Marco Lo Duca : Citation Profile


Are you Marco Lo Duca?

European Central Bank

10

H index

12

i10 index

729

Citations

RESEARCH PRODUCTION:

5

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 81
   Journals where Marco Lo Duca has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 5 (0.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo377
   Updated: 2017-11-18    RAS profile: 2016-03-25    
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Relations with other researchers


Works with:

Straub, Roland (4)

Fratzscher, Marcel (4)

Hoerova, Marie (3)

Bekaert, Geert (3)

Faia, Ester (2)

Stracca, Livio (2)

Angeloni, Ignazio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Lo Duca.

Is cited by:

Creel, Jerome (16)

Hubert, Paul (15)

Labondance, Fabien (14)

Vašíček, Bořek (10)

van Roye, Björn (10)

Bekaert, Geert (10)

Ferrara, Laurent (10)

Zigraiova, Diana (10)

Blot, Christophe (9)

Born, Benjamin (9)

Taylor, John (8)

Cites to:

Fratzscher, Marcel (23)

Ehrmann, Michael (13)

Bekaert, Geert (9)

Blinder, Alan (8)

de Haan, Jakob (8)

Jansen, David-Jan (8)

Neely, Christopher (8)

Reinhart, Carmen (7)

Rose, Andrew (6)

Raddatz, Claudio (6)

Schmukler, Sergio (6)

Main data


Where Marco Lo Duca has published?


Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank7

Recent works citing Marco Lo Duca (2017 and 2016)


YearTitle of citing document
2016Central banking in the XXI century: never say never. (2016). Panetta, Fabio . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1626.

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2016The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:1601.

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2016Dating Systemic Financial Stress Episodes in the EU Countries. (2016). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Staff Working Papers. RePEc:bca:bocawp:16-11.

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2016Monetary Policy, Private Debt and Financial Stability Risks. (2016). Granziera, Eleonora ; Bauer, Gregory. In: Staff Working Papers. RePEc:bca:bocawp:16-59.

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

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2016Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets. (2016). Barroso, João. In: Working Papers Series. RePEc:bcb:wpaper:420.

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2016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Working Papers Series. RePEc:bcb:wpaper:439.

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2016Decomposition of Systemic Risk Drivers in Evolving Financial Networks. (2016). Barroso, João ; Stancato, Sergio Rubens ; Silva, Thiago Christiano ; Ribeiro, Joo Barata . In: Working Papers Series. RePEc:bcb:wpaper:448.

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2016How firms borrow in international bond markets: securities regulation and market segmentation. (2016). Serena Garralda, Jose Maria ; Fuertes, Alberto . In: Working Papers. RePEc:bde:wpaper:1603.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2016Spillovers of the ECBs non-standard monetary policy into CESEE economies. (2016). Ciarlone, Alessio ; Colabella, Andrea . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_351_16.

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2017A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17.

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2017Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event. (2017). Marco, Hernandez Vega . In: Working Papers. RePEc:bdm:wpaper:2017-02.

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

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

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

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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2016Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55.

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2017Measuring bank risk-taking behaviour: the risk-taking channel of monetary policy in Malaysia. (2017). Huey, Teh Tian ; Shen, Daniel Chin . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-17.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2016Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?. (2016). Rishabh, Kumar ; Mohanty, Madhusudan. In: BIS Working Papers. RePEc:bis:biswps:546.

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2016When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:551.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: BIS Working Papers. RePEc:bis:biswps:559.

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

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2017Global impact of US and euro area unconventional monetary policies: a comparison. (2017). Lombardi, Marco ; Ross, Alex ; Chen, Qianying ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:610.

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

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2016The Portfolio Balance Mechanism and QE in the Euro Area. (2016). Vogel, Lukas ; Priftis, Romanos. In: Manchester School. RePEc:bla:manchs:v:84:y:2016:i:s1:p:84-105.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2017Identifying contagion in a banking network. (2017). Vasios, Michalis ; Morrison, Alan ; Zikes, Filip ; Wilson, Mungo . In: Bank of England working papers. RePEc:boe:boeewp:0642.

