Marie Hoerova : Citation Profile


Are you Marie Hoerova?

European Central Bank

11

H index

12

i10 index

1228

Citations

RESEARCH PRODUCTION:

13

Articles

39

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 81
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 238.    Total self citations: 16 (1.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho239
   Updated: 2021-09-25    RAS profile: 2020-11-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Heider, Florian (9)

Biais, Bruno (6)

Uhlig, Harald (5)

De Fiore, Fiorella (5)

De Fiore, Fiorella (5)

Garcia de Andoain Hidalgo, Carlos (4)

Schepens, Glenn (2)

Manganelli, Simone (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 (13)

Georgiadis, Georgios (10)

Claveria, Oscar (10)

Adrian, Tobias (9)

Affinito, Massimiliano (9)

Schrimpf, Andreas (9)

Reichlin, Lucrezia (9)

Mehl, Arnaud (9)

GUPTA, RANGAN (9)

Pill, Huw (9)

Londono, Juan M. (8)

Cites to:

Acharya, Viral (25)

FREIXAS, XAVIER (23)

Rochet, Jean (14)

Heider, Florian (14)

Diamond, Douglas (12)

Suarez, Javier (12)

Tirole, Jean (10)

Gromb, Denis (10)

Rajan, Raghuram (10)

Bekaert, Geert (9)

Martin, Antoine (8)

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 Bank16
Post-Print / HAL2
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Marie Hoerova (2021 and 2020)


YearTitle of citing document
2020Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175.

Full description at Econpapers || Download paper

2020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

Full description at Econpapers || Download paper

2021Loss 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

2020.

Full description at Econpapers || Download paper

2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

Full description at Econpapers || Download paper

2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

Full description at Econpapers || Download paper

2021Counterparty 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

2020Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity. (2020). Bindseil, Ulrich ; Lanari, Edoardo. In: Papers. RePEc:arx:papers:2010.11030.

Full description at Econpapers || Download paper

2020XVA Valuation under Market Illiquidity. (2020). Sturm, Stephan ; Pang, Weijie . In: Papers. RePEc:arx:papers:2011.03543.

Full description at Econpapers || Download paper

2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

Full description at Econpapers || Download paper

2021Uncertainty 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

2020Eurozone prices: a tale of convergence and divergence. (2020). Guerrero, David E ; Gonzalez-Perez, Maria T ; Garcia-Hiernaux, Alfredo. In: Working Papers. RePEc:bde:wpaper:2010.

Full description at Econpapers || Download paper

2020Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20.

Full description at Econpapers || Download paper

2021Identifying 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

2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

Full description at Econpapers || Download paper

2021Do 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

2020Bank Liquidity and Exposure to Industry Shocks. (2020). Talavera, Oleksandr ; Arias, Jose ; Tsapin, Andriy. In: Discussion Papers. RePEc:bir:birmec:20-16.

Full description at Econpapers || Download paper

2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

Full description at Econpapers || Download paper

2020Changes in monetary policy operating procedures over the last decade: insights from a new database. (2020). Schrimpf, Andreas ; Drehmann, Mathias ; Cap, Adam. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012c.

Full description at Econpapers || Download paper

2020Model risk at central counterparties: Is skin-in-the-game a game changer?. (2020). Takats, Elod ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:866.

Full description at Econpapers || Download paper

2020Decomposing the VIX: Implications for the predictability of stock returns. (2020). Chow, Victor K ; Li, Jingrui ; Jiang, Wanjun. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:645-668.

Full description at Econpapers || Download paper

2020The Value of Central Clearing. (2020). Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2021-2053.

Full description at Econpapers || Download paper

2020Institutional diversity in domestic banking sectors and bank stability: A cross-country study. (2020). Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Grazzini, Caterina Forti. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1008.

Full description at Econpapers || Download paper

2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

Full description at Econpapers || Download paper

2020Liquidity management, fire sale and liquidity crises in banking: the role of leverage. (2020). Vo, Quynh-Anh ; Gomez, Fabiana. In: Bank of England working papers. RePEc:boe:boeewp:0894.

