Stefan Avdjiev : Citation Profile

Bank for International Settlements (BIS)

22

H index

29

i10 index

1718

Citations

RESEARCH PRODUCTION:

35

Articles

48

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2009 - 2026). See details.
   Cites by year: 101
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 42 (2.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pav41
   Updated: 2026-08-29    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Gambacorta, Leonardo (6)

Hardy, Bryan (5)

Goldberg, Linda (3)

Burger, John (3)

Schiaffi, Stefano (3)

von Peter, Goetz (2)

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

Is cited by:

Takats, Elod (44)

Temesvary, Judit (44)

Goldberg, Linda (40)

McGuire, Patrick (31)

Bussiere, Matthieu (30)

McCauley, Robert (27)

Hills, Robert (26)

Tille, Cédric (26)

Cerutti, Eugenio (25)

Reinhardt, Dennis (23)

Hardy, Bryan (23)

Cites to:

McGuire, Patrick (91)

Shin, Hyun Song (70)

McCauley, Robert (50)

Goldberg, Linda (45)

BORIO, Claudio (44)

von Peter, Goetz (43)

Claessens, Stijn (40)

Lane, Philip (39)

Cerutti, Eugenio (32)

Gambacorta, Leonardo (29)

Milesi-Ferretti, Gian Maria (29)

Main data

Where Stefan Avdjiev has published?

Journals with more than one article published# docs
BIS Quarterly Review10
Journal of International Money and Finance6
International Journal of Central Banking3
Journal of International Economics2
Financial Stability Review2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements26
CEPR Discussion Papers / Centre for Economic Policy Research5
NBER Working Papers / National Bureau of Economic Research, Inc4
Liberty Street Economics / Federal Reserve Bank of New York2
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Stefan Avdjiev (2026 and 2025)

YearTitle of citing document
2025Global Banks Spillovers to Emerging Markets: Macro to Micro Transmission. (2025). Camara, Santiago ; Arnabal, Luis Rodrigo ; Dassatti, Cecilia. In: Papers. RePEc:arx:papers:2512.01132.

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2026When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers. (2026). Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2605.30442.

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2026A Multiplex Network Hawkes Model for Systemic Risk Measurement. (2026). Griffin, Jim E ; Zelvyte, Mante. In: Papers. RePEc:arx:papers:2606.15755.

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2026Monetary Policy and Taylor Reaction Functions: Business Cycles, Central Bank Governance and Central Bankers’ Preferences. (2026). Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26270.

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2025The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Working Papers. RePEc:bca:bocawp:25-9.

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2026Macroeconomic shocks and the term premium in the US. (2026). Rossi, Luca ; Venditti, Fabrizio ; Pallara, Kevin. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1520_26.

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2025Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503.

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2025International footprint of global firms: residence and nationality perspectives on maritime shipments. (2025). Si, Leanne ; Shin, Hyun Song ; Qiu, Han. In: BIS Bulletins. RePEc:bis:bisblt:118.

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2026Note on the role of non-residents in the Chilean foreign exchange market. (2026). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:171-04.

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2026International capital flow dynamics in Singapore. (2026). Of, Monetary Authority. In: BIS Papers chapters. RePEc:bis:bisbpc:171-18.

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2026Dollarisation waves: new evidence from a comprehensive international bond database. (2026). Pradhan, Swapan-Kumar ; Temesvary, Judit ; Prasad, Eswar ; Takts, Eld. In: BIS Papers. RePEc:bis:bisbps:165.

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2026New data: digging into the net-inflow analysis with the rest of the world. (2026). Amado, Goncalo. In: IFC Bulletins chapters. RePEc:bis:bisifc:66-35.

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2025Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e.

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2025International finance through the lens of BIS statistics: the international dimensions of credit. (2025). Ehlers, Torsten ; Hardy, Bryan ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503f.

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2025Global FX markets when hedging takes centre stage. (2025). Huang, Wenqian ; Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512b.

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2026International finance through the lens of BIS statistics: offshore activity. (2026). Hardy, Bryan ; Aldasoro, Iñaki ; Wooldridge, Philip ; von Peter, Goetz. In: BIS Quarterly Review. RePEc:bis:bisqtr:2603f.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2024Which exchange rate matters to global investors?. (2024). von Peter, Goetz ; Shin, Hyun Song ; Jansen, Kristy. In: BIS Working Papers. RePEc:bis:biswps:1210.

