Eli Remolona : Citation Profile


Are you Eli Remolona?

Bank for International Settlements (BIS)

14

H index

20

i10 index

825

Citations

RESEARCH PRODUCTION:

35

Articles

41

Papers

2

Books

14

Chapters

RESEARCH ACTIVITY:

   40 years (1976 - 2016). See details.
   Cites by year: 20
   Journals where Eli Remolona has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 20 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre423
   Updated: 2017-04-22    RAS profile: 2017-01-24    
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Relations with other researchers


Works with:

Packer, Frank (3)

Tsoukas, Serafeim (2)

Wu, Eliza (2)

Amstad, Marlene (2)

Mizen, Paul (2)

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

Is cited by:

Fratzscher, Marcel (14)

Tsoukas, Serafeim (12)

Hautsch, Nikolaus (11)

Ehrmann, Michael (10)

Fleming, Michael (9)

SHIM, ILHYOCK (8)

Dungey, Mardi (8)

Kim, Suk-Joong (7)

Vega, Clara (7)

MacDonald, Ronald (7)

Bollerslev, Tim (7)

Cites to:

Reinhart, Carmen (19)

Packer, Frank (12)

Rudebusch, Glenn (11)

Rogoff, Kenneth (10)

Campbell, John (10)

Fleming, Michael (9)

Singleton, Kenneth (9)

Shiller, Robert (9)

Backus, David (8)

Kaminsky, Graciela (8)

Gertler, Mark (8)

Main data


Where Eli Remolona has published?


Journals with more than one article published# docs
BIS Quarterly Review10
Quarterly Review6
Philippine Review of Economics5
Journal of International Money and Finance3
Economic Policy Review3

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York13
BIS Working Papers / Bank for International Settlements8
Staff Reports / Federal Reserve Bank of New York4
UP School of Economics Discussion Papers / University of the Philippines School of Economics3

Recent works citing Eli Remolona (2017 and 2016)


YearTitle of citing document
2016Analyzing the impact of monetary policy on financial markets in Chile. (2016). Garca-Herrero, Alicia ; Gonzlez, Hermann Esteban ; Girardin, Eric . In: Working Papers. RePEc:bbv:wpaper:16/14.

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2016A spare tire for capital markets: Fostering corporate bond markets in Asia. (2016). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:85.

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2016Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55.

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2016Insights from matched firm-bond level data: market of issuance and credit quality. (2016). Serena, Jose Maria ; Fuertes, Alberto . In: IFC Bulletins chapters. RePEc:bis:bisifc:41-30.

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2016Domestic financial markets and offshore bond financing. (2016). Serena Garralda, Jose Maria ; Moreno, Ramon . In: BIS Quarterly Review. RePEc:bis:bisqtr:1609g.

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2016Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:538.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2016Can the Chinese bond market facilitate a globalizing renminbi?. (2016). Ma, Guonan ; Yao, Wang . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_001.

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2016Risk Premiums in Slovak Government Bonds. (2016). Odor, Ludovit ; Povala, Pavol . In: Discussion Papers. RePEc:cbe:dpaper:201603.

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2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis. (2016). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Babalos, Vassilios . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5932.

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2016Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789.

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2016What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:min.

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2016Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis. (2016). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Babalos, Vassilios . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1583.

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2016Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Working Paper Series. RePEc:ecb:ecbwps:20161882.

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2016Pricing Sovereign Contingent Convertible Debt. (2016). Zenios, Stavros A ; Consiglio, Andrea ; Tumminello, Michele . In: Working Papers. RePEc:ecl:upafin:16-05.

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2016Monetary analysis and the global financial cycle: An Asian central bank perspective. (2016). Hofmann, Boris ; Genberg, Hans ; Filardo, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:1-16.

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2016Do rating grades convey important information: German evidence?. (2016). Kenjegaliev, Amangeldi ; Duygun, Meryem ; Mamedshakhova, Djamila . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:334-344.

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2016Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2016News sentiment and bank credit risk. (2016). Smales, Lee. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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2016Bond financing for renewable energy in Asia. (2016). NG, Thiam Hee ; Tao, Jacqueline Yujia . In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:509-517.

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2016The tone of financial news and the perceptions of stock and CDS traders. (2016). Liebmann, Michael ; Neumann, Dirk ; Orlov, Alexei G. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:159-175.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Keung, Marco Chi ; Yarovaya, Larisa . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2017Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises. (2017). Tsoukas, Serafeim ; Spaliara, Marina-Eliza . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:84-97.

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2016The importance of conflicts of interest in attributing sovereign credit ratings. (2016). Girard, Alexandre ; Bernal, Oscar ; Gnabo, Jean-Yves . In: International Review of Law and Economics. RePEc:eee:irlaec:v:47:y:2016:i:c:p:48-66.

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2016Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2017Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

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2016Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Todorov, Viktor ; Li, Sophia Zhengzi ; Bollerslev, Tim . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:3:p:464-490.

