7
H index
6
i10 index
170
Citations
Suomen Pankki (99% share) | 7 H index 6 i10 index 170 Citations RESEARCH PRODUCTION: 12 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Verona. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
Year | Title of citing document |
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2021 | An Optimal Macroprudential Policy Mix for Segmented Credit Markets. (2021). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:21-31. Full description at Econpapers || Download paper |
2021 | Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer. In: Working papers. RePEc:bfr:banfra:817. Full description at Econpapers || Download paper |
2022 | Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247. Full description at Econpapers || Download paper |
2020 | Housing markets, monetary policy, and the international co?movement of housing bubbles. (2020). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:2:p:365-375. Full description at Econpapers || Download paper |
2020 | The Optimal Monetary and Macroprudential Policies for the South African Economy. (2020). Molise, Thabang ; Liu, Guangling. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:368-404. Full description at Econpapers || Download paper |
2020 | Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Chang, Fangshuo ; Wang, Poyuan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522. Full description at Econpapers || Download paper |
2020 | Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867. Full description at Econpapers || Download paper |
2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den |
2020 | Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406. Full description at Econpapers || Download paper |
2021 | Great recession, exports crunch, and Chinas fiscal stimulus in a global zero lower bound environment. (2021). Garcia-Barragan, Fernando ; Liu, Guangling. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s104900782100052x. Full description at Econpapers || Download paper |
2020 | Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056. Full description at Econpapers || Download paper |
2021 | The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240. Full description at Econpapers || Download paper |
2021 | International output synchronization at different frequencies. (2021). Kim, Yun Jung ; Ho, Sun. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002169. Full description at Econpapers || Download paper |
2020 | Interest rate policy and interbank market breakdown. (2020). Nuckles, Marc. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:779-789. Full description at Econpapers || Download paper |
2020 | Financial cycle and business cycle: An empirical analysis based on the data from the U.S. (2020). Huang, Kevin ; Yan, Chuanpeng. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:693-701. Full description at Econpapers || Download paper |
2020 | Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302827. Full description at Econpapers || Download paper |
2020 | Equity premium prediction and optimal portfolio decision with Bagging. (2020). Yin, Anwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301686. Full description at Econpapers || Download paper |
2020 | Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807. Full description at Econpapers || Download paper |
2021 | Indicator selection and stock return predictability. (2021). Zhu, Huan ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000309. Full description at Econpapers || Download paper |
2022 | The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984. Full description at Econpapers || Download paper |
2022 | The relationship between headline, core, and energy inflation: A wavelet investigation. (2022). Giri, Federico. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004584. Full description at Econpapers || Download paper |
2020 | Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:235-256. Full description at Econpapers || Download paper |
2021 | Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085. Full description at Econpapers || Download paper |
2020 | Estimation of the co-movements between biofuel production and food prices: A wavelet-based analysis. (2020). Bulut, Umit ; Bilgili, Faik ; Kukaya, Sevda ; Koak, Emrah. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318843. Full description at Econpapers || Download paper |
2021 | Predicting stock returns: A risk measurement perspective. (2021). Wen, Fenghua ; Kang, Jie ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000193. Full description at Econpapers || Download paper |
2021 | Portfolio efficiency with high-dimensional data as conditioning information. (2021). Vigo Pereira, Caio. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001460. Full description at Econpapers || Download paper |
2021 | Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738. Full description at Econpapers || Download paper |
2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137. Full description at Econpapers || Download paper |
2020 | A case for leaning against the wind in a commodity-exporting economy. (2020). Sinyakov, Andrey ; Ponomarenko, Alexey ; Kozlovtceva, Irina ; Tatarintsev, Stas. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:86-114. Full description at Econpapers || Download paper |
2021 | Investors’ attention and information losses under market stress. (2021). Philippas, Dionisis ; Nguyen, Duc Khuong ; Goutte, Stéphane ; Dragomirescu-Gaina, Catalin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1112-1127. Full description at Econpapers || Download paper |
2020 | Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597. Full description at Econpapers || Download paper |
2020 | Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x. Full description at Econpapers || Download paper |
2021 | New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:127-142. Full description at Econpapers || Download paper |
2020 | Nonperforming loans and competing rules of monetary policy: A statistical identification approach. (2020). Moneta, Alessio ; Lopreite, Milena ; Califano, Andrea ; Brancaccio, Emiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:53:y:2020:i:c:p:127-136. Full description at Econpapers || Download paper |
2022 | Forecasting Crude Oil Prices with a WT-FNN Model. (2022). Wang, Donghua ; Fang, Tianhui. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:6:p:1955-:d:766308. Full description at Econpapers || Download paper |
2020 | The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies. (2020). Monge, Manuel ; Gil-Alana, Luis. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:130-:d:455636. Full description at Econpapers || Download paper |
2020 | Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:541-:d:307513. Full description at Econpapers || Download paper |
2020 | Monetary Policy, Prudential Policy, and Banks Risk-Taking: A Literature Review. (2020). NGAMBOU DJATCHE, Melchisedek Joslem. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-40. Full description at Econpapers || Download paper |
2020 | On Shadow Banking and Financial Frictions in DSGE Modeling. (2020). Philipp, Kirchner. In: Review of Economics. RePEc:lus:reveco:v:71:y:2020:i:2:p:101-133:n:2. Full description at Econpapers || Download paper |
2020 | On shadow banking and fiÂ…nancial frictions in DSGE modeling. (2020). Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:202019. Full description at Econpapers || Download paper |
