13
H index
13
i10 index
1695
Citations
European Central Bank | 13 H index 13 i10 index 1695 Citations RESEARCH PRODUCTION: 14 Articles 42 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marie Hoerova. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 3 |
Journal of Banking & Finance | 2 |
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2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2021 | Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:066. Full description at Econpapers || Download paper | |
2021 | Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements. (2021). Wicknig, Florian ; Kaldorf, Matthias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:123. Full description at Econpapers || Download paper | |
2022 | Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153. Full description at Econpapers || Download paper | |
2021 | “Employment uncertainty a year after the irruption of the covid-19 pandemicâ€. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104. Full description at Econpapers || Download paper | |
2021 | Counterparty 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 | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302. Full description at Econpapers || Download paper | |
2022 | Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308. Full description at Econpapers || Download paper | |
2021 | Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108. Full description at Econpapers || Download paper | |
2021 | The one trillion euro digital currency: How to issue a digital euro without threatening monetary policy transmission and financial stability?. (2021). Fegatelli, Paolo. In: BCL working papers. RePEc:bcl:bclwop:bclwp155. Full description at Econpapers || Download paper | |
2021 | Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21. Full description at Econpapers || Download paper | |
2021 | Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21. Full description at Econpapers || Download paper | |
2021 | Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802. Full description at Econpapers || Download paper | |
2021 | Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841. Full description at Econpapers || Download paper | |
2022 | Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864. Full description at Econpapers || Download paper | |
2021 | Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66. Full description at Econpapers || Download paper | |
2022 | Systemic Risk in Markets with Multiple Central Counterparties. (2022). , Luitgard ; Aldasoro, Inaki. In: BIS Working Papers. RePEc:bis:biswps:1052. Full description at Econpapers || Download paper | |
2021 | CCP Auction Design. (2021). Huang, Wenqian ; Zhu, Haoxiang. In: BIS Working Papers. RePEc:bis:biswps:938. Full description at Econpapers || Download paper | |
2022 | Bank opacity - patterns and implications. (2022). Avdjiev, Stefan ; Jager, Maximilian. In: BIS Working Papers. RePEc:bis:biswps:992. Full description at Econpapers || Download paper | |
2022 | Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474. Full description at Econpapers || Download paper | |
2021 | Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128. Full description at Econpapers || Download paper | |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper | |
2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper | |
2021 | Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Schuette, Dustin ; Arnold, Marc. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325. Full description at Econpapers || Download paper | |
2022 | Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867. Full description at Econpapers || Download paper | |
2022 | Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726. Full description at Econpapers || Download paper | |
2021 | Is aggregate volatility a priced risk factor?. (2021). Peterburgsky, Stanley. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:843-864. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Reaching for Income. (2021). Xiao, Kairong ; Garlappi, Lorenzo ; Daniel, Kent. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1145-1193. Full description at Econpapers || Download paper | |
2022 | Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096. Full description at Econpapers || Download paper | |
2021 | When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669. Full description at Econpapers || Download paper | |
2021 | A disaster always rings twice: Early life experiences and central bankers reactions to natural disasters. (2021). Farvaque, Etienne ; ASLAM, Maqsood ; Malan, Franck. In: Kyklos. RePEc:bla:kyklos:v:74:y:2021:i:3:p:301-320. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis. (2021). Fountas, Stilianos ; Tzika, Paraskevi. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:330-352. Full description at Econpapers || Download paper | |
2022 | Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471. Full description at Econpapers || Download paper | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065. Full description at Econpapers || Download paper | |
2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
2022 | Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2022 | What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172. Full description at Econpapers || Download paper | |
2021 | Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:126-154. Full description at Econpapers || Download paper | |
2021 | Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938. Full description at Econpapers || Download paper | |
2021 | Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952. Full description at Econpapers || Download paper | |
2022 | Margin procyclicality and the collateral cycle. (2022). Ranaldo, Angelo ; Ferrara, Gerardo ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0966. Full description at Econpapers || Download paper | |
2022 | A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972. Full description at Econpapers || Download paper | |
2022 | Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks. (2022). Papaioannou, Elias ; Malliaropulos, Dimitris ; Kotidis, Antonis. In: Working Papers. RePEc:bog:wpaper:304. Full description at Econpapers || Download paper | |
2022 | Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174. Full description at Econpapers || Download paper | |
2021 | Revisiting the Trade Policy Uncertainty Index. (2021). Hong, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2174. Full description at Econpapers || Download paper | |