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2016Can information be locked up? Informed trading ahead of macro-news announcements. (2016). Bernile, Gennaro ; Tang, Yuehua ; Hu, Jianfeng . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:3:p:496-520.

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2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. (2016). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:86-115.

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2016Price effects of sovereign debt auctions in the euro-zone: The role of the crisis. (2016). Beetsma, Roel ; Widijanto, Daniel ; de Jong, Frank ; Giuliodori, Massimo . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:25:y:2016:i:c:p:30-53.

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2016Sovereign defaults by currency denomination. (2016). Jeanneret, Alexandre ; Souissi, Slim . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:197-222.

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2016The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market. (2016). Drago, Danilo ; Gallo, Raffaele . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:264-286.

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2017The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Drago, Danilo ; Gallo, Raffaele . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231.

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2016Order aggressiveness of different broker-types in response to monetary policy news. (2016). Smales, Lee. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:367-383.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Mensi, Walid ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2016Market integration and efficiency of CDS and equity markets. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:209-229.

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2016Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:363-377.

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2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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2016On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:224-235.

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2016Exchange rates and monetary policy uncertainty. (2016). Mueller, Philippe ; Vedolin, Andrea ; Tahbaz-Salehi, Alireza . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66043.

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2016The Nexus Between Systemic Risk and Sovereign Crises. (2016). Teply, Petr ; Klinger, Tomas . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:1:p:50-69.

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2016Estimating Probability of Informed Trading on the Bucharest Stock Exchange. (2016). Cepoi, Cosmin Octavian ; Toma, Filip Mihai . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:140-160.

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2016Policy initiatives and Örmsíaccess to external finance: Evidence from a panel of emerging Asian economies. (2016). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna ; McDonald, Ronald . In: Working Papers. RePEc:gla:glaewp:2016_18.

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2016Informed trading in Hybrid Bond Markets. (2016). Valseth, Siri . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2016_013.

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2016An Experimental Study of Bond Market Pricing. (2016). Schram, Arthur ; Duffy, John ; Weber, Matthias . In: Working Papers. RePEc:irv:wpaper:161701.

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2016On the impact of macroeconomic news surprises on Treasury-bond returns. (2016). Mignon, Valérie ; El Ouadghiri, Imane ; Boitout, Nicolas . In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:1:d:10.1007_s10436-015-0271-3.

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2016Do bond credit ratings lead to excess comovement. (2016). Raffestin, Louis . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2481.

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2016Which countries pay more or less for their long term debt? A CART approach || ¿Qué países pagan más o menos por su deuda a largo plazo? Una aproximación a través de la metodología CART. (2016). . In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:21:y:2016:i:1:p:103-116.

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2016ADAPTATIONS WITHIN THE FINANCIAL MARKET IN CHINA AFTER GLOBAL FINANCIAL CRISIS. (2016). Glinka, Katarzyna . In: Oeconomia Copernicana. RePEc:pes:ieroec:v:7:y:2016:i:4:p:565-591.

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2016Stock Market Development in the Philippines: Past and Present. (2016). Odhiambo, Nicholas ; Ho, Sin-Yu. In: Philippine Journal of Development. RePEc:phd:pjdevt:pjd_2014-2015_vol__41-42_nos__1-2f.

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2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619.

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2016Exchange Rates and Monetary Policy Uncertainty. (2016). Tahbaz-Salehi, Alireza ; Mueller, Philippe ; Vedolin, Andrea . In: 2016 Meeting Papers. RePEc:red:sed016:138.

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2016Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences. (2016). Volz, Ulrich. In: Working Papers. RePEc:soa:wpaper:194.

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2016Mispricing Explanations of Closed-End Funds: A Survey Review. (2016). Koufadakis, Stylianos X. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:66:y:2016:i:1-2:p:108-135.

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2016Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach. (2016). Matsuki, Takashi. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:2:d:10.1007_s00181-015-1020-1.

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2017Linkages Between Credit Spreads and Credit Ratings. (2017). Duran, Murat ; Kucuksarac, Doruk . In: CBT Research Notes in Economics. RePEc:tcb:econot:1701.

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2016An Experimental Study of Bond Market Pricing. (2016). Schram, Arthur ; Duffy, John ; Weber, Matthias . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160059.

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2016The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes. (2016). Jia, Miao . In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:51:y:2016:i:1:p:9-19:n:2.