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2016What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008.

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

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2017Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht. (2017). , Paul ; Kadiric, Samir . In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei239.

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2016The Effect of Policy Uncertainty on Investment Plans: Evidence from the Unexpected Acceptance of a Far-Reaching Referendum in Switzerland. (2016). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5887.

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2017The Effects of US Unconventional Monetary Policies in Latin America. (2017). Borrallo, Fructuoso ; Valles, Javier ; Hernando, Ignacio . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-05.

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2016Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America. (2016). Restrepo, Laura Pareja . In: DOCUMENTOS CEDE. RePEc:col:000089:014235.

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

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2016Sovereign Risk, Bank Funding and Investors Pessimism. (2016). Faia, Ester. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11340.

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2016Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11394.

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2016Negative Interest Rate Policies: Sources and Implications. (2016). Taskin, Temel ; Kose, Ayhan ; Arteta, Carlos ; Stocker, Marc . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11433.

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2016Israel and the 1990-2015 Global Developments: Riding with the Global Flows and Weathering the Storms. (2016). Razin, Assaf ; Rosefielde, Steven . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11445.

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

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

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2017Dissecting interbank risk. (2017). Aguilar, Pedro Serrano ; Lafuente, Juan Angel ; Petit, Nuria . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553.

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2016QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES. (2016). Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir ; Lupu, Radu . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:3:p:5-23.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2016Monetary Policy and Defaults in the US. (2016). Piffer, Michele . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1559.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Große Steffen, Christoph ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2016A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:510.

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2016Labour market modelling in the light of the financial crisis. (2016). Vanhala, Juuso ; Papageorgiou, Dimitris ; Maria, José ; Lozej, Matija ; Katay, Gabor ; Gerali, Andrea ; Buss, Ginters ; Bruha, Jan ; Kulikov, Dmitry ; Hledik, Tibor ; Hkanson, Christina ; Haavio, Markus ; Corbo, Vesna ; Bursian, Dirk ; Brha, Jan ; Lafourcade, Pierre ; Zeleznik, Marin ; Micallef, Brian . In: Occasional Paper Series. RePEc:ecb:ecbops:2016175.

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2016Stressed interbank markets: evidence from the European financial and sovereign debt crisis. (2016). Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos ; Frutos, Juan Carlos ; Papsdorf, Patrick . In: Working Paper Series. RePEc:ecb:ecbwps:20161925.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos. In: Working Paper Series. RePEc:ecb:ecbwps:20172044.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2017The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20172075.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2016ECB footprints on inflation forecast uncertainty. (2016). Makarova, Svetlana . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-5.

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2016Leaning against the wind: Macroprudential policy in Asia. (2016). Zhang, Longmei ; Zoli, Edda . In: Journal of Asian Economics. RePEc:eee:asieco:v:42:y:2016:i:c:p:33-52.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016Taking financial frictions to the data. (2016). Suh, Hyunduk ; Walker, Todd B. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:64:y:2016:i:c:p:39-65.

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2016Uncertainty shocks, banking frictions and economic activity. (2016). van Roye, Björn ; Bonciani, Dario. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:200-219.

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2016Testing for identification in SVAR-GARCH models. (2016). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Milunovich, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:241-258.

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2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

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2017Sovereign risk, bank funding and investors’ pessimism. (2017). Faia, Ester. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:79-96.

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2017A day late and a dollar short: The effect of policy uncertainty on fed forecast errors. (2017). Jones, Adam T ; Ogden, Richard E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:112-122.

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2016The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

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2016Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

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2017Contagion risk for Australian banks from global systemically important banks: Evidence from extreme events. (2017). Akhter, Selim ; Daly, Kevin . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:191-205.

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2017Risk aversion, uncertainty, and monetary policy in zero lower bound environments. (2017). Hahn, Jaehoon ; Kim, Seongjin ; Jang, Woon Wook . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:118-122.

