Bořek Vašíček : Citation Profile


Are you Bořek Vašíček?

European Commission

12

H index

15

i10 index

646

Citations

RESEARCH PRODUCTION:

27

Articles

38

Papers

5

Books

2

Chapters

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 58
   Journals where Bořek Vašíček has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 20 (3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva386
   Updated: 2020-08-09    RAS profile: 2020-08-07    
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Relations with other researchers


Works with:

Claeys, Peter (8)

Baxa, Jaromir (5)

Zigraiova, Diana (5)

de Haan, Jakob (4)

Rusnák, Marek (4)

Joy, Mark (4)

Babecký, Jan (4)

Vermeulen, Robert (4)

Hoeberichts, Marco (4)

Plašil, Miroslav (3)

Havranek, Tomas (2)

Matějů, Jakub (2)

Horvath, Roman (2)

Babecká-Kucharčuková, Oxana (2)

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

Is cited by:

Babecký, Jan (51)

Horvath, Roman (15)

Galuscak, Kamil (10)

Georgiadis, Georgios (10)

Feldkircher, Martin (10)

Gómez-Puig, Marta (9)

Sosvilla-Rivero, Simon (9)

Hlaváček, Michal (8)

Peltonen, Tuomas (7)

Ehrmann, Michael (7)

Röhn, Oliver (6)

Cites to:

Havranek, Tomas (64)

Horvath, Roman (54)

Babecký, Jan (37)

Irsova, Zuzana (33)

Reinhart, Carmen (31)

Kaminsky, Graciela (31)

Rusnák, Marek (30)

Rose, Andrew (28)

Komarek, Lubos (25)

Baxa, Jaromir (21)

Smidkova, Katerina (19)

Main data


Where Bořek Vašíček has published?


Journals with more than one article published# docs
Quarterly Report on the Euro Area (QREA)9
Journal of Financial Stability3

Working Papers Series with more than one paper published# docs
Working Papers / Czech National Bank, Research Department11
Working Paper Series / European Central Bank5
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan4
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
AQR Working Papers / University of Barcelona, Regional Quantitative Analysis Group2
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics2

Recent works citing Bořek Vašíček (2020 and 2019)


YearTitle of citing document
2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2019Statistical Inference on Partially Linear Panel Model under Unobserved Linearity. (2019). Shang, Zuofeng ; Boukai, Ben ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:1911.08830.

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2019An Integrated Early Warning System for Stock Market Turbulence. (2019). Ma, YE ; Zong, LU ; Wang, Peiwan. In: Papers. RePEc:arx:papers:1911.12596.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2019The SHERLOC: an EWS-based index of vulnerability for emerging economies. (2019). Molina Sánchez, Luis ; Alonso Alvarez, Irma. In: Working Papers. RePEc:bde:wpaper:1946.

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2019An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana ; Farroni, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_480_19.

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2020An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?. (2020). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1271_20.

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2017Should monetary policy pay attention to house prices? The Czech National Bank’s approach. (2017). Hampl, Mojmir ; Havranek, Toma. In: BIS Papers chapters. RePEc:bis:bisbpc:94-11.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2019The exploration of economic crises: parameter uncertainty and predictive ability. (2019). Inekwe, John. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:290-313.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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2017External Monetary Shocks to Central and Eastern European Countries. (2017). Lesuisse, Pierre . In: Working Papers. RePEc:cdi:wpaper:1860.

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2018Banking Crises and Boom-Bust Dynamics: Evidence for Italy (1861-2016). (2018). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6972.

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2020Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe. (2020). Staehr, Karsten ; Reigl, Nicolas. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:24-30.

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2018The political economy of monetary solidarity: revisiting the euro experiment. (2018). Schelkle, Waltraud. In: Wirtschaft und Gesellschaft - WuG. RePEc:clr:wugarc:y:2018v:44i:3p:371.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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Trade and External Relations. (2017). Babecký, Jan ; Brazdik, Frantisek ; Audzei, Volha ; Novotny, Filip ; Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sutoris, Ivan ; Galuscak, Kamil . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/1.

