Frank Packer : Citation Profile

Are you Frank Packer?

Bank for International Settlements (BIS)

18

H index

31

i10 index

1603

Citations

RESEARCH PRODUCTION:

28

Articles

21

Papers

1

Books

12

Chapters

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 55
   Journals where Frank Packer has often published
   Relations with other researchers
   Recent citing documents: 232.    Total self citations: 18 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1071
   Updated: 2020-05-16    RAS profile: 2017-11-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sekine, Toshitaka (2)

Ehlers, Torsten (2)

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

Is cited by:

Reinhart, Carmen (37)

Kaminsky, Graciela (25)

Goldstein, Morris (24)

McCauley, Robert (20)

Amstad, Marlene (17)

El-Shagi, Makram (16)

Vaaler, Paul (14)

Crifo, Patricia (14)

Wu, Eliza (13)

ap Gwilym, Owain (13)

Alsakka, Rasha (13)

Cites to:

Remolona, Eli (13)

Cantor, Richard (13)

Ritter, Jay (13)

Scharfstein, David (12)

Rajan, Raghuram (12)

Kashyap, Anil (11)

Hoshi, Takeo (11)

Mizen, Paul (10)

Stulz, René (8)

Tsoukas, Serafeim (8)

Rime, Dagfinn (8)

Main data

Where Frank Packer has published?

Journals with more than one article published# docs
BIS Quarterly Review11
Research Paper5
Current Issues in Economics and Finance3
Journal of Banking & Finance2
Journal of Financial Intermediation2
Staff Reports2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements8

Recent works citing Frank Packer (2018 and 2017)

YearTitle of citing document
2018State and Network Structures of Stock Markets around the Global Financial Crisis. (2018). Nobi, Ashadun ; Lee, Jae Woo. In: Papers. RePEc:arx:papers:1806.04363.

Full description at Econpapers || Download paper

2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

Full description at Econpapers || Download paper

2019Higher 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

2018TIIE-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

2018Does 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

2018Breakdown 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

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

Full description at Econpapers || Download paper

2017Uses of central balance sheet data offices information. (2017). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:45.

Full description at Econpapers || Download paper

2017Looking 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

2018The 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

2019Green bonds: the reserve management perspective. (2019). Fender, Ingo ; Zulaica, Omar ; Sahakyan, Vahe ; McMorrow, Mike. In: BIS Quarterly Review. RePEc:bis:bisqtr:1909f.

Full description at Econpapers || Download paper

2019OTC derivatives: euro exposures rise and central clearing advances. (2019). Huang, Wenqian ; Aramonte, Sirio. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912j.

Full description at Econpapers || Download paper

2017Segmented 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

2017Asset 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

2018Are 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

2018Does 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

2018Accumulation 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

2019Geographic spread of currency trading: the renminbi and other EM currencies. (2019). McCauley, Robert N ; Cheun, Yin-Wong. In: BIS Working Papers. RePEc:bis:biswps:806.

Full description at Econpapers || Download paper

2019A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing. (2019). McCauley, Robert N ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:808.

Full description at Econpapers || Download paper

2020Reserve management and sustainability: the case for green bonds?. (2020). Fender, Ingo ; Zulaica, Omar ; Sahakyan, Vahe ; McMorrow, Mike. In: BIS Working Papers. RePEc:bis:biswps:849.

Full description at Econpapers || Download paper

2018The 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

2018Sovereign 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

2019Measuring 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

2017The 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

2017How 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

2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0741.

Full description at Econpapers || Download paper

2017Formation 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

2019Friends for the benefits: The effects of political ties on sovereign borrowing conditions. (2019). HASAN, IFTEKHAR ; Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_013.

Full description at Econpapers || Download paper

2019Green 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

2018Japan: 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

2017Are 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

2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124.

Full description at Econpapers || Download paper

2018Funding 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

2020Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno. In: EconPol Working Paper. RePEc:ces:econwp:_40.

Full description at Econpapers || Download paper

2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816.

Full description at Econpapers || Download paper

2019Sovereign debt: election concerns and the democratic disadvantage. (2019). Pickering, Andrew ; Sjostrom, Tomas ; Dhillon, Amrita. In: CAGE Online Working Paper Series. RePEc:cge:wacage:422.

