17
H index
26
i10 index
1198
Citations
Frank Packer : Citation Profile
Bank for International Settlements (BIS) | RESEARCH PRODUCTION: 29 Articles 21 Papers 1 Books 12 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1988 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Packer. | Is cited by:
| Cites to:
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Main data
Where Frank Packer has published?
| Journals with more than one article published | # docs |
|---|---|
| BIS Quarterly Review | 11 |
| Current Issues in Economics and Finance | 3 |
| Journal of Banking & Finance | 2 |
| Journal of Financial Intermediation | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BIS Working Papers / Bank for International Settlements | 8 |
| Research Paper / Federal Reserve Bank of New York | 5 |
| Staff Reports / Federal Reserve Bank of New York | 2 |
Recent works citing Frank Packer (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | State and Network Structures of Stock Markets around the Global Financial Crisis. (2018). Lee, Jae Woo ; Nobi, Ashadun. In: Papers. RePEc:arx:papers:1806.04363. Full description at Econpapers || Download paper | |
| 2018 | Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423. Full description at Econpapers || Download paper | |
| 2019 | Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?. (2019). Settimo, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_488_19. Full description at Econpapers || Download paper | |
| 2018 | TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez ; Santiago, Garcia-Verdu . In: Working Papers. RePEc:bdm:wpaper:2018-16. Full description at Econpapers || Download paper | |
| 2018 | Does the accumulation of foreign currency reserves affect risk-taking? An event study approach. (2018). Fatum, Rasmus ; Yetman, James. In: BIS Papers chapters. RePEc:bis:bisbpc:96-06. Full description at Econpapers || Download paper | |
| 2018 | Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | Uses of central balance sheet data offices information. (2017). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:45. Full description at Econpapers || Download paper | |
| 2017 | Looking at aggregate currency mismatches and beyond. (2017). Kuruc, Emese ; Turner, Philip ; Tissot, Bruno. In: IFC Bulletins chapters. RePEc:bis:bisifc:45-18. Full description at Econpapers || Download paper | |
| 2018 | The implications of passive investing for securities markets. (2018). Sushko, Vladyslav ; Turner, Grant. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803j. Full description at Econpapers || Download paper | |
| 2017 | Segmented money markets and covered interest parity arbitrage. (2017). Schrimpf, Andreas ; Rime, Dagfinn ; Syrstad, Olav . In: BIS Working Papers. RePEc:bis:biswps:651. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2018 | Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704. Full description at Econpapers || Download paper | |
| 2018 | Does sovereign risk in local and foreign currency differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:709. Full description at Econpapers || Download paper | |
| 2018 | Accumulation of foreign currency reserves and risk-taking. (2018). Yetman, James ; Fatum, Rasmus. In: BIS Working Papers. RePEc:bis:biswps:728. Full description at Econpapers || Download paper | |
| 2019 | Geographic spread of currency trading: the renminbi and other EM currencies. (2019). Cheun, Yin-Wong ; McCauley, Robert N. In: BIS Working Papers. RePEc:bis:biswps:806. Full description at Econpapers || Download paper | |
| 2018 | The International Dimension of Financialization in Developing and Emerging Economies. (2018). Bortz, Pablo G ; Kaltenbrunner, Annina. In: Development and Change. RePEc:bla:devchg:v:49:y:2018:i:2:p:375-393. Full description at Econpapers || Download paper | |
| 2018 | Sovereign credit ratings and central banks: Why do analysts pay attention to institutions?. (2018). Bodea, Cristina ; Hicks, Raymond. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:3:p:340-365. Full description at Econpapers || Download paper | |
| 2019 | Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?. (2019). Lawrence, Edward R ; Dandapani, Krishnan ; Rodriguez, Ivan M. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:229-256. Full description at Econpapers || Download paper | |
| 2017 | The Certification Role Of Pre-IPO Banking Relationships: Evidence From IPO Underpricing in Japan. (2017). Ogura, Yoshiaki. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:257-278. Full description at Econpapers || Download paper | |
| 2017 | How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?. (2017). Eichler, Stefan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:451-474. Full description at Econpapers || Download paper | |
| 2018 | Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: Bank of England working papers. RePEc:boe:boeewp:0741. Full description at Econpapers || Download paper | |
| 2017 | Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013. Full description at Econpapers || Download paper | |
| 2019 | Friends for the benefits: The effects of political ties on sovereign borrowing conditions. (2019). Ambrocio, Gene ; Hasan, Iftekhar. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_013. Full description at Econpapers || Download paper | |
| 2019 | Green Bonds as an instrument to finance low carbon transition. (2019). Sartzetakis, Eftichios. In: Working Papers. RePEc:bog:wpaper:258. Full description at Econpapers || Download paper | |