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2017Effects of Monetary Policy. (2017). Babecký, Jan ; Kubicova, Ivana ; Bruha, Jan ; Hajkova, Dana ; Aliyev, Ruslan ; Vlcek, Jan ; Trajcev, Ljubica ; Polansky, Jiri ; Hledik, Tibor ; Djukic, Mirko ; Havranek, Tomas ; Hampl, Mojmir ; Tonner, Jaromir. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/2.

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2018Risk-Sensitive Capital Regulation. (2018). Frait, Jan ; Broz, Vaclav ; Pfeifer, Lukas ; Malovana, Simona ; Kolcunova, Dominika. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/1.

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2018Interest Rates. (2018). Babecký, Jan ; Audzei, Volha ; Hlavacek, Michal ; Broz, Vaclav ; Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal ; Vlcek, Jan ; Hledik, Tibor ; Franta, Michal. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/2.

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2017An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-post Assessment of the Czech Experience. (2017). Tonner, Jaromir ; Bruha, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/04.

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2017International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/05.

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2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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2018Estimating the Effective Lower Bound on the Czech National Banks Policy Rate. (2018). Kolcunová, Dominika ; Havranek, Tomas ; Kolcunova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2018/9.

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2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

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2017The Making of Hawks and Doves: Inflation Experiences on the FOMC. (2017). Nagel, Stefan ; Malmendier, Ulrike M ; Yan, Zhen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11902.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2017Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_008.

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2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

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2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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2019European macroprudential database. (2019). Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano ; Boh, Samo ; Veiga, Joao ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Koban, Anne. In: Statistics Paper Series. RePEc:ecb:ecbsps:201932.

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2017Threshold effects of financial stress on monetary policy rules: a panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: Working Paper Series. RePEc:ecb:ecbwps:20172042.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20172095.

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2018A framework for early-warning modeling with an application to banks. (2018). Lang, Jan Hannes ; Sarlin, Peter ; Peltonen, Tuomas A. In: Working Paper Series. RePEc:ecb:ecbwps:20182182.

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2018How does monetary policy affect income and wealth inequality? Evidence from quantitative easing in the euro area. (2018). Slacalek, Jiri ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20182190.

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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

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2019Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297.

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2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

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2020Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407.

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2020Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416.

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2020Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand. (2020). Sethapramote, Yuthana ; Vichitthamaros, Preecha ; Pumjaroen, Jeerawadee. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-7.

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2018Oil Price Dynamics Forecasting: An Indicator-Pivoted Paradigm. (2018). Puah, Chin-Hong ; Mansor, Shazali Abu ; Chong, Mei-Teing. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-37.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2018Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model. (2018). Semmler, Willi ; Chen, Pu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:318-348.

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2017How credible is inflation targeting in Asia? A quantile unit root perspective. (2017). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:194-210.

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2017Inflation targeting and financial stability in emerging markets. (2017). Fouejieu, Armand. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:51-70.

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2018On the formation of inflation expectations in turbulent times: The case of the euro area. (2018). Paloviita, Maritta ; Łyziak, Tomasz. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:132-139.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018The pass-through of monetary policy rate to lending rates: The role of macro-financial factors. (2018). Melecký, Martin ; Gregor, Jiří. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88.

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2019Do political factors influence banking crisis?. (2019). Hasanov, Rashad ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:305-318.

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2020Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint. (2020). Žáček, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:293-311.

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2018Quantity of finance and financial crisis: A non-monotonic investigation☆. (2018). Zhang, Xun ; Li, Jing ; Zhu, Jiali ; He, Zongyue . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:129-139.

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2018The transmission of US economic policy uncertainty shocks to Asian and global financial markets. (2018). Kido, Yosuke . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:222-231.

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2019Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership. (2019). Hamori, Shigeyuki ; Kinkyo, Takuji ; Chen, Wang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:567-581.

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2019Dating currency crises in emerging market economies. (2019). Boonman, Tjeerd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:273-286.

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2019Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190.

