Antonio Moreno : Citation Profile


Are you Antonio Moreno?

Universidad de Navarra

12

H index

15

i10 index

598

Citations

RESEARCH PRODUCTION:

22

Articles

41

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 37
   Journals where Antonio Moreno has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 35 (5.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo498
   Updated: 2021-01-02    RAS profile: 2020-11-25    
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Relations with other researchers


Works with:

Abbritti, Mirko (3)

Mayordomo, Sergio (3)

Rodriguez-Moreno, Maria (2)

Inghelbrecht, Koen (2)

Gil-Alana, Luis (2)

Bekaert, Geert (2)

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

Is cited by:

Gil-Alana, Luis (59)

Caporale, Guglielmo Maria (30)

Moreno Gutiérrez, José (16)

GUPTA, RANGAN (15)

Bekaert, Geert (12)

YAYA, OLAOLUWA (11)

Dewachter, Hans (9)

Rudebusch, Glenn (7)

Ang, Andrew (7)

Tristani, Oreste (6)

Wouters, Raf (6)

Cites to:

Galí, Jordi (46)

Gertler, Mark (44)

Clarida, Richard (36)

Rudebusch, Glenn (19)

McCallum, Bennett (19)

Bekaert, Geert (18)

Smets, Frank (16)

Ang, Andrew (15)

Zha, Tao (14)

Wouters, Raf (14)

Boivin, Jean (14)

Main data


Where Antonio Moreno has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Money, Credit and Banking2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund4
Documentos de Trabajo - Lan Gaiak Departamento de Economa - Universidad Pblica de Navarra / Departamento de Economa - Universidad Pblica de Navarra2

Recent works citing Antonio Moreno (2020 and 2019)


YearTitle of citing document
2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Golovan, Sergei ; Besstremyannaya, Galina. In: Working Papers. RePEc:abo:neswpt:w0249.

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2019Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2020Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832.

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2019Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period. (2019). Portugal, Marcelo Savino ; Marodin, Fabrizio Almeida. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:36-66.

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2020Bank ownership type and temporal evolution of long‐term bank funding in the period 2005–2017. (2020). Merilainen, Jarimikko. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:2:p:237-268.

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2020State ownership and banks’ information rents: Evidence from China. (2020). Wang, Wei ; Liang, QI ; Yu, Fengyan. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:277-306.

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2020Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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2019What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

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2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach. (2019). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7537.

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2019Cycles and Long-Range Behaviour in the European Stock Market. (2019). Caporale, Guglielmo Maria ; Poza, Carlos ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7943.

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2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

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2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289.

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2020Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Carmona-Gonzalez, Nieves. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8402.

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2020Non-Linearities and Persistence in US Long-Run Interest Rates. (2020). Martin-Valmayor, Miguel ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8744.

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2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Besstremyannaya, Galina ; Golovan, Sergei. In: Working Papers. RePEc:cfr:cefirw:w0249.

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2019S&P 500 under Dynamic Gordon Model. (2019). Sagner, Andres ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:851.

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2019Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century. (2019). Pavon-Prado, David. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:28342.

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2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

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2019Capital flows and the business cycle. (2019). Menna, Lorenzo ; Cuadra, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:8.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2020On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898.

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2019Social ties between SME managers and bank employees: Financial consequences vs. SME managers perceptions. (2019). Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:4.

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

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

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2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2019Decomposing and backtesting a flexible specification for CoVaR. (2019). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302341.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2020The time has come for banks to say goodbye: New evidence on bank roles and duration effects in relationship terminations. (2020). Takahashi, Koji ; Nakashima, Kiyotaka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300807.

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2020Bank relationship loss: The moderating effect of information opacity. (2020). Li, Xindan ; Xiao, Binqing ; Saunders, Anthony ; Xu, Yuqian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301382.

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2020The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Brůna, Karel ; van Tran, Quang ; Bruna, Karel . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:384-402.

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2019Bank culture. (2019). Thakor, Anjan V ; Song, Fenghua . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:59-79.

