Frank Packer : Citation Profile


Are you Frank Packer?

Bank for International Settlements (BIS)

17

H index

26

i10 index

1198

Citations

RESEARCH PRODUCTION:

29

Articles

21

Papers

1

Books

12

Chapters

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 41
   Journals where Frank Packer has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 18 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1071
   Updated: 2019-09-14    RAS profile: 2017-11-22    
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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 (25)

McCauley, Robert (18)

Kaminsky, Graciela (17)

Goldstein, Morris (16)

Tsoukas, Serafeim (13)

Fukuda, Shin-ichi (12)

Vaaler, Paul (12)

Claessens, Stijn (10)

Amstad, Marlene (10)

MacDonald, Ronald (10)

Kose, Ayhan (10)

Cites to:

Remolona, Eli (13)

Ritter, Jay (11)

Scharfstein, David (11)

Cantor, Richard (10)

Kashyap, Anil (10)

Hoshi, Takeo (10)

Rajan, Raghuram (10)

Mizen, Paul (10)

Rime, Dagfinn (8)

Tsoukas, Serafeim (8)

Zingales, Luigi (8)

Main data


Where Frank Packer has published?


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

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements8
Research Paper / Federal Reserve Bank of New York5
Staff Reports / Federal Reserve Bank of New York2

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). Lee, Jae Woo ; Nobi, Ashadun. In: Papers. RePEc:arx:papers:1806.04363.

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

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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.

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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.

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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.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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

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

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2017Looking at aggregate currency mismatches and beyond. (2017). Kuruc, Emese ; Turner, Philip ; Tissot, Bruno. In: IFC Bulletins chapters. RePEc:bis:bisifc:45-18.

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2018The implications of passive investing for securities markets. (2018). Sushko, Vladyslav ; Turner, Grant. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803j.

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2017Segmented money markets and covered interest parity arbitrage. (2017). Schrimpf, Andreas ; Rime, Dagfinn ; Syrstad, Olav . In: BIS Working Papers. RePEc:bis:biswps:651.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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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.

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2018Does sovereign risk in local and foreign currency differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:709.

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2018Accumulation of foreign currency reserves and risk-taking. (2018). Yetman, James ; Fatum, Rasmus. In: BIS Working Papers. RePEc:bis:biswps:728.

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2019Geographic 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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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2019Friends 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.

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2019Green Bonds as an instrument to finance low carbon transition. (2019). Sartzetakis, Eftichios. In: Working Papers. RePEc:bog:wpaper:258.

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2018Japan: Evaluating Aggressive Monetary Easing and Economic Performance. (2018). , Ramana. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1837.

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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.

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

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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.

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

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

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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.

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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.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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

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2017Liquidity in FX spot and forward markets. (2001). Sushko, Vladyslav ; Krohn, Ingomar . In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2019Geographic 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.

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

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2017Central bank swap lines and CIP deviations. (2017). Moessner, Richhild ; Galati, Gabriele ; Allen, William ; Nelson, William . In: DNB Working Papers. RePEc:dnb:dnbwpp:566.

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2018The 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.

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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.

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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.

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2018Sovereign 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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Redenomination-risk spillovers in the Eurozone. (2019). Borri, Nicola. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:173-178.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Subjectivity 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.

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2018The 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.

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2019Sovereign 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.

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2019The 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.

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2017Managing 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.

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2017Sovereign 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.

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2017Dynamic 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.

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2017Monetary 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.

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2018Do 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.

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2018Do 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.

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2019Diversification 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.

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2017Covered 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.

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2017What 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.

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2017The 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.

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2018Many 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.

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2018Determinants 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.

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2018Initial 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.

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2017The 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.

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2019Predicting 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.

