Ibrahim Stevens : Citation Profile


Are you Ibrahim Stevens?

Queen Mary University of London (50% share)

6

H index

4

i10 index

551

Citations

RESEARCH PRODUCTION:

5

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2005 - 2012). See details.
   Cites by year: 78
   Journals where Ibrahim Stevens has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 2 (0.36 %)

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   Permalink: http://citec.repec.org/pst478
   Updated: 2020-10-24    RAS profile: 2013-02-25    
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Relations with other researchers


Works with:

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

Is cited by:

Giannone, Domenico (13)

Lenza, Michele (13)

Churm, Rohan (11)

Altavilla, Carlo (10)

McMahon, Michael (10)

Hofmann, Boris (9)

Joyce, Michael (9)

Smith, Ronald (9)

Pesaran, M (9)

Pedio, Manuela (8)

Guidolin, Massimo (8)

Cites to:

Dungey, Mardi (7)

Korajczyk, Robert (6)

Connor, Gregory (6)

Mantegna, Rosario (4)

Vayanos, Dimitri (3)

Reinhart, Vincent (3)

Bernanke, Ben (3)

Roll, Richard (3)

Fama, Eugene (3)

Lasaosa, Ana (2)

Lopez-Salido, David (2)

Main data


Where Ibrahim Stevens has published?


Recent works citing Ibrahim Stevens (2020 and 2019)


YearTitle of citing document
2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit. (2019). Giammetti, Raffaele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:152.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2019How Large is the Border Effect between the United States and China?. (2019). Xie, Yuying ; Wang, Zhimin. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:851-863.

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2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

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2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19.

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2020The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041.

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2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

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2020Unconventional monetary policy and credit market activity. (2020). Medina, Juan Carlos. In: Estudios Regionales en Economía, Población y Desarrollo. Cuadernos de Trabajo de la Universidad Autónoma de Ciudad Juárez.. RePEc:cjz:ca41cj:57.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

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2019The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices. (2019). End, Jan Willem ; van den End, Jan Willem ; Titzck, Stephanie. In: DNB Working Papers. RePEc:dnb:dnbwpp:627.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2019Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?. (2019). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico. In: Working Paper Series. RePEc:ecb:ecbwps:20192226.

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2019Medium term treatment and side effects of quantitative easing: international evidence. (2019). Stracca, Livio ; Duca, Ioana A ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20192229.

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2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

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2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2019The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301538.

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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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2020On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:502-533.

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2020Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645.

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2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

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2019Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465.

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2019Unconventional monetary policy effects on output and inflation: A meta-analysis. (2019). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:295-305.

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2019A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:204-220.

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2019Global liquidity, money growth and UK inflation. (2019). Milas, Costas ; Ellington, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:67-74.

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2019The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:40-52.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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2020Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560.

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2020International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

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2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2019Data-driven structural BVAR analysis of unconventional monetary policy. (2019). Puonti, Paivi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:1.

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2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

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2019Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

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2020Quantitative easing in the Euro Area – An event study approach. (2020). Watzka, Sebastian ; Urbschat, Florian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:14-36.

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2020Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334.

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2020Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan. (2020). Wang, Ling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917309509.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?. (2019). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico. In: Staff Reports. RePEc:fip:fednsr:885.

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2019Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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2019The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy. (2019). Österholm, Pär ; Osterholm, Par ; Nordstrom, Martin ; Knezevic, David. In: Working Papers. RePEc:hhs:oruesi:2019_006.

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2020Did Negative Interest Rates Improve Bank Lending?. (2020). Thornton, John ; Reghezza, Alessio ; Xie, RU ; Molyneux, Phil . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:57:y:2020:i:1:d:10.1007_s10693-019-00322-8.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2020Emerging Innovative Thoughts on Globalization amidst the Contageon of COVID-19. (2020). Jackson, Emerson. In: MPRA Paper. RePEc:pra:mprapa:101789.

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2020The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets. (2020). Rafiq, Shuddhasattwa ; Gomis-Porqueras, Pedro ; Yao, Wenying. In: MPRA Paper. RePEc:pra:mprapa:102781.

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2019Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework. (2019). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:92530.

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2019Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit. (2019). Giammetti, Raffaele. In: MPRA Paper. RePEc:pra:mprapa:92835.

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2019Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit. (2019). Giammetti, Raffaele. In: MPRA Paper. RePEc:pra:mprapa:93229.

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2019ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets. (2019). Serra, Ana Paula ; Ferreira, Eurico. In: Working Papers. RePEc:ptu:wpaper:w201914.

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2019Structural Changes of the 21st Century and their Impact on the Gold Price. (2019). Singogo, Fwasa K ; Kaulihowa, Teresa ; Grynberg, Roman. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:3:p:72-83.

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2019Cultural attitudes, economic shocks and political radicalization. (2019). Tubadji, Annie ; Nijkamp, Peter. In: The Annals of Regional Science. RePEc:spr:anresc:v:62:y:2019:i:3:d:10.1007_s00168-019-00906-1.

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2019Restoring euro area monetary transmission: Which role for government bond rates?. (2019). Wollmershäuser, Timo ; Siemsen, Thomas ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:3:d:10.1007_s00181-018-1467-y.

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2020The role of ECB monetary policy and financial stress on Eurozone sovereign yields. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01717-1.

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2020Private and public liquidity provision in over-the-counter markets. (2020). Rappoport, David E ; Vardoulakis, Alexandros P ; Arseneau, David M. In: Theoretical Economics. RePEc:the:publsh:3419.

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2020A tale of two shocks: The dynamics of international real estate markets. (2020). Bekiros, Stelios ; Jayasekera, Ranadeva ; Ege, Oskar ; Uddin, Gazi Salah ; Dahlstrom, Amanda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:1:p:3-27.

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2020Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve. (2019). Niu, Linlin ; Lin, Mucai. In: Working Papers. RePEc:wyi:wpaper:002405.

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2020Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:192020.

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2020Estimating the effects of the Eurosystems asset purchase programme at the country level. (2020). Mandler, Martin ; Scharnagl, Michael. In: Discussion Papers. RePEc:zbw:bubdps:292020.

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2020A structural investigation of quantitative easing. (2020). Strobel, Felix ; Goy, Gavin ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:142.

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2019Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, İshak ; Yildirim-Karaman, Secil ; Eroglu, Burak A. In: LEAF Working Paper Series. RePEc:zbw:leafwp:1906.

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Works by Ibrahim Stevens:


YearTitleTypeCited
2010The financial market impact of quantitative easing In: Bank of England working papers.
[Full Text][Citation analysis]
paper111
2012Assessing the economy-wide effects of quantitative easing In: Bank of England working papers.
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paper169
2012Assessing the Economy‐wide Effects of Quantitative Easing.(2012) In: Economic Journal.
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This paper has another version. Agregated cites: 169
article
2005Comovements in the prices of securities issued by large complex financial institutions In: Bank of England working papers.
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paper7
2006Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany In: Bank of England working papers.
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paper1
2011Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany.(2011) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2007Comovements in the equity prices of large complex financial institutions In: Journal of Financial Stability.
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article21
2007Market-wide and sectoral integration: Evidence from the UK, USA and Europe In: Managerial Finance.
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article6
2011The Financial Market Impact of Quantitative Easing in the United Kingdom In: International Journal of Central Banking.
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article236

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