Marie Hoerova : Citation Profile

Are you Marie Hoerova?

European Central Bank

10

H index

11

i10 index

869

Citations

RESEARCH PRODUCTION:

13

Articles

37

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 62
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 208.    Total self citations: 14 (1.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho239
   Updated: 2019-10-15    RAS profile: 2019-07-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Heider, Florian (12)

Biais, Bruno (7)

Garcia-de-Andoain, Carlos (6)

Uhlig, Harald (5)

De Fiore, Fiorella (4)

Manganelli, Simone (3)

Bekaert, Geert (3)

Klaus, Benjamin (2)

Bussiere, Matthieu (2)

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

Is cited by:

Ranaldo, Angelo (10)

Reichlin, Lucrezia (9)

Georgiadis, Georgios (9)

Pill, Huw (9)

Adrian, Tobias (9)

Taylor, John (8)

Nyborg, Kjell (8)

Agur, Itai (8)

Born, Benjamin (8)

Mehl, Arnaud (8)

Affinito, Massimiliano (7)

Cites to:

FREIXAS, XAVIER (19)

Acharya, Viral (13)

Diamond, Douglas (12)

Suarez, Javier (11)

Rajan, Raghuram (10)

Heider, Florian (10)

Rochet, Jean (10)

Bekaert, Geert (9)

Gromb, Denis (9)

Ennis, Huberto (7)

Keister, Todd (7)

Main data

Where Marie Hoerova has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
Research Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank15
TSE Working Papers / Toulouse School of Economics (TSE)2
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2
Post-Print / HAL2

Recent works citing Marie Hoerova (2019 and 2018)

YearTitle of citing document
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

Full description at Econpapers || Download paper

2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Mizen, Paul ; Banerjee, Anindya . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

Full description at Econpapers || Download paper

2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

Full description at Econpapers || Download paper

2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

Full description at Econpapers || Download paper

2018Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement. (2018). Goldman, Elena ; Shen, Xiangjin . In: Staff Working Papers. RePEc:bca:bocawp:18-21.

Full description at Econpapers || Download paper

2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

Full description at Econpapers || Download paper

2017Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17.

Full description at Econpapers || Download paper

2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

Full description at Econpapers || Download paper

2018Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18.

Full description at Econpapers || Download paper

2018Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Panetta, Fabio ; Pozzolo, Alberto Franco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1183_18.

Full description at Econpapers || Download paper

2018Monetary Policy and Collateral Constraints since the European Debt Crisis. (2018). Nguyen, Benoît ; Bignon, Vincent ; Barthélemy, Jean ; Barthelemy, J. In: Working papers. RePEc:bfr:banfra:669.

Full description at Econpapers || Download paper

2018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Working papers. RePEc:bfr:banfra:687.

Full description at Econpapers || Download paper

2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Colletaz, Gilbert ; Popescu, Alexandra ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:694.

Full description at Econpapers || Download paper

2019Comments on The global impact of risk-off shocks. (2019). Disyatat, Piti. In: BIS Papers chapters. RePEc:bis:bisbpc:102-04.

Full description at Econpapers || Download paper

2018Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761.

Full description at Econpapers || Download paper

2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: BIS Working Papers. RePEc:bis:biswps:766.

Full description at Econpapers || Download paper

2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

Full description at Econpapers || Download paper

2019The information content of the implied volatility term structure on future returns. (2019). Yen, Kuangchieh ; Wang, Yawhuei. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:380-406.

Full description at Econpapers || Download paper

2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

Full description at Econpapers || Download paper

2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

Full description at Econpapers || Download paper

2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). bloom, nicholas ; Mizen, Paul ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0753.

Full description at Econpapers || Download paper

2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

Full description at Econpapers || Download paper

2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

Full description at Econpapers || Download paper

2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

Full description at Econpapers || Download paper

2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

Full description at Econpapers || Download paper

2018Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion. (2018). Kim, Youngju ; Lim, Hyunjoon. In: Working Papers. RePEc:bok:wpaper:1829.

Full description at Econpapers || Download paper

2018The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982.

Full description at Econpapers || Download paper

2018Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7118.

Full description at Econpapers || Download paper

2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

Full description at Econpapers || Download paper

2018Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243.

Full description at Econpapers || Download paper

2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Mody, Ashoka ; Nedeljkovic, Milan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

Full description at Econpapers || Download paper

2019Banking Panics and the Lender of Last Resort in a Monetary Economy. (2019). Matsuoka, Tarishi ; Watanabe, Makoto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7451.

Full description at Econpapers || Download paper

2019What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792.

