16
H index
31
i10 index
1152
Citations
Asia School of Business | 16 H index 31 i10 index 1152 Citations RESEARCH PRODUCTION: 43 Articles 46 Papers 3 Books 16 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eli Remolona. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 15 |
Quarterly Review | 6 |
Philippine Review of Economics | 5 |
Journal of International Money and Finance | 4 |
Economic Policy Review | 3 |
Pacific Economic Review | 2 |
Year | Title of citing document |
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2021 | A transformer-based model for default prediction in mid-cap corporate markets. (2021). Bravo, Cristi'An ; Mues, Christophe ; Korangi, Kamesh. In: Papers. RePEc:arx:papers:2111.09902. Full description at Econpapers || Download paper |
2020 | The Interplay of Financial Education, Financial Literacy, Financial Inclusion and Financial Stability: Any Lessons for the Current Big Tech Era?. (2020). Kosse, Anneke ; Jonker, Nicole. In: Staff Working Papers. RePEc:bca:bocawp:20-32. Full description at Econpapers || Download paper |
2021 | Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167. Full description at Econpapers || Download paper |
2020 | Globalisation and the reach of multinationals: implications for portfolio exposures, capital flows, and home bias. (2020). Bressler, Beau ; Bertaut, Carol ; Curcuru, Stephanie . In: IFC Bulletins chapters. RePEc:bis:bisifc:52-25. Full description at Econpapers || Download paper |
2020 | Cross-border commercial real estate investment in Asia-Pacific. (2020). SHIM, ILHYOCK ; Sushko, Vladyslav ; Liu, Amanda. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009b. Full description at Econpapers || Download paper |
2020 | Do ETF flows increase market efficiency? Evidence from China. (2020). Xu, Liao ; Chen, Jilong ; Zhao, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4795-4819. Full description at Econpapers || Download paper |
2021 | The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555. Full description at Econpapers || Download paper |
2020 | Empirical study on intraâ€regional bond investment: an application to East Asia. (2020). Lu, Changrong ; Cui, Yuming ; Liu, Lian. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:34:y:2020:i:1:p:63-75. Full description at Econpapers || Download paper |
2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper |
2020 | The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644. Full description at Econpapers || Download paper |
2021 | Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654. Full description at Econpapers || Download paper |
2020 | Informed trading in government bond markets. (2020). Czech, Robert ; Wang, Tianyu ; Lou, Dong ; Huang, Shiyang. In: Bank of England working papers. RePEc:boe:boeewp:0871. Full description at Econpapers || Download paper |
2020 | Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674. Full description at Econpapers || Download paper |
2021 | Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ |
2021 | Financial news and CDS spreads. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303774. Full description at Econpapers || Download paper |
2020 | The 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 |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper |
2021 | Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries?. (2021). Hamid, Fazelina Sahul ; Kasman, Adnan ; Yildirim, Canan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002431. Full description at Econpapers || Download paper |
2020 | Asymmetric 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. Full description at Econpapers || Download paper |
2021 | Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905. Full description at Econpapers || Download paper |
2021 | The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431. Full description at Econpapers || Download paper |
2022 | Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data. (2022). Kamada, Koichiro ; Yamada, Tetsuya ; Miura, KO ; Kurosaki, Tetsuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001753. Full description at Econpapers || Download paper |
2020 | Liquidity and volatility in the U.S. Treasury market. (2020). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:207-229. Full description at Econpapers || Download paper |
2020 | Oil 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. Full description at Econpapers || Download paper |
2020 | Information-based trading and information propagation: Evidence from the exchange traded fund market. (2020). Zhao, Yang ; Xu, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301393. Full description at Econpapers || Download paper |
2020 | Intraday market making with overnight inventory costs. (2020). Vogt, Erik ; Fleming, Michael ; Capponi, Agostino ; Adrian, Tobias ; Zhang, Hongzhong. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300331. Full description at Econpapers || Download paper |
2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper |
2021 | Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162. Full description at Econpapers || Download paper |
2021 | Measuring changes in credit risk: The case of CDS event studies. (2021). Betzer, Andre ; Andres, Christian ; Doumet, Markus. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454. Full description at Econpapers || Download paper |
2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Wu, Eliza ; Politsidis, Panagiotis ; Kim, Suk-Joong ; HASAN, IFTEKHAR. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000500. Full description at Econpapers || Download paper |
