Stefan Avdjiev : Citation Profile


Are you Stefan Avdjiev?

Bank for International Settlements (BIS)

21

H index

28

i10 index

1434

Citations

RESEARCH PRODUCTION:

31

Articles

39

Papers

2

Chapters

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 102
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 39 (2.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pav41
   Updated: 2024-07-05    RAS profile: 2024-05-06    
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Relations with other researchers


Works with:

Hardy, Bryan (4)

McGuire, Patrick (4)

Shin, Hyun Song (4)

von Peter, Goetz (3)

Aysun, Uluc (2)

Casanova, Catherine (2)

Servén, Luis (2)

Giudici, Paolo (2)

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

Is cited by:

Goldberg, Linda (34)

Temesvary, Judit (32)

Takats, Elod (32)

Bussiere, Matthieu (29)

McCauley, Robert (27)

Hills, Robert (26)

McGuire, Patrick (24)

Cerutti, Eugenio (24)

Krogstrup, Signe (23)

Reinhardt, Dennis (23)

Claessens, Stijn (22)

Cites to:

McGuire, Patrick (85)

Shin, Hyun Song (57)

McCauley, Robert (45)

BORIO, Claudio (42)

Goldberg, Linda (39)

Claessens, Stijn (37)

von Peter, Goetz (36)

Cerutti, Eugenio (31)

Milesi-Ferretti, Gian Maria (29)

Lane, Philip (26)

Gambacorta, Leonardo (24)

Main data


Where Stefan Avdjiev has published?


Journals with more than one article published# docs
BIS Quarterly Review9
Journal of International Money and Finance4
International Journal of Central Banking3
Financial Stability Review2

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 (2024 and 2023)


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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2023Does Income Inequality Affect Capital Flows? Evidence from Emerging Markets and Developing Economies. (2023). Toledo, Fernando ; Solla, Mariquena ; Montes-Rojas, Gabriel ; Carrera, Jorge. In: Working Papers. RePEc:aoz:wpaper:268.

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2023Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062.

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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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2023Unpacking international banks deposit funding. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309d.

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2024International finance through the lens of BIS statistics: residence vs nationality. (2024). von Peter, Goetz ; Zhu, Sonya ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403f.

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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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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2023On par: A Money View of stablecoins. (2023). Mehrling, Perry ; Aldasoro, Iaki ; Neilson, Idaniel H. In: BIS Working Papers. RePEc:bis:biswps:1146.

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2023Are there financial stability gains from international macroprudential policy coordination?. (2023). Zhang, Xiao ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:575-596.

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2024Macroprudential policy leakage: Evidence from shadow banking activities of Chinese enterprises. (2024). Ouyang, Alice Y ; Lin, Guiting. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:160-182.

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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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2024American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372.

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2023Pricing contingent convertibles with idiosyncratic risk. (2023). Yang, Zhaojun ; Zeng, Pingping ; Wang, Xiaolin. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:660-693.

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2024Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2024). buono, ines ; Corneli, Flavia ; di Stefano, Enrica. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:17-34.

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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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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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2023Liquidity and Exchange Rates: An Empirical Investigation. (2023). Yeung, Steve Pak ; Engel, Charles. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4z80w6cd.

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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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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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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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2023Dollar Trinity and the Global Financial Cycle. (2023). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2058.

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2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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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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2023Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

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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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2023Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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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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2023The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x.

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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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2024Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market. (2024). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000894.

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2023Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028.

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2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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2023Contingent capital conversion under dual asset and equity jump–diffusions. (2023). Nejadmalayeri, Ali ; Li, Wei Ping ; Javadi, Siamak. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003149.

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2023A new way of measuring effects of financial crisis on contagion in currency markets. (2023). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002806.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024The impact of fiscal rules on cross-border bank claims. (2024). Siwiska-Gorzelak, Joanna. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004969.

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2023Bail-in requirements and CoCo bond issuance. (2023). Neitzert, Florian ; Hertrampf, Patrick ; Kund, Arndt-Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007450.

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2023Financial openness and fintech credit. (2023). Borges, Jorge ; Phongsounthone, Somesanook ; Wahyono, Budi ; Rapih, Subroto. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005068.

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2023The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?. (2023). You, YU ; Yang, Zheng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323008152.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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2023Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001085.

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2023Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097.

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2023Bank risk-taking in emerging economies: Empirical evidence and theory. (2023). Pozo, Jorge. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000360.

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2023The rise in foreign currency bonds: The role of US monetary policy and capital controls. (2023). Merrouche, Ouarda ; Cordonier, Rachel ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001416.

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2023Sudden stops and reserve accumulation in the presence of international liquidity risk. (2023). Zessner-Spitzenberg, Leopold ; Lutz, Flora. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000156.

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2023Fickle emerging market flows, stable euros, and the dollar risk factor. (2023). Burger, John ; Boermans, Martijn A. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000168.

