Eli Remolona : Citation Profile


Are you Eli Remolona?

Asia School of Business

14

H index

28

i10 index

1058

Citations

RESEARCH PRODUCTION:

41

Articles

45

Papers

3

Books

15

Chapters

RESEARCH ACTIVITY:

   43 years (1976 - 2019). See details.
   Cites by year: 24
   Journals where Eli Remolona has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 22 (2.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre423
   Updated: 2020-08-01    RAS profile: 2020-03-27    
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Relations with other researchers


Works with:

Wu, Eliza (2)

Qian, Xingwang (2)

Cheung, Yin-Wong (2)

Amstad, Marlene (2)

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

Is cited by:

Tsoukas, Serafeim (16)

Fratzscher, Marcel (14)

Fleming, Michael (11)

Hautsch, Nikolaus (11)

MacDonald, Ronald (10)

Bose, Udichibarna (10)

Ehrmann, Michael (10)

Sarkar, Asani (9)

Vega, Clara (9)

SHIM, ILHYOCK (8)

Smales, Lee (8)

Cites to:

Reinhart, Carmen (20)

Packer, Frank (16)

Rudebusch, Glenn (11)

Mizen, Paul (10)

Campbell, John (10)

Rogoff, Kenneth (10)

Singleton, Kenneth (9)

Fleming, Michael (9)

Schmukler, Sergio (9)

Shiller, Robert (9)

Gyntelberg, Jacob (8)

Main data


Where Eli Remolona has published?


Journals with more than one article published# docs
BIS Quarterly Review14
Quarterly Review6
Philippine Review of Economics5
Economic Policy Review3
Journal of International Money and Finance3
Pacific Economic Review2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York13
BIS Working Papers / Bank for International Settlements10
Staff Reports / Federal Reserve Bank of New York4
UP School of Economics Discussion Papers / University of the Philippines School of Economics3

Recent works citing Eli Remolona (2020 and 2019)


YearTitle of citing document
2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2018Pricing sovereign contingent convertible debt. (2018). Consiglio, Andrea ; Zenios, Stavros ; Tumminello, Michele. In: Papers. RePEc:arx:papers:1804.01475.

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2018Alternative Futures for Government of Canada Debt Management. (2018). Walton, Adrian ; Rivadeneyra, Francisco ; Garriott, Corey ; Nolin, Guillaume ; Lefebvre, Sophie. In: Discussion Papers. RePEc:bca:bocadp:18-15.

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2019The rise of benchmark bonds in emerging Asia. (2019). Yetman, James ; Remolona, Eli. In: BIS Papers chapters. RePEc:bis:bisbpc:102-09.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2018Common lenders in emerging Asia: their changing roles in three crises. (2018). Remolona, Eli M ; Koch, Catherine. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803b.

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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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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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2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics. (2018). Shin, Hyun Song ; Avdjiev, Stefan ; Berger, Bat-el . In: BIS Working Papers. RePEc:bis:biswps:735.

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: BIS Working Papers. RePEc:bis:biswps:809.

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2019Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu. In: BIS Working Papers. RePEc:bis:biswps:814.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2020Empirical study on intra‐regional bond investment: an application to East Asia. (2020). Cui, Yuming ; Liu, Lian ; Lu, Changrong. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:34:y:2020:i:1:p:63-75.

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2018What is a market crash?. (2018). le Bris, David. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:480-505.

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2020The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Li, Yubin ; Govindaraj, Suresh ; Zhao, Chen. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644.

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2020Informed trading in government bond markets. (2020). Czech, Robert ; Huang, Shiyang ; Wang, Tianyu ; Lou, Dong. In: Bank of England working papers. RePEc:boe:boeewp:0871.

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2019Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_020.

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2018Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets. (2018). Kadiric, Samir ; Korus, Arthur. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei251.

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2019Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7896.

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2018Funding Shocks through Cross-border Banking in Asia A Network-based Approach. (2018). Liu, Zijun. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_019.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2019Bond Market Development in Malaysia: Possible Crowding-Out from Persistent Fiscal Deficits?. (2019). Goh, Kim-Leng ; Lee, Meng-Wai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00894.