| 2018 | Japan: Evaluating Aggressive Monetary Easing and Economic Performance. (2018). , Ramana. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1837. Full description at Econpapers || Download paper | |
| 2017 | Are Covered Bonds Different from Asset Securitization Bonds?. (2017). Pinto, João ; Correia, Mafalda C. In: Working Papers de Gestão (Management Working Papers). RePEc:cap:mpaper:012017. Full description at Econpapers || Download paper | |
| 2018 | Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124. Full description at Econpapers || Download paper | |
| 2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13. Full description at Econpapers || Download paper | |
| 2018 | Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816. Full description at Econpapers || Download paper | |
| 2019 | Sovereign debt: election concerns and the democratic disadvantage. (2019). Sjostrom, Tomas ; Pickering, Andrew ; Dhillon, Amrita. In: CAGE Online Working Paper Series. RePEc:cge:wacage:422. Full description at Econpapers || Download paper | |
| 2017 | Patterns and Drivers of Corporate Bonds in Latin America. (2017). Vtyurina, Svetlana ; Sutton, Bennett ; Robles, Adrian. In: Monetaria. RePEc:cml:moneta:v:v:y:2017:i:2:p:271-320. Full description at Econpapers || Download paper | |
| 2019 | Green bonds as an innovative sovereign financial instrument. (2019). Wisniewski, Marcin ; Zielinski, Jakub . In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:1:p:83-96. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
| 2018 | Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003. Full description at Econpapers || Download paper | |
| 2017 | Liquidity in FX spot and forward markets. (2001). Sushko, Vladyslav ; Krohn, Ingomar . In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019. Full description at Econpapers || Download paper | |
| 2019 | Geographic spread of currency trading: The renminbi and other EM currencies. (2001). McCauley, Robert ; Shu, Chang ; Cheung, Yin-Wong. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_011. Full description at Econpapers || Download paper | |
| 2019 | Accumulation of foreign currency reserves and risk-taking. (2019). Fatum, Rasmus ; Yetman, James. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_019. Full description at Econpapers || Download paper | |
| 2017 | Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Allen, William ; Nelson, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:566. Full description at Econpapers || Download paper | |
| 2018 | The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt. (2018). de Haan, Leo ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:620. Full description at Econpapers || Download paper | |
| 2017 | Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-7. Full description at Econpapers || Download paper | |
| 2017 | Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets. (2017). Talbi, Mariem ; Sebai, Saber ; Boubaker, Adel . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-48. Full description at Econpapers || Download paper | |
| 2018 | Sovereign credit ratings in Latin America and the Caribbean: Trends and impact on debt spreads. (2018). Bustillo, Ines ; Velloso, Helvia ; Perrotti, Daniel E. In: Studies and Perspectives – ECLAC Office in Washington. RePEc:ecr:col034:44336. Full description at Econpapers || Download paper | |
| 2017 | Sales of private firms and the role of CEO compensation. (2017). Burns, Natasha ; Minnick, Kristina ; Jindra, Jan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:444-463. Full description at Econpapers || Download paper | |
| 2018 | (How) do credit market conditions affect firms post-hedging outcomes? Evidence from bank lending standards and firms currency exposure. (2018). Bergbrant, Mikael C ; Hunter, Delroy M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:203-222. Full description at Econpapers || Download paper | |
| 2018 | Benefits of public reporting: Evidence from IPOs backed by listed private equity firms. (2018). Goktan, Sinan M ; Muslu, Volkan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:669-688. Full description at Econpapers || Download paper | |
| 2018 | Corporate innovative efficiency: Evidence of effects on credit ratings. (2018). Griffin, Paul A ; Woo, JI ; Hong, Hyun A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:352-373. Full description at Econpapers || Download paper | |
| 2018 | Income inequality and sovereign default. (2018). Kabukcuoglu, Zeynep ; Jeon, Kiyoung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:211-232. Full description at Econpapers || Download paper | |
| 2017 | Determinants of control structure choice between entrepreneurs and investors in venture capital-backed startups. (2017). Wang, Lei ; Zhou, Fangzhao. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:215-225. Full description at Econpapers || Download paper | |
| 2018 | On the formation of inflation expectations in turbulent times: The case of the euro area. (2018). Paloviita, Maritta ; Łyziak, Tomasz. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:132-139. Full description at Econpapers || Download paper | |
| 2017 | Sovereign default risk in OECD countries: Do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:629-639. Full description at Econpapers || Download paper | |
| 2018 | The adjustment of bank ratings in the financial crisis: International evidence. (2018). Salvador, Carlos ; Pastor, Jose Manuel ; de Guevara, Juan Fernandez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:289-313. Full description at Econpapers || Download paper | |