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2020Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2018Credit-based early warning indicators of banking crises in emerging markets. (2018). Gersl, Adam ; Jaova, Martina ; Gerl, Adam . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.

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2018International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries. (2018). Horvath, Roman ; Hajek, Jan. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:91-105.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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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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2019Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?. (2019). Goutte, Stéphane ; Guesmi, Khaled ; Gaies, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305944.

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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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2017Monetary policy and macroprudential policy: Rivals or teammates?. (2017). Malovana, Simona ; Frait, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:1-16.

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2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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2018To be bailed out or to be left to fail? A dynamic competing risks hazard analysis. (2018). Papanikolaou, Nikolaos. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:61-85.

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2018Identifying excessive credit growth and leverage. (2018). Detken, Carsten ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:215-225.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2019Credit composition and the severity of post-crisis recessions. (2019). Zhang, LU ; Bezemer, Dirk. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:52-66.

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2019Does financial inclusion mitigate credit boom-bust cycles?. (2019). Winkler, Adalbert ; Lopez, Tania. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:116-129.

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2019Does machine learning help us predict banking crises?. (2019). von Schweinitz, Gregor ; List, Sophia ; Beutel, Johannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308918305801.

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2017To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:1-18.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2020The anatomy of financial vulnerabilities and banking crises. (2020). Stebunovs, Viktors ; Posenau, Kelly E ; Lee, Seung Jung. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300864.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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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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2020Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set. (2020). Samarina, Anna ; Zhang, LU ; Bezemer, Dirk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300273.

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2018Regional banking instability and FOMC voting. (2018). Eichler, Stefan ; Noth, Felix ; Lahner, Tom. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:282-292.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2019Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013. (2019). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:16.

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2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Fiorelli, Cristiana ; Meliciani, Valentina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305839.

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2017Maximizing price stability in a monetary economy. (2017). Mosler, Warren ; Silipo, Damiano B. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:272-289.

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2018Measuring the effects of oil price and Euro-area shocks on CEECs business cycles. (2018). ribba, antonio ; Cavallo, Antonella. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:74-96.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2019International transmission of monetary and global commodity price shocks to Turkey. (2019). Civcir, Ä°rfan ; Varoglu, Dizem Ertac . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:647-665.

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2019Global liquidity, market sentiment, and financial stability indices. (2019). Osina, Nataliia. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301872.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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

Works by Bořek Vašíček:


YearTitleTypeCited
2012“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News” In: AQR Working Papers.
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2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News.(2012) In: Working Papers.
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2012“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”.(2012) In: IREA Working Papers.
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2013“How systemic is Spain for Europe?” In: AQR Working Papers.
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2013“How systemic is Spain for Europe?”.(2013) In: IREA Working Papers.
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2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries In: The B.E. Journal of Macroeconomics.
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article6
2013Inflation and the Steeplechase Between Economic Activity Variables.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2012Early Warning Indicators of Economic Crises In: Occasional Publications - Chapters in Edited Volumes.
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chapter1
2011Monetary Policy Analysis in a Central Bank In: Occasional Publications - Edited Volumes.
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2012Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes.
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book1
2013Transmission of Monetary Policy In: Occasional Publications - Edited Volumes.
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book3
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
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book0
2015Monetary Policy Challenges in a Low-Inflation Environment In: Occasional Publications - Edited Volumes.
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book0
2014The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic In: Research and Policy Notes.
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paper11
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries In: Working Papers.
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paper24
2014HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES.(2014) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 24
article
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.(2010) In: Working Papers IES.
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This paper has another version. Agregated cites: 24
paper
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 24
paper
2011Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? In: Working Papers.
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paper55
2013Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?.(2013) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 55
article
2011How Does Monetary Policy Respond to Financial Stress?.(2011) In: EcoMod2011.
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This paper has another version. Agregated cites: 55
paper
2011Is Monetary Policy in the New EU Member States Asymmetric? In: Working Papers.
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paper10
2012Is monetary policy in the new EU member states asymmetric?.(2012) In: Economic Systems.
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article
2010Is Monetary Policy in New Members States Asymmetric?.(2010) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 10
paper
2011Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries In: Working Papers.
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paper20
2011Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries.(2011) In: Working Papers IES.
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This paper has another version. Agregated cites: 20
paper
2012Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries In: Working Papers.
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paper20
2015Changes in inflation dynamics under inflation targeting? Evidence from Central European countries.(2015) In: Economic Modelling.
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This paper has another version. Agregated cites: 20
article
2013Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps In: Working Papers.
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paper12
2014Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2015Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps.(2015) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 12
article
2014Spillover of the ECBs Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy? In: Working Papers.
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paper49
2016Spillover of the ECBs monetary policy outside the euro area: How different is conventional from unconventional policy?.(2016) In: Journal of Policy Modeling.
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This paper has another version. Agregated cites: 49
article
2014Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers.
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paper6
2015Banking and currency crises: differential diagnostics for developed countries.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2017Banking and Currency Crises: Differential Diagnostics for Developed Countries.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries In: Working Papers.
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paper2
2019Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries.(2019) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Financial stress indices and financial crises In: DNB Working Papers.
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paper16
2015Financial Stress Indices and Financial Crises.(2015) In: Open Economies Review.
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This paper has another version. Agregated cites: 16
article
2015Leading indicators of financial stress: New evidence In: DNB Working Papers.
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paper10
2017Leading indicators of financial stress: New evidence.(2017) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 10
article
2012Banking, debt and currency crises: early warning indicators for developed countries In: Working Paper Series.
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paper143
2014Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 143
article
2012Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries.(2012) In: Working Papers IES.
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This paper has another version. Agregated cites: 143
paper
2012Leading indicators of crisis incidence: evidence from developed countries In: Working Paper Series.
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paper89
2013Leading indicators of crisis incidence: Evidence from developed countries.(2013) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 89
article
2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe In: Working Paper Series.
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paper65
2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe.(2014) In: Journal of Banking & Finance.
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article
2011Time Varying Monetary Policy Rules and Financial Stress In: Chapters.
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chapter1
2015The euro area recovery in perspective In: Quarterly Report on the Euro Area (QREA).
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article0
2016Revisiting the real interest rate mechanism In: Quarterly Report on the Euro Area (QREA).
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article0
2016Financial channels and economic activity in the euro area In: Quarterly Report on the Euro Area (QREA).
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article0
2016The policy mix, when monetary policy is constrained at the zero lower bound In: Quarterly Report on the Euro Area (QREA).
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article0
2017A macroeconomic perspective on non-performing loans (NPLs) In: Quarterly Report on the Euro Area (QREA).
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article0
2018Impact of uncertainty shocks in the euro area In: Quarterly Report on the Euro Area (QREA).
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article0
2018Financial cycle in euro area In: Quarterly Report on the Euro Area (QREA).
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article0
2018Determinants of economic resilience in the euro area: An empirical assessment of policy levers In: Quarterly Report on the Euro Area (QREA).
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article0
2019A retrospective look at sovereign bond dynamics in the euro area In: Quarterly Report on the Euro Area (QREA).
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article1
2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach In: Empirica.
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article0
2010Monetary Policy Rules and Inflation Processes in Open Emerging Economies In: Eastern European Economics.
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article8
2009Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members.(2009) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 8
paper
2011Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries In: Emerging Markets Finance and Trade.
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article7
2009Inflation dynamics and the New Keynesian Phillips curve in EU-4.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
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paper18
2008Prostorová ekonomie a prostorové externality: Přehled teorie a empirické evidence In: Politická ekonomie.
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article0
2008The monetary policy rules in EU-15: before and after the euro In: Working Papers.
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paper0
2009Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members In: Working Papers.
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paper9
2009Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members.(2009) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 9
paper
2010Is Monetary Policy in New Members States Asymmetric? In: Working Papers.
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paper4
2010Is Monetary Policy in New Members States Asymmetric?.(2010) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 4
paper
2011Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary In: Working Papers.
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