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2019Economic complexity and sovereign risk premia. (2019). Ozmen, Utku. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00975.

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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.

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2020Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model. (2020). Si, Deng-Kui ; Li, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302700.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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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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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2020Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2019Reaction of the credit default swap market to the release of periodic financial reports. (2019). Nasiri, Maryam Akbari ; Mishra, Sagarika ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306872.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2018The microstructure of a U.S. Treasury ECN: The BrokerTec platform. (2018). Fleming, Michael ; Nguyen, Giang ; Mizrach, Bruce. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:2-22.

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2018Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

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2019Municipal financing costs following disasters. (2019). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:48-64.

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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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2019Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

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2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

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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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2019Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Rosso, John ; Gonzalez, Maximiliano. In: Journal of Business Research. RePEc:eee:jbrese:v:102:y:2019:i:c:p:191-200.

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2018Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies. (2018). Du, Wenti. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:32-39.

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2020Why does public news augment information asymmetries?. (2020). Crego, Julio A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

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2020Does sovereign risk in local and foreign currency differ?. (2020). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618306260.

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2020The currency composition of international reserves, demand for international reserves, and global safe assets. (2020). Qian, Xingwang ; Cheung, Yin-Wong ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305546.

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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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2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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2018On the predictability of emerging market sovereign credit spreads. (2018). Audzeyeva, Alena ; Fuertes, Ana-Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:140-157.

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2019The effect of inflation targeting and financial openness on currency composition of sovereign international debt. (2019). Rodriguez, Cesar M ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:1-18.

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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach. (2019). Jalkh, Naji ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:385-392.

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2019Are market views on banking industry useful for forecasting economic growth?. (2019). Zhao, LU ; Ye, Xiaoxia ; Lai, Van Son. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301719.

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2019The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051.

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2018Liquidity in green power markets – An international review. (2018). Frei, Fanny ; Bening, Catharina R ; Loder, Allister. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:93:y:2018:i:c:p:674-690.

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2018Emerging market local currency sovereign bond yields: The role of exchange rate risk. (2018). Miyajima, Ken ; Gadanecz, Blaise ; Shu, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:371-401.

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2018Sovereign bond spreads and extra-financial performance: An empirical analysis of emerging markets. (2018). Margaretic, Paula ; Pouget, Sebastien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:340-355.

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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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2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

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2018Performance-based payment scheme to hedge against credit rating inflation. (2018). Charoontham, Kittiphod ; Amornpetchkul, Thunyarat. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:471-479.

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2019What drove the growth of the corporate bond markets in Asia?. (2019). Kowalewski, Oskar ; Pisany, Pawe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:365-380.

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2020Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:124748.

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2018Liquidity and volatility in the U.S. treasury market. (2018). Ghysels, Eric ; Fleming, Michael ; Engle, Robert ; Nguyen, Giang. In: Staff Reports. RePEc:fip:fednsr:590.

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2019Climate Change and Economic Resilience through Urban and Cultural Heritage: The Case of Emerging Small Island Developing States Economies. (2019). Jones, David ; Allam, Zaheer. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:62-:d:242029.

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2019Economic News Releases and Financial Markets in South Africa. (2019). Tsagkanos, Athanasios ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:112-:d:285205.

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2018Bond Yields, Sovereign Risk and Maturity Structure. (2018). Gonzalez-Fernandez, Marcos ; Gonzalez-Velasco, Carmen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:109-:d:172937.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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2018Does Sovereign Risk in Local and Foreign Currency Differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: IMES Discussion Paper Series. RePEc:ime:imedps:18-e-01.

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2019External debt financing and macroeconomic instability in emerging market economies. (2019). Sengupta, Rajeswari ; Goyal, Ashima ; Verma, Akhilesh. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-013.

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2019Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment. (2019). Husodo, Zaafri Ananto ; Wibowo, Buddi ; Utama, Cynthia Afriani ; Sasongko, Aryo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9848-z.

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2019The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets. (2019). Korus, Arthur ; Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:1:d:10.1007_s10368-018-00424-z.

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2019Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases. (2019). Carcel, Hector ; Jurksas, Linas . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:60.

