Livio Stracca : Citation Profile


Are you Livio Stracca?

European Central Bank

17

H index

26

i10 index

1383

Citations

RESEARCH PRODUCTION:

41

Articles

68

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 65
   Journals where Livio Stracca has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 29 (2.05 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst122
   Updated: 2021-02-20    RAS profile: 2021-01-25    
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Relations with other researchers


Works with:

Tille, Cédric (3)

Montinari, Letizia (2)

Pagliari, Maria Sole (2)

Rivolta, Giulia (2)

Mileva, Elitza (2)

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

Is cited by:

GUPTA, RANGAN (29)

Mendicino, Caterina (22)

Punzi, Maria Teresa (14)

Mignon, Valérie (12)

Nikolov, Kalin (12)

Belke, Ansgar (12)

Brzoza-Brzezina, Michal (10)

Iliopulos, Eleni (10)

Kolasa, Marcin (10)

Suarez, Javier (10)

Mayer, Eric (10)

Cites to:

Ehrmann, Michael (35)

Fratzscher, Marcel (34)

Nelson, Edward (26)

Obstfeld, Maurice (25)

Devereux, Michael (23)

Rogoff, Kenneth (23)

Smets, Frank (21)

McCallum, Bennett (21)

de Haan, Jakob (21)

Shambaugh, Jay (21)

Gertler, Mark (20)

Main data


Where Livio Stracca has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
International Finance3
Manchester School3
Economic Policy3
Macroeconomic Dynamics2
Journal of International Economics2
Journal of Economic Surveys2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank49
Occasional Paper Series / European Central Bank2
CESifo Working Paper Series / CESifo2

Recent works citing Livio Stracca (2021 and 2020)


YearTitle of citing document
2020Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690.

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2020Monetary Policy Independence and the Strength of the Global Financial Cycle. (2020). Leiva-Leon, Danilo ; Guérin, Pierre ; Friedrich, Christian. In: Staff Working Papers. RePEc:bca:bocawp:20-25.

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2020Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Nagengast, Arne ; Bursian, Dirk ; Ortega, Eva. In: Occasional Papers. RePEc:bde:opaper:2016.

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2020Capital flows during the pandemic: lessons for a more resilient international financial architecture. (2020). van Hombeeck, Carlos Eduardo ; Nispi Landi, Valerio ; Moro, Alessandro ; Eguren Martin, Fernando ; Schiavone, Alessandro ; Maurini, Claudia ; Joy, Mark. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_589_20.

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2020Parallel Digital Currencies and Sticky Prices. (2020). Xie, Taojun ; Uhlig, Harald. In: Working Papers. RePEc:bfi:wpaper:2020-188.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2020Fiscal Consolidations and Informality in Latin America and the Caribbean. (2020). Lemaire, Thibault. In: Working papers. RePEc:bfr:banfra:764.

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2020Public Opinion on Central Banks when Economic Policy is Uncertain. (2020). Istrefi, Klodiana ; Piloiu, Anamaria . In: Working papers. RePEc:bfr:banfra:765.

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2020Imported or Home Grown? The 1992-3 EMS Crisis. (2020). Alain, Naef ; Barry, Eichengreen. In: Working papers. RePEc:bfr:banfra:793.

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2020International spillovers of forward guidance shocks. (2020). Rees, Daniel ; Kulish, Mariano ; Jones, Callum. In: BIS Working Papers. RePEc:bis:biswps:870.

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2020Stablecoins: potential, risks and regulation. (2020). Frost, Jon ; Arner, Douglas ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:905.

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2020Safehavenness of the Chinese renminbi. (2020). Fong, Tom ; Tong, Alfred Yun. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:215-233.

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2020U.S. POLITICAL CORRUPTION AND LOAN PRICING. (2020). Ma, Xiaobing ; Kryzanowski, Lawrence ; Hossain, Ashrafee Tanvir . In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:459-489.

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2020Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85.

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2020Risking Other Peoples Money: Experimental Evidence on the Role of Incentives and Personality Traits. (2020). Wengström, Erik ; Tyran, Jean-Robert ; Holm, Hakan ; Andersson, Ola ; Wengstrom, Erik. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:2:p:648-674.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal ; Hinterschweiger, Marc. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2020Win-Win? Assessing the global impact of the Chinese economy. (2020). Herrala, Risto ; Orlandi, Fabrice. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_004.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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2020The economic impact of pandemics: real and financial transmission channels. (2020). Papageorgiou, Dimitris ; Malliaropulos, Dimitris ; Gibson, Heather D ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:283.

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2020Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20104.

