Marie Hoerova : Citation Profile

Are you Marie Hoerova?

European Central Bank

10

H index

10

i10 index

708

Citations

RESEARCH PRODUCTION:

12

Articles

31

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 59
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 174.    Total self citations: 13 (1.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho239
   Updated: 2018-07-14    RAS profile: 2017-11-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Heider, Florian (9)

Garcia-de-Andoain, Carlos (6)

Bekaert, Geert (6)

Biais, Bruno (4)

Manganelli, Simone (3)

Klaus, Benjamin (2)

Lo Duca, Marco (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:

Born, Benjamin (9)

Reichlin, Lucrezia (9)

Pill, Huw (9)

Adrian, Tobias (8)

Agur, Itai (8)

Taylor, John (8)

Nyborg, Kjell (8)

cipollini, andrea (7)

Mehl, Arnaud (6)

PHILIPPON, Thomas (6)

Georgiadis, Georgios (6)

Cites to:

FREIXAS, XAVIER (15)

Acharya, Viral (13)

Diamond, Douglas (12)

Rochet, Jean (10)

Rajan, Raghuram (10)

Heider, Florian (9)

Gromb, Denis (9)

Bekaert, Geert (9)

Keister, Todd (7)

Ennis, Huberto (7)

Gale, Douglas (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
TSE Working Papers / Toulouse School of Economics (TSE)2
Post-Print / HAL2
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2

Recent works citing Marie Hoerova (2018 and 2017)

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

Full description at Econpapers || Download paper

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

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

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

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Optimal Interbank Regulation. (2017). Carter, Thomas J. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

Full description at Econpapers || Download paper

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

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

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Ferrara, Laurent ; Lhuissier, Stephane. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

Full description at Econpapers || Download paper

2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries. (2017). Vašíček, Bořek ; Vasicek, Borek ; Claeys, Peter. In: Working Papers. RePEc:cnb:wpaper:2017/13.

Full description at Econpapers || Download paper

2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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

2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma ; Koopman, Siem Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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

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

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

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

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

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

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.

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

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Sapena, Juan ; Paniagua, Jordi. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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

2017The role of the reference rate in an interbank market with imperfect information. (2017). Muto, Ichiro. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:16-31.

Full description at Econpapers || Download paper

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

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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). Stan, Raluca ; Kurov, Alexander . 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

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

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.

Full description at Econpapers || Download paper

2017Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Bali, Turan G ; Tang, YI. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

Full description at Econpapers || Download paper

2017Systemic co-jumps. (2017). Caporin, Massimiliano ; Reno, Roberto ; Kolokolov, Aleksey . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:563-591.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

2017Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows. (2017). Anaya, Pablo ; Offermanns, Christian J ; Hachula, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:275-295.

Full description at Econpapers || Download paper

2017Option-implied expectations in commodity markets and monetary policy. (2017). Triantafyllou, Athanasios ; Dotsis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

2017The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43.

Full description at Econpapers || Download paper

2017Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

Full description at Econpapers || Download paper

2018Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis. (2018). Tristani, Oreste ; Quint, Dominic. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:15-34.

Full description at Econpapers || Download paper

2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

Full description at Econpapers || Download paper

2017Exchange rate uncertainty and firm investment plans evidence from Swiss survey data. (2017). Dibiasi, Andreas ; Binding, Garret . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:1-27.

Full description at Econpapers || Download paper

2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

Full description at Econpapers || Download paper

2017The impact of latency sensitive trading on high frequency arbitrage opportunities. (2017). Webb, Robert I ; Mollica, Vito ; Zhang, Shunquan ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:91-102.

Full description at Econpapers || Download paper

2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

Full description at Econpapers || Download paper

2018Interest rate volatility and risk management: Evidence from CBOE Treasury options. (2018). Markellos, Raphael N ; Psychoyios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:190-202.

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]		paper8
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: 8		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: 8		article
2013Incentive compatible centralised clearing. In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2016Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance.
[Full Text][Citation analysis]		article13
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: 13		paper
2016Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13		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]		paper24
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: 24		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: 24		article
2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper161
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: 161		paper
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: 161		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: 161		paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper302
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 302		article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 302		paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 302		article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 302		paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 302		paper
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]		paper11
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: 11		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]		paper25
2012Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 25		paper
2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper88
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: 88		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: 88		paper
2017On collateral: implications for financial stability and monetary policy 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]		article30
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, 2th 2018. Contact: CitEc Team