Marie Hoerova : Citation Profile

Are you Marie Hoerova?

European Central Bank

11

H index

11

i10 index

970

Citations

RESEARCH PRODUCTION:

13

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 69
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 297.    Total self citations: 15 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho239
   Updated: 2020-05-16    RAS profile: 2019-08-30    
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Relations with other researchers

Works with:

Heider, Florian (13)

Biais, Bruno (8)

Garcia de Andoain Hidalgo, Carlos (6)

Uhlig, Harald (5)

De Fiore, Fiorella (5)

De Fiore, Fiorella (4)

Manganelli, Simone (3)

Bekaert, Geert (3)

Bussiere, Matthieu (2)

Klaus, Benjamin (2)

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

Is cited by:

Ranaldo, Angelo (10)

Georgiadis, Georgios (9)

Affinito, Massimiliano (9)

Reichlin, Lucrezia (9)

Pill, Huw (9)

Adrian, Tobias (9)

Agur, Itai (8)

Calomiris, Charles (8)

Schrimpf, Andreas (8)

Mehl, Arnaud (8)

Nyborg, Kjell (8)

Cites to:

FREIXAS, XAVIER (19)

Acharya, Viral (13)

Diamond, Douglas (12)

Suarez, Javier (11)

Heider, Florian (10)

Rochet, Jean (10)

Rajan, Raghuram (10)

Gromb, Denis (9)

Bekaert, Geert (9)

Ennis, Huberto (7)

Keister, Todd (7)

Main data

Where Marie Hoerova has published?

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

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

Recent works citing Marie Hoerova (2019 and 2018)

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

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

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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.

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2020Counterparty 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.

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

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2019High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124.

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

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

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2019The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6.

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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.

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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.

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

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

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

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

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

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2018The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146.

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

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

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

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2019Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu. In: BIS Working Papers. RePEc:bis:biswps:814.

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2019What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy. (2019). Affinito, Massimiliano. In: BIS Working Papers. RePEc:bis:biswps:821.

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2019Central counterparty exposure in stressed markets. (2019). Yu, Shihao ; Menkveld, Albert ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:833.

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

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

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

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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

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

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

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2019Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_020.

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

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

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

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

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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.

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

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

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

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

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

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

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2019Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7896.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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

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

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

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

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

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2019US Monetary Policy and International Risk Spillovers. (2019). Kalemli-Ozcan, Sebnem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14053.

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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.

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

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

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

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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.

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

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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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.

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

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

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

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

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

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

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

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

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2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: Working Paper Series. RePEc:ecb:ecbwps:20192225.

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

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

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

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

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

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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.

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

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

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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.

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

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

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

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

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2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

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

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2019Expected currency returns and volatility risk premia. (2019). Haas, Jose Renato. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234.

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2019The impact of margin policies on the Italian repo market. (2019). Pietrunti, Mario ; Picillo, Cristina ; Miglietta, Arianna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304704.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2019Do liquidity enhancement auctions improve the market liquidity in the JGB market?. (2019). Hattori, Takahiro. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:34.

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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.

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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.

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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.

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

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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.

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

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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.

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

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

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

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2019Which oil shocks really matter in equity markets?. (2019). Shield, Cody ; Clements, Adam ; Thiele, Stephen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:134-141.

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2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

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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.

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

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

Works by Marie Hoerova:

YearTitleTypeCited
2012Commonality in hedge fund returns: driving factors and implications In: Working papers.
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2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
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2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
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2013Incentive compatible centralised clearing. In: Financial Stability Review.
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2016Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance.
[Full Text][Citation analysis]		article23
2012Risk-sharing or risk-taking? Counterparty risk, incentives and margins.(2012) In: Working Paper Series.
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2015Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2016Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area.(2016) In: Working Paper Series.
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This paper has another version. Agregated cites: 45		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.
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2018Variation margins, fire sales, and information-constrained optimality In: CEPR Discussion Papers.
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2018Variation margins, fire sales, and information-constrained optimality.(2018) In: Working Paper Series.
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2018Money Markets, Collateral and Monetary Policy In: CEPR Discussion Papers.
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2019Money markets, collateral and monetary policy.(2019) In: Working Paper Series.
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2018Money Markets, Collateral and Monetary Policy.(2018) In: NBER Working Papers.
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2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper173
2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: Working Paper Series.
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2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: 2009 Meeting Papers.
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2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Discussion Paper.
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2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper406
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 406		article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 406		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]		paper18
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 18		article
2009Money talks In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2012Money talks.(2012) In: Economics Letters.
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2009Money talks.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 15		paper
2009Interbank lending, credit risk premia and collateral In: Working Paper Series.
[Full Text][Citation analysis]		paper25
2009Interbank Lending, Credit-Risk Premia, and Collateral.(2009) In: International Journal of Central Banking.
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2012Clearing, counterparty risk and aggregate risk In: Working Paper Series.
[Full Text][Citation analysis]		paper31
2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
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This paper has another version. Agregated cites: 31		article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper150
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 150		paper
2017On collateral: implications for financial stability and monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2018Benefits and costs of liquidity regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2005Financial Deepening and Bank Runs In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Liquidity hoarding and interbank market rates: The role of counterparty risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article58
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.
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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.
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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]		paper2
2017Liquidity and Capital: Substitutes or Complements? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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