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2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

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2025Exchange Rate Effects on Firm Performance: A NICER Approach. (2025). Rungcharoenkitkul, Phurichai ; Nookhwun, Nuwat ; Pattararangrong, Jettawat. In: BIS Working Papers. RePEc:bis:biswps:1266.

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2025FX debt and optimal exchange rate hedging. (2025). Hardy, Bryan ; Caballero, Julian ; Alfaro, Laura. In: BIS Working Papers. RePEc:bis:biswps:1303.

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2026Dollar funding and housing markets: the role of non-US global banks. (2026). Ehlers, Torsten ; Raabe, Alexander ; Hoffmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1332.

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2026Global banking and geopolitics through time. (2026). Mehl, Arnaud ; McQuade, Peter ; von Peter, Goetz ; Pradhan, Swapan-Kumar ; Kuitunen, Laura ; Emter, Lorenz. In: BIS Working Papers. RePEc:bis:biswps:1338.

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2026Stablecoin flows and spillovers to FX markets. (2026). Aldasoro, Iñaki ; Grinberg, Federico ; Beltrn, Paula. In: BIS Working Papers. RePEc:bis:biswps:1340.

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2026Developmental or Liberal? How Japan and South Korea Diffuse Hybrid Financial Market Norms. (2026). Katada, Saori N ; Lee, Yaechan. In: Development and Change. RePEc:bla:devchg:v:57:y:2026:i:4:p:789-811.

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2025International evidence on the cost channel of monetary policy. (2025). Pagliacci, Carolina ; della Chang, Juichuan ; Jansen, Dennis W. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:4:p:1127-1146.

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2025A Note on the Use of Syndicated Loan Data. (2025). Tonzer, Lena ; Mueller, Isabella ; Noth, Felix. In: International Finance. RePEc:bla:intfin:v:28:y:2025:i:3:p:180-191.

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2025The global financial cycle and capital flows: Taking stock. (2025). Scheubel, Beatrice ; Stracca, Livio ; Tille, Cdric. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:39:y:2025:i:3:p:779-805.

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2024The Term Structure of Covered Interest Rate Parity Violations. (2024). Song, Dongho ; Chernov, Mikhail ; Schmid, Lukas ; Augustin, Patrick. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2077-2114.

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2024Treasury Bill Shortages and the Pricing of Short‐Term Assets. (2024). Vandeweyer, Quentin ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4083-4141.

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2024Do Professional Forecasters Follow Uncovered Interest Rate Parity?. (2024). Bürgi, Constantin ; Brgi, Constantin ; Song, Mengdi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11338.

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2025The $4 trillion question: what is the impact of prudential regulation?. (2025). Devie, Jules ; Kammourieh, Sima. In: FDL Policy Notes. RePEc:cpm:notfdl:2510.

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2026Capital Flows and the Global Collateral Cycle. (2026). Geanakoplos, John ; Fostel, Ana ; Phelan, Gregory. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2521.

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2026Cross-border banking, intragroup exposures and risk-taking. (2026). Vlahu, Razvan ; Cuijpers, Eric. In: Working Papers. RePEc:dnb:dnbwpp:854.

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2025The Effects of Monetary Policy on Cross-Border Banking between China and Hong Kong. (2025). Garlanda-Longueville, Lorenzo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-16.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2026Bond funds’ risk taking and monetary policy. (2026). Anyfantaki, Sofia ; Malliaropulos, Dimitris ; Giannakidis, Haris ; Petroulakis, Filippos ; Migiakis, Petros. In: Working Paper Series. RePEc:ecb:ecbwps:20263196.

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2025The impact of the global financial cycle on Chinas cross-border capital flows. (2025). Wang, Hao ; Fan, Lifu ; Huang, Yang ; He, Xuan. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000367.

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2025Soft going-concern capital buffer? CoCo non-calls and revealed bank distress. (2025). Huang, Dongxia ; Fu, Qilong ; Deng, Kaihua. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000707.

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2025Multidimensional risk connectedness among global systemically important financial institutions: A multilayer spillover network analysis. (2025). Tian, Sihua ; Lu, Shuai ; Li, Shaofang ; Chen, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:529-556.

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2025Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719.

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2025Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe. (2025). Vashold, Lukas. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001683.

