Marie Hoerova : Citation Profile


Are you Marie Hoerova?

European Central Bank

8

H index

8

i10 index

585

Citations

RESEARCH PRODUCTION:

12

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 48
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 168.    Total self citations: 12 (2.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho239
   Updated: 2017-11-18    RAS profile: 2017-11-15    
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Relations with other researchers


Works with:

Heider, Florian (12)

Biais, Bruno (8)

Bekaert, Geert (7)

Garcia-de-Andoain, Carlos (6)

Manganelli, Simone (3)

Lo Duca, Marco (3)

Klaus, Benjamin (3)

Bussiere, Matthieu (3)

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

Is cited by:

Reichlin, Lucrezia (10)

Born, Benjamin (9)

Agur, Itai (8)

Nyborg, Kjell (8)

Adrian, Tobias (8)

Taylor, John (8)

Mehl, Arnaud (6)

Georg, Co-Pierre (6)

Giannone, Domenico (6)

Laeven, Luc (6)

PHILIPPON, Thomas (6)

Cites to:

FREIXAS, XAVIER (15)

Diamond, Douglas (12)

Acharya, Viral (11)

Rajan, Raghuram (9)

Bekaert, Geert (9)

Rochet, Jean (8)

Keister, Todd (7)

Ennis, Huberto (7)

Allen, Franklin (6)

Bollerslev, Tim (6)

Gromb, Denis (6)

Main data


Where Marie Hoerova has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank12
IDEI Working Papers / Institut d'…conomie Industrielle (IDEI), Toulouse2
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Marie Hoerova (2017 and 2016)


YearTitle of citing document
2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: CREATES Research Papers. RePEc:aah:create:2016-17.

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2017Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10.

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2017Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Gould, Martin D ; Porter, Mason A ; Howison, Sam D ; Hautsch, Nikolaus. In: Papers. RePEc:arx:papers:1709.08238.

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2017The Discount to NAV of distressed German open-ended real estate funds. (2017). Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas ; Heinrich, Michael . In: ERES. RePEc:arz:wpaper:eres2017_160.

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2016Central banking in the XXI century: never say never. (2016). Panetta, Fabio . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1626.

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2016The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:1601.

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2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Correa, Ricardo ; Zlate, Andrei ; Sapriza, Horacio ; Paligorova, Teodora . In: Staff Working Papers. RePEc:bca:bocawp:17-34.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017Multiple lending, credit lines, and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1123_17.

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2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

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2016Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2016Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?. (2016). Rishabh, Kumar ; Mohanty, Madhusudan. In: BIS Working Papers. RePEc:bis:biswps:546.

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2016When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:551.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2017The effectiveness of unconventional monetary policy on risk aversion and uncertainty. (2017). Rompolis, Leonidas S. In: Working Papers. RePEc:bog:wpaper:231.

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2016The Effect of Policy Uncertainty on Investment Plans: Evidence from the Unexpected Acceptance of a Far-Reaching Referendum in Switzerland. (2016). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5887.

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2017Non-Standard Monetary Policy and Financial Stability. (2017). Reichlin, Lucrezia. In: ifo DICE Report. RePEc:ces:ifodic:v:15:y:2017:i:1:p:25-27.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POL√ćTICA ECON√ďMICA. RePEc:col:000107:015470.

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2016Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11147.

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2016On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11307.

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2016Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11394.

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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

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2016Political Foundations of the Lender of Last Resort: A Global Historical Narrative. (2016). Laeven, Luc ; Flandreau, Marc ; Calomiris, Charles . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11448.

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2016The Failure of a Clearinghouse: Empirical Evidence. (2016). Bignon, Vincent ; Vuillemey, Guillaume . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11630.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Ferrari, Massimo ; Kearns, Jonathan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2017Uncertainty and the Great Recession. (2017). Breuer, Sebastian ; Born, Benjamin ; Elstner, Steffen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12083.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Große Steffen, Christoph ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2017Applying complexity theory to interest rates: Evidence of critical transitions in the euro area. (2017). van den End, Jan Willem . In: DNB Working Papers. RePEc:dnb:dnbwpp:567.

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2017Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-27.

