Bořek Vašíček : Citation Profile

Are you Bořek Vašíček?

European Commission

15

H index

19

i10 index

1000

Citations

RESEARCH PRODUCTION:

28

Articles

38

Papers

5

Books

2

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 66
   Journals where Bořek Vašíček has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 20 (1.96 %)

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   Permalink: http://citec.repec.org/pva386
   Updated: 2024-11-08    RAS profile: 2024-01-08    
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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 Bořek Vašíček.

Is cited by:

Babecký, Jan (55)

Horvath, Roman (14)

Hodula, Martin (12)

Feldkircher, Martin (11)

Georgiadis, Georgios (11)

Galuscak, Kamil (11)

Gómez-Puig, Marta (10)

Sosvilla-Rivero, Simon (10)

Apostolakis, George (9)

Hlaváček, Michal (9)

Cronin, David (8)

Cites to:

Havranek, Tomas (63)

Horvath, Roman (61)

Reinhart, Carmen (39)

Rose, Andrew (38)

Babecký, Jan (38)

Irsova, Zuzana (35)

Kaminsky, Graciela (33)

Rusnák, Marek (28)

Baxa, Jaromir (27)

Komarek, Lubos (25)

BORIO, Claudio (23)

Main data

Where Bořek Vašíček has published?

Journals with more than one article published# docs
Quarterly Report on the Euro Area (QREA)10
Journal of Financial Stability3
Economic Systems2

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 Michigan3
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
European Economy - Discussion Papers / Directorate General Economic and Financial Affairs (DG ECFIN), European Commission3
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics2
AQR Working Papers / University of Barcelona, Regional Quantitative Analysis Group2

Recent works citing Bořek Vašíček (2024 and 2023)

YearTitle of citing document
2024Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2023.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2024.

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2023What is the optimal capital ratio implying a stable European banking system?. (2023). Jakubík, Petr ; Moinescu, Bogdan Gabriel ; Jakubik, Petr. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:3:p:324-343.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Širaňová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

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2023Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution. (2023). Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2023/3.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

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2023How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165.

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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2023Bond issuance and the funding choices of European banks: The consequences of public debt. (2023). Keasey, Kevin ; Cariboni, Jessica ; Rancan, Michela ; Vallascas, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000750.

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2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023The crucial role of the five-year Treasury in the US yield curve. (2023). Chen, Yu-Lun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003447.

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2023Euro area uncertainty and Euro exchange rate volatility: Exploring the role of transnational economic policy. (2023). Pastorek, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007237.

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2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2023Early Warning Systems for identifying financial instability. (2023). Sanfelici, Simona ; Allaj, Erindi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1777-1803.

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2024Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks. (2024). Hemrit, Wael ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Sahut, Jean-Michel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:717-731.

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2023Three sisters: The interlinkage between sovereign debt, currency, and banking crises. (2023). Karataş, Bilge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002017.

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2023Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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2023Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Bicchal, Motilal ; Mundra, Sruti. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087.

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2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283.

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2023Information spillovers in Hong Kong REITs and related asset markets. (2023). Liao, Shufei ; Chen, Yan ; Liu, Jian ; Fu, Yongge ; Cheng, Cheng. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:215-229.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2023An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay. (2023). Garcia-Hiernaux, Alfredo ; Brum-Civelli, Conrado. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:206-219.

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2024Does inflation targeting matter for price stability?. (2024). Lim, Eun-Son ; Guo, Minjie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1015-1032.

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2024Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Su, GE ; Hong, Zhiwu ; Lin, Mucai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615.

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2024Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

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2023Macrofinancial Dynamics in a Monetary Union. (2023). Monteiro, Daniel. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:188.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

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2024The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment. (2024). Erem, Emmanuel. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:3:p:50.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3.

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2024The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x.

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2023Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2024A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (0000). Trabelsi, Mohamed Ali ; Hmida, Salma. In: MPRA Paper. RePEc:pra:mprapa:115852.

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2023Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507.

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2023The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955.

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2023Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Osabuohien, Evans ; Johnson, Leroy. In: MPRA Paper. RePEc:pra:mprapa:118135.

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2023Prediction of debt crisis in Southern African Development Community (SADC). (2023). Chirume, Crispen. In: International Area Studies Review. RePEc:sae:intare:v:26:y:2023:i:2:p:161-184.

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2023Early bird catches the worm: finding the most effective early warning indicators of recessions. (2023). Globan, Tomislav ; Bai, Filip. In: Economic Research-Ekonomska Istraživanja. RePEc:taf:reroxx:v:36:y:2023:i:1:p:2120040.

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2024Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando. In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

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2023The role of financial stress in the economic activity: Fresh evidence from a Granger?causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122.

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2023Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023.