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2020Exchange Rate Targeting Versus Inflation Targeting: Empirical Analysis of the Impact on Employment and Economic Growth. (2020). Krukovi, Borivoje. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:67-85.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020Indebted Demand. (2020). Sufi, Amir ; Straub, Ludwig ; Mian, Atif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8210.

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2020Speed Limit Policy and Liquidity Traps. (2020). Schmidt, Sebastian ; Yoo, Paul ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf480.

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2020Twin Default Crises. (2020). Supera, Dominik ; Suarez, Javier ; Rubio-Ramirez, Juan ; Nikolov, Kalin ; Mendicino, Caterina. In: Working Papers. RePEc:cmf:wpaper:wp2020_2006.

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2020A Model of the Euro Area, China and the United States: Trade Links and Trade Wars. (2020). Audzei, Volha ; Bruha, Jan. In: Working Papers. RePEc:cnb:wpaper:2020/6.

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2020Quest for Robust Optimal Macroprudential Policy. (2020). Hurtado, Samuel ; Aguilar, Pablo ; Fahr, Stephan ; Gerba, Eddie. In: Dynare Working Papers. RePEc:cpm:dynare:053.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2020Corporate Yields and Sovereign Yields. (2020). Tallman, Eric ; Hale, Galina B ; Bevilaqua, Julia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14344.

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2020Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies. (2020). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14367.

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2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2020Macroeconomic reversal rate: evidence from a nonlinear IS-curve. (2020). Samarina, Anna ; End, Jan Willem ; Stanga, Irina ; Konietschke, Paul ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:684.

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2020Trust in financial institutions: A survey. (2020). de Haan, Jakob ; Cruijsen, Carin ; Roerink, Ria ; van der Cruijsen, Carin. In: DNB Working Papers. RePEc:dnb:dnbwpp:693.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020Do oil-market shocks drive global liquidity?. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-33.

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2020Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies. (2020). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/301557.

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2020Exchange rate pass-through in the euro area and EU countries. (2020). Osbat, Chiara ; Ortega, Eva ; Nagengast, Arne. In: Occasional Paper Series. RePEc:ecb:ecbops:2020241.

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2020Does a big bazooka matter? Quantitative easing policies and exchange rates. (2020). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0076:.

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2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368.

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2020Macroprudential policy measures: macroeconomic impact and interaction with monetary policy. (2020). Nikolov, Kalin ; Mazelis, Falk ; DARRACQ PARIES, Matthieu ; Korner, Jenny ; Karadi, Peter ; Kok, Christoffer ; Rancoita, Elena ; van der Ghote, Alejandro ; Cozzi, Guido ; Weber, Julien. In: Working Paper Series. RePEc:ecb:ecbwps:20202376.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020Monetary policy and regional inequality. (2020). Hauptmeier, Sebastian ; Nikalexi, Katerina ; Holm-Hadulla, Federic. In: Working Paper Series. RePEc:ecb:ecbwps:20202385.

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2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400.

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2020Twin default crises. (2020). Nikolov, Kalin ; Ramirez, Juan-Rubio ; Supera, Dominik ; Suarez, Javier ; Mendicino, Caterina. In: Working Paper Series. RePEc:ecb:ecbwps:20202414.

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2020Fiscal multipliers with financial fragmentation risk and interactions with monetary policy. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Muller, Georg. In: Working Paper Series. RePEc:ecb:ecbwps:20202418.

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2020Rethinking capital regulation: the case for a dividend prudential target. (2020). Muñoz, Manuel A. ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202433.

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2020Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202454.

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2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2020Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482.

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2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489.

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2020Emerging market corporate leverage and global financial conditions. (2020). Alter, Adrian ; Elekdag, Selim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300341.

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2020Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488.

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2020Culture and labour productivity: An empirical investigation. (2020). Bakas, Dimitrios ; Petrakis, Panagiotis ; Kostis, Pantelis . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:233-243.

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2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

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2021Winners and losers of central bank foreign exchange interventions. (2021). Viziniuc, Mdlin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:748-767.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Commodity currencies and causality: Some high-frequency evidence. (2020). Ahmed, Rashad. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300422.

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2020Monetary policy, credit markets, and banks: A DSGE perspective. (2020). Rubio, Margarita. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302974.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2020Financial intermediation, house prices, and the welfare effects of the U.S. Great Recession. (2020). Oliviero, Tommaso ; Menno, Dominik . In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301987.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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2020Time-varying risk aversion and the predictability of bond premia. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Epni, Oguzhan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301217.

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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100.

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2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies. (2020). Nilavongse, Rachatar ; Bekiros, Stelios ; Uddin, Gazi Salah. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300590.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711.