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2023The macro-financial effects of international bank lending on emerging markets. (2023). Aldasoro, Iñaki ; Mancini-Griffoli, Tommaso ; Grinberg, Federico ; Beltran, Paula. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000193.

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2023Bilateral international investments: The big sur?. (2023). von Peter, Goetz ; Schmukler, Sergio ; Broner, Fernando ; Didier, Tatiana. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000818.

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2023Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

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2023Global financial cycle and liquidity management. (2023). Sandri, Damiano ; Jeanne, Olivier. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000223.

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2023International capital flow pressures and global factors. (2023). Krogstrup, Signe ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000351.

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2023Do CoCos serve the goals of macroprudential supervisors or bank managers?. (2023). Golfari, Andrea ; Allen, Linda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312300029x.

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2023Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331.

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2023Cross-currency basis swap spreads and corporate dollar funding. (2023). Shapir, Offer Moshe ; Rosenboim, Mosi ; Galil, Koresh ; David-Pur, Lior. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000483.

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2023TLAC bonds and bank risk-taking. (2023). Suzuki, Katsushi ; Homma, Yasutake. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s104244312300063x.

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2023External Balance Sheets and the COVID-19 Crisis. (2023). Juvenal, Luciana ; Hale, Galina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001662.

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2023Currency carry trades and global funding risk. (2023). Suominen, Matti ; Nissinen, Juuso ; Filipe, Sara Ferreira. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000158.

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2023Quality is our asset: The international transmission of liquidity regulation. (2023). van Hombeeck, Carlos Eduardo ; Reinhardt, Dennis ; Sowerbutts, Rhiannon ; Reynolds, Stephen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001255.

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2023Banking across borders: Are Chinese banks different?. (2023). Casanova, Catherine ; Cerutti, Eugenio ; Pradhan, Swapan-Kumar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001267.

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2023Institutional investors, the dollar, and U.S. credit conditions. (2023). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:198-220.

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2023The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46.

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2023National development banks and loan contract terms: Evidence from syndicated loans. (2023). Yan, Jianye ; Xu, Jiajun ; Gong, DI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001668.

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2023Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence. (2023). Furceri, Davide ; Choi, Sangyup ; Ciminelli, Gabriele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200167x.

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2023Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396.

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2023Gross capital inflows, the U.S. economy, and the response of the Federal Reserve. (2023). Reed, Robert R ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001444.

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2023The countercyclical capital buffer and international bank lending: Evidence from Canada. (2023). Friedrich, Christian ; Chen, David Xiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001638.

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2023Original sin redux and deviations from covered interest parity. (2023). Zheng, Huanhuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001687.

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2023Foreign currency borrowing, balance sheet shocks, and real outcomes. (2023). Hardy, Bryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001705.

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2023International capital flows, liquidity risk, and monetary policy. (2023). Reed, Robert R ; Harrison, Andre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s016407042300040x.

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2023Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Bicchal, Motilal ; Mundra, Sruti. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087.

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2023Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269.

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2024Are prudent monetary and fiscal policy drivers of FDI inflows?. (2024). Tiberto, Bruno Pires ; de Mendona, Helder Ferreira. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000024.

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2023Exchange rate driven balance sheet effect and capital flows to emerging market economies. (2023). Kadirgan, Can. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:35-45.

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2023Cross border flows, financial intermediation and interactions of policy rules in a small open economy. (2023). Verma, Akhilesh ; Goyal, Ashima. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:369-393.

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2023Currency basis term structure, cross-border investment flow, and central bank currency swap agreement. (2023). Takeda, Sumihiro ; Koyama, Kentaro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:470-482.

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2023Analysis of the impact of global uncertainty on abnormal cross-border capital flows. (2023). Zhao, Xiuyi ; Xie, Jingxuan ; Deng, Chuang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:338-346.

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2023Debts and depth of recessions. (2023). Shin, Kwanho ; PARK, DONGHYUN ; Tian, Shu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:468-485.

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2024On the design of bail-in-able bonds from the perspective of non-financial firms. (2024). Zhou, Lei ; Dai, Tian-Shyr ; Liu, Liang-Chih. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1136-1155.