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2025Network volatility, contagion, and two-pillar policies: Insights from Chinese financial sector data. (2025). Zhang, Xiaoyuan ; You, Hang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000890.

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2025Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach. (2025). Kim, Young-Sung ; Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001433.

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2025Global public goods, fiscal policy coordination, and welfare in the world economy. (2025). Agénor, Pierre-Richard ; Agnor, Pierre-Richard ; Pereira, Luiz A. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002435.

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2025Housing and consumption volatility: the role of rental price rigidity. (2025). Shin, Wonmun. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125002016.

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2026The asymmetric effects of commodity price shocks in emerging economies. (2026). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Herrera, Vicente. In: European Economic Review. RePEc:eee:eecrev:v:183:y:2026:i:c:s0014292125002697.

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2025Systemic risk between banks and firms in dual-layer dynamic networks. (2025). Qian, Shuitu ; You, Hang ; Zhang, Xiaoyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000251.

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2025The impact of currency depreciation and foreign exchange positions on bank lending: Evidence from an emerging market. (2025). Bagsic, Cristeta ; Bayangos, Veronica ; Moreno, Ramon ; Parcon-Santos, Hazel. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000287.

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2025Optimal conversion ratio of contingent capital under issuance constraints. (2025). Zhang, Sijia ; Xia, Xin ; Gan, Liu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500050x.

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2026Gaussian Mixture systemic risk measures in international equity markets. (2026). Ik, Sung. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521926000219.

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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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2024Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405.

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2025Risk contagion of net international short-term capital flows: A volatility spillover network perspective. (2025). Tan, Jianwei ; Luo, Hang. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325009882.

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2024Shifts in global credit and corporate access to finance. (2024). Bose, Udichibarna ; Banti, Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000127.

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2025Does digital transformation enhance bank soundness? Evidence from Chinese commercial banks. (2025). Wei, Tao ; Wang, Aiping ; Hu, Haifeng. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000038.

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2025Dissecting capital flows: Do capital controls shield against foreign shocks?. (2025). Kwak, Kyongjun ; Granados, Camilo. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000622.

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2025Negative rates, monetary policy transmission and cross-border lending via international financial centers. (2025). Meunier, Baptiste ; Lloyd, Simon ; Everett, Mary ; Froemel, Maren ; Ho, Kelvin ; Pedrono, Justine ; Wong, Eric ; Andreeva, Desislava ; Ochowski, Dawid ; Coman, Andra. In: Journal of Financial Stability. RePEc:eee:finsta:v:81:y:2025:i:c:s1572308925001032.

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2024The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage. (2024). Nathan, Daniel ; ben Zeev, Nadav. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001119.

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2024Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193.

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2025US monetary policy spillovers to emerging markets: The role of trade credit. (2025). London, Mélina ; Silvestrini, Mava. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000200.

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2025Global banking and macroeconomic stability. Liquidity, control, and monitoring. (2025). Minetti, Raoul ; De Haas, Ralph ; Beqiraj, Elton ; Cao, Qingqing. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000339.

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2025Do investor differences impact monetary policy spillovers to emerging markets?. (2025). Zhou, Haonan ; Faia, Ester ; Lewis, Karen K. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s002219962500056x.

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2025Reprint of: Global banking and macroeconomic stability. Liquidity, control, and monitoring. (2025). Minetti, Raoul ; De Haas, Ralph ; Cao, Qingqing ; Beqiraj, Elton. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s002219962500090x.

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2025Commodity prices and the US dollar. (2025). Rees, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000704.

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2025The bank-lending channel of macroprudential policy: Evidence from cross-border bank flows. (2025). Fabiani, Josefina ; Neanidis, Kyriakos C. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000923.

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2025Global spillovers from multi-dimensional US monetary policy. (2025). Jarociński, Marek ; Georgiadis, Georgios ; Jarociski, Marek. In: Journal of International Economics. RePEc:eee:inecon:v:158:y:2025:i:c:s0022199625001266.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2025Currency exposure and economic growth: Friend or foe?. (2025). Venkatesh, Hari ; Hiremath, Gourishankar S. In: International Economics. RePEc:eee:inteco:v:183:y:2025:i:c:s2110701725000356.

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2025The role of US bank liquidity and regulations in Covered Interest Parity deviations. (2025). Winkelried, Diego ; Terrones, Marco ; Ortiz, Marco ; Bazn-Palomino, Walter. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000630.