Full description at Econpapers || Download paper

2020Characteristics of Uncertainty Indices in the Macroeconomy. (2020). Nakajima, Jouchi ; Okuda, Tatsushi ; Shinohara, Takeshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e06.

Full description at Econpapers || Download paper

2020Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187.

Full description at Econpapers || Download paper

2020Global shocks and emerging economies: disentangling the commodity roller coaster. (2020). Valerio, Andre Cordeiro ; Ferreira, Mauro Sayar. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td623.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

Full description at Econpapers || Download paper

2021Predictability 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

2021Capital 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

2021Estimating 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

2020Twin Default Crises. (2020). Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

Full description at Econpapers || Download paper

2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

Full description at Econpapers || Download paper

2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

Full description at Econpapers || Download paper

2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

Full description at Econpapers || Download paper

2020Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study. (2020). Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea ; Grazzini, Caterina Forti. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1869.

Full description at Econpapers || Download paper

2021What 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

2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

Full description at Econpapers || Download paper

2020Do oil-market shocks drive global liquidity?. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-33.

Full description at Econpapers || Download paper

2021Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy. (2021). Schepens, Glenn ; Hoerova, Marie ; Corradin, Stefano. In: Research Bulletin. RePEc:ecb:ecbrbu:2021:0082:.

Full description at Econpapers || Download paper

2020Unconventional monetary policy and funding liquidity risk. (2020). DARRACQ PARIES, Matthieu ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20202350.

Full description at Econpapers || Download paper

2020Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442.

Full description at Econpapers || Download paper

2020Monetary policy and intangible investment. (2020). Döttling, Robin ; Ratnovski, Lev ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20202444.

Full description at Econpapers || Download paper

2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489.

Full description at Econpapers || Download paper

2020Do words hurt more than actions? The impact of trade tensions on financial markets. (2020). Pagliari, Maria Sole ; Minesso Ferrari, Massimo ; Kurcz, Frederik. In: Working Paper Series. RePEc:ecb:ecbwps:20202490.

Full description at Econpapers || Download paper

2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

Full description at Econpapers || Download paper

2020Emerging market corporate leverage and global financial conditions. (2020). Alter, Adrian ; Elekdag, Selim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300341.

Full description at Econpapers || Download paper

2021What 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

2020Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks. (2020). Georgiadis, Georgios ; Janokova, Martina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301937.

Full description at Econpapers || Download paper

2021Asymmetries 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

2020Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

Full description at Econpapers || Download paper

2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

Full description at Econpapers || Download paper

2020Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model. (2020). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:331-373.

Full description at Econpapers || Download paper

2020Risk, uncertainty, and leverage. (2020). Serletis, Apostolos ; Istiak, Khandokar. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:257-273.

Full description at Econpapers || Download paper

2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

Full description at Econpapers || Download paper

2020Interest rate policy and interbank market breakdown. (2020). Nuckles, Marc. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:779-789.

Full description at Econpapers || Download paper

2020Why the money multiplier has remained persistently so low in the post-crisis United States?. (2020). Morelli, Pierluigi ; Seghezza, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:309-317.

Full description at Econpapers || Download paper

2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

Full description at Econpapers || Download paper

2021Financial 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

2021Economic 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

2020Risk aversion, uncertainty, and monetary policy: Structural vector autoregressions identified with high-frequency external instruments. (2020). Jang, Woon Wook. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303374.

Full description at Econpapers || Download paper

2020A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (2020). Yun, Jaeho. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303799.

Full description at Econpapers || Download paper

2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

Full description at Econpapers || Download paper

2020Variance risk: A bird’s eye view. (2020). Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:517-535.

Full description at Econpapers || Download paper

2020Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334.

Full description at Econpapers || Download paper

2020The term structure of equity and variance risk premia. (2020). Ait-Sahalia, Yacine ; Mancini, Loriano ; Karaman, Mustafa. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:204-230.

Full description at Econpapers || Download paper

2021Predicting 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

2021Tail 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

2020Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

Full description at Econpapers || Download paper

2020Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145.