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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.
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article158
2016The dollar, bank leverage and the deviation from covered interest parity.(2016) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 158
paper
2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
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article28
2021INTERNATIONAL CREDIT TO EMERGING MARKET ECONOMIES DURING THE COVID-19 CRISIS In: Financial Stability Review.
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article0
2020Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market In: BIS Bulletins.
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paper32
2015Enhancements to the BIS international banking statistics In: IFC Bulletins chapters.
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chapter4
2015IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues In: IFC Reports.
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paper0
2012The euro area crisis and cross-border bank lending to emerging markets In: BIS Quarterly Review.
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article56
2013CoCos: a primer In: BIS Quarterly Review.
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article47
2014Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals In: BIS Quarterly Review.
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article22
2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
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article76
2015Enhanced data to analyse international banking In: BIS Quarterly Review.
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article22
2016The ECBs QE and euro cross-border bank lending In: BIS Quarterly Review.
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article6
2018Tracking the international footprints of global firms In: BIS Quarterly Review.
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article43
2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
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article5
2020International dimensions of EME corporate debt In: BIS Quarterly Review.
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article10
2022Financial openness and inequality In: BIS Working Papers.
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paper1
2010Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations In: BIS Working Papers.
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paper0
2011News driven business cycles and data on asset prices in estimated DSGE models In: BIS Working Papers.
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paper21
2016News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models.(2016) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 21
article
2012Rapid credit growth and international credit: Challenges for Asia In: BIS Working Papers.
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paper55
2012The Social Value of Policy Signals In: BIS Working Papers.
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paper3
2014Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model In: BIS Working Papers.
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paper18
2014Credit growth, monetary policy and economic activity in a three-regime TVAR model.(2014) In: Applied Economics.
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This paper has nother version. Agregated cites: 18
article
2015Breaking free of the triple coincidence in international finance In: BIS Working Papers.
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paper89
2016Breaking free of the triple coincidence in international finance.(2016) In: Economic Policy.
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This paper has nother version. Agregated cites: 89
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2016Monetary policy spillovers and currency networks in cross-border bank lending In: BIS Working Papers.
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paper16
2016International prudential policy spillovers: a global perspective In: BIS Working Papers.
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paper65
2017International Prudential Policy Spillovers: A Global Perspective.(2017) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 65
article
2017External debt composition and domestic credit cycles In: BIS Working Papers.
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paper20
2021External debt composition and domestic credit cycles.(2021) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 20
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2018External debt composition and domestic credit cycles.(2018) In: Working Papers.
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2017The shifting drivers of global liquidity In: BIS Working Papers.
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paper98
2017The shifting drivers of global liquidity.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 98
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2020The shifting drivers of global liquidity.(2020) In: Journal of International Economics.
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2017The shifting drivers of global liquidity.(2017) In: Staff Reports.
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2017The Shifting Drivers of Global Liquidity.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 98
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2017CoCo issuance and bank fragility In: BIS Working Papers.
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paper40
2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 40
paper
2020CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 40
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2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 40
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2018The dollar exchange rate as a global risk factor: evidence from investment In: BIS Working Papers.
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paper90
2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment.(2019) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 90
article
2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
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paper31
2023U.S. Monetary Policy and Fluctuations of International Bank Lending.(2023) In: Santa Cruz Department of Economics, Working Paper Series.
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This paper has nother version. Agregated cites: 31
paper
2019U.S. monetary policy and fluctuations of international bank lending.(2019) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 31
article
2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 31
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2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics In: BIS Working Papers.
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paper4
2021Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics.(2021) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 4
chapter
2018Transmission of monetary policy through global banks: whose policy matters? In: BIS Working Papers.
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paper29
2018Transmission of monetary policy through global banks: Whose policy matters?.(2018) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 29
article
2018What drives local lending by global banks? In: BIS Working Papers.
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paper11
2017What drives local lending by global banks?.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2019What drives local lending by global banks?.(2019) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 11
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2018Gross capital flows by banks, corporates and sovereigns In: BIS Working Papers.
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paper90
2020Gross Capital Flows by Banks, Corporates and Sovereigns.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 90
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2017Gross Capital Flows by Banks, Corporates and Sovereigns.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 90
paper
2022Gross Capital Flows by Banks, Corporates, and Sovereigns.(2022) In: Journal of the European Economic Association.
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This paper has nother version. Agregated cites: 90
article
2018Gross capital flows by banks, corporates, and sovereigns.(2018) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 90
paper
2019Measuring contagion risk in international banking In: BIS Working Papers.
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paper33
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 33
article
2020Home sweet host: Prudential and monetary policy spillovers through global banks In: BIS Working Papers.
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paper12
2020Regulatory capital, market capital and risk taking in international bank lending In: BIS Working Papers.
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paper4
2022Bank opacity - patterns and implications In: BIS Working Papers.
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paper0
2021Home sweet host: A cross?country perspective on prudential and monetary policy spillovers through global banks In: Review of International Economics.
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article2
2017Gross Capital Inflows to Banks, Corporates and Sovereigns In: CEPR Discussion Papers.
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paper41
2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions In: Economic Modelling.
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article0
2009Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment In: Finance Research Letters.
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article1
2017U.S. Monetary Policy as a Changing Driver of Global Liquidity In: Liberty Street Economics.
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paper0
2017Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network In: International Journal of Central Banking.
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article146
2023Global and Domestic Financial Cycles: Variations on a Theme In: International Journal of Central Banking.
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article0
2019Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum* In: Review of Finance.
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article5

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