Ingo Fender : Citation Profile


Are you Ingo Fender?

Bank for International Settlements (BIS)

15

H index

19

i10 index

491

Citations

RESEARCH PRODUCTION:

24

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 22
   Journals where Ingo Fender has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 14 (2.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe328
   Updated: 2020-11-21    RAS profile: 2020-06-23    
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Relations with other researchers


Works with:

Lewrick, Ulf (4)

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

Is cited by:

McGuire, Patrick (18)

Avdjiev, Stefan (16)

Takats, Elod (13)

BORIO, Claudio (13)

Claessens, Stijn (11)

Temesvary, Judit (10)

McCauley, Robert (10)

Gambacorta, Leonardo (10)

Dionne, Georges (9)

Hepp, Ralf (7)

Shin, Hyun Song (7)

Cites to:

Gambacorta, Leonardo (7)

Bernanke, Ben (6)

Campbell, John (5)

Fratzscher, Marcel (5)

Ehrmann, Michael (5)

Gertler, Mark (5)

McGuire, Patrick (5)

BORIO, Claudio (5)

Svensson, Lars (5)

Van den Heuvel, Skander (5)

Remolona, Eli (5)

Main data


Where Ingo Fender has published?


Journals with more than one article published# docs
BIS Quarterly Review16

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements8

Recent works citing Ingo Fender (2020 and 2019)


YearTitle of citing document
2020A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?. (2020). Tunaru, Radu S ; Shiller, Robert J ; Fabozzi, Frank J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:4:p:121-45.

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2020Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?. (2020). Unalmis, Ibrahim ; Ozen, Etkin ; Erdem, Fatma Pinar. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:73-89.

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2019Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:19-8.

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2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries. (2019). Lamas, Matías ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1917.

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2020Climate change: policies to manage its macroeconomic and financial effects. (2020). Ocampo, Jose Antonio ; Bernal-Ramirez, Joaquin. In: Borradores de Economia. RePEc:bdr:borrec:1127.

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2019Macroprudential policy with capital buffers. (2019). Schroth, Josef. In: BIS Working Papers. RePEc:bis:biswps:771.

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2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: BIS Working Papers. RePEc:bis:biswps:782.

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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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2020Which credit gap is better at predicting financial crises? A comparison of univariate filters. (2020). Yetman, James ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:878.

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2020Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006.

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2019A dynamic model of bank behaviour under multiple regulatory constraints. (2019). Salleo, Carmelo ; Daminato, Claudio ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192233.

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2019Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20192303.

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2020A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249.

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2019Faithful representation as an ‘objective mirage’: A Saussurean analysis of accounting and its participation in the financial crisis. (2019). Roberts, John ; Wang, Timothy. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:65:y:2019:i:c:s1045235419300292.

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2020Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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2019On international integration of emerging sovereign bond markets. (2019). Sharma, Sunil ; Goswami, Mangal ; Chan, Melissa ; Agur, Itai. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:347-363.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2019Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

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2020The currency dimension of the bank lending channel in international monetary transmission. (2020). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301818.

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2019A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2019). Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302197.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2019What drives local lending by global banks?. (2019). Avdjiev, Stefan ; Hepp, Ralf ; Aysun, Uluc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:54-75.

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2019Financial deglobalisation in banking?. (2019). McCauley, Robert ; McGuire, Patrick M ; Benetrix, Agustin S ; von Peter, Goetz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:116-131.

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2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

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2019Barriers and drivers for technology commercialization by SMEs in the Dutch sustainable energy sector. (2019). Romme, Georges ; Huijben, J. C. C. M., ; Meijer, L. L. J., ; Romme, A. G. L., ; Romme,A. G. L., ; van Boxstael, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:112:y:2019:i:c:p:114-126.

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2019Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:106-133.

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2020Emission-based Interest Rates and the Transition to a Low-carbon Economy. (2020). Colesanti Senni, Chiara ; Boser, Florian. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:20-337.

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2019Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Globalization Institute Working Papers. RePEc:fip:feddgw:324.

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2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-45.

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2020The Costs and Benefits of Bank Capital—A Review of the Literature. (2020). Warusawitharana, Missaka ; Gutierrez Girault, Matias ; DE BANDT, OLIVIER ; Hancock, Diana ; Firestone, Simon ; von Hafften, Alexander H ; Uluc, Arzu ; Birn, Martin ; Straughan, Michael ; Scalone, Valerio ; Palvia, Ajay ; Morgan, Donald P ; Mio, Hitoshi ; Krogh, Tord. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:74-:d:346302.

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2019The Effect of Systematic Default Risk on Credit Risk Premiums. (2019). Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6039-:d:281911.

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2020Investor strategies and Liquidity Premia in the European Green Bond market. (2020). Rannou, Yves ; Boutabba, Mohamed Amine. In: Post-Print. RePEc:hal:journl:hal-02544451.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2020). Guidolin, Massimo ; de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Working Papers. RePEc:igi:igierp:667.

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2019Financial Development, Exchange Rate Fluctuations and Debt Dollarization: A Firm-Level Evidence. (2019). Kim, Minsuk. In: IMF Working Papers. RePEc:imf:imfwpa:19/168.

