14
H index
28
i10 index
1058
Citations
Eli Remolona : Citation Profile
Asia School of Business | RESEARCH PRODUCTION: 41 Articles 45 Papers 3 Books 15 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
43 years (1976 - 2019). Relations with other researchers
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:
|
Main data
Where Eli Remolona has published?
| Journals with more than one article published | # docs |
|---|---|
| BIS Quarterly Review | 14 |
| Quarterly Review | 6 |
| Philippine Review of Economics | 5 |
| Economic Policy Review | 3 |
| Journal of International Money and Finance | 3 |
| Pacific Economic Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Paper / Federal Reserve Bank of New York | 13 |
| BIS Working Papers / Bank for International Settlements | 10 |
| Staff Reports / Federal Reserve Bank of New York | 4 |
| UP School of Economics Discussion Papers / University of the Philippines School of Economics | 3 |
Recent works citing Eli Remolona (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932. Full description at Econpapers || Download paper |
| 2018 | Pricing sovereign contingent convertible debt. (2018). Consiglio, Andrea ; Zenios, Stavros ; Tumminello, Michele. In: Papers. RePEc:arx:papers:1804.01475. Full description at Econpapers || Download paper |
| 2018 | Alternative 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. Full description at Econpapers || Download paper |
| 2019 | The rise of benchmark bonds in emerging Asia. (2019). Yetman, James ; Remolona, Eli. In: BIS Papers chapters. RePEc:bis:bisbpc:102-09. Full description at Econpapers || Download paper |
| 2018 | Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60. Full description at Econpapers || Download paper |
| 2018 | Common lenders in emerging Asia: their changing roles in three crises. (2018). Remolona, Eli M ; Koch, Catherine. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803b. Full description at Econpapers || Download paper |
| 2018 | The implications of passive investing for securities markets. (2018). Sushko, Vladyslav ; Turner, Grant. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803j. Full description at Econpapers || Download paper |
| 2018 | Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704. Full description at Econpapers || Download paper |
| 2018 | Does sovereign risk in local and foreign currency differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:709. Full description at Econpapers || Download paper |
| 2018 | Gauging 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. Full description at Econpapers || Download paper |
| 2019 | Inflation 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. Full description at Econpapers || Download paper |
| 2019 | Interest 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. Full description at Econpapers || Download paper |
| 2018 | What 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. Full description at Econpapers || Download paper |
| 2020 | Empirical 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. Full description at Econpapers || Download paper |
| 2018 | What is a market crash?. (2018). le Bris, David. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:480-505. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Informed trading in government bond markets. (2020). Czech, Robert ; Huang, Shiyang ; Wang, Tianyu ; Lou, Dong. In: Bank of England working papers. RePEc:boe:boeewp:0871. Full description at Econpapers || Download paper |
| 2019 | Interest 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. Full description at Econpapers || Download paper |
| 2018 | Effects 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. Full description at Econpapers || Download paper |
| 2019 | Interest 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. Full description at Econpapers || Download paper |
| 2018 | Funding 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. 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 |
| 2019 | Bond 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. Full description at Econpapers || Download paper |
| 2019 | Economic complexity and sovereign risk premia. (2019). Ozmen, Utku. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00975. 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 | 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 |
| 2018 | Immunity 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. Full description at Econpapers || Download paper |
| 2018 | Modeling recovery rates of corporate defaulted bonds in developed and developing countries. (2018). Teulon, Frédéric ; Sahut, Jean-Michel ; Mili, Medhi . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:28-44. Full description at Econpapers || Download paper |
| 2018 | Oil 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. Full description at Econpapers || Download paper |
| 2019 | An 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. 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 |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | Reaction 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2018 | Financial 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. Full description at Econpapers || Download paper |
| 2019 | Municipal 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. Full description at Econpapers || Download paper |
| 2018 | Do multiple credit ratings affect syndicated loan spreads?. (2018). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:1-16. Full description at Econpapers || Download paper |
| 2019 | Central 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:366-392. Full description at Econpapers || Download paper |
| 2019 | Country 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. Full description at Econpapers || Download paper |
| 2018 | Who 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. 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 | 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 | The 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. Full description at Econpapers || Download paper |
| 2018 | Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?. (2018). Binici, Mahir ; Hutchison, Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:58-75. Full description at Econpapers || Download paper |
| 2018 | Regional 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. Full description at Econpapers || Download paper |
| 2018 | On 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | Commodity 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. Full description at Econpapers || Download paper |
| 2019 | Are 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | Liquidity 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. Full description at Econpapers || Download paper |
| 2018 | Emerging 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. Full description at Econpapers || Download paper |
| 2018 | Sovereign 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. Full description at Econpapers || Download paper |