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2025Financial sector development and intra-African trade. (2025). KOUADIO, Hugues ; Gakpa, Lewis ; Soumar, Issouf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000666.

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2025Functional distance and US global banks’ foreign branch lending. (2025). Vanwalleghem, Dieter ; Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000708.

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2025Speculative-Grade sovereign rating Cycles: Sovereign debt Defaults, restructurings and resolution. (2025). Sousa, Ricardo ; Castro, Vtor ; Agnello, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000873.

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2025The effects of structural reforms on gross capital inflows in OECD countries. (2025). Tagkalakis, Athanasios ; Mavrogiannis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125001118.

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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2025Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525.

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2025Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125.

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2025Macroprudential policy spillovers in international banking groups. Beggar-thy-neighbour and the role of internal capital markets. (2025). Marques, Aurea Ponte ; Martn, Diego Vila ; Salleo, Carmelo ; Cappelletti, Giuseppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002632.

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2025Foreign bank lending during COVID-19. (2025). cilasun, seyit ; Hacihasanolu, Yavuz Selim ; Yarba, Ibrahim ; Akgndz, Yusuf Emre ; Dursun-De, Zlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001086.

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2025Financial development and the effectiveness of macroprudential and capital flow management measures. (2025). SHIM, ILHYOCK ; Baskaya, Yusuf ; Turner, Philip ; Bakaya, Yusuf Soner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001244.

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2025Global macro-financial cycles and spillovers. (2025). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001323.

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2025Understanding the strength of the dollar. (2025). Jiang, Zhengyang ; Richmond, Robert J ; Zhang, Tony. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000601.

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2025Global volatility and firm-level capital flows. (2025). Kacperczyk, Marcin ; Wang, Tianyu ; Nosal, Jaromir. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000868.

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2025The trade imbalance network and currency returns. (2025). Hou, Ai Jun ; Sarno, Lucio ; Ye, Xiaoxia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001205.

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2025Understanding the use of unconventional monetary policy for portfolio decarbonisation in Europe. (2025). Corbet, Shaen ; Muiz, Jos Antonio ; Larkin, Charles. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002183.

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2025U.S. monetary policy and portfolio spillover effects: The role of global production network. (2025). Ying, Jiezhou ; Qi, Tong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002420.

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2025The development of local currency bond markets and uncovered interest rate parity. (2025). Park, Cyn-Young ; Shin, Kwanho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000452.

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2025Debt specialization and diversification: International evidence. (2025). Hrdahl, Peter ; Duffee, Gregory R. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s026156062500124x.

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2025U.S. monetary policy shock spillovers: evidence from firm-level data. (2025). Furceri, Davide ; Firat, Melih ; Verrier, Jeanne ; Arbatli-Saxegaard, Elif. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001378.

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2025Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2025). di Casola, Paola ; Habib, Maurizio Michael ; Tercero-Lucas, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001408.

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2025Risk-on/risk-off: Measuring shifts in investor risk bearing capacity. (2025). Dilts Stedman, Karlye ; Chari, Anusha ; Lundblad, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001731.

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2025Managing capital inflows in a partially dollarized economy: The role of reserve requirements. (2025). Nuguer, Victoria ; Andreasen, Eugenia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001755.

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2026What happens to emerging market economies when US yields go up?. (2026). Caballero, Julian ; Upper, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001779.

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2026Exchange rate, foreign currency debt and firm-level investment. (2026). Wang, Yaqi ; Hong, Shengjie ; Du, Qingyuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002104.

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2026The dollar squeeze and economic growth. (2026). Long, Xin ; Lim, Jamus Jerome. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:87:y:2026:i:c:s0164070426000030.

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2025Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies. (2025). Wang, Mengjiao ; Liu, Jianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000443.

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2024Estimating the Fed’s unconventional policy shocks. (2024). Jarociński, Marek ; Jarociski, Marek. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000011.

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2024Global risk and the dollar. (2024). Müller, Gernot ; Georgiadis, Georgios ; Muller, Gernot J ; Schumann, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2025Hedge funds and the Treasury cash-futures basis trade. (2025). Kahn, Robert ; Barth, Daniel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:155:y:2025:i:c:s0304393225000947.