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2017The Eurosystem collateral framework explained. (2017). Bindseil, Ulrich ; Visser, Ad ; Sahel, Benjamin ; Corsi, Marco . In: Occasional Paper Series. RePEc:ecb:ecbops:2017189.

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2016Stressed interbank markets: evidence from the European financial and sovereign debt crisis. (2016). Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos ; Frutos, Juan Carlos ; Papsdorf, Patrick . In: Working Paper Series. RePEc:ecb:ecbwps:20161925.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Working Paper Series. RePEc:ecb:ecbwps:20161959.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017Inside asset purchase programs: the effects of unconventional policy on banking competition. (2017). Wedow, Michael ; Koetter, Michael ; Podlich, Natalia . In: Working Paper Series. RePEc:ecb:ecbwps:20172017.

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2017Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos. In: Working Paper Series. RePEc:ecb:ecbwps:20172044.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Multiple lending, credit lines and financial contagion. (2017). Cappelletti, Giuseppe ; Mistrulli, Paolo Emilio . In: Working Paper Series. RePEc:ecb:ecbwps:20172089.

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2016ECB footprints on inflation forecast uncertainty. (2016). Makarova, Svetlana . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-5.

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2016Uncertainty shocks, banking frictions and economic activity. (2016). van Roye, Björn ; Bonciani, Dario. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:200-219.

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2016Testing for identification in SVAR-GARCH models. (2016). L√ɬľtkepohl, Helmut ; Lutkepohl, Helmut ; Milunovich, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:241-258.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

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2017A day late and a dollar short: The effect of policy uncertainty on fed forecast errors. (2017). Jones, Adam T ; Ogden, Richard E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:112-122.

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2016Revisiting the long memory dynamics of the implied‚Äďrealized volatility relationship: New evidence from the wavelet regression. (2016). Barun√ɬ≠k, Jozef ; Hlinkova, Michaela ; Barunik, Jozef . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2016Central bank standing facilities, counterparty risk, and OTC-interbank lending. (2016). Vollmer, Uwe ; Wiese, Harald . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:101-122.

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2017Risk aversion, uncertainty, and monetary policy in zero lower bound environments. (2017). Hahn, Jaehoon ; Kim, Seongjin ; Jang, Woon Wook . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:118-122.

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2016Exploiting the errors: A simple approach for improved volatility forecasting. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:1-18.

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2016On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:367-389.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni . In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2016The macroeconomic impact of financial and uncertainty shocks. (2016). Zakrajsek, Egon ; Gilchrist, Simon ; Fuentes-Albero, Cristina ; Caldara, Dario ; Zakrajek, Egon . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:185-207.

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2017Macroeconomic experiences and risk taking of euro area households. (2017). Ehrmann, Michael ; Ampudia Fraile, Miguel. In: European Economic Review. RePEc:eee:eecrev:v:91:y:2017:i:c:p:146-156.

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2017On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area. (2017). Röhe, Oke ; Roehe, Oke ; Meinen, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:161-179.

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2017The risk premium that never was: A fair value explanation of the volatility spread. (2017). McGee, Richard J ; McGroarty, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:370-380.

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2017Monetary policy and bank risk-taking: Evidence from emerging economies. (2017). Jeon, Bang ; Wang, Rui ; Wu, JI ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:116-140.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2016A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?. (2016). Li, Hui ; Siganos, Antonios ; Liu, Hong . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:356-366.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Shogbuyi, Abiodun ; Steeley, James M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2016Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

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2016The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets. (2016). Vortelinos, Dimitrios I ; Saha, Shrabani . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:222-226.

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2017Bank liquidity creation, monetary policy, and financial crises. (2017). Berger, Allen N. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:139-155.

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2016Financial globalisation and monetary policy effectiveness. (2016). Mehl, Arnaud ; Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:200-212.

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2016Extreme asymmetric volatility: Stress and aggregate asset prices. (2016). Wagner, Niklas ; Aboura, Sofiane . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:47-59.

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2016Does central clearing benefit risky dealers?. (2016). Mayordomo, Sergio ; Posch, Peter N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:91-100.

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2016The sign switch effect of macroeconomic news in foreign exchange markets. (2016). Savaser, Tanseli ; ben Omrane, Walid ; Savaer, Tanseli . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:96-114.

