22
H index
25
i10 index
3647
Citations
Rensselaer Polytechnic Institute | 22 H index 25 i10 index 3647 Citations RESEARCH PRODUCTION: 29 Articles 27 Papers 1 Books 2 Chapters EDITOR: Books edited 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 Arturo Estrella. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy Review | 4 |
Quarterly Review | 3 |
The Review of Economics and Statistics | 3 |
Journal of Banking & Finance | 2 |
Current Issues in Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Paper / Federal Reserve Bank of New York | 12 |
Staff Reports / Federal Reserve Bank of New York | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Year | Title of citing document | |
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2021 | Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09. Full description at Econpapers || Download paper | |
2020 | Causes of the curve: Assessing risk in public and private financial economics. (2020). Barry, Todd J. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:109-130. Full description at Econpapers || Download paper | |
2020 | The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
2020 | Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics. (2020). Duan, Puhong ; Faghan, Yaser ; Ghamisi, Pedram ; Mosavi, Amir. In: Papers. RePEc:arx:papers:2004.01509. Full description at Econpapers || Download paper | |
2020 | Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry. (2020). Handfield, Robert B ; Lengacher, David C ; Taghiyeh, Sajjad. In: Papers. RePEc:arx:papers:2006.07911. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2021 | Dynamic industry uncertainty networks and the business cycle. (2021). BarunÃk, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957. Full description at Econpapers || Download paper | |
2022 | Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394. Full description at Econpapers || Download paper | |
2021 | Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980. Full description at Econpapers || Download paper | |
2021 | The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072. Full description at Econpapers || Download paper | |
2022 | A Survey of Quantum Computing for Finance. (2022). Liu, Xiao Yuan ; Googin, Cody ; Herman, Dylan ; Alexeev, Yuri ; Pistoia, Marco ; Sun, Yue ; Safro, Ilya ; Galda, Alexey. In: Papers. RePEc:arx:papers:2201.02773. Full description at Econpapers || Download paper | |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2020 | Inflation persistence in the euro area: the role of expectations. (2020). Aguilar, Pablo. In: Economic Bulletin. RePEc:bde:journl:y:2020:i:12:d:aa:n:36. Full description at Econpapers || Download paper | |
2020 | The time-varying risk of Italian GDP. (2020). Pacella, Claudia ; Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1288_20. Full description at Econpapers || Download paper | |
2020 | Forecasting US recessions: the role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1299_20. Full description at Econpapers || Download paper | |
2021 | Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21. Full description at Econpapers || Download paper | |
2021 | The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07. Full description at Econpapers || Download paper | |
2021 | The Deflationary Bias of the ZLB and the FED’s Strategic Response. (2021). Penalver, Adrian ; Siena, Daniele. In: Working papers. RePEc:bfr:banfra:843. Full description at Econpapers || Download paper | |
2020 | Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel. (2020). Peydro, Jose-Luis ; Matta, Rafael ; Wang, YE ; Giambona, Erasmo. In: Working Papers. RePEc:bge:wpaper:1179. Full description at Econpapers || Download paper | |
2020 | Monetary base and federal government debt in the longâ€run: A nonâ€linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184. Full description at Econpapers || Download paper | |
2021 | Inflation expectations of households in India: Role of oil prices, economic policy uncertainty, and spillover of global financial uncertainty. (2021). Ghosh, Taniya ; Chattopadhyay, Siddhartha ; Sahu, Sohini. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:230-251. Full description at Econpapers || Download paper | |
2021 | An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:1:p:148-166. Full description at Econpapers || Download paper | |
2020 | DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES?. (2020). Shrestha, Keshab ; Lambe, Brendan John ; Wisniewski, Tomasz Piotr. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:4:p:737-765. Full description at Econpapers || Download paper | |
2020 | Monetary regimes, the term structure and business cycles in Ireland, 1972–2018. (2020). Stuart, Rebecca. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:5:p:731-748. Full description at Econpapers || Download paper | |
2020 | Some properties of inflation expectations in the euro area. (2020). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina . In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:1:p:176-203. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Forecasts of U.S. Recessions. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Christian, Pierdzioch. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:20:n:1. Full description at Econpapers || Download paper | |
2021 | Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828. Full description at Econpapers || Download paper | |
2021 | News versus Surprise in Structural Forecasting Models: Central Bankers Practical Perspective. (2021). Vlcek, Jan ; Stanislav Tvrz, ; Musil, Karel. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/02. Full description at Econpapers || Download paper | |