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2019Market-timing performance of mutual fund investors in Emerging Markets. (2019). Cagnazzo, Alberto. In: Working Papers CASMEF. RePEc:lui:casmef:1901.

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2019The Malaysian Domestic Bond Market: Growing into its Rightful Role. (2019). Goh, Kim-Leng ; Lee, Meng-Wai ; Yap, Michael Meow-Chung. In: Capital Markets Review. RePEc:mfa:journl:v:27:y:2019:i:1:p:34-52.

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2018Integration of Financial Markets in Japan and Asia —Financial Deepening in Asia due to Japanese Banks’ Entry—. (2018). Yaguchi, Mitsuru ; Sakuma, Koji ; Yamaguchi, Ayako. In: Public Policy Review. RePEc:mof:journl:ppr14_05_02.

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2018.

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2020An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2020). Rebucci, Alessandro ; Hartley, Jonathan S. In: NBER Working Papers. RePEc:nbr:nberwo:27339.

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2018Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5.

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2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

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2019Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

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2018Southeast Asia in the global economy: a selective analytical survey. (2018). Hill, Hal. In: Departmental Working Papers. RePEc:pas:papers:2018-12.

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2018Exchange rate volatility: Traders beliefs and the role of news. (2018). Roy Trivedi, Smita. In: MPRA Paper. RePEc:pra:mprapa:89330.

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2018Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad. (2018). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:90422.

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2018Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component.. (2018). Filis, George ; Degiannakis, Stavros ; Tsemperlidis, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:94176.

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2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle. In: Working Papers. RePEc:pre:wpaper:201808.

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2018Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:2:p:120-132.

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2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

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2019Did long-memory of liquidity signal the European sovereign debt crisis?. (2019). Li, Youwei ; Yang, Y C ; Hamill, P A ; Sun, Z ; Vigne, S A. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2850-y.

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2019The length of the trading day and trading volume. (2019). Aharon, David Y ; Qadan, Mahmoud. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00119-8.

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2018The Swiss franc safety premium. (2018). Leutert, Jessica. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0014-7.

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2018The variance risk premium and capital structure. (2018). Lotfaliei, Babak. In: ESRB Working Paper Series. RePEc:srk:srkwps:201870.

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2020Essays in Empirical Asset Pricing and International Finance. (2020). Niu, Zilong. In: Other publications TiSEM. RePEc:tiu:tiutis:986cefd5-4d2b-4d5f-be7a-2feea364f87a.

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2019The impacts of public news announcements on intraday implied volatility dynamics. (2019). Ryu, Doojin ; Lee, Jieun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

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2020Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives. (2020). Garcia, Michael ; Frino, Alex ; Zhou, Zeyang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:749-760.

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2018Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey. (2018). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-126.

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2019OTC discount. (2019). Schneider, Michael ; de Roure, Calebe ; Pelizzon, Loriana ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:422019.

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2020Collateral eligibility of corporate debt in the Eurosystem. (2020). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Simon, Zorka ; Riedel, Max. In: SAFE Working Paper Series. RePEc:zbw:safewp:275.

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2020Does monetary policy impact international market co-movements?. (2020). Pelizzon, Loriana ; Caporin, Massimiliano ; Plazzi, Alberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:276.

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Works by Eli Remolona:


YearTitleTypeCited
2008Managing expectations by words and deeds: Monetary policy in Asia and the Pacific In: Working Papers.
[Full Text][Citation analysis]
paper6
1999Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets In: Staff Working Papers.
[Full Text][Citation analysis]
paper12
2001Information flows during the Asian crisis: evidence from closed-end funds In: BIS Papers chapters.
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chapter8
2000Information flows during the asian crisis: evidence from closed-end funds.(2000) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008Information flows during the Asian crisis: Evidence from closed-end funds.(2008) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2019The rise of benchmark bonds in emerging Asia In: BIS Papers chapters.
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chapter0
2002Changes in market functioning and central bank policy: an overview of the issues In: BIS Papers chapters.
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chapter6
2002Changes in market functioning and central bank policy: an overview of the issues.(2002) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2006Developing corporate bond markets in Asia: a synopsis of the Kunming discussions In: BIS Papers chapters.
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chapter3
2006Developing corporate bond markets in Asia In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter11
2009Introduction for Household debt: implications for monetary policy and financial stability In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter3
2010Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter22
2010Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market.(2010) In: Journal of Asian Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2012Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter5
2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
[Full Text][Citation analysis]
book2
1999Inflation Expectations and Risks in a Two-Country Affine-Yield Model In: CGFS Papers chapters.
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chapter0
2000Size and liquidity of government bond markets In: BIS Quarterly Review.
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article12
2002Whats behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998 In: BIS Quarterly Review.
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article1
2003The euro interest rate swap market In: BIS Quarterly Review.
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article8
2003Reaching for yield: selected issues for reserve managers In: BIS Quarterly Review.
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article0
2003The credit spread puzzle In: BIS Quarterly Review.
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article57
2004The price impact of rating announcements: evidence from the credit default swap market In: BIS Quarterly Review.
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article14
2005Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review.
[Full Text][Citation analysis]
article9
2005Opening markets through a regional bond fund: lessons from ABF2 In: BIS Quarterly Review.
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article14
2005Corporate bond markets in Asia In: BIS Quarterly Review.
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article16
2006Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review.
[Full Text][Citation analysis]
article14
2007Interpreting sovereign spreads In: BIS Quarterly Review.
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article30
2007Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review.
[Full Text][Citation analysis]
article38
2008Credit derivatives an structured creit: the nascant markets of Asia and the Pacific In: BIS Quarterly Review.
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article9
2015The rise of regional banking in Asia and the Pacific In: BIS Quarterly Review.
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article11
2005The pricing of unexpected credit losses In: BIS Working Papers.
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paper13
2006The price impact of rating announcements: which announcements matter? In: BIS Working Papers.
[Full Text][Citation analysis]
paper37
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.
[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.
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This paper has another version. Agregated cites: 24
paper
2015Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve In: BIS Working Papers.
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paper5
2016How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers.
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paper23
2016How do global investors differentiate between sovereign risks? The new normal versus the old.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
1999The term structure of announcement effects In: BIS Working Papers.
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paper41
1999The term structure of announcement effects.(1999) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2018Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion In: BIS Working Papers.
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paper0
2019De jure benchmark bonds In: BIS Working Papers.
[Full Text][Citation analysis]
paper0
2012Prospects for Monetary Cooperation and Integration in East Asia – By Ulrich Volz In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]
article0
1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance.
[Full Text][Citation analysis]
article245
1997Two Factors along the Yield Curve. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article11
1996Two factors along the yield curve.(1996) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
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]
article10
2019Hoarding of international reserves: Its a neighbourly day in Asia In: Pacific Economic Review.
[Full Text][Citation analysis]
article1
2019The Hoarding of International Reserves: It’s a neighborly day in Asia.(2019) In: GRU Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1998What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper16
1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2009Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market In: EABER Working Papers.
[Full Text][Citation analysis]