Full description at Econpapers || Download paper

2018Medida de aversión al Riesgo Mediante Volatilidades Implícitas Realizadas. (2018). Sagner, Andres ; Fernandois, Antonio ; alvarez, Nicolas . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:818.

Full description at Econpapers || Download paper

2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

Full description at Econpapers || Download paper

2018Life below zero: Bank lending under negative policy rates. (2018). Heider, Florian ; Schepens, Glenn ; Saidi, Farzad. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13191.

Full description at Econpapers || Download paper

2018Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty. (2018). Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13230.

Full description at Econpapers || Download paper

2019The Maturity of Sovereign Debt Issuance in the Euro Area. (2019). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13729.

Full description at Econpapers || Download paper

2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2002). Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca ; Mehl, Arnaud. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

Full description at Econpapers || Download paper

2019The risk-taking channel of international financial flows. (2019). Natoli, Filippo ; Cova, Pietro. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_015.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Liquidity regulation, the central bank and the money market. (2018). Kording, Julia ; Scheubel, Beatrice. In: DNB Working Papers. RePEc:dnb:dnbwpp:596.

Full description at Econpapers || Download paper

2018Les interventions de crise de la FED et de la BCE diffèrent-elles ?. (2018). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-31.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Systemic liquidity concept, measurement and macroprudential instruments. (2018). Wedow, Michael ; Schmitz, Stefan ; Bonner, Clemens ; Force, Ecb Task. In: Occasional Paper Series. RePEc:ecb:ecbops:2018214.

Full description at Econpapers || Download paper

2017Collateral, central clearing counterparties and regulation. (2017). Heider, Florian. In: Research Bulletin. RePEc:ecb:ecbrbu:2017:0041:1.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Life below zero: bank lending under negative policy rates. (2018). Schepens, Glenn ; Heider, Florian ; Saidi, Farzad. In: Working Paper Series. RePEc:ecb:ecbwps:20182173.

Full description at Econpapers || Download paper

2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

Full description at Econpapers || Download paper

2018The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20182219.

Full description at Econpapers || Download paper

2019EME financial conditions: which global shocks matter?. (2019). Manu, Ana-Simona ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192282.

Full description at Econpapers || Download paper

2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

Full description at Econpapers || Download paper

2019Interbank rate uncertainty and bank lending. (2019). Uhlig, Harald ; Lenza, Michele ; Carboni, Giacomo ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20192311.

Full description at Econpapers || Download paper

2018News and expected returns in East Asian equity markets: The RV-GARCHM model. (2018). Yao, Wenying ; Tang, Chrismin ; Martin, Vance L. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:36-52.

Full description at Econpapers || Download paper

2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

Full description at Econpapers || Download paper

2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

Full description at Econpapers || Download paper

2018The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. (2018). Gurgone, Andrea ; Jafarey, Saqib ; Iori, Giulia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:257-288.

Full description at Econpapers || Download paper

2018Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79.

Full description at Econpapers || Download paper

2018Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2018). Giri, Federico. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:10-22.

Full description at Econpapers || Download paper

2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

Full description at Econpapers || Download paper

2019Liquidity pull-back and predictability of government security yield volatility. (2019). Sasidharan, Subash ; Chundakkadan, Radeef. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:124-132.

Full description at Econpapers || Download paper

2019Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

Full description at Econpapers || Download paper

2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

Full description at Econpapers || Download paper

2018Resolution of policy uncertainty and sudden declines in volatility. (2018). Amengual, Dante ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:297-315.

Full description at Econpapers || Download paper

2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

Full description at Econpapers || Download paper

2018Asymmetric linkages among the fear index and emerging market volatility indices. (2018). Badshah, Ihsan ; Uddin, Gazi Salah ; Lucey, Brian M ; Bekiros, Stelios. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:17-31.

Full description at Econpapers || Download paper

2018Volatility in equity markets and monetary policy rate uncertainty. (2018). Roberts-Sklar, Matt ; Kaminska, Iryna . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:68-83.

Full description at Econpapers || Download paper

2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

Full description at Econpapers || Download paper

2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

Full description at Econpapers || Download paper

2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

Full description at Econpapers || Download paper

2018Is market fear persistent? A long-memory analysis. (2018). Plastun, Alex ; Caporale, Guglielmo Maria ; Gil-Alana, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147.

Full description at Econpapers || Download paper

2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

Full description at Econpapers || Download paper

2018International credit supply shocks. (2018). Rebucci, Alessandro ; Ferrero, Andrea ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:219-237.

