Stefan Avdjiev : Citation Profile

Are you Stefan Avdjiev?

Bank for International Settlements (BIS)

21

H index

27

i10 index

1318

Citations

RESEARCH PRODUCTION:

30

Articles

38

Papers

2

Chapters

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 101
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 325.    Total self citations: 38 (2.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pav41
   Updated: 2023-08-19    RAS profile: 2023-02-12    
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Relations with other researchers

Works with:

Goldberg, Linda (8)

McGuire, Patrick (8)

Casanova, Catherine (7)

Hardy, Bryan (7)

Gambacorta, Leonardo (6)

von Peter, Goetz (6)

Shin, Hyun Song (6)

Servén, Luis (5)

Aysun, Uluc (4)

Kartasheva, Anastasia (4)

Hepp, Ralf (3)

Hale, Galina (3)

Sousa, Ricardo (3)

Giudici, Paolo (2)

Bruno, Valentina (2)

Kalemli-Ozcan, Sebnem (2)

Buch, Claudia (2)

Everett, Mary (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Avdjiev.

Is cited by:

Temesvary, Judit (32)

Takats, Elod (32)

Goldberg, Linda (31)

Bussiere, Matthieu (29)

McCauley, Robert (27)

Hills, Robert (26)

McGuire, Patrick (24)

Tille, Cédric (22)

Cerutti, Eugenio (22)

Claessens, Stijn (22)

Reinhardt, Dennis (21)

Cites to:

McGuire, Patrick (85)

Shin, Hyun Song (55)

McCauley, Robert (45)

Goldberg, Linda (38)

BORIO, Claudio (37)

Claessens, Stijn (36)

von Peter, Goetz (36)

Cerutti, Eugenio (30)

Milesi-Ferretti, Gian Maria (29)

Lane, Philip (26)

Gambacorta, Leonardo (23)

Main data

Where Stefan Avdjiev has published?

Journals with more than one article published# docs
BIS Quarterly Review9
Journal of International Money and Finance4
Financial Stability Review2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements23
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Stefan Avdjiev (2022 and 2021)

YearTitle of citing document
2023BILATERAL INTERNATIONAL INVESTMENTS:THE BIG SUR?. (2023). Schmukler, Sergio ; Broner, Fernando ; von Peter, Goetz ; Didier, Tatiana. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:181.

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2023Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201.

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2022Can one hear the size of a target zone?. (2020). Rinaldo, Daniele ; Kumar, Shekhar Hari ; Hongler, Max-Olivier ; Arcand, Jean-Louis ; Jean - Louis Arcand, . In: Papers. RePEc:arx:papers:2002.00948.

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2022Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2006.01037.

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2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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2021The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada. (2021). Friedrich, Christian ; Chen, David. In: Staff Working Papers. RePEc:bca:bocawp:21-61.

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2021Methodological issues in the estimation of current account imbalances. (2021). Giordano, Claire ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_617_21.

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2021Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy. (2021). Peydro, Jose-Luis ; López, Martha ; Fabiani, Andrea ; Soto, Paul E. In: Borradores de Economia. RePEc:bdr:borrec:1162.

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2022Sudden Yield Reversals and Financial Intermediation in Emerging Markets. (2022). Sarmiento, Miguel. In: Borradores de Economia. RePEc:bdr:borrec:1210.

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2021A Prudential trade-off? Leakages and Interactions with Monetary Policy. (2021). Meunier, Baptiste ; Justine, Pedrono. In: Working papers. RePEc:bfr:banfra:805.

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2021Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?. (2021). Lecat, Remy ; Vanzhulova, Yuliya ; Peresa, Irena ; Garnier-Sauveplane, Albane ; Cosson, Antoine ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:842.

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2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

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2021Les mesures de politique monétaire pendant la première phase de la crise de la Covid-19. (2021). Szczerbowicz, Urszula ; Penalver, Adrian ; Urszula, Szczerbowicz. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2021:234:01.