2022 | Does the Pattern of Age Dependency Matter in the Promotion of Financial Development in an Emerging Economy?. (2022). Arize, Augustine C ; Dash, Umakant ; Inekwe, John Nkwoma ; Mahalik, Mantu Kumar. In: Working Papers in Economics. RePEc:cbt:econwp:22/06. Full description at Econpapers || Download paper | |
2021 | Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828. Full description at Econpapers || Download paper | |
2021 | Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2021). Timmer, Yannick ; Saidi, Farzad ; Rodnyansky, Alexander ; Bittner, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9363. Full description at Econpapers || Download paper | |
2021 | Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898. Full description at Econpapers || Download paper | |
2021 | Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:908. Full description at Econpapers || Download paper | |
2021 | Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915. Full description at Econpapers || Download paper | |
2021 | The Puzzling Change in the International Transmission of U.S. Macroeconomic Policy Shocks. (2021). Ilzetzki, Ethan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15740. Full description at Econpapers || Download paper | |
2021 | (In)efficient repo markets. (2021). Schuerhoff, Norman ; Schurhoff, Norman ; Mancini, Loriano ; Dieler, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15782. Full description at Econpapers || Download paper | |
2021 | Downside and Upside Uncertainty Shocks. (2021). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15881. Full description at Econpapers || Download paper | |
2021 | What Drives Saudi Airstrikes in Yemen? An Empirical Analysis of the Dynamics of Coalition Airstrikes, Houthi Attacks, and the Oil Market. (2021). Ansari, Dawud ; Schluter, Helen ; de Oca, Mariza Montes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1959. Full description at Econpapers || Download paper | |
2022 | Excess liquidity and the usefulness of the money multiplier. (2022). van den End, Jan Willem ; Berk, Jan Marc. In: Working Papers. RePEc:dnb:dnbwpp:740. Full description at Econpapers || Download paper | |
2022 | Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Scalone, Valerio ; Durdu, Bora ; Ichiue, Hibiki ; de Bandt, Olivier. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-3. Full description at Econpapers || Download paper | |
2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den | |
2021 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ; | |
2021 | Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278. Full description at Econpapers || Download paper | |
2021 | Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking. (2021). Leonello, Agnese ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212593. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policy, funding expectations, and firm decisions. (2021). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20212598. Full description at Econpapers || Download paper | |
2021 | Investment funds, risk-taking, and monetary policy in the euro area. (2021). Kaufmann, Christoph ; Cappiello, Lorenzo ; Ryan, Ellen ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20212605. Full description at Econpapers || Download paper | |
2021 | Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628. Full description at Econpapers || Download paper | |
2022 | Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647. Full description at Econpapers || Download paper | |
2022 | Deflationary financial shocks and inflationary uncertainty shocks: an SVAR Investigation. (2022). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20222727. Full description at Econpapers || Download paper | |
2022 | How do banks manage liquidity? Evidence from the ECB’s tiering experiment. (2022). Vergote, Olivier ; Sigaux, Jean-David ; Hoffmann, Peter ; Heider, Florian ; Baldo, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20222732. Full description at Econpapers || Download paper | |
2022 | LOLR policies, banks borrowing capacities and funding structures. (2022). Sundaresan, Suresh ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20222738. Full description at Econpapers || Download paper | |
2021 | What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893. Full description at Econpapers || Download paper | |
2021 | Liquidity regulation and bank lending. (2021). Wilson, John ; TARAZI, Amine ; John , ; Chronopoulos, Dimitris K ; Ananou, Foly. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001188. Full description at Econpapers || Download paper | |
2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
2021 | Impact of reserve requirement and Liquidity Coverage Ratio: A DSGE model for Indonesia. (2021). Chawwa, Tevy. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:321-341. Full description at Econpapers || Download paper | |
2021 | Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions. (2021). Cassou, Steven ; Ahmed, Iqbal M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000912. Full description at Econpapers || Download paper | |
2021 | Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054. Full description at Econpapers || Download paper | |
2021 | The impact of hedging on risk-averse agents’ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086. Full description at Econpapers || Download paper | |
2021 | Financial and nonfinancial global stock market volatility shocks. (2021). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:128-134. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820. Full description at Econpapers || Download paper | |
2021 | Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398. Full description at Econpapers || Download paper | |
2021 | Tail risk and return predictability for the Japanese equity market. (2021). Ubukata, Masato ; Todorov, Viktor ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:344-363. Full description at Econpapers || Download paper | |
2021 | Gross capital inflows and outflows: Twins or distant cousins?. (2021). TaÅŸdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000297. Full description at Econpapers || Download paper | |
2022 | Financial cycles and domestic policy choices. (2022). Matschke, Johannes ; Loipersberger, Florian. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000046. Full description at Econpapers || Download paper | |
2022 | Unconventional monetary policy, funding expectations, and firm decisions. (2022). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s001429212200157x. Full description at Econpapers || Download paper | |
2021 | Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. (2021). Wang, Qingwei ; Mazouz, Khelifa ; Ding, Wenjie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:42-56. Full description at Econpapers || Download paper | |
