Arturo Estrella : Citation Profile

Are you Arturo Estrella?

Rensselaer Polytechnic Institute

22

H index

26

i10 index

3942

Citations

RESEARCH PRODUCTION:

29

Articles

27

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   36 years (1983 - 2019). See details.
   Cites by year: 109
   Journals where Arturo Estrella has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 25 (0.63 %)

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   Permalink: http://citec.repec.org/pes29
   Updated: 2024-01-16    RAS profile: 2021-04-08    
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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 Arturo Estrella.

Is cited by:

Chen, Nan-Kuang (33)

Rudebusch, Glenn (26)

Kose, Ayhan (25)

Claessens, Stijn (25)

Leung, Charles (25)

GUPTA, RANGAN (25)

Wohar, Mark (24)

Paya, Ivan (24)

Castelnuovo, Efrem (23)

Adrian, Tobias (23)

Söderström, Ulf (23)

Cites to:

Mishkin, Frederic (45)

Gertler, Mark (27)

Svensson, Lars (26)

Bernanke, Ben (26)

Berger, Allen (20)

Galí, Jordi (18)

Clarida, Richard (14)

Schich, Sebastian (12)

Fuhrer, Jeffrey (11)

Sims, Christopher (10)

Rudebusch, Glenn (9)

Main data

Where Arturo Estrella has published?

Journals with more than one article published# docs
Economic Policy Review4
The Review of Economics and Statistics3
Quarterly Review3
Current Issues in Economics and Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York12
Staff Reports / Federal Reserve Bank of New York7
NBER Working Papers / National Bureau of Economic Research, Inc5

Recent works citing Arturo Estrella (2024 and 2023)

YearTitle of citing document
2023A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2023The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552.

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2023Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets. (2023). Anashkina, Marina Viktorovna ; Malyshenko, Vadim Anatolievich ; Shafiee, Majid Mohammad. In: Papers. RePEc:arx:papers:2307.04140.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?. (2023). Tehranian, Kian. In: Papers. RePEc:arx:papers:2308.16200.

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2023A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2023.

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2023.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Kicking the Can Down the Road: Government Interventions in the European Banking Sector. (2023). Steffen, Sascha ; Jager, Maximilian ; Borchert, Lea ; Acharya, Viral V. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_446.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023The inverted yield curve: economic recession on the horizon. (2023). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/4.

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2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232833.

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2023Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931.

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2023Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?. (2023). Owusu, Felix ; Anani, Makafui. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200767x.

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2023How do noninterest income activities affect bank holding company performance?. (2023). Wilson, Craig ; Meier, Garrett ; Mamun, Abdullah. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000041.

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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2023Understanding growth and its policy implications for Canadian credit unions. (2023). Mamun, Abdullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:652-665.

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2023Mergers and acquisitions in the financial industry: A bibliometric review and future research directions. (2023). Khan, Ashraf ; Pisera, Stefano ; Dreassi, Alberto ; Chiaramonte, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002239.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08.

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2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

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2023Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation. (2023). Muzindutsi, Paul-Francois ; Nyati, Malibongwe Cyprian ; Tipoy, Christian Kakese. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:272-:d:1272222.

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2023.

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2023.

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2023One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950.

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2023Gold in a portfolio: Why, when, and where?. (2023). Williams, Benjamin ; Mai, Thi Ngoc ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-03925429.

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2023Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373.

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2023A Comparison of Fed Tightening Episodes since the 1980s. (2023). Kliesen, Kevin L. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:10.

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2023A Pitfall of Cautiousness in Monetary Policy?. (2023). Penalver, Adrian ; Guilloux-Nefussi, Sophie ; Dupraz, Stephane. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:7.

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2023A Combination Forecast for Nonparametric Models with Structural Breaks. (2023). , Gunawan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202310.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2023Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-04.

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2023Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8.

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2023Inflation Dynamics and Quantitative Easing. (2023). Yu, Sherry ; Khemraj, Tarron. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:4:d:10.1057_s41302-023-00257-y.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2023Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152.

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2023Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?. (2023). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2023_001.

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2023Going public: evidence from stock and bond IPOs in Belgium, 1839–1935. (2023). Legierse, Wilco ; Jong, Abe ; Deloof, Marc. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00258-5.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4.

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2023Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x.

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2023Predicting economic growth: evidence from real-estate loans securitization. (2023). Chatterjee, Ujjal. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00456-x.

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2023Bank distress in the European Union 2008–2015: A closer look at capital, size and revenue diversification. (2023). Martzoukos, Spiros ; Ioannou, Panagiotis ; Markoulis, Stelios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:792-820.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023An investigation into the probability that this is the last year of the economic expansion. (2023). Li, Yao ; Leamer, Edward ; Keil, Manfred. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1228-1244.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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2023Yield spread selection in predicting recession probabilities. (2023). Ge, Desheng ; Choi, Jae Hyuk ; Sohn, Sungbin. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1772-1785.

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2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

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2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.

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2023.