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2022Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy. (2022). Soto, Paul E ; Peydro, Jose-Luis ; Pieros, Martha Lopez ; Fabiani, Andrea. In: Working Papers. RePEc:bge:wpaper:1319.

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2021Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119.

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2022The role of non-bank financial institutions in cross-border spillovers. (2022). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:129.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2021New developments in central bank statistics around the world. (2021). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:55.

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2021Outward portfolio investment and dollar funding in emerging Asia. (2021). SHIM, ILHYOCK ; Shin, Hyun Song ; McGuire, Patrick ; Sushko, Vladyslav. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112d.

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2022Global banks local presence: a new lens. (2022). Chen, Yingyuan ; Caparusso, John ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2203d.

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2022The outsize role of cross-border financial centres. (2022). Wooldridge, Philip ; von Peter, Goetz ; Pogliani, Pamela. In: BIS Quarterly Review. RePEc:bis:bisqtr:2206b.

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2022Bank funding: evolution, stability and the role of foreign offices. (2022). Hardy, Bryan ; Caparusso, John. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209f.

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2022Original sin redux: a model-based evaluation. (2022). Hofmann, Boris ; Yeung, Steve Pak ; Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:1004.

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2022How capital inflows translate into new bank lending: tracing the mechanism in Latin America. (2022). Nivin, Rafael ; Moreno, David ; Casanova, Catherine ; dos Santos, Toni ; Lobato, Roberto ; Cisneros, Gerald ; Chertman, Fernando ; Alfaro, Rodrigo ; Cantu, Carlos ; Sarmiento, Miguel ; Luna, Facundo ; Lopez, Calixto. In: BIS Working Papers. RePEc:bis:biswps:1051.

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2022How abundant are reserves? Evidence from the wholesale payment system. (2022). Shin, Hyun Song ; Rigon, Lorenzo ; Duffie, Darrell ; Afonso, Gara. In: BIS Working Papers. RePEc:bis:biswps:1053.

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2022Macro-financial stability frameworks: experience and challenges. (2022). SHIM, ILHYOCK ; BORIO, Claudio ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:1057.

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2023What happens to EMEs when US yields go up?. (2023). Upper, Christian ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1081.

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2023Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099.

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2023Global public goods, fiscal policy coordination, and welfare in the world economy. (2023). Agénor, Pierre-Richard ; Pereira, Luiz Awazu ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1106.

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2021Do macroprudential policies affect non-bank financial intermediation?. (2021). Gambacorta, Leonardo ; Claessens, Stijn ; Shiina, Yasushi ; Manaresi, Francesco ; Cornelli, Giulio. In: BIS Working Papers. RePEc:bis:biswps:927.

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2021A global database on central banks monetary responses to Covid-19. (2021). Yetman, James ; Cantu Garcia, Carlos ; Cavallino, Paolo ; de Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:934.

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2021US monetary policy and the financial channel of the exchange rate: evidence from India. (2021). Mohanty, M S ; Banerjee, Shesadri. In: BIS Working Papers. RePEc:bis:biswps:945.

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2021Dampening the financial accelerator? Direct lenders and monetary policy. (2021). Serena, Jose Maria ; Banerjee, Ryan Niladri. In: BIS Working Papers. RePEc:bis:biswps:979.

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2022Capital flows and institutions. (2022). Igan, Deniz ; Puy, Damien ; Lauwers, Alexandre R. In: BIS Working Papers. RePEc:bis:biswps:994.

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2021Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2022International bank credit, nonbank lenders, and access to external financing. (2022). Tsoukas, Serafeim ; Spaliara, Marinaeliza ; Serena, Jose Maria. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1214-1232.

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2023Global banking, financial spillovers and macroprudential policy coordination. (2023). Pereira, Luiz A ; Jackson, Timothy P ; Agenor, Pierrerichard. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:1003-1040.

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2021Corporate debt overhang and investment in emerging economies: Firm?level evidence. (2021). Ye, Lei Sandy ; Borensztein, Eduardo. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:18-39.