2021 | Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536. Full description at Econpapers || Download paper |
2021 | Volatility forecasting in European government bond markets. (2021). Ozbekler, Ali Gencay ; Triantafyllou, Athanasios ; Kontonikas, Alexandros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1691-1709. Full description at Econpapers || Download paper |
2021 | The rise of domestic capital markets for corporate financing: Lessons from East Asia. (2021). Schmukler, Sergio ; Cortina, Juan J ; Abraham, Facundo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302491. Full description at Econpapers || Download paper |
2021 | The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880. Full description at Econpapers || Download paper |
2021 | Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x. Full description at Econpapers || Download paper |
2021 | What determines wholesale funding costs of the global systemically important banks?. (2021). Ma, Yihong ; Delpachitra, Sarath ; Yu, Xiao ; Cottrell, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001564. Full description at Econpapers || Download paper |
2021 | Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119. Full description at Econpapers || Download paper |
2020 | Why 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. Full description at Econpapers || Download paper |
2020 | Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319. Full description at Econpapers || Download paper |
2021 | Network structure and pricing in the FX market. (2021). Levich, Richard M ; Hasbrouck, Joel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:705-729. Full description at Econpapers || Download paper |
2021 | Informed trading in government bond markets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1253-1274. Full description at Econpapers || Download paper |
2022 | Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; Jarnecic, Elvis ; James, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Starting from a blank page? Semantic similarity in central bank communication and market volatility. (2020). Ehrmann, Michael ; Talmi, Jonathan . In: Journal of Monetary Economics. RePEc:eee:moneco:v:111:y:2020:i:c:p:48-62. Full description at Econpapers || Download paper |
2021 | Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Ustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65. Full description at Econpapers || Download paper |
2021 | Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074. Full description at Econpapers || Download paper |
2020 | Seasonal liquidity effects and their determinants on the covered bond market. (2020). Weigerding, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:288-303. Full description at Econpapers || Download paper |
2020 | Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chen, Sheng-Hung ; Chiou-Wei, Song-Zan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337. Full description at Econpapers || Download paper |
2021 | Financial inclusion, bank market structure, and financial stability: International evidence. (2021). Nassif, Pamela ; Mora, Nada ; Feghali, Khalil. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:236-257. Full description at Econpapers || Download paper |
2021 | Leaving your tailings behind: Environmental bonds, bankruptcy and waste cleanup. (2021). Insley, Margaret ; Aghakazemjourabbaf, Sara. In: Resource and Energy Economics. RePEc:eee:resene:v:65:y:2021:i:c:s0928765521000312. Full description at Econpapers || Download paper |
2020 | A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418. Full description at Econpapers || Download paper |
2021 | Unusual investor behavior under tacit and endogenous market signals. (2021). Wang, Susheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:76-97. Full description at Econpapers || Download paper |
2022 | Market-timing performance of mutual fund investors in Emerging Markets. (2022). Cagnazzo, Alberto. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:378-394. Full description at Econpapers || Download paper |
2022 | Liquidity commonality in sovereign bond markets. (2022). Richter, Thomas Julian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:501-518. Full description at Econpapers || Download paper |
2020 | Connecting 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. Full description at Econpapers || Download paper |
2021 | The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:1009-1024. Full description at Econpapers || Download paper |
2021 | International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-01. Full description at Econpapers || Download paper |
2021 | Monetary policy and the corporate bond market: How important is the Fed information effect?. (2021). Suarez, Gustavo ; Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-10. Full description at Econpapers || Download paper |
2021 | The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778. Full description at Econpapers || Download paper |
2021 | The evolution of the Polish government bond market. (2021). Bartkiewicz, Piotr . In: Public Sector Economics. RePEc:ipf:psejou:v:45:y:2021:i:1:p:149-169. Full description at Econpapers || Download paper |
2020 | The impact of ratings and other information on the fluctuation of Polish stock indexes. (2020). Adamczyk, Magdalena. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:239-262. Full description at Econpapers || Download paper |
