Guido Wolswijk : Citation Profile


Are you Guido Wolswijk?

European Central Bank

9

H index

8

i10 index

586

Citations

RESEARCH PRODUCTION:

10

Articles

12

Papers

RESEARCH ACTIVITY:

   9 years (2004 - 2013). See details.
   Cites by year: 65
   Journals where Guido Wolswijk has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 6 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwo130
   Updated: 2018-06-16    RAS profile: 2017-08-28    
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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 Guido Wolswijk.

Is cited by:

Afonso, Antonio (34)

Arghyrou, Michael (25)

Kontonikas, Alexandros (24)

Sousa, Ricardo (15)

Agnello, Luca (15)

Osterloh, Steffen (14)

Beetsma, Roel (11)

Feld, Lars (11)

Tagkalakis, Athanasios (10)

Claeys, Peter (9)

Wolff, Guntram (8)

Cites to:

Schuknecht, Ludger (9)

von Hagen, Juergen (7)

de Haan, Jakob (7)

Fratzscher, Marcel (6)

Jansen, David-Jan (6)

Favero, Carlo (5)

Ehrmann, Michael (5)

Blinder, Alan (5)

Bernoth, Kerstin (4)

Van den Noord, Paul (4)

Shiller, Robert (4)

Main data


Where Guido Wolswijk has published?


Journals with more than one article published# docs
European Journal of Political Economy3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank7
Occasional Paper Series / European Central Bank2

Recent works citing Guido Wolswijk (2018 and 2017)


YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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2017How do the EM Central Bank talk? A Big Data approach to the Central Bank of Turkey. (2017). Ortiz Vidal-Abarca, Alvaro ; Rodrigo, Tomasa ; Iglesias, Joaquin. In: Working Papers. RePEc:bbv:wpaper:1724.

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2017Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU. (2017). Mayer, Eric ; Gareis, Johannes . In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:2:p:133-153.

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2017External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1718-1749.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Gadea, María ; Arghyrou, Michael ; Afonso, Antonio ; Kontonikas, Alexandros. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2017Europe at the Interdependence War. (2017). Tamborini, Roberto. In: EconPol Working Paper. RePEc:ces:econwp:_2.

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2017The role of inflation-linked bonds. (2017). Westerhout, ED ; Ciocyte, Ona . In: CPB Discussion Paper. RePEc:cpb:discus:344.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2110.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

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2017Bank profitability and risk-taking under low interest rates. (2017). Bikker, Jacob ; Vervliet, Tobias . In: DNB Working Papers. RePEc:dnb:dnbwpp:560.

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2017Revenue elasticities in euro area countries. (2017). Priesmeier, Christoph ; Koester, Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20171989.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2017The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2017From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Recchioni, Maria Cristina ; Tedeschi, Gabriele . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1116-1135.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Fernandez, Viviana ; Gonzalez-Urteaga, Ana ; Vu, Anh N ; Marin, Matej ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Piljak, Vanja ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:
2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

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2017The EU debt crisis: Testing and revisiting conventional legal doctrine. (2017). DeGrauwe, Paul ; Steinbach, Armin ; Ji, Yuemei ; de Grauwe, Paul. In: International Review of Law and Economics. RePEc:eee:irlaec:v:51:y:2017:i:c:p:29-37.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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2017Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience. (2017). Osterloh, Steffen ; Feld, Lars ; Moessinger, Marc-Daniel ; Kalb, Alexander . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:319-343.

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2017Risk assessment on euro area government bond markets – The role of governance. (2017). Boysen-Hogrefe, Jens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:104-117.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2017Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations. (2017). Hantzsche, Arno ; Ferrucci, Gianluigi ; RAU-GoHRING, Matthias ; Beck, Roland . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:72-98.

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2017Regime switches under policy uncertainty in monetary unions. (2017). Di Bartolomeo, Giovanni ; Canofari, Paolo. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:124-132.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017Macroeconomic effects of structural reforms and fiscal consolidations: Trade-offs and complementarities. (2017). Papageorgiou, Dimitris ; Vourvachaki, Evangelia . In: European Journal of Political Economy. RePEc:eee:poleco:v:48:y:2017:i:c:p:54-73.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2017Sovereign and bank Interdependencies—Evidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2017Fundamentals versus market sentiments in the euro bond markets: implications for QE. (2017). Macchiarelli, Corrado ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85127.

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2017Growth after Crisis in Europe: An Interdependence of Macroeconomic and Structural Policies. (2017). Islam, Roumeen. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:11:y:2017:i:2:p:19-62.

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2017How Sensitive is Irish Income Tax Revenue to Underlying Economic Activity?. (2017). Morgenroth, Edgar ; McQuinn, Kieran ; Lambert, Derek ; Lawless, Martina ; Deli, Yota. In: The Economic and Social Review. RePEc:eso:journl:v:48:y:2017:i:3:p:317-336.

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2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Ma, Jason Z. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:324-:d:128911.