| 2019 | Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. (2019). D'Orazio, Paola ; Popoyan, Lilit ; Dorazio, Paola. In: Ecological Economics. RePEc:eee:ecolec:v:160:y:2019:i:c:p:25-37. Full description at Econpapers || Download paper | |
| 2019 | Redenomination-risk spillovers in the Eurozone. (2019). Borri, Nicola. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:173-178. Full description at Econpapers || Download paper | |
| 2019 | Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds. (2019). Tillmann, Peter ; PeterTillmann, ; Heyden, Thomas ; Bannier, Christina E. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:37-45. Full description at Econpapers || Download paper | |
| 2018 | Are credit rating agencies regionally biased?. (2018). Yalta, Talha A. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:682-694. Full description at Econpapers || Download paper | |
| 2017 | Modelling bank performance: A network DEA approach. (2017). Fukuyama, Hirofumi ; Matousek, Roman. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:721-732. Full description at Econpapers || Download paper | |
| 2018 | Impact of wage rigidity on sovereign credit rating. (2018). Yang, Daecheon ; Song, Jeongseok. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:25-41. Full description at Econpapers || Download paper | |
| 2018 | Modeling recovery rates of corporate defaulted bonds in developed and developing countries. (2018). Teulon, Frédéric ; Sahut, Jean-Michel ; Mili, Medhi . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:28-44. Full description at Econpapers || Download paper | |
| 2017 | Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211. Full description at Econpapers || Download paper | |
| 2018 | Empirical analysis of the international public covered bond market. (2018). Gurtler, Marc ; Neelmeier, Philipp. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:163-181. Full description at Econpapers || Download paper | |
| 2017 | Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53. Full description at Econpapers || Download paper | |
| 2018 | New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:209-225. Full description at Econpapers || Download paper | |
| 2019 | Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings. (2019). Wu, Eliza ; Kim, Suk-Joong ; Cai, Peilin. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:110-125. Full description at Econpapers || Download paper | |
| 2019 | European bank loan loss provisioning and technological innovative progress. (2019). Dadoukis, Aristeidis ; Simper, Richard ; Bryce, Cormac. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:119-130. Full description at Econpapers || Download paper | |
| 2018 | Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis. (2018). Di Colli, Stefano ; Caporale, Guglielmo Maria ; Alessi, Matteo ; Lopez, Juan Sergio . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:239-243. Full description at Econpapers || Download paper | |
| 2019 | Risk assessment of mortgage covered bonds: International evidence. (2019). Neelmeier, Philipp ; Gurtler, Marc. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:292-298. Full description at Econpapers || Download paper | |
| 2018 | Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience. (2018). Bhanot, Karan ; Larsson, Carl F. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:84-110. Full description at Econpapers || Download paper | |
| 2017 | Sovereign collateral as a Trojan Horse: Why do we need an LCR+. (2017). Buschmann, Christian ; Schmaltz, Christian. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:311-330. Full description at Econpapers || Download paper | |
| 2018 | Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52. Full description at Econpapers || Download paper | |
| 2018 | Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, . In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:1-13. Full description at Econpapers || Download paper | |
| 2019 | Influence of country and company characteristics on international business decisions: A review, conceptual model, and propositions. (2019). Manrai, Ajay K ; Lascu, Dana-Nicoleta ; Kotler, Philip. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:3:p:482-498. Full description at Econpapers || Download paper | |
| 2017 | Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises. (2017). Tsoukas, Serafeim ; Spaliara, Marina-Eliza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:84-97. Full description at Econpapers || Download paper | |
| 2017 | Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Topaloglou, Nikolas ; Tolikas, Konstantinos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57. Full description at Econpapers || Download paper | |
| 2018 | A 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 | |
| 2018 | Do sovereign credit ratings matter for foreign direct investments?. (2018). Cai, Peilin ; Kim, Suk-Joong ; Gan, Quan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:50-64. Full description at Econpapers || Download paper | |
| 2018 | Do multiple credit ratings affect syndicated loan spreads?. (2018). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper | |
| 2019 | The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164. Full description at Econpapers || Download paper | |
