Marco Lo Duca : Citation Profile


Are you Marco Lo Duca?

European Central Bank

11

H index

12

i10 index

854

Citations

RESEARCH PRODUCTION:

5

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 94
   Journals where Marco Lo Duca has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 5 (0.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo377
   Updated: 2018-09-15    RAS profile: 2016-03-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Straub, Roland (3)

Fratzscher, Marcel (3)

Faia, Ester (2)

Angeloni, Ignazio (2)

Hoerova, Marie (2)

Stracca, Livio (2)

Bekaert, Geert (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 (17)

Hubert, Paul (16)

Labondance, Fabien (15)

Vašíček, Bořek (11)

Ferrara, Laurent (11)

van Roye, Björn (10)

Zigraiova, Diana (10)

Bekaert, Geert (10)

Peltonen, Tuomas (10)

Georgiadis, Georgios (9)

Blot, Christophe (9)

Cites to:

Fratzscher, Marcel (23)

Ehrmann, Michael (13)

Bekaert, Geert (9)

Blinder, Alan (8)

Jansen, David-Jan (8)

Neely, Christopher (8)

de Haan, Jakob (8)

Reinhart, Carmen (7)

Rose, Andrew (6)

pagan, adrian (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
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Marco Lo Duca (2018 and 2017)


YearTitle of citing document
2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

Full description at Econpapers || Download paper

2018Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises. (2018). Schmukler, Sergio ; Didier, Tatiana ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:149.

Full description at Econpapers || Download paper

2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017The Discount to NAV of distressed German open-ended real estate funds. (2017). Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas ; Heinrich, Michael . In: ERES. RePEc:arz:wpaper:eres2017_160.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Monetary policy and the asset risk-taking channel. (2018). Thaler, Dominik ; Abbate, Angela. In: Working Papers. RePEc:bde:wpaper:1805.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

Full description at Econpapers || Download paper

2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

Full description at Econpapers || Download paper

2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Corporate leverage in EMEs: did the global financial crisis change the determinants?. (2017). Herwadkar, Snehal S. In: BIS Working Papers. RePEc:bis:biswps:681.

Full description at Econpapers || Download paper

2018Cross-stock market spillovers through variance risk premiums and equity flows. (2018). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: BIS Working Papers. RePEc:bis:biswps:702.

Full description at Econpapers || Download paper

2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017What Drives Systemic Bank Risk in Europe: the balance sheet effect. (2017). Wosser, Michael . In: Research Technical Papers. RePEc:cbi:wpaper:08/rt/17.

Full description at Econpapers || Download paper

2018The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982.

Full description at Econpapers || Download paper

2018STIGMA? WHAT STIGMA? A Contribution to the Debate on the Effectiveness of IMF Lending. (2018). Scheubel, Beatrice D ; Vonessen, Benjamin ; Tafuro, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7036.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Monetary Policy and Bank Excessive Risk-Taking. (2017). Zaghdoudi, Taha ; Maktouf, Samir. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:157-173.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano . In: Working Paper Series. RePEc:ecb:ecbwps:20172107.

Full description at Econpapers || Download paper

2017Evidence on finance and economic growth. (2017). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20172115.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Firm financing and growth in the Arab region. (2018). Schmukler, Sergio ; Ismail, Soha ; Cortina, Juan J. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:361-383.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. (2018). Galesi, Alessandro ; Burriel, Pablo. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:210-229.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Network linkages to predict bank distress. (2018). Constantin, Andreea ; Sarlin, Peter ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:226-241.

Full description at Econpapers || Download paper

2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

Full description at Econpapers || Download paper

2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?. (2018). Owen, Ann ; Ongena, Steven ; Temesvary, Judit. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:50-69.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

Full description at Econpapers || Download paper

2018A foreign currency effect in the syndicated loan market of emerging economies. (2018). Gong, Di ; Wu, Weixing ; Jiang, Tao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:211-226.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Reprint of: 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Kurov, Alexander ; Stan, Raluca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

Full description at Econpapers || Download paper

2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

Full description at Econpapers || Download paper

2018Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Monetary policy and bank risk-taking: Evidence from the corporate loan market. (2017). santos, joao ; Paligorova, Teodora. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:35-49.

Full description at Econpapers || Download paper

2017International capital market frictions and spillovers from quantitative easing. (2017). MacDonald, Margaux. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:135-156.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
chapter24
2011Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper310
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 310
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 310
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 310
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 310
paper
2012A global monetary tsunami? On the spillovers of US Quantitative Easing In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper26
2013On the International Spillovers of US Quantitative Easing In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper60
2013On the international spillovers of US quantitative easing.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2015On the International Spillovers of US Quantitative Easing.(2015) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2007The role of financial markets and innovation in productivity and growth in Europe In: Occasional Paper Series.
[Full Text][Citation analysis]
paper43
2012CISS - a composite indicator of systemic stress in the financial system In: Working Paper Series.
[Full Text][Citation analysis]
paper196
2012Modelling the time varying determinants of portfolio flows to emerging markets In: Working Paper Series.
[Full Text][Citation analysis]
paper14
2014Global corporate bond issuance: what role for US quantitative easing? In: Working Paper Series.
[Full Text][Citation analysis]
paper24
2016Global corporate bond issuance: What role for US quantitative easing?.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2014The effect of G20 summits on global financial markets In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2015Monetary policy and risk taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article57
2013Monetary policy and risk taking.(2013) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2015Worth the hype? The effect of G20 summits on global financial markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2009Cross-Border Bank Contagion in Europe In: International Journal of Central Banking.
[Full Text][Citation analysis]
article65
2007Business Cycle Analysis with Multivariate Markov Switching Models In: Working Papers.
[Full Text][Citation analysis]
paper11
2007A turning point chronology for the Euro-zone In: Working Papers.
[Full Text][Citation analysis]
paper21

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team