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2016Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds. (2016). Racicot, Fran√ɬßois-√ɬČric ; Theoret, Raymond . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:41-61.

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2016How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns. (2016). Skiadopoulos, George ; Konstantinidi, Eirini. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:62-75.

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2016Derivatives usage, securitization, and the crash sensitivity of bank stocks. (2016). Trapp, Rouven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:183-205.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2017The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34.

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2017Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

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2017Temperature shocks and the cost of equity capital: Implications for climate change perceptions. (2017). Balvers, Ronald ; Zhao, Xiaobing ; Du, Ding . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:18-34.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017Variance risk in commodity markets. (2017). Symeonidis, Lazaros ; Simen, Chardin Wese ; Prokopczuk, Marcel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:136-149.

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2017Aggregate uncertainty and the supply of credit. (2017). Valencia, Fabian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:150-165.

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2017Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

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2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

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2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Stan, Raluca ; Kurov, Alexander . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

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2016Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167.

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2016Quadratic variance swap models. (2016). Filipovi, Damir ; Mancini, Loriano ; Gourier, Elise . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:44-68.

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2016The cross-sectional variation of volatility risk premia. (2016). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:353-370.

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2016Asset allocation and monetary policy: Evidence from the eurozone. (2016). Hau, Harald ; Lai, Sandy . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:309-329.

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2016Does variance risk have two prices? Evidence from the equity and option markets. (2016). Malkhozov, Aytek . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:79-92.

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2017Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536.

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2016The highs and the lows: A theory of credit risk assessment and pricing through the business cycle. (2016). Thakor, Anjan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:25:y:2016:i:c:p:1-29.

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2016Political foundations of the lender of last resort: A global historical narrative. (2016). Laeven, Luc ; Flandreau, Marc ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:28:y:2016:i:c:p:48-65.

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2017Evaluating the information in the federal reserve stress tests. (2017). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:1-18.

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2017Monetary policy and bank risk-taking: Evidence from the corporate loan market. (2017). santos, joao ; Paligorova, Teodora . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:35-49.

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2016Global corporate bond issuance: What role for US quantitative easing?. (2016). Lo Duca, Marco ; Martinez, Ariadna Vidal ; Nicoletti, Giulio . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:114-150.

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2016What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

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

Works by Marie Hoerova:


YearTitleTypeCited
2012Commonality in hedge fund returns: driving factors and implications In: Working papers.
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2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
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2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
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2013Incentive compatible centralised clearing. In: Financial Stability Review.
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2016Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance.
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2012Risk-sharing or risk-taking? Counterparty risk, incentives and margins.(2012) In: Working Paper Series.
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2015Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area In: CEPR Discussion Papers.
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2016Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area.(2016) In: Working Paper Series.
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2016Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area.(2016) In: Journal of Financial Intermediation.
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2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
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2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: Working Paper Series.
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2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: 2009 Meeting Papers.
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2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Discussion Paper.
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2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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2007Run-prone banking and asset markets In: Working Paper Series.
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2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
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2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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2009Money talks In: Working Paper Series.
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2012Money talks.(2012) In: Economics Letters.
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2009Money talks.(2009) In: Working Papers.
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2009Interbank lending, credit risk premia and collateral In: Working Paper Series.
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2009Interbank Lending, Credit-Risk Premia, and Collateral.(2009) In: International Journal of Central Banking.
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2012Clearing, counterparty risk and aggregate risk In: Working Paper Series.
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2012Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print.
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2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
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2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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2017On collateral: implications for financial stability and monetary policy In: Working Paper Series.
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2005Financial Deepening and Bank Runs In: Working Papers.
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2015Liquidity hoarding and interbank market rates: The role of counterparty risk In: Journal of Financial Economics.
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2014Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins In: IDEI Working Papers.
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2014Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins.(2014) In: TSE Working Papers.
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2017Optimal margins and equilibrium prices In: IDEI Working Papers.
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2008Public Information and Monetary Policy In: 2008 Meeting Papers.
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2017The Macroeconomic Impact of Money Market Freezes In: 2017 Meeting Papers.
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2017Optimal margins and equilibrium prices In: TSE Working Papers.
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2017Liquidity and Capital: Substitutes or Complements? In: World Scientific Book Chapters.
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