Full description at Econpapers || Download paper

2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

Full description at Econpapers || Download paper

2018Social networks in the global banking sector. (2018). Houston, Joel F ; Suntheim, Felix ; Lee, Jongsub. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:2:p:237-269.

Full description at Econpapers || Download paper

2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

Full description at Econpapers || Download paper

2019How does financial development alter the impact of uncertainty?. (2019). Karaman, Kıvanç ; Yildirim-Karaman, Seil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:33-42.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Point process models for extreme returns: Harnessing implied volatility. (2018). Herrera, Rodrigo ; Clements, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:161-175.

Full description at Econpapers || Download paper

2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

Full description at Econpapers || Download paper

2018Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

Full description at Econpapers || Download paper

2018The risk-taking channel of monetary policy transmission in the euro area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:71-91.

Full description at Econpapers || Download paper

2018Smiling twice: The Heston++ model. (2018). Pacati, Claudio ; Reno, Roberto ; Pompa, Gabriele . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:185-206.

Full description at Econpapers || Download paper

2018Country transparency and the global transmission of financial shocks. (2018). Brandao-Marques, Luis ; Melgar, Natalia ; Gelos, Gaston . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

Full description at Econpapers || Download paper

2018Asset market responses to conventional and unconventional monetary policy shocks in the United States. (2018). Krippner, Leo ; Claus, Edda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282.

Full description at Econpapers || Download paper

2018Unobservable systematic risk, economic activity and stock market. (2018). De Santis, Roberto A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:51-69.

Full description at Econpapers || Download paper

2018Ambiguities in valuing information technology firms: Do internet searches help?. (2018). Chang, Young Bong ; Kwon, Youngok . In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:260-269.

Full description at Econpapers || Download paper

2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change. (2018). Stillwagon, Josh ; Frydman, Roman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:189-198.

Full description at Econpapers || Download paper

2018Systematic risk factors and bank failures. (2018). Sun, Junjie ; Zhao, Xinlei ; Wu, Deming. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2019Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

Full description at Econpapers || Download paper

2019Variance risk in aggregate stock returns and time-varying return predictability. (2019). Pyun, Sungjune. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:150-174.

Full description at Econpapers || Download paper

2019How news and its context drive risk and returns around the world. (2019). Mamaysky, Harry ; Calomiris, Charles W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:299-336.

Full description at Econpapers || Download paper

2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

Full description at Econpapers || Download paper

2017Information asymmetry and risk transfer markets. (2017). Thompson, James ; Stephens, Eric. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:88-99.

Full description at Econpapers || Download paper

2019Foreign booms, domestic busts: The global dimension of banking crises. (2019). Thwaites, Gregory ; Martin, Fernando Eguren ; Cesa-Bianchi, Ambrogio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:37:y:2019:i:c:p:58-74.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		paper10
2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2013Incentive compatible centralised clearing. In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2016Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance.
[Full Text][Citation analysis]		article20
2012Risk-sharing or risk-taking? Counterparty risk, incentives and margins.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2016Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
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.
[Full Text][Citation analysis]		paper41
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
2018Variation margins, fire sales, and information-constrained optimality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Variation margins, fire sales, and information-constrained optimality.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Money Markets, Collateral and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Money markets, collateral and monetary policy.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Money Markets, Collateral and Monetary Policy.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper167
2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		paper
2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		paper
2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167		paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper365
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 365		paper
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 365		paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 365		paper
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 365		article
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 365		article
2019What is the macroeconomic impact of changing money market conditions? In: Research Bulletin.
[Full Text][Citation analysis]		article0
2007Run-prone banking and asset markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2009Money talks In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2012Money talks.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2009Money talks.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2009Interbank lending, credit risk premia and collateral In: Working Paper Series.
[Full Text][Citation analysis]		paper24
2009Interbank Lending, Credit-Risk Premia, and Collateral.(2009) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2012Clearing, counterparty risk and aggregate risk In: Working Paper Series.
[Full Text][Citation analysis]		paper30
2012Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper126
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126		article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126		paper
2017On collateral: implications for financial stability and monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2018Benefits and costs of liquidity regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2005Financial Deepening and Bank Runs In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Liquidity hoarding and interbank market rates: The role of counterparty risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article46
2014Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins In: IDEI Working Papers.
[Full Text][Citation analysis]		paper2
2014Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins.(2014) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017Optimal margins and equilibrium prices In: IDEI Working Papers.
[Full Text][Citation analysis]		paper0
2017Optimal margins and equilibrium prices.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Public Information and Monetary Policy In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper1
2017The Macroeconomic Impact of Money Market Freezes In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper1
2017Liquidity and Capital: Substitutes or Complements? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team