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2020The relationship between credit ratings and asset liquidity: Evidence from Western European banks. (2020). Junttila, Juha ; Merilainen, Jari-Mikko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301807.

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2019Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach. (2019). Kim, Insu ; Se, Young. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303033.

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2020Unconventional monetary policies from conventional theories: Modern lessons for central bankers. (2020). Passarella, Marco Veronese ; Fontana, Giuseppe. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:503-519.

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2019Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2019Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration. (2019). Skare, Marinko ; Gil-Alana, Luis A ; Priklas-Drueta, Romina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:65-72.

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2020Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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2019Global real interest rate dynamics from the late 19th century to today. (2019). Probst, Julius. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:522-547.

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2020Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2020How do stocks in BRICS co-move with real estate stocks?. (2020). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101.

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2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2020Public finances in the EU-27: Are they sustainable?. (2020). Cuestas, Juan ; Sauci, Laura ; Gil-Alana, Luis A. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9411-0.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2019Inflation Targeting and Inflation Risk in Latin America. (2019). Frascaroli, Bruno ; Lacerda, Wellington Charles. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:11:p:2389-2408.

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2019The Time Variation in Risk Appetite and Uncertainty. (2019). Bekaert, Geert ; Xu, Nancy R ; Engstrom, Eric C. In: NBER Working Papers. RePEc:nbr:nberwo:25673.

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2019Extracting global factors from local yield curves. (2019). Stagnol, Lauren. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00126-4.

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2020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

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2020Political stability and economic growth: the role of exchange rate regime. (2020). Maktouf, Samir ; Bouchoucha, Najeh ; Fraj, Salma Hadj. In: MPRA Paper. RePEc:pra:mprapa:104586.

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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941.

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2019The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis. (2019). GUPTA, RANGAN ; Balcilar, Mehmet ; Cepni, Oguzhan ; Berisha, Edmond. In: Working Papers. RePEc:pre:wpaper:201981.

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2019The Origins and Effects of Macroeconomic Uncertainty. (2019). Tirskikh, Mikhail ; Kung, Howard ; Bianchi, Francesco. In: 2019 Meeting Papers. RePEc:red:sed019:245.

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2020Mortgage, Treasury, CD and Fed Funds Rates Spreads and Risk Premiums: How do They Impact Net Interest Margins?. (2020). Kaiser, David R ; Schaub, Mark. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:125-132.

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2019Cross-Country Assessment of Systemic Risk in the European Stock Market: Evidence from a CoVaR Analysis. (2019). Merlo, Luca ; Laporta, Alessandro G ; Petrella, Lea. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1881-8.

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2020A Macro-Financial Perspective to Analyse Maturity Mismatch and Default. (2020). Wang, Xuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200064.

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2019Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

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2020The Euro Area Bond Free Float and the Implications for QE. (2020). Blattner, Tobias S. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1361-1395.

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2019What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market. (2019). Dastkhan, Hossein. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:01:n:s2424786319500075.

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2019Estimating the term structure with linear regressions: Getting to the roots of the problem. (2019). Spencer, Peter ; Golinski, Adam. In: Discussion Papers. RePEc:yor:yorken:19/05.

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2020Central bank funding and credit risk-taking. (2020). Bednarek, Peter ; von Westernhagen, Natalja ; Dinger, Valeriya. In: Discussion Papers. RePEc:zbw:bubdps:362020.

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2020Asymmetric macroeconomic effects of QE-induced increases in excess reserves in a monetary union. (2020). Stempel, Daniel ; Neyer, Ulrike ; Horst, Maximilian. In: DICE Discussion Papers. RePEc:zbw:dicedp:346.

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2020The government spending multiplier at the zero lower bound: Evidence from the United States. (2020). Gasteiger, Emanuel ; Fragetta, Matteo ; di Serio, Mario. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:042020.

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

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2019Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration. (2019). Skare, Marinko ; Gil-Alana, Luis A ; Priklas-Drueta, Romina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:65-72.