2020 | Monetary and Macroprudential Policy with Endogenous Risk. (2020). Adrian, Tobias ; Duarte, Fernando ; Liang, Nellie ; Zabczyk, Pawel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14435. Full description at Econpapers || Download paper | |
2021 | AN ESTIMATED DSGE MODEL WITH LEARNING BASED ON TERM STRUCTURE INFORMATION. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:25:y:2021:i:7:p:1635-1665_1. Full description at Econpapers || Download paper | |
2020 | Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US. (2020). Phillips, Peter ; Henry, Todd . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2259. Full description at Econpapers || Download paper | |
2021 | Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do | |
2020 | Monetary policy with uncertain parameters. (2000). Söderström, Ulf. In: Working Paper Series. RePEc:ecb:ecbwps:20000013. Full description at Econpapers || Download paper | |
2020 | Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202436. Full description at Econpapers || Download paper | |
2021 | Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516. 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 | |
2020 | Financial Stability and Bank Capital: The Case of Islamic Banks. (2020). kammoun, aida ; Daoud, Yomna . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-40. Full description at Econpapers || Download paper | |
2021 | What influences aggregate inflation expectations of households in India?. (2021). Goyal, Ashima ; Parab, Prashant. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301408. Full description at Econpapers || Download paper | |
2021 | Misclassification errors in labor force statuses and the early identification of economic recessions. (2021). Hu, Yingyao ; Feng, Shuaizhang ; Sun, Jiandong. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000488. Full description at Econpapers || Download paper | |
2021 | What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893. Full description at Econpapers || Download paper | |
2021 | The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302013. Full description at Econpapers || Download paper | |
2021 | The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115. Full description at Econpapers || Download paper | |
2021 | Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534. 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 | |
2020 | Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper | |
2021 | The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia. (2021). Juhro, Solikin ; Anglingkusumo, Reza ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:831-842. Full description at Econpapers || Download paper | |
2020 | Is ‘first in family’ a good indicator for widening university participation?. (2020). Adamecz-Völgyi, Anna ; Adamecz-Volgyi, Anna ; Shure, Nikki ; Henderson, Morag. In: Economics of Education Review. RePEc:eee:ecoedu:v:78:y:2020:i:c:s0272775720305240. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474. Full description at Econpapers || Download paper | |
2020 | Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436. Full description at Econpapers || Download paper | |
2020 | Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078. Full description at Econpapers || Download paper | |
2021 | Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach. (2021). Zhang, Ren ; Zeng, Zheng ; Balke, Nathan S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000140. Full description at Econpapers || Download paper | |
2021 | Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310. Full description at Econpapers || Download paper | |
2021 | Applications of machine learning for corporate bond yield spread forecasting. (2021). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001510. Full description at Econpapers || Download paper | |
2020 | Forecasting US recessions: The role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302020. Full description at Econpapers || Download paper | |
2020 | Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770. Full description at Econpapers || Download paper | |
2020 | Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594. Full description at Econpapers || Download paper | |
2021 | Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428. Full description at Econpapers || Download paper | |
2021 | The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127. Full description at Econpapers || Download paper | |
2022 | The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50. Full description at Econpapers || Download paper | |
2020 | Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827. Full description at Econpapers || Download paper | |
2021 | Direction-of-change forecasting in commodity futures markets. (2021). Quinn, Barry ; Papailias, Fotis ; Liu, Jiadong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100020x. Full description at Econpapers || Download paper | |
2021 | Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers || Download paper | |
2021 | A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347. Full description at Econpapers || Download paper | |
2021 | Direct and indirect impacts of European banks’ regulation. (2021). Pham, Ha ; Cuong, Ly Kim. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303172. Full description at Econpapers || Download paper | |
2022 | Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975. Full description at Econpapers || Download paper | |