2020 | International Experience with Public-Private Partnerships in Infrastructure. (2019). Galetovic, Alexander ; Fischer, Ronald D ; Engel, Eduardo. In: NBER Chapters. RePEc:nbr:nberch:14362. Full description at Econpapers || Download paper |
2020 | When and How to Use Public-Private Partnerships in Infrastructure: Lessons From the International Experience. (2020). Fischer, Ronald ; Engel, Eduardo ; Galetovic, Alexander. In: NBER Working Papers. RePEc:nbr:nberwo:26766. Full description at Econpapers || Download paper |
2020 | An 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. Full description at Econpapers || Download paper |
2020 | Sovereign credit ratings and CDS spreads in Emerging Europe. (2020). Wojciechowski, Liwiusz ; Ilczuk, Daria ; Dopierala, Lukasz. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:15:y:2020:i:3:p:419-438. Full description at Econpapers || Download paper |
2020 | Loan syndication under Basel II: How firm credit ratings affect the cost of credit?. (2020). Politsidis, Panagiotis ; Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar. In: MPRA Paper. RePEc:pra:mprapa:102796. Full description at Econpapers || Download paper |
2020 | Liquidity of China’s Government Bond Market: Measures and Driving Forces. (2020). Miao, Hui ; Han, Gaofeng ; Wang, Yabin. In: MPRA Paper. RePEc:pra:mprapa:104545. Full description at Econpapers || Download paper |
2021 | To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:105458. Full description at Econpapers || Download paper |
2021 | Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies. (2021). Bonga-Bonga, Lumengo ; Muteba, John Weirstrass ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:106248. Full description at Econpapers || Download paper |
2021 | Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?. (2021). Politsidis, Panagiotis ; Wu, Eliza ; Kim, Suk-Joong ; Hasan, Iftekhar. In: MPRA Paper. RePEc:pra:mprapa:107083. Full description at Econpapers || Download paper |
2021 | The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?. (2021). Hellara, Slaheddine ; Amamou, Souhir Amri. In: MPRA Paper. RePEc:pra:mprapa:109038. Full description at Econpapers || Download paper |
2020 | Network Risk in the European Sovereign CDS Market. (2020). Todorova, Zornitsa. In: The Review of Finance and Banking. RePEc:rfb:journl:v:12:y:2020:i:2:p:137-154. Full description at Econpapers || Download paper |
2020 | Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0. Full description at Econpapers || Download paper |
2020 | The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y. Full description at Econpapers || Download paper |
2021 | Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Babalos, Vassilios. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5. Full description at Econpapers || Download paper |
2022 | Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. (2022). Racicot, François-Ãric ; Theoret, Raymond. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00316-3. Full description at Econpapers || Download paper |
2021 | Is Anything Predictable in Market-Based Surprises?. (2021). Tagliabracci, Alex ; D'Agostino, Antonello ; Dagostino, Antonello ; Brugnolini, Luca. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:7:y:2021:i:3:d:10.1007_s40797-020-00134-z. Full description at Econpapers || Download paper |
2020 | Structural breaks in the interaction between bank and sovereign default risk. (2020). Pascual, Joaquin Lopez ; Lovreta, Lidija. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:11:y:2020:i:4:d:10.1007_s13209-020-00219-z. Full description at Econpapers || Download paper |
2020 | Essays in Empirical Asset Pricing and International Finance. (2020). Niu, Zilong. In: Other publications TiSEM. RePEc:tiu:tiutis:986cefd5-4d2b-4d5f-be7a-2feea364f87a. Full description at Econpapers || Download paper |
2020 | Information Leakage in Energy Derivatives around News Announcements. (2020). Patel, Vinay ; Bohmann, Marc. In: Published Paper Series. RePEc:uts:ppaper:2020-2. Full description at Econpapers || Download paper |
2021 | The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets. (2021). Bulusu, Narayan ; Gungor, Sermin. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:2:p:557-581. Full description at Econpapers || Download paper |
2020 | Impact 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. Full description at Econpapers || Download paper |
2022 | One session options: Playing the announcement lottery?. (2022). Robertson, Cameron D ; Liu, Zhangxin ; Smales, Lee A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211. Full description at Econpapers || Download paper |
2021 | Tests for jumps in yield spreads. (2021). Yao, Wenying ; Winkelmann, Lars. In: Discussion Papers. RePEc:zbw:fubsbe:202115. Full description at Econpapers || Download paper |
2020 | Collateral 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. Full description at Econpapers || Download paper |
2020 | Does monetary policy impact international market co-movements?. (2020). Pelizzon, Loriana ; Caporin, Massimiliano ; Plazzi, Alberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:276. Full description at Econpapers || Download paper |
2021 | OTC discount. (2020). Monch, Emanuel ; de Roure, Calebe ; Schneider, Michael ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:298. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Managing expectations by words and deeds: Monetary policy in Asia and the Pacific In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
1999 | Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
2001 | Information flows during the Asian crisis: evidence from closed-end funds In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 9 |