| 2017 | Competition in the credit rating Industry: Benefits for investors and issuers. (2017). Morkoetter, Stefan ; Westerfeld, Simone ; Stebler, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:235-257. Full description at Econpapers || Download paper | |
| 2017 | Sovereign credit rating determinants: A comparison before and after the European debt crisis. (2017). Reusens, Peter ; Croux, Christophe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:108-121. Full description at Econpapers || Download paper | |
| 2017 | Leaders, followers, and equity risk premiums in booms and busts. (2017). Goto, Makoto ; Takashima, Ryuta ; Nishide, Katsumasa. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:207-220. Full description at Econpapers || Download paper | |
| 2018 | Timing of banks’ loan loss provisioning during the crisis. (2018). van Oordt, Maarten ; de Haan, Leo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:293-303. Full description at Econpapers || Download paper | |
| 2018 | Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:366-392. Full description at Econpapers || Download paper | |
| 2018 | The joint dynamics of sovereign ratings and government bond yields. (2018). El-Shagi, Makram ; von Schweinitz, Gregor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:198-218. Full description at Econpapers || Download paper | |
| 2019 | Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169. Full description at Econpapers || Download paper | |
| 2019 | The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60. Full description at Econpapers || Download paper | |
| 2017 | Managing earnings using classification shifting: UK evidence. (2017). Zalata, Alaa Mansour ; Roberts, Clare. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:29:y:2017:i:c:p:52-65. Full description at Econpapers || Download paper | |
| 2017 | Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?. (2017). Minea, Alexandru ; Combes, Jean-Louis ; BALIMA, HIPPOLYTE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:360-377. Full description at Econpapers || Download paper | |
| 2017 | Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar. (2017). Fukuda, Shin-ichi ; Tanaka, Mariko ; Shin- ichi Fukuda, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:301-317. Full description at Econpapers || Download paper | |
| 2018 | Do European banks with a covered bond program issue asset-backed securities for funding?. (2018). Lugo, Stefano ; Kool, Clemens ; Boesel, Nils . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:76-87. Full description at Econpapers || Download paper | |
| 2018 | Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?. (2018). Binici, Mahir ; Hutchison, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:58-75. Full description at Econpapers || Download paper | |
| 2019 | Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2017 | Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market. (2017). Kim, Don H ; Ho, Young ; Choi, Hanbok ; Jang, Woon Wook . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:47-63. Full description at Econpapers || Download paper | |
| 2017 | What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions. (2017). Krištoufek, Ladislav ; Ferreira, Paulo ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:554-566. Full description at Econpapers || Download paper | |
| 2017 | The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20. Full description at Econpapers || Download paper | |
| 2018 | Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253. Full description at Econpapers || Download paper | |
| 2018 | Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55. Full description at Econpapers || Download paper | |
| 2018 | Initial public offering and financing of biotechnology start-ups: Evidence from Japan. (2018). nagaoka, sadao ; Honjo, Yuji. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:1:p:180-193. Full description at Econpapers || Download paper | |
| 2017 | The effects of affiliations on the initial public offering pricing. (2017). Palmucci, Fabrizio ; Geranio, Manuela ; Mazzoli, Camilla . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:295-313. Full description at Econpapers || Download paper | |
| 2019 | Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Frank Packer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Minding the gap in Asia: foreign and local currency ratings In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2012 | Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
| 2012 | Welcome remarks In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2014 | Foreword In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Foreword.(2016) In: BIS Papers chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 2015 | Introduction In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2015 | Development and functioning of FX markets in Asia and the Pacific In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2017 | Corporate leverage in emerging Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers. [Full Text][Citation analysis] | book | 2 |
| 2003 | Sovereign credit default swaps In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 16 |
| 2004 | Assessing new perspectives on country risk In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 24 |
| 2005 | Contractual terms and CDS pricing In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 19 |
| 2007 | The covered bond market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
| 2008 | The spillover of money market turbulence to FX swap and cross-currency swap markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 54 |