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Works by Antonio Moreno:


YearTitleTypeCited
2017Keeping it personal or getting real? On the drivers and effectiveness of personal versus real loan guarantees In: Working Papers.
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2006Inflation Targeting in Western Europe In: The B.E. Journal of Macroeconomics.
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article2
2005Inflation Targeting in Western Europe.(2005) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 2
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2019Bank Capital Requirements, Loan Guarantees and Firm Performance In: Swiss Finance Institute Research Paper Series.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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paper181
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 181
article
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 181
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 181
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
article
2009TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics.
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article12
2006Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 12
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2004Reaching Inflation Stability In: Econometric Society 2004 North American Summer Meetings.
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2003Reaching Inflation Stability.(2003) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 13
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2011The forward method as a solution refinement in rational expectations models In: Journal of Economic Dynamics and Control.
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2016The macro-finance environment and asset allocation: A simultaneous equation approach In: Finance Research Letters.
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2012Short-term wholesale funding and systemic risk: A global CoVaR approach In: Journal of Banking & Finance.
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2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 88
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2012Uncovering the US term premium: An alternative route In: Journal of Banking & Finance.
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2007Uncovering the U.S. Term Premium: An Alternative Route.(2007) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 36
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2015Systemic risk and asymmetric responses in the financial industry In: Journal of Banking & Finance.
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2012Systemic Risk and Asymmetric Responses in the Financial Industry.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 16
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2017When does relationship lending start to pay? In: Journal of Financial Intermediation.
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2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
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article8
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective.(2011) In: Faculty Working Papers.
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2017Sovereign tail risk In: Journal of International Money and Finance.
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2014An estimated New-Keynesian model with unemployment as excess supply of labor In: Journal of Macroeconomics.
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2012An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2012) In: DFAEII Working Papers.
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2010An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2010) In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
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2012An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2012) In: Faculty Working Papers.
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2010An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2010) In: Faculty Working Papers.
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2010Money demand accommodation: Impact on macro-dynamics and policy consequences In: Journal of Policy Modeling.
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2008Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences.(2008) In: Faculty Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
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2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011The Deaton paradox in a long memory context with structural breaks In: Post-Print.
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2012The Deaton paradox in a long memory context with structural breaks.(2012) In: Applied Economics.
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2009The Deaton paradox in a long memory context with structural breaks.(2009) In: Faculty Working Papers.
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2018Global Factors in the Term Structure of Interest Rates In: International Journal of Central Banking.
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2013Global Factors in the Term Structure of Interest Rates.(2013) In: IMF Working Papers.
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2014Global Factors in the Term Structure of Interest Rates.(2014) In: Faculty Working Papers.
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2012Systemic Risk and Asymmetric Responses in the Financial Industry In: IMF Working Papers.
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2013Global Factors in the Term Structure of Interest Rates In: IMF Working Papers.
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2018Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve In: Bank of Lithuania Working Paper Series.
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2006A Small-Sample Study of the New-Keynesian Macro Model In: Journal of Money, Credit and Banking.
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2005A Small-Sample Study of the New-Keynesian Macro Model.(2005) In: Faculty Working Papers.
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2009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach. In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
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2012Wage stickiness and unemployment fluctuations: an alternative approach.(2012) In: SERIEs: Journal of the Spanish Economic Association.
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2009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach.(2009) In: Faculty Working Papers.
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2016Term Structure Persistence In: Journal of Financial Econometrics.
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2012Term Structure Persistence.(2012) In: Faculty Working Papers.
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2012Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics.
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2009Fractional Integration and Structural Breaks in U.S. Macro Dynamics.(2009) In: Faculty Working Papers.
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2004The Feds Monetary Policy Rule: Past, Present and Future In: Faculty Working Papers.
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2011Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers.
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2012Exploring Survey‐Based Inflation Forecasts.(2012) In: Journal of Forecasting.
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2008Expectational Stability in Multivariate Models In: Faculty Working Papers.
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2007The Forward Solution for Linear Rational Expectations Models In: Faculty Working Papers.
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2003A Structural Estimation and Interpretation of the New Keynesian Macro Model In: Faculty Working Papers.
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