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2020Inflation expectations as a policy tool?. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Pedemonte, Mathieu ; Kumar, Saten. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300167.

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2020Corporate yields and sovereign yields. (2020). Hale, Galina B ; Bevilaqua, Julia ; Tallman, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300234.

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2020International spillovers of quantitative easing. (2020). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300477.

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2020The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40.

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2020Volatility and dynamic currency hedging. (2020). McDonald, Judith Ann ; Min, Hong-Ghi ; Cho, Jae-Beom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x.

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2020Capital flows in the euro area and TARGET2 balances. (2020). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300017.

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2020Financial spillover and global risk in a multi-region model of the world economy. (2020). Vogel, Lukas ; Hohberger, Stefan ; Giovannini, Massimo ; Croitorov, Olga ; Ratto, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:185-218.

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2020Capital requirements, risk choice, and liquidity provision in a business-cycle model. (2020). Begenau, Juliane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:355-378.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries. (2020). Zhou, Xiaoxia ; Liow, Kim Hiang ; Huang, Yuting. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300280.

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2020International bank lending channel of monetary policy. (2020). Choi, Sangyup ; ALBRIZIO, SILVIA ; Yoon, Chansik ; Furceri, Davide. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305595.

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2020US monetary policy and global banking flows. (2020). Bowdler, Christopher ; Lee, Seungyoon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s026156061930227x.

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2020Spread the Word: International spillovers from central bank communication. (2020). Bertsch, Christoph ; Armelius, Hanna ; Zhang, Xin ; Hull, Isaiah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619302967.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020How important are global factors for understanding the dynamics of international capital flows?. (2020). Huber, Florian ; Schuberth, Helene ; Eller, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301777.

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2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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2020Monetary policy news in the US: Effects on emerging market capital flows. (2020). Vasishtha, Garima ; Dahlhaus, Tatjana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302072.

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2021The impact of US monetary policy on managed exchange rates and currency peg regimes. (2021). Roevekamp, Ingmar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302229.

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2021Switching volatility in a nonlinear open economy. (2021). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302436.

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2020Transmission of monetary policy in times of high household debt. (2020). Lim, Hyunjoon ; Kim, Youngju. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418302015.

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2020Unconventional monetary policy and household debt: The role of cash-flow effects. (2020). Signoretti, Federico ; Pietrunti, Mario. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s016407041930254x.

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2020Bank capital in the short and in the long run. (2020). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina ; Supera, Dominik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:64-79.

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2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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2020Fiscal discipline in EMU? Testing the effectiveness of the Excessive Deficit Procedure. (2020). Gilbert, Niels. In: European Journal of Political Economy. RePEc:eee:poleco:v:61:y:2020:i:c:s0176268018304531.

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2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence. (2020). Salisu, Afees ; Roca, Eduardo ; Liu, Benjamin ; Pham, Quynh Chau . In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:46-68.

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2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities. (2021). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298.

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More than 100 citations found, this list is not complete...

Works by Livio Stracca:


YearTitleTypeCited
2011Housing, consumption and monetary policy: how different are the U.S. and the euro area? In: Temi di discussione (Economic working papers).
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2010Housing, consumption and monetary policy: how different are the US and the euro area?.(2010) In: Working Paper Series.
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2011Housing, consumption and monetary policy: How different are the US and the euro area?.(2011) In: Journal of Banking & Finance.
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2014Capital Regulation in a Macroeconomic Model with Three Layers of Default. In: Working papers.
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paper143
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: Working Papers.
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paper
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: CEPR Discussion Papers.
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paper
2015Capital regulation in a macroeconomic model with three layers of default.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 143
paper
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 143
article
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: Working Papers.
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paper
2020The international dimension of a fragile EMU In: Working papers.
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2014Macroprudential capital tools: assessing their rationale and effectiveness. In: Financial Stability Review.
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2012What does a financial shock do? First international evidence In: Economic Policy.
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2007A Speed Limit Monetary Policy Rule for the Euro Area In: International Finance.
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article15
2006A speed limit monetary policy rule for the euro area.(2006) In: Working Paper Series.
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paper
2009Does It Pay to Have the Euro? Italys Troubled Politics and Financial Markets under the Lira and the Euro In: International Finance.
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2015Is There a Global Safe Haven? In: International Finance.
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article15
2006DELEGATED PORTFOLIO MANAGEMENT: A SURVEY OF THE THEORETICAL LITERATURE In: Journal of Economic Surveys.
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article33
2005Delegated portfolio management: a survey of the theoretical literature.(2005) In: Working Paper Series.
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2020MORE THAN A FEELING: CONFIDENCE, UNCERTAINTY, AND MACROECONOMIC FLUCTUATIONS In: Journal of Economic Surveys.
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article3
2017More than a feeling: confidence, uncertainty and macroeconomic fluctuations.(2017) In: Working Paper Series.
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2013HOUSING FINANCE AND MONETARY POLICY In: Journal of the European Economic Association.
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article215
2009Housing finance and monetary policy.(2009) In: Working Paper Series.
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paper
2003The Functional Form Of The Demand For Euro Area M1 In: Manchester School.
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article26
2001The functional form of the demand for euro area M1.(2001) In: Working Paper Series.
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2003Behavioural Central Bank Loss Functions, Skewed Risks and Certainty Equivalence In: Manchester School.
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2008DOES MONEY MATTER IN THE IS CURVE? THE CASE OF THE UK In: Manchester School.
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article9
2008Does money matter in the IS curve? The case of the UK.(2008) In: Working Paper Series.
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2004Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area In: Oxford Bulletin of Economics and Statistics.
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article26
2013Explaining European Union Citizens’ Trust in the European Central Bank in Normal and Crisis Times In: Scandinavian Journal of Economics.
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article30
2017The Euler equation around the world In: The B.E. Journal of Macroeconomics.
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article1
2016What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set In: CESifo Working Paper Series.
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2019What do we know about the global financial safety net? A new comprehensive data set.(2019) In: Journal of International Money and Finance.
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2019The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link? In: CESifo Working Paper Series.
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paper2
2019The global financial cycle and capital flow episodes: a wobbly link?.(2019) In: Working Paper Series.
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2007Mortgage Markets, Collateral Constraints, and Monetary Policy: Do Institutional Factors Matter? In: CEPR Discussion Papers.
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paper50
2006Mortgage markets, collateral constraints, and monetary policy: Do institutional factors matter?.(2006) In: CFS Working Paper Series.
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2006A NOTE ON LIQUIDITY AND REAL EQUILIBRIUM INTEREST RATES In: Macroeconomic Dynamics.
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2013INSIDE MONEY IN GENERAL EQUILIBRIUM: DOES IT MATTER FOR MONETARY POLICY? In: Macroeconomic Dynamics.
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article2
2016What do we know about the global financial safety net? Rationale, data and possible evolution In: Occasional Paper Series.
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paper13
2019Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures In: Occasional Paper Series.
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2001Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area In: Working Paper Series.
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paper16
2002Non-standard central bank loss functions, skewed risks, and certainty equivalence In: Working Paper Series.
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paper3
2002The optimal allocation of risks under prospect theory In: Working Paper Series.
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paper3
2003Myopic loss aversion, disappointment aversion, and the equity premium puzzle In: Working Paper Series.
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paper14
2007Myopic loss aversion, disappointment aversion, and the equity premium puzzle.(2007) In: Journal of Economic Behavior & Organization.
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2003How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence In: Working Paper Series.
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2005Keeping up with the Joneses, reference dependence, and equilibrium indeterminacy In: Working Paper Series.
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2005Liquidity and real equilibrium interest rates: a framework of analysis In: Working Paper Series.
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2006What is global excess liquidity, and does it matter? In: Working Paper Series.
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paper82
2007What is global excess liquidity, and does it matter?.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2006Are money and consumption additively separable in the euro area? A non-parametric approach In: Working Paper Series.
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2007Instability and nonlinearity in the euro area Phillips curve In: Working Paper Series.
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2009Instability and Nonlinearity in the Euro-Area Phillips Curve.(2009) In: International Journal of Central Banking.
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2007Should we take inside money seriously? In: Working Paper Series.
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2008A persistence-weighted measure of core inflation in the euro area In: Working Paper Series.
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2007A persistence-weighted measure of core inflation in the Euro area.(2007) In: Economic Modelling.