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2017Cyclical sensitivity of public finances in former Yugoslavian countries (2001–2014).. (2017). Lago-Peñas, Santiago ; Peas, Santiago Lago ; Crnogorac, Marko . In: Working Papers. Collection A: Public economics, governance and decentralization. RePEc:gov:wpaper:1701.

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2017The Determinants of Chinese Property Prices. (2017). Qi, Ming . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:1:p:194-201.

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2017The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model. (2017). Vizek, Maruška ; Simovic, Petra Posedel ; Palic, Petra . In: Croatian Economic Survey. RePEc:iez:survey:ces-v19_1-2017_palic-posedelsimovic-vizek.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2017Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0202017.

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2017Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:jrs:wpaper:201713.

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2017Bailout Clauses and the Price of Credit: The Dutch Experience for Housing Corporations. (2017). Veenstra, Jacob ; Ommeren, Bernard . In: De Economist. RePEc:kap:decono:v:165:y:2017:i:3:d:10.1007_s10645-017-9299-2.

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2017The influence of corporate governance on changes in risk following the global financial crisis: evidence from the Portuguese stock market. (2017). Sa, Tiago Miguel ; Gois, Cristina Gonalves ; Neves, Elisabete Duarte . In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:21:y:2017:i:4:d:10.1007_s10997-016-9361-5.

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2017Correlation between Maltese and euro area sovereign bond yields. (2017). Ellul, Reuben. In: CBM Working Papers. RePEc:mlt:wpaper:0317.

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2017Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-2011. (2017). Gärtner, Manfred ; Griesbach, Bjrn ; Grtner, Manfred . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:199-226.

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2018A cost-risk analysis of sovereign debt composition in CESEE. (2018). Beer, Sebastian . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2018:i:q1-18:b:1.

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2017Government borrowing cost and budget deficits: is investment spending different?. (2017). Peppel-Srebrny, Jemima. In: Economics Series Working Papers. RePEc:oxf:wpaper:827.

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2017Correlation between Maltese and euro area sovereign bond yields. (2017). Ellul, Reuben. In: MPRA Paper. RePEc:pra:mprapa:80795.

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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2017Bank Profitability and Risk-Taking under Low Interest Rates. (2017). Bikker, Jacob ; Vervliet, Tobias M. In: Working Papers. RePEc:use:tkiwps:1710.

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2017Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis. (2017). Velic, Adnan ; Curran, Michael. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:35.

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2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Große Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

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2017Determinants of the Public Budget Balance: The Role of Official Capital Flows. (2017). Steiner, Andreas. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168184.

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2017The Draghi-Put: When unexpected words on joint liability speak louder than actions. (2017). Wolfinger, Julia ; Kohler, Ekkehard. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168265.

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Works by Guido Wolswijk:


YearTitleTypeCited
2009What drives spreads in the euro area government bond market? In: Economic Policy.
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article156
2007Government Risk Premiums in the Bond Market: EMU and Canada In: CEPR Discussion Papers.
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paper108
2008Government risk premiums in the bond market: EMU and Canada.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 108
paper
2009Government risk premiums in the bond market: EMU and Canada.(2009) In: European Journal of Political Economy.
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This paper has another version. Agregated cites: 108
article
2009Government Bond Risk Premiums in the EU revisited: The Impact of the Financial Crisis In: CEPR Discussion Papers.
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paper170
2010Government bond risk premiums in the EU revisited: the impact of the financial crisis.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 170
paper
2011Government bond risk premiums in the EU revisited: The impact of the financial crisis.(2011) In: European Journal of Political Economy.
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This paper has another version. Agregated cites: 170
article
2009The short- and long-run tax revenue response to changes in tax bases In: Economics Bulletin.
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article8
2005Government debt management in the euro area - recent theoretical developments and changes in practices In: Occasional Paper Series.
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paper32
2009Housing Finance in the Euro Area. In: Occasional Paper Series.
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paper6
2004What determines fiscal balances? An empirical investigation in determinants of changes in OECD budget balances In: Working Paper Series.
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paper16
2005On some fiscal effects on mortgage debt growth in the EU In: Working Paper Series.
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paper1
2007Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market? In: Working Paper Series.
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paper19
2007Short- and long-run tax elasticities: the case of the Netherlands In: Working Paper Series.
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paper9
2012Central bank communication on fiscal policy In: Working Paper Series.
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paper6
2013Central bank communication on fiscal policy.(2013) In: European Journal of Political Economy.
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This paper has another version. Agregated cites: 6
article
2012The time-varying integration of euro area government bond markets In: European Economic Review.
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article23
2009Causality Between Government Revenues and Spending in Europe In: The IUP Journal of Public Finance.
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article1
2007Budget balances in OECD countries: what makes them change? In: Empirica.
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article27
2006Determinants of Mortgage Debt Growth in EU Countries In: European Journal of Housing Policy.
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article4
2006Determinants of Mortgage Debt Growth in EU Countries.(2006) In: International Journal of Housing Policy.
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This paper has another version. Agregated cites: 4
article
2009Have Euro Area Government Bond Risk Premia Converged To Their Common State? In: Tinbergen Institute Discussion Papers.
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paper0

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