2000 | Information 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: 9 | paper | |
2008 | Information 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: 9 | article | |
2019 | The rise of benchmark bonds in emerging Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2002 | Changes in market functioning and central bank policy: an overview of the issues In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 6 |
2002 | Changes 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 | |
2006 | Developing corporate bond markets in Asia: a synopsis of the Kunming discussions In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
2006 | Developing corporate bond markets in Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 10 |
2009 | Introduction for Household debt: implications for monetary policy and financial stability In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
2010 | Contagion 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] | chapter | 23 |
2010 | Contagion 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: 23 | article | |
2012 | Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 5 |
2016 | A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers. [Full Text][Citation analysis] | book | 3 |
1999 | Inflation Expectations and Risks in a Two-Country Affine-Yield Model In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2000 | Size and liquidity of government bond markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 16 |
2002 | Whats behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
2003 | The euro interest rate swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
2003 | Reaching for yield: selected issues for reserve managers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2003 | The credit spread puzzle In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 63 |
2004 | The price impact of rating announcements: evidence from the credit default swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 18 |
2005 | Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 10 |
2005 | Opening markets through a regional bond fund: lessons from ABF2 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
2005 | Corporate bond markets in Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 16 |
2006 | Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
2007 | Interpreting sovereign spreads In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 31 |
2007 | Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 38 |
2008 | Credit derivatives an structured creit: the nascant markets of Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 9 |
2015 | The rise of regional banking in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
2018 | Common lenders in emerging Asia: their changing roles in three crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
2005 | The pricing of unexpected credit losses In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2006 | The price impact of rating announcements: which announcements matter? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 43 |
2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 26 |
2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2015 | Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve In: BIS Working Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers. [Full Text][Citation analysis] | paper | 24 |
2016 | How 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: 24 | article | |
1999 | The term structure of announcement effects In: BIS Working Papers. [Full Text][Citation analysis] | paper | 43 |
1999 | The term structure of announcement effects.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2018 | Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | De jure benchmark bonds In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | De jure benchmark bonds.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Prospects for Monetary Cooperation and Integration in East Asia – By Ulrich Volz In: Asian-Pacific Economic Literature. [Full Text][Citation analysis] | article | 0 |
1999 | Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance. [Full Text][Citation analysis] | article | 280 |
1997 | Two Factors along the Yield Curve. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 11 |
1996 | Two factors along the yield curve.(1996) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2012 | ATTRACTING FOREIGN PARTICIPATION IN ASIAN LOCAL CURRENCY BOND MARKETS: THE CASE OF THE ASIAN BOND FUND 2 INITIATIVE In: Pacific Economic Review. [Full Text][Citation analysis] | article | 12 |
2019 | Hoarding of international reserves: Its a neighbourly day in Asia In: Pacific Economic Review. [Full Text][Citation analysis] | article | 0 |
1998 | What 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] | paper | 16 |
1998 | What 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 | |
2009 | Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market In: EABER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2021 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | The anatomy of sovereign risk contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
1986 | Foreign debt, balance of payments, and the economic crisis of the Philippines in 1983-1984 In: World Development. [Full Text][Citation analysis] | article | 2 |
2009 | Learning by Doing in Market Reform: Lessons from a Regional Bond Fund In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
2006 | Learning 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 | |