Full description at Econpapers || Download paper

2017Patterns 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

2019Green 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

2017Asset 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

2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003.

Full description at Econpapers || Download paper

2019Covered Interest Parity deviations: Macrofinancial determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13886.

Full description at Econpapers || Download paper

2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

Full description at Econpapers || Download paper

2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

Full description at Econpapers || Download paper

2019Geographic spread of currency trading: The renminbi and other EM currencies. (2019). McCauley, Robert ; Cheung, Yin-Wong ; Shu, Chang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_011.

Full description at Econpapers || Download paper

2019Accumulation of foreign currency reserves and risk-taking. (2019). Yetman, James ; Fatum, Rasmus. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_019.

Full description at Econpapers || Download paper

2017Central 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

2018The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt. (2018). Vermeulen, Robert ; de Haan, Leo. In: DNB Working Papers. RePEc:dnb:dnbwpp:620.

Full description at Econpapers || Download paper

2017Environmental, 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

2019Sovereign Ratings and Finance Ministers Characteristics. (2019). Jalles, Joao ; Afonso, Antonio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00559.

Full description at Econpapers || Download paper

2017Behavioral 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

2018Sovereign credit ratings in Latin America and the Caribbean: Trends and impact on debt spreads. (2018). Velloso, Helvia ; Perrotti, Daniel E ; Bustillo, Ines. In: Studies and Perspectives – ECLAC Office in Washington. RePEc:ecr:col034:44336.

Full description at Econpapers || Download paper

2017Sales 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

2018Benefits 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

2018Corporate 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

2020The intraday timing of rating changes. (2020). Zhou, Ling ; Xie, Yuan ; Kraft, Pepa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918303821.

Full description at Econpapers || Download paper

2020The global financial crisis and the capital structure of firms: Was the impact more severe among SMEs and non-listed firms?. (2020). Tressel, Thierry ; Demirguc-Kunt, Asli ; Martinez, Maria Soledad ; Demirgu-Kunt, Asli. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308393.

Full description at Econpapers || Download paper

2018Income 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

2017Determinants 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

2018On 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

2019Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244.

Full description at Econpapers || Download paper

2017Sovereign 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

2018The 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

2019Fostering 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

2019Redenomination-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

2019Rating 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

2018Are 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

2019Sovereigns going bust: Estimating the cost of default. (2019). Zimmermann, Kaspar ; Kuvshinov, Dmitry. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:1-21.

Full description at Econpapers || Download paper

2017Modelling 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

2018Impact 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

2018Modeling 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

2017Foreign 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

2018Empirical 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

2019Using extracted forward rate term structure information to forecast foreign exchange rates. (2019). Murphy, Finbarr ; Cummins, Mark ; Kearney, Fearghal. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:1-14.

Full description at Econpapers || Download paper

2017Does 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

2018New 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

2019Foreign 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

2019European 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

2019Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings. (2019). Stewart, Chris ; Chen, Zhongfei ; Webb, Rob ; Matousek, Roman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:57-70.

Full description at Econpapers || Download paper

2019The impact of ESMA regulatory identifiers on the quality of ratings. (2019). ap Gwilym, Owain ; Alsakka, Rasha ; Klusak, Patrycja . In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521918307798.

Full description at Econpapers || Download paper

2018Loan 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

2019Risk 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

2018Uncovering 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

2017Sovereign 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

2018Stressed 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

2018Sovereign 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

2019Influence 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

2017Corporate 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

2017Is 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

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

2018Do 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

2018Do 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

2019The 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

2019Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis. (2019). Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:241-263.

Full description at Econpapers || Download paper

2019Credit ratings of Chinese firms by domestic and global agencies: Assessing the determinants and impact. (2019). Packer, Frank ; Jiang, Xianfeng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:178-193.

Full description at Econpapers || Download paper

2019Information asymmetry and credit rating: A quasi-natural experiment from China. (2019). Pan, Zheyao ; Huang, Haozhi ; Shi, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:132-152.