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Works by Eli Remolona:


YearTitleTypeCited
2008Managing expectations by words and deeds: Monetary policy in Asia and the Pacific In: Working Papers.
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paper4
1999Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets In: Staff Working Papers.
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paper12
2001Information flows during the Asian crisis: evidence from closed-end funds In: BIS Papers chapters.
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chapter7
2000Information flows during the asian crisis: evidence from closed-end funds.(2000) In: BIS Working Papers.
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paper
2008Information flows during the Asian crisis: Evidence from closed-end funds.(2008) In: Journal of International Money and Finance.
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article
2002Changes in market functioning and central bank policy: an overview of the issues In: BIS Papers chapters.
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chapter5
2002Changes in market functioning and central bank policy: an overview of the issues.(2002) In: BIS Working Papers.
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paper
2006Developing corporate bond markets in Asia: a synopsis of the Kunming discussions In: BIS Papers chapters.
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chapter1
2006Developing corporate bond markets in Asia In: BIS Papers chapters.
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chapter8
2009Introduction for Household debt: implications for monetary policy and financial stability In: BIS Papers chapters.
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chapter3
2010Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market In: BIS Papers chapters.
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chapter18
2010Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market.(2010) In: Journal of Asian Economics.
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article
2012Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters.
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chapter2
1999Inflation Expectations and Risks in a Two-Country Affine-Yield Model In: CGFS Papers chapters.
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chapter0
2003The credit spread puzzle In: BIS Quarterly Review.
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article45
2004The price impact of rating announcements: evidence from the credit default swap market In: BIS Quarterly Review.
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article11
2005Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review.
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article8
2005Opening markets through a regional bond fund: lessons from ABF2 In: BIS Quarterly Review.
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article12
2005Corporate bond markets in Asia In: BIS Quarterly Review.
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article15
2006Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review.
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article14
2007Interpreting sovereign spreads In: BIS Quarterly Review.
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article26
2007Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review.
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article29
2008Credit derivatives an structured creit: the nascant markets of Asia and the Pacific In: BIS Quarterly Review.
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article9
2015The rise of regional banking in Asia and the Pacific In: BIS Quarterly Review.
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article2
2005The pricing of unexpected credit losses In: BIS Working Papers.
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paper12
2006The price impact of rating announcements: which announcements matter? In: BIS Working Papers.
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paper25
2012Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers.
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2012Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Working Papers.
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Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.() In: Discussion Papers.
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2015Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve In: BIS Working Papers.
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paper1
2016How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers.
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paper4
2016How do global investors differentiate between sovereign risks? The new normal versus the old.(2016) In: Journal of International Money and Finance.
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1999The term structure of announcement effects In: BIS Working Papers.
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1999The term structure of announcement effects.(1999) In: Staff Reports.
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2012Prospects for Monetary Cooperation and Integration in East Asia – By Ulrich Volz In: Asian-Pacific Economic Literature.
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1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance.
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article189
1997Two Factors along the Yield Curve. In: The Manchester School of Economic & Social Studies.
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1996Two factors along the yield curve.(1996) In: Research Paper.
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2012ATTRACTING FOREIGN PARTICIPATION IN ASIAN LOCAL CURRENCY BOND MARKETS: THE CASE OF THE ASIAN BOND FUND 2 INITIATIVE In: Pacific Economic Review.
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article7
1998What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers.
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1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports.
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2009Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market In: EABER Working Papers.
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paper2
2016The anatomy of sovereign risk contagion In: Journal of International Money and Finance.
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article0
1986Foreign debt, balance of payments, and the economic crisis of the Philippines in 1983-1984 In: World Development.
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article1
2009Learning by Doing in Market Reform: Lessons from a Regional Bond Fund In: Chapters.
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chapter2
2006Learning by doing in market reform: Lessons from a regional bond fund.(2006) In: HWWI Research Papers.
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2014Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters.
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1998Asias financial crisis: lessons and policy responses In: Pacific Basin Working Paper Series.
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paper9
1998Asias Financial Crisis: Lessons and Policy Responses.(1998) In: Economisch Institut voor het Midden en Kleinbedrijf-.
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2005Price discovery in a market under stress: the U.S. Treasury market in fall 1998 In: Working Paper Series.
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1996Risk management by structured derivative product companies In: Economic Policy Review.
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article5
1997What moves the bond market? In: Economic Policy Review.
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article133
1997What moves the bond market?.(1997) In: Research Paper.
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1997Market returns and mutual fund flows In: Economic Policy Review.
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1990Understanding international differences in leverage trends In: Monograph.
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1990Understanding international differences in leverage trends.(1990) In: Quarterly Review.
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1990Understanding international differences in leverage trends.(1990) In: Research Paper.
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1987The pricing and hedging of market index deposits In: Quarterly Review.
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article2
1991Do international reactions of stock and bond markets reflect macroeconomic fundamentals? In: Quarterly Review.
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article2
1992Finance companies, bank competition, and niche markets In: Quarterly Review.
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article9
1993Finance companies, bank competition and niche markets.(1993) In: Research Paper.
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1992Corporate refinancing in the 1990s In: Quarterly Review.
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1992The recent growth of financial derivative markets In: Quarterly Review.
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article6
1986Loan swaps and the LDC debt problem In: Research Paper.
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paper0
1989Voluntary conversions of LDC debt In: Research Paper.
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paper1
1989Risk, capital markets, and the large public enterprise In: Research Paper.
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paper0
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1983Specifying Seigniorage for Time Consistency In: UP School of Economics Discussion Papers.
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