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Works by Bořek Vašíček:

YearTitleTypeCited
2012“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News” In: AQR Working Papers.
[Full Text][Citation analysis]		paper49
2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2012“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”.(2012) In: IREA Working Papers.
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This paper has nother version. Agregated cites: 49		paper
2013“How systemic is Spain for Europe?” In: AQR Working Papers.
[Full Text][Citation analysis]		paper8
2013“How systemic is Spain for Europe?”.(2013) In: IREA Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2013Inflation and the Steeplechase Between Economic Activity Variables.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2012Early Warning Indicators of Economic Crises In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter3
2011Monetary Policy Analysis in a Central Bank In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book1
2012Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book1
2013Transmission of Monetary Policy In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book6
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2015Monetary Policy Challenges in a Low-Inflation Environment In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2014The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic In: Research and Policy Notes.
[Full Text][Citation analysis]		paper19
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries In: Working Papers.
[Full Text][Citation analysis]		paper36
2014HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES.(2014) In: Macroeconomic Dynamics.
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This paper has nother version. Agregated cites: 36		article
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.(2010) In: Working Papers IES.
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This paper has nother version. Agregated cites: 36		paper
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2011Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? In: Working Papers.
[Full Text][Citation analysis]		paper80
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 nother version. Agregated cites: 80		article
2011How Does Monetary Policy Respond to Financial Stress?.(2011) In: EcoMod2011.
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This paper has nother version. Agregated cites: 80		paper
2011Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 80		paper
2011Is Monetary Policy in the New EU Member States Asymmetric? In: Working Papers.
[Full Text][Citation analysis]		paper13
2012Is monetary policy in the new EU member states asymmetric?.(2012) In: Economic Systems.
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This paper has nother version. Agregated cites: 13		article
2010Is Monetary Policy in New Members States Asymmetric?.(2010) In: Working Papers.
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2010Is Monetary Policy in New Members States Asymmetric?.(2010) In: William Davidson Institute Working Papers Series.
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2011Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries In: Working Papers.
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2011Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries.(2011) In: Working Papers IES.
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2012Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries In: Working Papers.
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2015Changes in inflation dynamics under inflation targeting? Evidence from Central European countries.(2015) In: Economic Modelling.
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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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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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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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2014Spillover of the ECBs Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy? In: Working Papers.
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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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2014Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers.
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2015Banking and currency crises: differential diagnostics for developed countries.(2015) In: Working Paper Series.
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2017Banking and Currency Crises: Differential Diagnostics for Developed Countries.(2017) In: International Journal of Finance & Economics.
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2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries In: Working Papers.
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2019Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries.(2019) In: International Review of Economics & Finance.
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2012Banking, debt and currency crises: early warning indicators for developed countries In: Working Paper Series.
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2014Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators.(2014) In: Journal of Financial Stability.
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2012Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries.(2012) In: Working Papers IES.
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2012Leading indicators of crisis incidence: evidence from developed countries In: Working Paper Series.
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2013Leading indicators of crisis incidence: Evidence from developed countries.(2013) In: Journal of International Money and Finance.
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2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe In: Working Paper Series.
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2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe.(2014) In: Journal of Banking & Finance.
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2023Determinants of macroeconomic resilience in the euro area: An empirical assessment of national policy levers In: Economic Systems.
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2017Leading indicators of financial stress: New evidence In: Journal of Financial Stability.
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2011Time Varying Monetary Policy Rules and Financial Stress In: Chapters.
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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019 In: European Economy - Discussion Papers.
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2021Euro Area Housing Markets: Trends, Challenges and Policy Responses In: European Economy - Discussion Papers.
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2022Housing Market Developments in the Euro Area: Focus on Housing Affordability In: European Economy - Discussion Papers.
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2015The euro area recovery in perspective In: Quarterly Report on the Euro Area (QREA).
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2016Revisiting the real interest rate mechanism In: Quarterly Report on the Euro Area (QREA).
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2016Financial channels and economic activity in the euro area In: Quarterly Report on the Euro Area (QREA).
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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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2017A macroeconomic perspective on non-performing loans (NPLs) In: Quarterly Report on the Euro Area (QREA).
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2018Impact of uncertainty shocks in the euro area In: Quarterly Report on the Euro Area (QREA).
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2018Financial cycle in euro area In: Quarterly Report on the Euro Area (QREA).
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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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2019A retrospective look at sovereign bond dynamics in the euro area In: Quarterly Report on the Euro Area (QREA).
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2022Links between housing and real economy in the euro area In: Quarterly Report on the Euro Area (QREA).
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2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach In: Empirica.
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2015Financial Stress Indices and Financial Crises In: Open Economies Review.
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2010Monetary Policy Rules and Inflation Processes in Open Emerging Economies In: Eastern European Economics.
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2009Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members.(2009) In: Working Papers.
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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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2011Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries In: Emerging Markets Finance and Trade.
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2009Inflation dynamics and the New Keynesian Phillips curve in EU-4.(2009) In: Working Papers.
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2009Inflation dynamics and the New Keynesian Phillips curve in EU-4.(2009) In: William Davidson Institute Working Papers Series.
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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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2008The monetary policy rules in EU-15: before and after the euro In: Working Papers.
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