2021 | Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?. (2021). Tripe, David ; Nghiem, Son ; Thien, Thanh Pham. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004072. Full description at Econpapers || Download paper | |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576. Full description at Econpapers || Download paper | |
2022 | The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253. Full description at Econpapers || Download paper | |
2022 | The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638. Full description at Econpapers || Download paper | |
2022 | Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663. Full description at Econpapers || Download paper | |
2021 | VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945. Full description at Econpapers || Download paper | |
2021 | Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958. Full description at Econpapers || Download paper | |
2022 | The pricing of volatility risk in the US equity market. (2022). Zimmermann, Heinz ; Mustafi, Ismail H ; Hitz, Lukas. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002702. Full description at Econpapers || Download paper | |
2022 | The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency returns under empirical asset pricing. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001776. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | Commonality in hedge fund returns: driving factors and implications In: Working papers. [Full Text][Citation analysis] | paper | 15 |
2014 | Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Commonality 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: 15 | article | |
2013 | Incentive compatible centralised clearing. In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
2022 | Money markets, collateral and monetary policy In: BIS Working Papers. [Full Text][Citation analysis] | paper | 21 |
2018 | Money Markets, Collateral and Monetary Policy.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2019 | Money markets, collateral and monetary policy.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | Money Markets, Collateral and Monetary Policy.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2016 | Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance. [Full Text][Citation analysis] | article | 51 |
2012 | Risk-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: 51 | paper | |
2016 | Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2015 | Lending-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] | paper | 77 |
2016 | Lending-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: 77 | paper | |
2016 | Lending-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: 77 | article | |
2018 | Variation margins, fire sales, and information-constrained optimality In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Variation margins, fire sales, and information-constrained optimality.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Variation margins, fire-sales and information-constrained optimality.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Variation margins, fire-sales and information-constrained optimality.(2022) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 225 |
2009 | Liquidity 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: 225 | paper | |
2009 | Liquidity 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: 225 | paper | |
2009 | Liquidity 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: 225 | paper | |
2009 | Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
2010 | Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 678 |
2010 | Risk, uncertainty and monetary policy.(2010) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 678 | article | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 678 | paper | |
2013 | Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 678 | article | |
2012 | Risk, uncertainty and monetary policy.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 678 | paper | |
2010 | Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 678 | paper | |
2019 | What is the macroeconomic impact of changing money market conditions? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2007 | Run-prone banking and asset markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
2016 | What 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: 42 | article | |
2009 | Money talks In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2012 | Money talks.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2009 | Money talks.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2009 | Interbank lending, credit risk premia and collateral In: Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
2009 | Interbank Lending, Credit-Risk Premia, and Collateral.(2009) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2012 | Clearing, counterparty risk and aggregate risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 52 |
2012 | Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2012 | Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
2014 | The VIX, the variance premium and stock market volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 311 |
2014 | The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 311 | article | |
2013 | The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 311 | paper | |
2017 | On collateral: implications for financial stability and monetary policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2018 | Benefits and costs of liquidity regulation In: Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2020 | Money markets, central bank balance sheet and regulation In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2005 | Financial Deepening and Bank Runs In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Liquidity hoarding and interbank market rates: The role of counterparty risk In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 131 |
2014 | Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins In: IDEI Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Risk-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: 3 | paper | |
2017 | Optimal margins and equilibrium prices In: IDEI Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Optimal margins and equilibrium prices.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Public Information and Monetary Policy In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The Macroeconomic Impact of Money Market Freezes In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | Liquidity and Capital: Substitutes or Complements? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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