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2017Beyond spreads: Measuring sovereign market stress in the euro area. (2017). Kremer, Manfred ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:153-156.

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

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2016The macroeconomic impact of financial and uncertainty shocks. (2016). Zakrajsek, Egon ; Gilchrist, Simon ; Fuentes-Albero, Cristina ; Caldara, Dario ; Zakrajek, Egon . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:185-207.

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2017On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area. (2017). Röhe, Oke ; Roehe, Oke ; Meinen, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:161-179.

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2017The risk premium that never was: A fair value explanation of the volatility spread. (2017). McGee, Richard J ; McGroarty, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:370-380.

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

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2017A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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2017Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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

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2016Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

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2016The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets. (2016). Vortelinos, Dimitrios I ; Saha, Shrabani . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:222-226.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2017Negative interest rates as systemic risk event. (2017). Kurowski, Ukasz Kamil ; Rogowicz, Karol . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:153-157.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Hautsch, Nikolaus ; Betz, Frank ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:206-224.

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2017Monetary policy and financial stability in the long run: A simple game-theoretic approach. (2017). Cao, Jin ; Chollete, Loran . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:125-142.

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2017Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Bank liquidity creation, monetary policy, and financial crises. (2017). Berger, Allen N. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:139-155.

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2017What slice of the pie? The corporate bond market boom in emerging economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:16-35.

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2017Dating systemic financial stress episodes in the EU countries. (2017). Klaus, Benjamin ; Duprey, Thibaut ; Peltonen, Tuomas . In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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2016Financial globalisation and monetary policy effectiveness. (2016). Mehl, Arnaud ; Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:103:y:2016:i:c:p:200-212.

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2016The sign switch effect of macroeconomic news in foreign exchange markets. (2016). Savaser, Tanseli ; ben Omrane, Walid ; Savaer, Tanseli . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:96-114.

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2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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2016How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns. (2016). Skiadopoulos, George ; Konstantinidi, Eirini. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:62-75.

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2016What do asset prices have to say about risk appetite and uncertainty?. (2016). Hoerova, Marie ; Bekaert, Geert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:103-118.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2017The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Yein, Pinar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:215-234.

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2017Aggregate uncertainty and the supply of credit. (2017). Valencia, Fabian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:150-165.

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2017Reprint of: The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Yein, Pinar . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:153-172.

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2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

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

Works by Marco Lo Duca:


YearTitleTypeCited
2011Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events In: BIS Papers chapters.
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2011Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events.(2011) In: Working Paper Series.
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2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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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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2012A global monetary tsunami? On the spillovers of US Quantitative Easing In: CEPR Discussion Papers.
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paper24
2013On the International Spillovers of US Quantitative Easing In: Discussion Papers of DIW Berlin.
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paper51
2013On the international spillovers of US quantitative easing.(2013) In: Working Paper Series.
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paper
2015On the International Spillovers of US Quantitative Easing.(2015) In: IMES Discussion Paper Series.
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paper
2007The role of financial markets and innovation in productivity and growth in Europe In: Occasional Paper Series.
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paper41
2012CISS - a composite indicator of systemic stress in the financial system In: Working Paper Series.
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paper168
2012Modelling the time varying determinants of portfolio flows to emerging markets In: Working Paper Series.
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paper10
2014Global corporate bond issuance: what role for US quantitative easing? In: Working Paper Series.
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paper15
2016Global corporate bond issuance: What role for US quantitative easing?.(2016) In: Journal of International Money and Finance.
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article
2014The effect of G20 summits on global financial markets In: Working Paper Series.
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2015Monetary policy and risk taking In: Journal of Economic Dynamics and Control.
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article48
2013Monetary policy and risk taking.(2013) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 48
paper
2015Worth the hype? The effect of G20 summits on global financial markets In: Journal of International Money and Finance.
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article1
2009Cross-Border Bank Contagion in Europe In: International Journal of Central Banking.
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article62
In: .
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In: .
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