| 2009 | Issues and developments in loan loss provisioning: the case of Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
| 2010 | Derivatives in emerging markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
| 2011 | Rating methodologies for banks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
| 2013 | FX and derivatives markets in emerging economies and the internationalisation of their currencies In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 20 |
| 2015 | Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 19 |
| 2017 | Green bond finance and certification In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
| 2008 | Private matters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2009 | Private matters.(2009) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2008 | Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 In: BIS Working Papers. [Full Text][Citation analysis] | paper | 55 |
| 2009 | Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
| 2009 | From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers In: BIS Working Papers. [Full Text][Citation analysis] | paper | 89 |
| 2009 | From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers.(2009) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | article | |
| 2010 | To err is human: rating agencies and the interwar foreign government debt crisis In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Loan loss provisioning practices of Asian banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2016 | The effects of a central banks inflation forecasts on private sector forecasts: Recent evidence from Japan In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | The effects of a central banks inflation forecasts on private sector forecasts: Recent evidence from Japan.(2016) In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Sovereign risk assessment and agency credit ratings In: European Financial Management. [Full Text][Citation analysis] | article | 23 |
| 1999 | Japanese Corporate Finance and International Competition. By MASASUKE IDE. New York, NY: St. Martins Press, 1998. Pp. xii + 194. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | ATTRACTING FOREIGN PARTICIPATION IN ASIAN LOCAL CURRENCY BOND MARKETS: THE CASE OF THE ASIAN BOND FUND 2 INITIATIVE In: Pacific Economic Review. [Full Text][Citation analysis] | article | 9 |
| 2009 | Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | To err is human: US rating agencies and the interwar foreign government debt crisis In: European Review of Economic History. [Full Text][Citation analysis] | article | 6 |
| 1997 | Differences of opinion and selection bias in the credit rating industry In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 75 |
| 2003 | Determinants of the choice of bankruptcy procedure in Japan In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 6 |
| 1988 | What role has the Main Bank played in Japan? In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 15 |
| 2000 | Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 71 |
| 1998 | Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1998) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
| 1999 | Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
| 2014 | Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Chinas IPO activity and equity market volatility In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2000 | How consistent are credit ratings? a geographic and sectoral analysis of default risk In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 1995 | Sovereign credit ratings In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 55 |
| 1997 | The samurai bond market In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 1999 | Credit risk in Japans corporate bond market In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 1996 | Determinants and impact of sovereign credit ratings In: Economic Policy Review. [Full Text][Citation analysis] | article | 381 |
| 1996 | Determinants and impacts of sovereign credit ratings.(1996) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 381 | paper | |
| 1994 | The credit rating industry In: Quarterly Review. [Full Text][Citation analysis] | article | 34 |
| 1994 | Venture capital, bank shareholding, and the certification of initial public offerings: evidence from the OTC market in Japan In: Research Paper. [Citation analysis] | paper | 0 |
| 1995 | Multiple ratings and credit standards: differences of opinion in the credit rating industry In: Research Paper. [Full Text][Citation analysis] | paper | 18 |
| 1996 | Multiple ratings and credit standards: differences of opinion in the credit rating industry.(1996) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 1997 | Split ratings and the pricing of credit risk In: Research Paper. [Full Text][Citation analysis] | paper | 32 |
| 2014 | A Global Tour of Commercial Property and REIT Markets In: International Real Estate Review. [Full Text][Citation analysis] | article | 0 |
| 2012 | Introduction to Property Markets and Financial Stability In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
| 2012 | Securitisation and the Commercial Property Cycle In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
| 2014 | Infrastructure and Corporate Bond Markets in Asia In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 12 |
| 1995 | Before main banks : a selective historical overview of Japans prewar financialsystem In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team