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2008The political economy under monetary union: has the euro made a difference? In: Working Paper Series.
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paper8
2009The political economy under monetary union: has the euro made a difference?.(2009) In: Economic Policy.
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2009Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro In: Working Paper Series.
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paper2
2009EMU and the adjustment to asymmetric shocks: the case of Italy In: Working Paper Series.
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paper7
2010Is the New Keynesian IS curve structural? In: Working Paper Series.
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paper8
2010A decade (and a global financial crisis) after Blinder: The interaction between researchers and policy-makers in central banks In: Working Paper Series.
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paper3
2011Getting beyond carry trade: what makes a safe haven currency? In: Working Paper Series.
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paper97
2012Getting beyond carry trade: What makes a safe haven currency?.(2012) In: Journal of International Economics.
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2011Have euro area and EU economic governance worked? Just the facts In: Working Paper Series.
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paper5
2012Global exchange rate configurations: Do oil shocks matter? In: Working Paper Series.
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paper69
2016Global Exchange Rate Configurations: Do Oil Shocks Matter?.(2016) In: IMF Economic Review.
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2012Explaining EU citizens’ trust in the ECB in normal and crisis times In: Working Paper Series.
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2012Explaining EU Citizens Trust in the ECB in Normal and Crisis Times.(2012) In: Economics Series.
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2013What does a financial shock do? First international evidence In: Working Paper Series.
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2012What does a financial shock do? First international evidence.(2012) In: Economic Policy.
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2013Financial imbalances and household welfare: empirical evidence from the EU In: Working Paper Series.
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paper2
2014Financial imbalances and household welfare: Empirical evidence from the EU.(2014) In: Journal of Financial Stability.
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2013The global effects of the euro debt crisis In: Working Paper Series.
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2013Macroeconomic imbalances: a question of trust? In: Working Paper Series.
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paper4
2013Foreign investors and risk shocks: seeking a safe haven or running for the exit? In: Working Paper Series.
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paper3
2013The rise of China and India: blessing or curse for the advanced countries? In: Working Paper Series.
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2014The effect of G20 summits on global financial markets In: Working Paper Series.
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2015Does fiscal austerity affect public opinion? In: Working Paper Series.
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2016The real exchange rate and economic growth: revisiting the case using external instruments In: Working Paper Series.
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paper26
2017The real exchange rate and economic growth: Revisiting the case using external instruments.(2017) In: Journal of International Money and Finance.
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2017Trade, finance or policies: what drives the cross-border spill-over of business cycles? In: Working Paper Series.
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2016Trade, finance or policies: What drives the cross-border spill-over of business cycles?.(2016) In: Journal of Macroeconomics.
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2017If the Fed sneezes, who catches a cold? In: Working Paper Series.
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paper76
2017If the Fed sneezes, who catches a cold?.(2017) In: Journal of International Economics.
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article
2016If the Fed Sneezes, Who Catches a Cold?.(2016) In: NBER Chapters.
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2019Medium term treatment and side effects of quantitative easing: international evidence In: Working Paper Series.
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paper6
2019Much ado about nothing? The shale oil revolution and the global supply curve In: Working Paper Series.
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paper2
2020The fundamentals of safe assets In: Working Paper Series.
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paper0
2020The fundamentals of safe assets.(2020) In: Journal of International Money and Finance.
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2020Monetary policy and its transmission in a globalised world In: Working Paper Series.
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paper2
2020How much does aggregate demand travel across the Atlantic? In: Working Paper Series.
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2020The international dimension of an incomplete EMU In: Working Paper Series.
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paper0
2020Firm-specific shocks and contagion: are banks special? In: Working Paper Series.
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paper0
2020Central bank digital currency in an open economy In: Working Paper Series.
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paper2
2002Non-standard central bank loss functions, skewed risks, and the certainty equivalence principle In: Royal Economic Society Annual Conference 2002.
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paper4
2015Our currency, your problem? The global effects of the euro debt crisis In: European Economic Review.
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article7
2015Worth the hype? The effect of G20 summits on global financial markets In: Journal of International Money and Finance.
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2019Taming the global financial cycle: What role for the global financial safety net? In: Journal of International Money and Finance.
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article2
2004Behavioral finance and asset prices: Where do we stand? In: Journal of Economic Psychology.
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2006The output gap and the real interest rate gap in the euro area, 1960-2003 In: Journal of Policy Modeling.
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2014Have the euro area and EU governance worked? Just the facts In: European Journal of Political Economy.
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1999Economics and Politics: Interest Rate Convergence in Europe and EMU In: Discussion Papers in European Economics.
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2002Behavioural Finance and Aggregate Market Behaviour: Where do we Stand? In: Discussion Papers in Economics.
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2004Demand and supply in the ECBs main refinancing operations In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2018Can appreciation be expansionary? Evidence from the euro area In: Economic Policy.
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2014The 3D Model: a Framework to Assess Capital Regulation In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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2000An econometric analysis of the main components of M3 in the Euro area In: Review of World Economics (Weltwirtschaftliches Archiv).
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2020Mad about Austerity? The Effect of Fiscal Consolidation on Public Opinion In: Journal of Money, Credit and Banking.
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2016What do we know about the global financial safety net? Data, rationale and possible evolution In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
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