17
H index
36
i10 index
1492
Citations
Eli Remolona : Citation Profile
Bangko Sentral Ng Pilipinas | RESEARCH PRODUCTION: 43 Articles 46 Papers 3 Books 16 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1976 - 2021). 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:
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Main data
Where Eli Remolona has published?
| Journals with more than one article published | # docs |
|---|---|
| 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 |
Recent works citing Eli Remolona (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | 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 |
| 2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper |
| 2023 | Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145. Full description at Econpapers || Download paper |
| 2023 | Financial globalisation in ASEAN+3: Navigating the financial trilemma. (2023). Gopalan, Sasidaran ; Rajan, Ramkishen S ; Gupta, Bhavya. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:3:p:464-476. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543. Full description at Econpapers || Download paper |
| 2023 | Expectation dispersion, uncertainty, and the reaction to news. (2023). Enders, Zeno ; Dovern, Jonas ; Born, Benjamin. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000697. Full description at Econpapers || Download paper |
| 2023 | A transformer-based model for default prediction in mid-cap corporate markets. (2023). Bravo, Cristian ; Mues, Christophe ; Korangi, Kamesh. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:306-320. Full description at Econpapers || Download paper |
| 2023 | When financial advice rocks the market. (2023). Bernhardt, Dan ; Cuevas, Conrado. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000560. Full description at Econpapers || Download paper |
| 2023 | Rethinking greenium: A quadratic function of yield spread. (2023). Christopoulos, Dimitrios ; Dekker, David ; Huang, Chih-Yueh. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000843. Full description at Econpapers || Download paper |
| 2023 | The rise in foreign currency bonds: The role of US monetary policy and capital controls. (2023). Merrouche, Ouarda ; Cordonier, Rachel ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001416. Full description at Econpapers || Download paper |
| 2023 | Impact of international expansion strategy on the performance of Japanese banks. (2023). Harimaya, Kozo. In: Japan and the World Economy. RePEc:eee:japwor:v:65:y:2023:i:c:s0922142522000585. Full description at Econpapers || Download paper |
| 2023 | How does national culture affect the spillover effects of sovereign ratings on corporate ratings?. (2023). Jian, Jhih-Shan ; Liang, Hsin-Yu ; Ho, Amy Yueh-Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:671-691. Full description at Econpapers || Download paper |
| 2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660. Full description at Econpapers || Download paper |
| 2023 | Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553. Full description at Econpapers || Download paper |
| 2023 | Yet it Endures: The Persistence of Original Sin. (2023). Panizza, Ugo ; Hausmann, Ricardo ; Eichengreen, Barry. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09704-3. Full description at Econpapers || Download paper |
| 2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6. Full description at Econpapers || Download paper |
| 2023 | Size and liquidity of government securities in India. (2023). N. R. V. V. M. K. Rajendra Kumar, ; Chander, Jai ; Dayanandan, Ajit. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:1:d:10.1007_s41775-023-00178-9. Full description at Econpapers || Download paper |
| 2023 | International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46. 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 | 11 |
| 1999 | Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2001 | Information flows during the Asian crisis: evidence from closed-end funds In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 12 |
| 2000 | Information flows during the asian crisis: evidence from closed-end funds.(2000) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 12 | 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 | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 2006 | Developing corporate bond markets in Asia: a synopsis of the Kunming discussions In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
| 2006 | Developing corporate bond markets in Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 14 |
| 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 | 25 |
| 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 nother version. Agregated cites: 25 | article | |
| 2012 | Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 16 |
| 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 | 51 |
| 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 | 8 |
| 2003 | The euro interest rate swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 20 |
| 2003 | Reaching for yield: selected issues for reserve managers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
| 2003 | The credit spread puzzle In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 87 |
| 2004 | The price impact of rating announcements: evidence from the credit default swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 33 |
| 2005 | Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
| 2005 | Opening markets through a regional bond fund: lessons from ABF2 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 30 |
| 2005 | Corporate bond markets in Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 22 |
| 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 | 32 |
| 2007 | Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 44 |
| 2008 | Credit derivatives an structured creit: the nascant markets of Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
| 2015 | The rise of regional banking in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
| 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 | 15 |
| 2006 | The price impact of rating announcements: which announcements matter? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 54 |
| 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 | 39 |
| 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 nother version. Agregated cites: 39 | 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 nother version. Agregated cites: 39 | 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 | 29 |
| 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 nother version. Agregated cites: 29 | article | |
| 1999 | The term structure of announcement effects In: BIS Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 1999 | The term structure of announcement effects.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | 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 | 6 |
| 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 nother 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 | 335 |
| 1997 | Two Factors along the Yield Curve. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 13 |
| 1996 | Two factors along the yield curve.(1996) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 13 |
| 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 | 11 |
| 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 | 3 |
| 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 nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 3 | paper | |
| 2016 | The anatomy of sovereign risk contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
| 1986 | Foreign debt, balance of payments, and the economic crisis of the Philippines in 1983-1984 In: World Development. [Full Text][Citation analysis] | article | 3 |
| 2009 | Learning by Doing in Market Reform: Lessons from a Regional Bond Fund In: Chapters. [Full Text][Citation analysis] | chapter | 5 |
| 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 nother version. Agregated cites: 5 | 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 nother 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 | 7 |
| 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 | 204 |
| 1997 | What moves the bond market?.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
| 1997 | Market returns and mutual fund flows In: Economic Policy Review. [Full Text][Citation analysis] | article | 33 |
| 1990 | Understanding international differences in leverage trends In: Monograph. [Citation analysis] | book | 7 |
| 1990 | Understanding international differences in leverage trends.(1990) In: Quarterly Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1990 | Understanding international differences in leverage trends.(1990) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother 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 | 2 |
| 1990 | Voluntary Conversions of LDC Debt.(1990) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 2 | 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 nother 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 | 6 |
| 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 | 6 |
| 2008 | A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 24 |
| 1985 | Financing the Budget Deficit in the Philippines In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 nother 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 | 3 |
| 2006 | Cross-Border Banking in Asia: Basel II and Other Prudential Issues In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
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