2020 | Shadow banking and the design of macroprudential policy in a monetary union. (2020). Schwanebeck, Benjamin ; Kirchner, Philipp. In: MAGKS Papers on Economics. RePEc:mar:magkse:202024. Full description at Econpapers || Download paper |
2021 | Indicators of monetary policy stance and financial conditions: an overview. (2021). Iskrev, Nikolay ; Soares, Carla ; Loureno, Rita Fradique. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202101. Full description at Econpapers || Download paper |
2020 | The Impacts of Chinas Shadow Banking Credit Creation on the Effectiveness of Monetary Policy. (2020). Wu, Jinpei ; Han, Yue ; Skolnik, Richard ; Zhang, Huiyi. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:9:y:2020:i:4:p:33-46. Full description at Econpapers || Download paper |
2020 | Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach. (2020). Zhou, Sheunesu. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2020:i:6:p:46-59. Full description at Econpapers || Download paper |
2021 | The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis. (2021). Crowley, Patrick ; Hallett, Andrew Hughes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00062-6. Full description at Econpapers || Download paper |
2022 | The long-run effects of corporate tax reforms. (2022). Baley, Isaac ; Blanco, Andres. In: Economics Working Papers. RePEc:upf:upfgen:1813. Full description at Econpapers || Download paper |
2021 | Aggregate Dynamics in Lumpy Economies. (2021). Blanco, Andres ; Baley, Isaac. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1235-1264. Full description at Econpapers || Download paper |
2021 | What determines Chinas housing price dynamics? New evidence from a DSGE?VAR. (2021). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3269-3305. Full description at Econpapers || Download paper |
2022 | Hedging capabilities of Bitcoin for Asian currencies. (2022). Kinkyo, Takuji. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1769-1784. Full description at Econpapers || Download paper |
2020 | Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Discussion Papers. RePEc:zbw:bubdps:462020. Full description at Econpapers || Download paper |
2020 | Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006. Full description at Econpapers || Download paper |
2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Investment, Tobins Q, and Cash Flow Across Time and Frequencies In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2013 | (Un)anticipated monetary policy in a DSGE model with a shadow banking system In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2013 | (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System.(2013) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2012 | (Un)anticipated monetary policy in a DSGE model with a shadow banking system.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2013 | Sticky information models in Dynare In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2013 | Sticky Information Models in Dynare.(2013) In: Dynare Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2014 | Sticky Information Models in Dynare.(2014) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2013 | Sticky Information Models in Dynare.(2013) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2013 | Sticky information models in Dynare.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2013 | Lumpy investment in sticky information general equilibrium In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Lumpy investment in sticky information general equilibrium.(2011) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Lumpy investment in sticky information general equilibrium.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Investment dynamics with information costs In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | Investment Dynamics with Information Costs.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2014 | Financial shocks, financial stability, and optimal Taylor rules In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2017 | Financial shocks, financial stability, and optimal Taylor rules.(2017) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2016 | Time-frequency characterization of the U.S. financial cycle In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2016 | Time–frequency characterization of the U.S. financial cycle.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2016 | Time-frequency characterization of the U.S. financial cycle.(2016) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2016 | The Aino 2.0 model In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Forecasting stock market returns by summing the frequency-decomposed parts In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2016 | Forecasting stock market returns by summing the frequency-decomposed parts.(2016) In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2018 | Forecasting stock market returns by summing the frequency-decomposed parts.(2018) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2017 | Forecasting stock market returns by summing the frequency-decomposed parts.(2017) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2016 | Testing the Q theory of investment in the frequency domain In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Testing the Q theory of investment in the frequency domain.(2017) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | Forecasting the equity risk premium with frequency-decomposed predictors In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Forecasting the equity risk premium with frequency-decomposed predictors.(2016) In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | Q, investment, and the financial cycle In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The equity risk premium and the low frequency of the term spread In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Assessing U.S. aggregate fluctuations across time and frequencies In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Assessing U.S. Aggregate Fluctuations Across Time and Frequencies.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Frequency-domain information for active portfolio management In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting inflation with the New Keynesian Phillips curve : Frequency matters In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters.(2020) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Time-frequency forecast of the equity premium In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Time-frequency forecast of the equity premium.(2021) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2020 | The Aino 3.0 model In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Inflation dynamics and forecast : frequency matters In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Inflation Dynamics and Forecast: Frequency Matters.(2021) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Pervasive inattentiveness In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Bond vs. bank finance and the Great Recession In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2020 | The yield curve and the stock market: Mind the long run In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 1 |
2015 | Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo In: EcoMod2015. [Full Text][Citation analysis] | paper | 0 |
2019 | Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2011 | Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 17 |
2007 | Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers. [Full Text][Citation analysis] | paper | 0 |
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