Vladimir Yankov : Citation Profile

Are you Vladimir Yankov?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

3

H index

1

i10 index

342

Citations

RESEARCH PRODUCTION:

1

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 31
   Journals where Vladimir Yankov has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (0.29 %)

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   Permalink: http://citec.repec.org/pya220
   Updated: 2021-02-20    RAS profile: 2016-08-26    
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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 Vladimir Yankov.

Is cited by:

Zakrajšek, Egon (15)

Gilchrist, Simon (11)

Stevanovic, Dalibor (11)

Peersman, Gert (8)

mumtaz, haroon (7)

Görtz, Christoph (7)

Liu, Zheng (7)

Zha, Tao (7)

Alessandri, Piergiorgio (7)

Ratti, Ronald (6)

Vespignani, Joaquin (6)

Cites to:

Stock, James (5)

Watson, Mark (5)

Giannone, Domenico (4)

Reichlin, Lucrezia (4)

Wildenbeest, Matthijs (3)

Sala, Luca (3)

Gabaix, Xavier (2)

Campbell, John (2)

Bai, Jushan (2)

Ng, Serena (2)

Driscoll, John (2)

Main data

Where Vladimir Yankov has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Vladimir Yankov (2021 and 2020)

YearTitle of citing document
2020Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities. (2020). Serena Garralda, Jose Maria ; Mayordomo, Sergio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:843.

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2020The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2020). Neuenkirch, Matthias ; Bennani, Hamza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8740.

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2020Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity. (2020). Cesa-Bianchi, Ambrogio ; Anderson, Gareth. In: Discussion Papers. RePEc:cfm:wpaper:2005.

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2020Different no more: Country spreads in advanced and emerging economies. (2020). Wellmann, Susanne ; Pfeifer, Johannes ; Muller, Gernot ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14392.

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2020Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities. (2020). Gambacorta, Leonardo ; Mayordomo, Sergio ; Garralda, Jose-Maria Serena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14419.

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2020Banks, low interest rates, and monetary policy transmission. (2020). Wang, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20202492.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458.

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2020No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan. (2020). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300290.

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2020The rating spillover from banks to sovereigns: An empirical investigation across the European Union. (2020). Trautwein, Hans-Michael ; Shi, Yukun ; Prokop, Jorg ; Hu, Haoshen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119302690.

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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2020Policy uncertainty and corporate credit spreads. (2020). Savor, Pavel ; Maleki, Hosein ; Kryzanowski, Lawrence ; Kaviani, Mahsa S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:838-865.

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2021Mutual fund flows and fluctuations in credit and business cycles. (2021). Goldstein, Itay ; Choi, Jaewon ; Ben-Rephael, Azi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:84-108.

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2020Financial 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.

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2020Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348.

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2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan. (2020). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x2030027x.

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2020Variance risk premium in a small open economy with volatile capital flows: The case of Korea. (2020). Yun, Jaeho. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:105-125.

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2020Gender board diversity and the cost of bank loans. (2020). Tsoukas, Serafeim ; Kokas, Sotirios ; Karavitis, Panagiotis. In: Working Papers. RePEc:gla:glaewp:2020_25.

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2020Predictable Financial Crises. (2020). Shleifer, Andrei ; Hanson, Samuel ; Sorensen, Jakob Ahm ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27396.

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2020Blessing or curse? Government funding of deposit insurance and corporate lending. (2020). Papadopoulos, Panagiotis ; Iosifidi, Maria ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:99153.

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2020Bank Monitoring and Liquidity in the Business Cycle. (2020). Minetti, Raoul ; Kokas, Sotirios ; di Pietro, Marco ; Cal, Qingqing. In: Working Papers. RePEc:ris:msuecw:2020_003.

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2020The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2020). Neuenkirch, Matthias ; Bennani, Hamza. In: Working Paper Series. RePEc:trr:qfrawp:202008.

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2020Labor Market and Financial Shocks: A Time‐Varying Analysis. (2020). Landi, Valerio Nispi ; Corsello, Francesco. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:777-801.

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2020ECONOMIC FLUCTUATIONS AND THE SHADOW ECONOMY: A GLOBAL STUDY. (2020). Nguyen, Canh ; Schinckus, Christophe ; Su, Dinh. In: Global Economy Journal (GEJ). RePEc:wsi:gejxxx:v:20:y:2020:i:03:n:s2194565920500153.

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2020Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020.

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2020Different no more: Country spreads in advanced and emerging economies. (2020). Pfeifer, Johannes ; Müller, Gernot ; Born, Benjamin ; Wellmann, Susanne. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:129.

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Works by Vladimir Yankov:

YearTitleTypeCited
2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article328
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 328		paper
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 328		paper
2014In Search of a Risk-free Asset In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper9
2014Limited Deposit Insurance Coverage and Bank Competition In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2020The Liquidity Coverage Ratio and Corporate Liquidity Management In: FEDS Notes.
[Full Text][Citation analysis]		paper0

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