2020 | Beyond common equity: The influence of secondary capital on bank insolvency risk. (2020). Cotter, John ; Conlon, Thomas ; Molyneux, Philip. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300103. Full description at Econpapers || Download paper | |
2020 | Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218. Full description at Econpapers || Download paper | |
2020 | A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper | |
2020 | Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846. Full description at Econpapers || Download paper | |
2021 | Did Basel regulation cause a significant procyclicality?. (2021). Shimizu, Katsutoshi ; Ly, Kim Cuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000846. Full description at Econpapers || Download paper | |
2021 | On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111. Full description at Econpapers || Download paper | |
2020 | High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372. Full description at Econpapers || Download paper | |
2021 | Regulator supervisory power and bank loan contracting. (2021). Qiao, Guannan ; He, Zhongda ; Zhang, Wenrui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000200. Full description at Econpapers || Download paper | |
2021 | What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564. Full description at Econpapers || Download paper | |
2022 | Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x. Full description at Econpapers || Download paper | |
2020 | The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232. Full description at Econpapers || Download paper | |
2020 | Is the negative interest rate policy effective?. (2020). Czudaj, Robert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:75-86. Full description at Econpapers || Download paper | |
2022 | Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment. (2022). Kallandranis, Christos ; Drakos, Konstantinos ; Anastasiou, Dimitris . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:161-171. Full description at Econpapers || Download paper | |
2021 | Mutual fund flows and fluctuations in credit and business cycles. (2021). Goldstein, Itay ; Choi, Jaewon ; Ben-Rephael, Azi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:84-108. Full description at Econpapers || Download paper | |
2021 | Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435. Full description at Econpapers || Download paper | |
2021 | Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. (2021). Mouratidis, Kostas ; Whyte, Kemar ; Montagnoli, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302126. Full description at Econpapers || Download paper | |
2021 | Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224. Full description at Econpapers || Download paper | |
2022 | What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254. Full description at Econpapers || Download paper | |
2022 | The credit spread curve distribution and economic fluctuations in Japan. (2022). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002333. Full description at Econpapers || Download paper | |
2020 | Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x. Full description at Econpapers || Download paper | |
2021 | The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907. Full description at Econpapers || Download paper | |
2021 | Monetary policy and credit flows. (2021). Bianco, Timothy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s016407042100063x. Full description at Econpapers || Download paper | |
2021 | The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015. Full description at Econpapers || Download paper | |
2020 | Policy implications of the Lucas Critique empirically tested along the global financial crisis. (2020). Orhan, Mehmet ; Simsek, Esra ; Karimova, Amira. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:153-172. Full description at Econpapers || Download paper | |
2021 | Why was the ECB’s reaction to Covid-19 crisis faster than after the 2008 financial crash?. (2021). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:1-14. Full description at Econpapers || Download paper | |
2021 | The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251. Full description at Econpapers || Download paper | |
2020 | Public perspective on the environmental impacts of sea sand mining: Evidence from a choice experiment in South Korea. (2020). Yoo, Seung-Hoon ; Kim, Ju-Hee. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142071930741x. Full description at Econpapers || Download paper | |
2021 | Economic drivers of commodity volatility: The case of copper. (2021). Hansen, Erwin ; Cabrera, Gabriel ; Diaz, Juan D. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100235x. Full description at Econpapers || Download paper | |
2022 | What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x. Full description at Econpapers || Download paper | |
2022 | China’s urban construction investment bond: Contextualising a financial tool for local government. (2022). Xia, Senmao ; Coffman, Dmaris ; Zhang, Fangzhu ; Ye, Zhen ; Zhu, Zhonghua ; Wang, Zhifeng. In: Land Use Policy. RePEc:eee:lauspo:v:112:y:2022:i:c:s0264837719324810. Full description at Econpapers || Download paper | |
2020 | Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98. Full description at Econpapers || Download paper | |
2021 | Empirical evidence on the Euler equation for consumption in the US. (2021). Mavroeidis, Sophocles ; Ascari, Guido ; Magnusson, Leandro M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:129-152. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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