paper2
2016The anatomy of sovereign risk contagion In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
1986Foreign debt, balance of payments, and the economic crisis of the Philippines in 1983-1984 In: World Development.
[Full Text][Citation analysis]
article2
2009Learning by Doing in Market Reform: Lessons from a Regional Bond Fund In: Chapters.
[Full Text][Citation analysis]
chapter2
2006Learning by doing in market reform: Lessons from a regional bond fund.(2006) In: HWWI Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters.
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chapter0
1998Asias financial crisis: lessons and policy responses In: Pacific Basin Working Paper Series.
[Full Text][Citation analysis]
paper13
1998Asias Financial Crisis: Lessons and Policy Responses.(1998) In: Economisch Institut voor het Midden en Kleinbedrijf-.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2005Price discovery in a market under stress: the U.S. Treasury market in fall 1998 In: Working Paper Series.
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paper5
1996Risk management by structured derivative product companies In: Economic Policy Review.
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article5
1997What moves the bond market? In: Economic Policy Review.
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article148
1997What moves the bond market?.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
paper
1997Market returns and mutual fund flows In: Economic Policy Review.
[Full Text][Citation analysis]
article26
1990Understanding international differences in leverage trends In: Monograph.
[Citation analysis]
book8
1990Understanding international differences in leverage trends.(1990) In: Quarterly Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
1990Understanding international differences in leverage trends.(1990) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1987The pricing and hedging of market index deposits In: Quarterly Review.
[Full Text][Citation analysis]
article2
1991Do international reactions of stock and bond markets reflect macroeconomic fundamentals? In: Quarterly Review.
[Full Text][Citation analysis]
article2
1992Finance companies, bank competition, and niche markets In: Quarterly Review.
[Full Text][Citation analysis]
article11
1993Finance companies, bank competition and niche markets.(1993) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
1992Corporate refinancing in the 1990s In: Quarterly Review.
[Full Text][Citation analysis]
article0
1992The recent growth of financial derivative markets In: Quarterly Review.
[Full Text][Citation analysis]
article6
1986Loan swaps and the LDC debt problem In: Research Paper.
[Citation analysis]
paper0
1989Voluntary conversions of LDC debt In: Research Paper.
[Citation analysis]
paper1
1989Risk, capital markets, and the large public enterprise In: Research Paper.
[Citation analysis]
paper0
1990Why international trends in leverage have been so different In: Research Paper.
[Citation analysis]
paper0
1991Global stock markets and links in real activity In: Research Paper.
[Citation analysis]
paper1
1995The short end of the forward convergence curve and asymmetric cats tail convergence In: Research Paper.
[Full Text][Citation analysis]
paper4
1997A three-factor econometric model of the U.S. term structure In: Research Paper.
[Full Text][Citation analysis]
paper7
1997A three-factor econometric model of the U.S. term structure.(1997) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1996Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper.
[Full Text][Citation analysis]
paper5
1996Inflation risk in the U.S. yield curve: the usefulness of indexed bonds In: Research Paper.
[Full Text][Citation analysis]
paper11
1997Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements In: Staff Reports.
[Full Text][Citation analysis]
paper9
2014What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market In: Working Papers.
[Full Text][Citation analysis]
paper0
2008A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article22
2018Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets In: Discussion Papers.
[Full Text][Citation analysis]
paper1
1985Financing the Budget Deficit in the Philippines In: Working Papers.
[Full Text][Citation analysis]
paper1
1976Intraurban Location as a Clue to Conditions in the Informal Sector In: UP School of Economics Discussion Papers.
[Citation analysis]
paper0
1979A Simple Model of Squatters In: UP School of Economics Discussion Papers.
[Citation analysis]
paper0
1984A Simple Model of Squatters.(1984) In: Philippine Review of Economics.
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This paper has another version. Agregated cites: 0
article
1983Specifying Seigniorage for Time Consistency In: UP School of Economics Discussion Papers.
[Citation analysis]
paper0
1977Intraurban Location as a Clue To Condition of Urban Dualism In: Philippine Review of Economics.
[Full Text][Citation analysis]
article0
1981Two Empirical Notes on the Urban Economy In: Philippine Review of Economics.
[Citation analysis]
article0
1983A Pitfall in the Welfare Cost of Inflationary Finance In: Philippine Review of Economics.
[Full Text][Citation analysis]
article0
1986Financial Reforms and the Balance-of-Payments Crisis: The Case of the Philippines: 1980-83 In: Philippine Review of Economics.
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article4
2008The Unfolding Turmoil of 2007–2008: Lessons and Responses In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]
chapter3
2011Discussion of The Australian Financial System in the 2000s: Dodging the Bullet In: RBA Annual Conference Volume (Discontinued).
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chapter0
2014Infrastructure and Corporate Bond Markets in Asia In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]
chapter13
2012Managing the Risk from Capital Flows In: Asian Development Review.
[Citation analysis]
article0
2012Going Regional: How to Deepen ASEANs Financial Markets In: ADB Economics Working Paper Series.
[Citation analysis]
paper5
1990How Secondary Capital Market Work in the United States In: Occasional Papers.
[Full Text][Citation analysis]
book0
2020Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2006Cross-Border Banking in Asia: Basel II and Other Prudential Issues In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

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