Full description at Econpapers || Download paper

2017Competition 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

2017Sovereign 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

2017Leaders, 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

2018Timing 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

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

Works by Frank Packer:

YearTitleTypeCited
2006Minding the gap in Asia: foreign and local currency ratings In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2012Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter4
2012Welcome remarks In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2014Foreword In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2016Foreword.(2016) In: BIS Papers chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2015Introduction In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
2015Development and functioning of FX markets in Asia and the Pacific In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
2017Corporate leverage in emerging Asia In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
[Full Text][Citation analysis]		book2
2003Sovereign credit default swaps In: BIS Quarterly Review.
[Full Text][Citation analysis]		article17
2004Assessing new perspectives on country risk In: BIS Quarterly Review.
[Full Text][Citation analysis]		article26
2005Contractual terms and CDS pricing In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2007The covered bond market In: BIS Quarterly Review.
[Full Text][Citation analysis]		article15
2008The spillover of money market turbulence to FX swap and cross-currency swap markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article59
2009Issues and developments in loan loss provisioning: the case of Asia In: BIS Quarterly Review.
[Full Text][Citation analysis]		article11
2010Derivatives in emerging markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article15
2011Rating methodologies for banks In: BIS Quarterly Review.
[Full Text][Citation analysis]		article16
2013FX and derivatives markets in emerging economies and the internationalisation of their currencies In: BIS Quarterly Review.
[Full Text][Citation analysis]		article20
2015Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review.
[Full Text][Citation analysis]		article21
2017Green bond finance and certification In: BIS Quarterly Review.
[Full Text][Citation analysis]		article13
2008Private matters In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2009Private matters.(2009) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2008Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 In: BIS Working Papers.
[Full Text][Citation analysis]		paper64
2009Interpreting 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: 64		article
2009From 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]		paper94
2009From 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: 94		article
2010To err is human: rating agencies and the interwar foreign government debt crisis In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
2011To err is human: US rating agencies and the interwar foreign government debt crisis.(2011) In: European Review of Economic History.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2012Loan loss provisioning practices of Asian banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper28
2012Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper24
2012Why 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
2012Why 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
2016The effects of a central banks inflation forecasts on private sector forecasts: Recent evidence from Japan In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2016The 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: 5		paper
2017Credit 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]		paper3
1996Sovereign risk assessment and agency credit ratings In: European Financial Management.
[Full Text][Citation analysis]		article23
2012ATTRACTING 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]		article9
2009Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
1997Differences of opinion and selection bias in the credit rating industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article79
2003Determinants of the choice of bankruptcy procedure in Japan In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article6
1988What role has the Main Bank played in Japan? In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article15
2000Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article63
2014Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters.
[Full Text][Citation analysis]		chapter0
2016Chinas IPO activity and equity market volatility In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2000How consistent are credit ratings? a geographic and sectoral analysis of default risk In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper11
1995Sovereign credit ratings In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article55
1997The samurai bond market In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article2
1999Credit risk in Japans corporate bond market In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article1
1996Determinants and impact of sovereign credit ratings In: Economic Policy Review.
[Full Text][Citation analysis]		article377
1994The credit rating industry In: Quarterly Review.
[Full Text][Citation analysis]		article37
1994Venture capital, bank shareholding, and the certification of initial public offerings: evidence from the OTC market in Japan In: Research Paper.
[Citation analysis]		paper0
1995Multiple ratings and credit standards: differences of opinion in the credit rating industry In: Research Paper.
[Full Text][Citation analysis]		paper19
1996Multiple 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: 19		paper
1996Determinants and impacts of sovereign credit ratings In: Research Paper.
[Full Text][Citation analysis]		paper358
1997Split ratings and the pricing of credit risk In: Research Paper.
[Full Text][Citation analysis]		paper35
1998Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan In: Research Paper.
[Full Text][Citation analysis]		paper10
1999Institutional 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: 10		paper
2014A Global Tour of Commercial Property and REIT Markets In: International Real Estate Review.
[Full Text][Citation analysis]		article0
2012Introduction to Property Markets and Financial Stability In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
2012Securitisation and the Commercial Property Cycle In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter0
2014Infrastructure and Corporate Bond Markets in Asia In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter12
1995Before main banks : a selective historical overview of Japans prewar financialsystem In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team