Full description at Econpapers || Download paper

2020Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49.

Full description at Econpapers || Download paper

2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

Full description at Econpapers || Download paper

2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

Full description at Econpapers || Download paper

2020Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302851.

Full description at Econpapers || Download paper

2020Liquidity creation and funding ability during the interbank lending crunch. (2020). Beladi, Hamid ; How, Janice ; Park, Jason ; Hu, May. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303254.

Full description at Econpapers || Download paper

2020Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

Full description at Econpapers || Download paper

2020Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

Full description at Econpapers || Download paper

2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

Full description at Econpapers || Download paper

2020Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404.

Full description at Econpapers || Download paper

2021VIX 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

2021Interbank 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

2020Non-parametric quantile dependencies between volatility discontinuities and political risk. (2020). Vasiliadis, Lavrentios ; Vortelinos, Dimitrios ; Boako, Gideon ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303829.

Full description at Econpapers || Download paper

2020Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

Full description at Econpapers || Download paper

2020Credit default swap and two-sided moral hazard. (2020). Gong, Yaxian. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301965.

Full description at Econpapers || Download paper

2020Expected government support and bank risk-taking: Evidence from China. (2020). Hu, Wentao ; Huang, Wenli ; Ba, Shusong ; Bai, Haifeng. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303289.

Full description at Econpapers || Download paper

2020Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. (2020). Echaust, Krzysztof ; Just, Magorzata. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315890.

Full description at Econpapers || Download paper

2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

Full description at Econpapers || Download paper

2020Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

Full description at Econpapers || Download paper

2020Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611.

Full description at Econpapers || Download paper

2020Illiquidity as a signal. (2020). Kahn, Charles ; Jorge, Jose. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300723.

Full description at Econpapers || Download paper

2021Aggregate volatility risk: International evidence. (2021). Peterburgsky, Stanley. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301012.

Full description at Econpapers || Download paper

2021The puzzling change in the international transmission of U.S. macroeconomic policy shocks. (2021). Jin, Keyu ; Ilzetzki, Ethan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000210.

Full description at Econpapers || Download paper

2021In search of distress risk in emerging markets. (2021). Haas, Adam ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000404.

Full description at Econpapers || Download paper

2020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

Full description at Econpapers || Download paper

2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

Full description at Econpapers || Download paper

2020Which external shock matters in small open economies? Global risk aversion vs. US economic policy uncertainty. (2020). Sohn, Wook ; Lim, Hyunjoon ; Kim, Youngju. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142520300128.

Full description at Econpapers || Download paper

2020Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis. (2020). McGroarty, Frank ; McGee, Richard J ; Goodell, John W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302584.

Full description at Econpapers || Download paper

2020Moment risk premia and the cross-section of stock returns in the European stock market. (2020). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s037842661930305x.

Full description at Econpapers || Download paper

2020The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model. (2020). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619300020.

Full description at Econpapers || Download paper

2020International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

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]
paper12
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: 12
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: 12
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]
article34
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: 34
paper
2016Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 34
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]
paper60
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: 60
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: 60
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]
paper8
2019Money markets, collateral and monetary policy.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2018Money Markets, Collateral and Monetary Policy.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper176
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: 176
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: 176
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: 176
paper
2009Liquidity 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: 176
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper510
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 510
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 510
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 510
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 510
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 510
paper
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]
paper28
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: 28
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]
paper29
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: 29
article
2012Clearing, counterparty risk and aggregate risk In: Working Paper Series.
[Full Text][Citation analysis]
paper39
2012Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]
paper213
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: 213
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: 213
paper
2017On collateral: implications for financial stability and monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper3
2018Benefits and costs of liquidity regulation In: Working Paper Series.
[Full Text][Citation analysis]
paper11
2020Money markets, central bank balance sheet and regulation In: Working Paper Series.
[Full Text][Citation analysis]
paper3
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]
article79
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]
paper2
2017The Macroeconomic Impact of Money Market Freezes In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper2
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 March, 2 2021. Contact: CitEc Team