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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.
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2012Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters.
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chapter3
2012Welcome remarks In: BIS Papers chapters.
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2014Foreword In: BIS Papers chapters.
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2016Foreword.(2016) In: BIS Papers chapters.
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2015Introduction In: BIS Papers chapters.
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2015Development and functioning of FX markets in Asia and the Pacific In: BIS Papers chapters.
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chapter1
2017Corporate leverage in emerging Asia In: BIS Papers chapters.
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2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
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book2
2003Sovereign credit default swaps In: BIS Quarterly Review.
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article16
2004Assessing new perspectives on country risk In: BIS Quarterly Review.
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article24
2005Contractual terms and CDS pricing In: BIS Quarterly Review.
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article19
2007The covered bond market In: BIS Quarterly Review.
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article15
2008The spillover of money market turbulence to FX swap and cross-currency swap markets In: BIS Quarterly Review.
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article54
2009Issues and developments in loan loss provisioning: the case of Asia In: BIS Quarterly Review.
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article11
2010Derivatives in emerging markets In: BIS Quarterly Review.
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article15
2011Rating methodologies for banks In: BIS Quarterly Review.
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article15
2013FX and derivatives markets in emerging economies and the internationalisation of their currencies In: BIS Quarterly Review.
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article20
2015Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review.
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article19
2017Green bond finance and certification In: BIS Quarterly Review.
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article8
2008Private matters In: BIS Working Papers.
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paper12
2009Private matters.(2009) In: Journal of Financial Intermediation.
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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.
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paper55
2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08.(2009) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 55
article
2009From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers In: BIS Working Papers.
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paper89
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.
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This paper has another version. Agregated cites: 89
article
2010To err is human: rating agencies and the interwar foreign government debt crisis In: BIS Working Papers.
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paper4
2012Loan loss provisioning practices of Asian banks In: BIS Working Papers.
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paper28
2012Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers.
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paper24
2012Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Working Papers.
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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.
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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.
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paper4
2016The effects of a central banks inflation forecasts on private sector forecasts: Recent evidence from Japan.(2016) In: Bank of Japan Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2017Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced? In: BIS Working Papers.
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paper0
1996Sovereign risk assessment and agency credit ratings In: European Financial Management.
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article23
1999Japanese Corporate Finance and International Competition. By MASASUKE IDE. New York, NY: St. Martins Press, 1998. Pp. xii + 194. In: Journal of Finance.
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2012ATTRACTING FOREIGN PARTICIPATION IN ASIAN LOCAL CURRENCY BOND MARKETS: THE CASE OF THE ASIAN BOND FUND 2 INITIATIVE In: Pacific Economic Review.
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article9
2009Ratings Performance, Regulation and the Great Depression: Lessons from Foreign Government Securities In: CEPR Discussion Papers.
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paper9
2011To err is human: US rating agencies and the interwar foreign government debt crisis In: European Review of Economic History.
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article6
1997Differences of opinion and selection bias in the credit rating industry In: Journal of Banking & Finance.
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article75
2003Determinants of the choice of bankruptcy procedure in Japan In: Journal of Financial Intermediation.
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article6
1988What role has the Main Bank played in Japan? In: Journal of the Japanese and International Economies.
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article15
2000Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan In: Pacific-Basin Finance Journal.
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article71
1998Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1998) In: Research Paper.
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This paper has another version. Agregated cites: 71
paper
1999Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1999) In: Staff Reports.
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paper
2014Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters.
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chapter0
2016Chinas IPO activity and equity market volatility In: FRBSF Economic Letter.
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article0
2000How consistent are credit ratings? a geographic and sectoral analysis of default risk In: International Finance Discussion Papers.
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paper10
1995Sovereign credit ratings In: Current Issues in Economics and Finance.
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article55
1997The samurai bond market In: Current Issues in Economics and Finance.
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article2
1999Credit risk in Japans corporate bond market In: Current Issues in Economics and Finance.
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article1
1996Determinants and impact of sovereign credit ratings In: Economic Policy Review.
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article381
1996Determinants and impacts of sovereign credit ratings.(1996) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 381
paper
1994The credit rating industry In: Quarterly Review.
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article34
1994Venture capital, bank shareholding, and the certification of initial public offerings: evidence from the OTC market in Japan In: Research Paper.
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paper0
1995Multiple ratings and credit standards: differences of opinion in the credit rating industry In: Research Paper.
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paper18
1996Multiple ratings and credit standards: differences of opinion in the credit rating industry.(1996) In: Staff Reports.
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This paper has another version. Agregated cites: 18
paper
1997Split ratings and the pricing of credit risk In: Research Paper.
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paper32
2014A Global Tour of Commercial Property and REIT Markets In: International Real Estate Review.
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article0
2012Introduction to Property Markets and Financial Stability In: RBA Annual Conference Volume (Discontinued).
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2012Securitisation and the Commercial Property Cycle In: RBA Annual Conference Volume (Discontinued).
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2014Infrastructure and Corporate Bond Markets in Asia In: RBA Annual Conference Volume (Discontinued).
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chapter12
1995Before main banks : a selective historical overview of Japans prewar financialsystem In: Policy Research Working Paper Series.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team