: A real?time evaluation of professional forecasters. (2022). Krusebecher, Robinson ; Hanck, Christoph ; Demetrescu, Matei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1010-1030.

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2023An investigation into the probability that this is the last year of the economic expansion. (2023). Li, Yao ; Leamer, Edward ; Keil, Manfred. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1228-1244.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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2023Yield spread selection in predicting recession probabilities. (2023). Ge, Desheng ; Choi, Jae Hyuk ; Sohn, Sungbin. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1772-1785.

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2024Downturns and changes in the yield slope. (2024). Abbritti, Mirko ; Moreno, Antonio ; Equiza, Juan ; Trani, Tommaso. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:673-701.

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2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

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More than 100 citations found, this list is not complete...

Arturo Estrella has edited the books:

YearTitleTypeCited

Works by Arturo Estrella:

YearTitleTypeCited
2002Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models In: American Economic Review.
[Full Text][Citation analysis]		article262
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
[Citation analysis]		article213
1997A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 213		paper
2005Productivity, monetary policy and financial indicators In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article940
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 940		paper
2018Risk-Taking Channel of Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article28
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1988Interest rate swaps: an alternative explanation In: Research Paper.
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1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
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1998Predicting U.S. Recessions: Financial Variables As Leading Indicators.(1998) In: The Review of Economics and Statistics.
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1998Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty In: Research Paper.
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2000Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(2000) In: NBER Working Papers.
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2000How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports.
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2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
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1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
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2004Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research.
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2015Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor In: Journal of Economic and Financial Studies (JEFS).
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1998The Future of Regulatory Capital: General Principles and Specific Proposals In: Swiss Journal of Economics and Statistics (SJES).
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