| 2019 | Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | Performance-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. Full description at Econpapers || Download paper |
| 2019 | What 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. 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 |
| 2018 | Liquidity and volatility in the U.S. treasury market. (2018). Ghysels, Eric ; Fleming, Michael ; Engle, Robert ; Nguyen, Giang. In: Staff Reports. RePEc:fip:fednsr:590. Full description at Econpapers || Download paper |
| 2019 | Climate 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. Full description at Econpapers || Download paper |
| 2019 | Economic 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. Full description at Econpapers || Download paper |
| 2018 | Bond 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. Full description at Econpapers || Download paper |
| 2019 | Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503. Full description at Econpapers || Download paper |
| 2018 | Does 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. Full description at Econpapers || Download paper |
| 2019 | External 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. Full description at Econpapers || Download paper |
| 2019 | Modifying 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | Euro 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. Full description at Econpapers || Download paper |
| 2019 | Market-timing performance of mutual fund investors in Emerging Markets. (2019). Cagnazzo, Alberto. In: Working Papers CASMEF. RePEc:lui:casmef:1901. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | Integration 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. Full description at Econpapers || Download paper |
| 2018 | . 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 |
| 2018 | Are 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2019 | Equity 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. Full description at Econpapers || Download paper |
| 2018 | Southeast Asia in the global economy: a selective analytical survey. (2018). Hill, Hal. In: Departmental Working Papers. RePEc:pas:papers:2018-12. Full description at Econpapers || Download paper |
| 2018 | Exchange rate volatility: Traders beliefs and the role of news. (2018). Roy Trivedi, Smita. In: MPRA Paper. RePEc:pra:mprapa:89330. Full description at Econpapers || Download paper |
| 2018 | Efectos 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. Full description at Econpapers || Download paper |
| 2018 | Economic 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. Full description at Econpapers || Download paper |
| 2018 | Does 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. Full description at Econpapers || Download paper |
| 2018 | Does 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. Full description at Econpapers || Download paper |
| 2019 | An 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. Full description at Econpapers || Download paper |
| 2019 | Did 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2018 | The variance risk premium and capital structure. (2018). Lotfaliei, Babak. In: ESRB Working Paper Series. RePEc:srk:srkwps:201870. 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 |
| 2019 | The 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. 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 |
| 2018 | Bank 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. Full description at Econpapers || Download paper |
| 2019 | OTC discount. (2019). Schneider, Michael ; de Roure, Calebe ; Pelizzon, Loriana ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:422019. 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 |
Works by Eli Remolona:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 8 |
| 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: 8 | 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: 8 | 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 | 3 |
| 2006 | Developing corporate bond markets in Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 11 |
| 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 | 22 |
| 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: 22 | 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 | 2 |
| 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 | 12 |
| 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 | 8 |
| 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 | 57 |
| 2004 | The price impact of rating announcements: evidence from the credit default swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
| 2005 | Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 9 |
| 2005 | Opening markets through a regional bond fund: lessons from ABF2 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
| 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 | 30 |
| 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 | 11 |
| 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 | 37 |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2015 | Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 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: 23 | article | |
| 1999 | The term structure of announcement effects In: BIS Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 1999 | The term structure of announcement effects.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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 | 0 |
| 2019 | De jure benchmark bonds In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 245 |
| 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 | 10 |
| 2019 | Hoarding of international reserves: Its a neighbourly day in Asia In: Pacific Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2019 | The 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 | |
| 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 |
| 2016 | The anatomy of sovereign risk contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 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 | 148 |
| 1997 | What moves the bond market?.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 148 | paper | |
| 1997 | Market returns and mutual fund flows In: Economic Policy Review. [Full Text][Citation analysis] | article | 26 |
| 1990 | Understanding international differences in leverage trends In: Monograph. [Citation analysis] | book | 8 |
| 1990 | Understanding international differences in leverage trends.(1990) In: Quarterly Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 1990 | Understanding international differences in leverage trends.(1990) In: Research Paper. [Citation analysis] This paper has another version. Agregated cites: 8 | 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 |
| 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 | 9 |
| 2014 | What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 22 |
| 2018 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 13 |
| 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 | 0 |
| 2006 | Cross-Border Banking in Asia: Basel II and Other Prudential Issues In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team