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2021Revisiting the relationship between cross?border capital flows and credit. (2021). Carvalho, Daniel. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:179-218.

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2022Foreign?funded credit: Funding the credit cycle?. (2022). Duijm, Patty. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:167-182.

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2022Corporate investment and the exchange rate: The financial channel. (2022). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:296-312.

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2022Cross?border bank flows through foreign branches and the effect of a macroprudential policy. (2022). Yun, Youngjin. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:83-104.

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2021The interaction between macroprudential policy and monetary policy: Overview. (2021). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Sinha, Sonalika ; Pedrono, Justine ; Hills, Robert. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:1-19.

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2021Mortgage lending, monetary policy, and prudential measures in small euro?area economies: Evidence from Ireland and the Netherlands. (2021). Samarina, Anna ; McQuade, Peter ; Jansen, David-Jan ; Everett, Mary ; de Haan, Jakob. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:117-143.

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2021The effect of US stress tests on monetary policy spillovers to emerging markets. (2021). Schmidt-Eisenlohr, Tim ; Liu, Emily ; Schmidteisenlohr, Tim ; Niepmann, Friederike. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:165-194.

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2021Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia. (2021). Styrin, Konstantin ; Moreno, David ; Bush, Georgia ; Ushakova, Yulia ; Jara, Alejandro ; Gomez, Tomas. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:37-60.

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2021Le Pont de Londres: Interactions between monetary and prudential policies in cross?border lending. (2021). Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Bussiere, Matthieu ; Hills, Robert ; Pedrono, Justine. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:61-86.

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2021The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2021). Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin ; Zhang, Xin ; Juelsrud, Ragnar ; Grodeckamessi, Anna. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:87-116.

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2021Dash for dollars. (2021). Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0932.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2023Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012.

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2022Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market. (2022). Nathan, Daniel ; Hertrich, Markus. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.10.

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2021Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e05.

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2022Financialisation as a (its-not-meant-to-make-sense) gigantic global joke. (2022). Palma, José Gabriel. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2211.

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2023External Balance Sheets and the COVID-19 Crisis.. (2023). Juvenal, Luciana ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt00p8f01t.

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2023The Financial Channel of the Exchange Rate and Global Trade. (2023). Schmidt-Eisenlohr, Tim ; Ma, Sai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10495.

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2022Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730.

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2021Regulatory arbitrage and global push factors. (2021). Aysun, Uluc ; Tseng, Michael. In: Working Papers. RePEc:cfl:wpaper:2021-01ua.

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2022The evolution of macroprudential policy use in Chile, Latin America and the OECD. (2022). Madeira, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:958.

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2021Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries. (2021). Ngo, Ngoc Anh ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2021/5.

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2022The Dollar as a Mutual Problem: New Transatlantic Interdependence in Finance. (2022). Tranoy, Bent Sofus ; Hjertaker, Ingrid. In: Politics and Governance. RePEc:cog:poango:v:10:y:2022:i:2:p:198-207.

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2021Money Matters: Global banks, safe assets and monetary autonomy. (2021). Florez-Orrego, Sergio. In: Documentos CEDE. RePEc:col:000089:019153.

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2021Regional responses to the Covid-19 crisis: a comparative study from economic, policy, and institutional perspectives. (2021). Giraldo, Iader ; Schiliuk, Graciela. In: Documentos de Discusión FLAR. RePEc:col:000470:019734.

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2021The Puzzling Change in the International Transmission of U.S. Macroeconomic Policy Shocks. (2021). Ilzetzki, Ethan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15740.

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2021Do macroprudential policies affect non-bank financial intermediation?. (2021). Gambacorta, Leonardo ; Cornelli, Giulio ; Claessens, Stijn ; Shiina, Yasushi ; Manaresi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15895.

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2021Exchange Rate Fluctuations and Firm Leverage. (2021). SHIM, ILHYOCK ; Liu, Xiaoxi ; Kalemli-Ozcan, Sebnem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15948.