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2020When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749.

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2019Boom-Bust Capital Flow Cycles. (2019). Kaminsky, Graciela. In: NBER Working Papers. RePEc:nbr:nberwo:25890.

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2020Emerging Markets Sovereign Spreads and Country-Specific Fundamentals During COVID-19. (2020). Daehler, Timo ; Aizenman, Joshua ; Jinjarak, Yothin. In: NBER Working Papers. RePEc:nbr:nberwo:27903.

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2020Gross capital flows and the balance-of-payments: a balance sheet perspective. (2020). Kohler, Karsten. In: Working Papers. RePEc:pke:wpaper:pkwp2019.

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2020Max Headroom: Discretionary Capital Buffers and Bank Risk. (2020). Lubberink, Martien. In: MPRA Paper. RePEc:pra:mprapa:100445.

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2020Climate change: policies to manage its macroeconomic and financial effects. (2020). Bernal, Joaquin ; Ocampo, Jose Antonio ; Bernal-Ramirez, Joaquin. In: Working papers. RePEc:rie:riecdt:63.

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2020Drivers of Bank Default Risk: Bank Business Models, the Sovereign and Monetary Policy. (2020). Vander Vennet, Rudi ; Soenen, Nicolas. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/997.

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2019.

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2019On the monetary measures of global liquidity. (2019). Bhatti, Arshad ; Shah, Israr Ahmad. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0134-4.

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2020Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade. (2020). Ruch, Franz Ulrich. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9181.

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Works by Ingo Fender:


YearTitleTypeCited
2017Global Liquidity: A Selective Review In: Annual Review of Economics.
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article7
2003The changing incentive structure of institutional asset managers: implications for financial markets. In: Financial Stability Review.
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article0
2001Stress testing in practive: a survey of 43 major financial institutions In: BIS Quarterly Review.
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article3
2001The impact of transatlantic M&A activity on the dollar/euro exchange rate In: BIS Quarterly Review.
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article2
2003Institutional asset managers: industry trends, incentives and implications for market efficiency In: BIS Quarterly Review.
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article2
2005Structured finance: complexity, risk and the use of ratings In: BIS Quarterly Review.
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article21
2005Structured finance : complexity, risk and the use of ratings.(2005) In: Financial Stability Review.
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This paper has another version. Agregated cites: 21
article
2008Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures In: BIS Quarterly Review.
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article22
2008The ABX: how do the markets price subprime mortgage risk? In: BIS Quarterly Review.
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article17
2009The future of securitisation: how to align incentives In: BIS Quarterly Review.
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article21
2010European banks US dollar funding pressures In: BIS Quarterly Review.
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article15
2010Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement In: BIS Quarterly Review.
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article71
2011Assessing global liquidity In: BIS Quarterly Review.
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article20
2013Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets In: BIS Quarterly Review.
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article7
2014Risks related to EME corporate balance sheets: the role of leverage and currency mismatch In: BIS Quarterly Review.
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article44
2015Shifting tides - market liquidity and market-making in fixed income instruments In: BIS Quarterly Review.
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article20
2015Calibrating the leverage ratio In: BIS Quarterly Review.
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article20
2018The ABCs of bank PBRs In: BIS Quarterly Review.
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article3
2019Green bonds: the reserve management perspective In: BIS Quarterly Review.
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article4
2004CDO rating methodology: Some thoughts on model risk and its implications In: BIS Working Papers.
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paper21
2009The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices In: BIS Working Papers.
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paper18
2009The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices.(2009) In: Applied Financial Economics.
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article
2009Incentives and tranche retention in securitisation: a screening model In: BIS Working Papers.
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paper26
2009Incentives and Tranche Retention in Securitisation: A Screening Model.(2009) In: CEPR Discussion Papers.
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2009Incentives and tranche retention in securitisation : a screening model.(2009) In: Working Paper Research.
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2010Toward a global risk map In: BIS Working Papers.
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paper21
2016Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues In: BIS Working Papers.
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paper13
2020Reserve management and sustainability: the case for green bonds? In: BIS Working Papers.
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2000Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy In: BIS Working Papers.
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paper18
2000The impact of corporate risk management on monetary policy transmission: some empirical evidence In: BIS Working Papers.
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paper14
2017La suma de todas las partes: el efecto macroeconómico de Basilea III y temas destacados de la reforma In: Boletín.
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article0
2012Daily pricing of emerging market sovereign CDS before and during the global financial crisis In: Journal of Banking & Finance.
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article46
2001An international survey of stress tests In: Current Issues in Economics and Finance.
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article4
1998Central Bank Policy in a More Perfect Financial System In: Open Economies Review.
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article11
1998Central bank policy in a more perfect financial system.(1998) In: ZEI Working Papers.
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2011Daily CDS pricing in emerging markets before and during the global financial crisis In: MAGKS Papers on Economics.
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2016Patterns in International Banking and Their Implications for Prudential Policies In: World Scientific Book Chapters.
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