2014 | Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1998 | Asias financial crisis: lessons and policy responses In: Pacific Basin Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
1998 | Asias 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 | |
2005 | Price discovery in a market under stress: the U.S. Treasury market in fall 1998 In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
1996 | Risk management by structured derivative product companies In: Economic Policy Review. [Full Text][Citation analysis] | article | 5 |
1997 | What moves the bond market? In: Economic Policy Review. [Full Text][Citation analysis] | article | 154 |
1997 | What moves the bond market?.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
1997 | Market returns and mutual fund flows In: Economic Policy Review. [Full Text][Citation analysis] | article | 30 |
1990 | Understanding international differences in leverage trends In: Monograph. [Citation analysis] | book | 9 |
1990 | Understanding international differences in leverage trends.(1990) In: Quarterly Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
1990 | Understanding international differences in leverage trends.(1990) In: Research Paper. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
1987 | The pricing and hedging of market index deposits In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
1991 | Do international reactions of stock and bond markets reflect macroeconomic fundamentals? In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
1992 | Finance companies, bank competition, and niche markets In: Quarterly Review. [Full Text][Citation analysis] | article | 11 |
1993 | Finance companies, bank competition and niche markets.(1993) In: Research Paper. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1992 | Corporate refinancing in the 1990s In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
1992 | The recent growth of financial derivative markets In: Quarterly Review. [Full Text][Citation analysis] | article | 6 |
1986 | Loan swaps and the LDC debt problem In: Research Paper. [Citation analysis] | paper | 0 |
1989 | Voluntary conversions of LDC debt In: Research Paper. [Citation analysis] | paper | 1 |
1990 | Voluntary Conversions of LDC Debt.(1990) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 1 | chapter | |
1989 | Risk, capital markets, and the large public enterprise In: Research Paper. [Citation analysis] | paper | 0 |
1990 | Why international trends in leverage have been so different In: Research Paper. [Citation analysis] | paper | 0 |
1991 | Global stock markets and links in real activity In: Research Paper. [Citation analysis] | paper | 1 |
1995 | The short end of the forward convergence curve and asymmetric cats tail convergence In: Research Paper. [Full Text][Citation analysis] | paper | 4 |
1997 | A three-factor econometric model of the U.S. term structure In: Research Paper. [Full Text][Citation analysis] | paper | 7 |
1997 | A 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 | |
1996 | Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper. [Full Text][Citation analysis] | paper | 5 |
1996 | Inflation risk in the U.S. yield curve: the usefulness of indexed bonds In: Research Paper. [Full Text][Citation analysis] | paper | 11 |
1997 | Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
2014 | What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 23 |
1985 | Financing the Budget Deficit in the Philippines In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1976 | Intraurban Location as a Clue to Conditions in the Informal Sector In: UP School of Economics Discussion Papers. [Citation analysis] | paper | 0 |
1979 | A Simple Model of Squatters In: UP School of Economics Discussion Papers. [Citation analysis] | paper | 0 |
1984 | A Simple Model of Squatters.(1984) In: Philippine Review of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
1983 | Specifying Seigniorage for Time Consistency In: UP School of Economics Discussion Papers. [Citation analysis] | paper | 0 |
1977 | Intraurban Location as a Clue To Condition of Urban Dualism In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 0 |
1981 | Two Empirical Notes on the Urban Economy In: Philippine Review of Economics. [Citation analysis] | article | 0 |
1983 | A Pitfall in the Welfare Cost of Inflationary Finance In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 0 |
1986 | Financial Reforms and the Balance-of-Payments Crisis: The Case of the Philippines: 1980-83 In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 4 |
2008 | The Unfolding Turmoil of 2007–2008: Lessons and Responses In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 3 |
2011 | Discussion of The Australian Financial System in the 2000s: Dodging the Bullet In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
2014 | Infrastructure and Corporate Bond Markets in Asia In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 16 |
2012 | Managing the Risk from Capital Flows In: Asian Development Review. [Citation analysis] | article | 0 |
2012 | Going Regional: How to Deepen ASEANs Financial Markets In: ADB Economics Working Paper Series. [Citation analysis] | paper | 5 |
1990 | How Secondary Capital Market Work in the United States In: Occasional Papers. [Full Text][Citation analysis] | book | 0 |
2020 | Expectations 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] | article | 1 |
2006 | Cross-Border Banking in Asia: Basel II and Other Prudential Issues In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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