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Arturo Estrella has edited the books:

YearTitleTypeCited

Works by Arturo Estrella:

YearTitleTypeCited
2002Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models In: American Economic Review.
[Full Text][Citation analysis]		article262
1998A New Measure of Fit for Equations with Dichotomous Dependent Variables. In: Journal of Business & Economic Statistics.
[Citation analysis]		article210
1997A new measure of fit for equations with dichotomous dependent variables.(1997) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2005Productivity, monetary policy and financial indicators In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
2019Risk?taking channel of monetary policy In: Financial Management.
[Full Text][Citation analysis]		article17
2018Risk-Taking Channel of Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article909
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 909		paper
2003CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article28
2015THE PRICE PUZZLE AND VAR IDENTIFICATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article17
2005Why Does the Yield Curve Predict Output and Inflation? In: Economic Journal.
[Full Text][Citation analysis]		article169
2008Monetary tightening cycles and the predictability of economic activity In: Economics Letters.
[Full Text][Citation analysis]		article26
2009Monetary tightening cycles and the predictability of economic activity.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank In: European Economic Review.
[Full Text][Citation analysis]		article338
2001Mixing and matching: Prospective financial sector mergers and market valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
2004The cyclical behavior of optimal bank capital In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article133
1997Is there a role for monetary aggregates in the conduct of monetary policy? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article222
1996Is There a Role for Monetary Aggregates in the Conduct of Monetary Policy?.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222		paper
1999Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis In: Working Papers.
[Full Text][Citation analysis]		paper59
1999Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
1996The yield curve as a predictor of U.S. recessions In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article87
2006The yield curve as a leading indicator: some practical issues In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article95
1995A prolegomenon to future capital requirements In: Economic Policy Review.
[Full Text][Citation analysis]		article9
1998Formulas or supervision? Remarks on the future of regulatory capital In: Economic Policy Review.
[Full Text][Citation analysis]		article7
2000Capital ratios as predictors of bank failure In: Economic Policy Review.
[Full Text][Citation analysis]		article126
2002Securitization and the efficacy of monetary policy In: Economic Policy Review.
[Full Text][Citation analysis]		article70
1990Corporate leverage and taxes in the U.S. economy In: Monograph.
[Citation analysis]		book0
1990Corporate leverage and taxes in the U.S. economy.(1990) In: Research Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1988Estimating the funding gap of the Pension Benefit Guaranty Corporation In: Quarterly Review.
[Full Text][Citation analysis]		article0
1988Consistent margin requirements: are they feasible? In: Quarterly Review.
[Full Text][Citation analysis]		article2
1994The price risk of options positions: measurement and capital requirements In: Quarterly Review.
[Full Text][Citation analysis]		article7
1988Interest rate swaps: an alternative explanation In: Research Paper.
[Citation analysis]		paper13
1989The implicit liabilities of the Pension Benefit Guaranty Corporation In: Research Paper.
[Citation analysis]		paper0
1994Options positions: risk management and capital requirements In: Research Paper.
[Citation analysis]		paper3
1995Taylor, Black and Scholes: series approximations and risk management pitfalls In: Research Paper.
[Full Text][Citation analysis]		paper9
1995The term structure of interest rates and its role in monetary policy for the European Central Bank In: Research Paper.
[Full Text][Citation analysis]		paper52
1995The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
1996Predicting U.S. recessions: financial variables as leading indicators In: Research Paper.
[Full Text][Citation analysis]		paper473
1995Predicting U.S. Recessions: Financial Variables as Leading Indicators.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 473		paper
1998Predicting U.S. Recessions: Financial Variables As Leading Indicators.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 473		article
1997Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy In: Research Paper.
[Full Text][Citation analysis]		paper5
1997Aggregate supply and demand shocks: a natural rate approach. In: Research Paper.
[Full Text][Citation analysis]		paper2
1998Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty In: Research Paper.
[Full Text][Citation analysis]		paper145
1999Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(1999) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		chapter
2000Rethinking the Role of NAIRU in Monetary Policy: Implications of Model Formulation and Uncertainty.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2000How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports.
[Full Text][Citation analysis]		paper208
2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States.(2003) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208		article
2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
[Full Text][Citation analysis]		paper4
2007Generalized canonical regression In: Staff Reports.
[Full Text][Citation analysis]		paper0
2007Extracting business cycle fluctuations: what do time series filters really do? In: Staff Reports.
[Full Text][Citation analysis]		paper4
1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
[Full Text][Citation analysis]		paper26
2010Monetary cycles, financial cycles, and the business cycle In: Staff Reports.
[Full Text][Citation analysis]		paper28
2004Bank Capital and Risk: Is Voluntary Disclosure Enough? In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article14
2015Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor In: Journal of Economic and Financial Studies (JEFS).
[Full Text][Citation analysis]		article2
1996Comment on The Behavior of Interest Rates Implied by the Term Structure of Eurodollar Futures. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article1
1983Average Marginal Tax Rates U.S. Household Interest and Dividend Income 1954-80 In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2012Sovereign and Banking Sector Debt: Interconnections through Guarantees In: OECD Journal: Financial Market Trends.
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1998The Future of Regulatory Capital: General Principles and Specific Proposals In: Swiss Journal of Economics and Statistics (SJES).
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2003Monetary Policy Shifts and the Stability of Monetary Policy Models In: The Review of Economics and Statistics.
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