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2023The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02.

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2021Effects of LTV announcements in EU economies. (2021). Giuliodori, Massimo ; Mokas, Dimitris. In: DNB Working Papers. RePEc:dnb:dnbwpp:704.

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2022Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic. (2022). Schellekens, Kai ; Duijm, Patty. In: Working Papers. RePEc:dnb:dnbwpp:752.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2022Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing. (2022). Stracca, Livio ; Ioannou, Demosthenes ; Giovannini, Alessandro. In: Occasional Paper Series. RePEc:ecb:ecbops:2022295.

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2021ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion. (2021). Georgiadis, Georgios ; Schumann, Ben ; Ricci, Martino ; Hildebrand, Sebastian ; van Roye, Bjorn. In: Working Paper Series. RePEc:ecb:ecbwps:20212530.

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2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

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2022Stress tests and capital requirement disclosures: do they impact banks’ lending and risk-taking decisions?. (2022). Marques, Aurea Ponte ; Ongena, Steven ; Konietschke, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222679.

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2022Foreign currency exposure and the financial channel of exchange rates. (2022). Longaric, Pablo Anaya. In: Working Paper Series. RePEc:ecb:ecbwps:20222739.

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2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Froemel, Maren ; Everett, Mary ; Coman, Andra ; Andreeva, Desislava ; Ochowski, Dawid ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Working Paper Series. RePEc:ecb:ecbwps:20232775.

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2021Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil. (2021). Tonzer, Lena ; Ossandon Busch, Matias ; Becker, Chris. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002182.

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2022Contingent convertible bonds: Optimal call strategy and the impact of refinancing. (2022). Rossmann, Philipp ; Koziol, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001201.

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2022Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414.

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2023A quest between fiscal and market discipline. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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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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2023What are firms borrowing for? The role of financial assets. (2023). Rella, Giacomo ; Kim, YK ; de Souza, Joao ; Davis, Leila. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001414.

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2021Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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2022Winds of tapering, financial gravity and COVID-19. (2022). Ulusoy, Veysel ; Kirik, Alper. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000699.

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2022Dynamic credit contagion and aggregate loss in networks. (2022). Zhang, Tianqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001139.

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2023Measuring economic activity in the presence of superstar MNEs. (2023). Nikolaishvili, Giorgi ; Economides, Philip. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001027.

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2021Gross capital inflows and outflows: Twins or distant cousins?. (2021). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000297.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2022What drives portfolio capital inflows into emerging market economies? The role of the Feds and ECBs balance sheet policies. (2022). Uk, Piotr ; Ledochowski, Micha. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000893.

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2022Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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2021Evaluating corporate credit risks in emerging markets. (2021). Chan, Wing ; Kalimipalli, Madhu ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302532.

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2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Zhang, Zhiwen ; Chen, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100185x.

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More than 100 citations found, this list is not complete...

Works by Stefan Avdjiev:

YearTitleTypeCited
2019The Dollar, Bank Leverage, and Deviations from Covered Interest Parity In: American Economic Review: Insights.
[Full Text][Citation analysis]		article140
2016The dollar, bank leverage and the deviation from covered interest parity.(2016) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140		paper
2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
[Full Text][Citation analysis]		article28
2021INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2020Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market In: BIS Bulletins.
[Full Text][Citation analysis]		paper30
2015Enhancements to the BIS international banking statistics In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter4
2015IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues In: IFC Reports.
[Full Text][Citation analysis]		paper0
2012The euro area crisis and cross-border bank lending to emerging markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article55
2013CoCos: a primer In: BIS Quarterly Review.
[Full Text][Citation analysis]		article47
2014Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article73
2015Enhanced data to analyse international banking In: BIS Quarterly Review.
[Full Text][Citation analysis]		article20
2016The ECBs QE and euro cross-border bank lending In: BIS Quarterly Review.
[Full Text][Citation analysis]		article6
2018Tracking the international footprints of global firms In: BIS Quarterly Review.
[Full Text][Citation analysis]		article40
2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2020International dimensions of EME corporate debt In: BIS Quarterly Review.
[Full Text][Citation analysis]		article9
2022Financial openness and inequality In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2010Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2011News driven business cycles and data on asset prices in estimated DSGE models In: BIS Working Papers.
[Full Text][Citation analysis]		paper21
2016News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models.(2016) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2012Rapid credit growth and international credit: Challenges for Asia In: BIS Working Papers.
[Full Text][Citation analysis]		paper55
2012The Social Value of Policy Signals In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2014Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
2014Credit growth, monetary policy and economic activity in a three-regime TVAR model.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2015Breaking free of the triple coincidence in international finance In: BIS Working Papers.
[Full Text][Citation analysis]		paper86
2016Breaking free of the triple coincidence in international finance.(2016) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86		article
2016Monetary policy spillovers and currency networks in cross-border bank lending In: BIS Working Papers.
[Full Text][Citation analysis]		paper16
2016International prudential policy spillovers: a global perspective In: BIS Working Papers.
[Full Text][Citation analysis]		paper63
2017International Prudential Policy Spillovers: A Global Perspective.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		article
2017External debt composition and domestic credit cycles In: BIS Working Papers.
[Full Text][Citation analysis]		paper18
2021External debt composition and domestic credit cycles.(2021) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2018External debt composition and domestic credit cycles.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2017The shifting drivers of global liquidity In: BIS Working Papers.
[Full Text][Citation analysis]		paper83
2017The shifting drivers of global liquidity.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2020The shifting drivers of global liquidity.(2020) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		article
2017The shifting drivers of global liquidity.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2017The Shifting Drivers of Global Liquidity.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2017CoCo issuance and bank fragility In: BIS Working Papers.
[Full Text][Citation analysis]		paper34
2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2020CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2018The dollar exchange rate as a global risk factor: evidence from investment In: BIS Working Papers.
[Full Text][Citation analysis]		paper75
2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment.(2019) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		article
2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
[Full Text][Citation analysis]		paper27
2019U.S. monetary policy and fluctuations of international bank lending.(2019) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2021Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics.(2021) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		chapter
2018Transmission of monetary policy through global banks: whose policy matters? In: BIS Working Papers.
[Full Text][Citation analysis]		paper27
2018Transmission of monetary policy through global banks: Whose policy matters?.(2018) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2018What drives local lending by global banks? In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
2017What drives local lending by global banks?.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2019What drives local lending by global banks?.(2019) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2018Gross capital flows by banks, corporates and sovereigns In: BIS Working Papers.
[Full Text][Citation analysis]		paper77
2020Gross Capital Flows by Banks, Corporates and Sovereigns.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2017Gross Capital Flows by Banks, Corporates and Sovereigns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2022Gross Capital Flows by Banks, Corporates, and Sovereigns.(2022) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		article
2018Gross capital flows by banks, corporates, and sovereigns.(2018) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		paper
2019Measuring contagion risk in international banking In: BIS Working Papers.
[Full Text][Citation analysis]		paper28
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2020Home sweet host: Prudential and monetary policy spillovers through global banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
2020Regulatory capital, market capital and risk taking in international bank lending In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2022Bank opacity - patterns and implications In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2021Home sweet host: A cross?country perspective on prudential and monetary policy spillovers through global banks In: Review of International Economics.
[Full Text][Citation analysis]		article1
2017Gross Capital Inflows to Banks, Corporates and Sovereigns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions In: Economic Modelling.
[Full Text][Citation analysis]		article0
2009Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017U.S. Monetary Policy as a Changing Driver of Global Liquidity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2017Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network In: International Journal of Central Banking.
[Full Text][Citation analysis]		article134
2019Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum* In: Review of Finance.
[Full Text][Citation analysis]		article5

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