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2024External debt currency denomination and the currency composition of foreign exchange reserves. (2024). Qian, Xingwang ; Zhu, Wenyu ; Lu, Dong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001896.

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2025Predicting abnormal capital flow episodes with machine learning methods. (2025). Chen, Yang ; Yan, Ruolan ; Wang, BO. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:103:y:2025:i:c:s1062976925000675.

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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]		article202
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: 202		paper
2025The risk sensitivity of global liquidity flows: heterogeneity, evolution and drivers In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2025The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers.(2025) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution and Drivers.(2025) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2026The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers.(2026) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 0		article
2025The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers.(2025) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution and Drivers.(2025) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2012Sovereign creditworthiness and financial stability:an international perspective. In: Financial Stability Review.
[Full Text][Citation analysis]		article29
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]		paper34
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]		article56
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]		article25
2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article81
2015Enhanced data to analyse international banking In: BIS Quarterly Review.
[Full Text][Citation analysis]		article27
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]		article46
2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article7
2020International dimensions of EME corporate debt In: BIS Quarterly Review.
[Full Text][Citation analysis]		article14
2025International finance through the lens of BIS statistics: derivatives markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article3
2022Financial openness and inequality In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2024New spare tires: local currency credit as a global shock absorber In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2024New spare tires: local currency credit as a global shock absorber.(2024) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2025New spare tires: local currency credit as a global shock absorber.(2025) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2026The evolving nexus: sovereigns, banks and NBFIs 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 nother 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]		paper3
2014Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model In: BIS Working Papers.
[Full Text][Citation analysis]		paper20
2014Credit growth, monetary policy and economic activity in a three-regime TVAR model.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2015Breaking free of the triple coincidence in international finance In: BIS Working Papers.
[Full Text][Citation analysis]		paper100
2016Breaking free of the triple coincidence in international finance.(2016) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		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]		paper71
2017International Prudential Policy Spillovers: A Global Perspective.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		article
2017External debt composition and domestic credit cycles In: BIS Working Papers.
[Full Text][Citation analysis]		paper22
2021External debt composition and domestic credit cycles.(2021) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2018External debt composition and domestic credit cycles.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2017The shifting drivers of global liquidity In: BIS Working Papers.
[Full Text][Citation analysis]		paper132
2017The shifting drivers of global liquidity.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2020The shifting drivers of global liquidity.(2020) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		article
2017The shifting drivers of global liquidity.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2017The Shifting Drivers of Global Liquidity.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2017CoCo issuance and bank fragility In: BIS Working Papers.
[Full Text][Citation analysis]		paper52
2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2020CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2018The dollar exchange rate as a global risk factor: evidence from investment In: BIS Working Papers.
[Full Text][Citation analysis]		paper126
2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment.(2019) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		article
2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
[Full Text][Citation analysis]		paper38
2023U.S. Monetary Policy and Fluctuations of International Bank Lending.(2023) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
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 nother version. Agregated cites: 38		article
2018U.S. Monetary Policy and Fluctuations of International Bank Lending.(2018) In: Working Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
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 nother version. Agregated cites: 7		chapter
2018Transmission of monetary policy through global banks: whose policy matters? In: BIS Working Papers.
[Full Text][Citation analysis]		paper37
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 nother version. Agregated cites: 37		article
2018What drives local lending by global banks? In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2017What drives local lending by global banks?.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019What drives local lending by global banks?.(2019) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2018Gross capital flows by banks, corporates and sovereigns In: BIS Working Papers.
[Full Text][Citation analysis]		paper122
2020Gross Capital Flows by Banks, Corporates and Sovereigns.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2017Gross Capital Flows by Banks, Corporates and Sovereigns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		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: 122		article
2018Gross capital flows by banks, corporates, and sovereigns.(2018) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2019Measuring contagion risk in international banking In: BIS Working Papers.
[Full Text][Citation analysis]		paper43
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2020Home sweet host: Prudential and monetary policy spillovers through global banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2020Regulatory capital, market capital and risk taking in international bank lending In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
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]		article3
2017Gross Capital Inflows to Banks, Corporates and Sovereigns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions In: Economic Modelling.
[Full Text][Citation analysis]		article5
2009Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2025Banks’ market capital and the international risk taking channel of US monetary policy In: Journal of International Economics.
[Full Text][Citation analysis]		article0
2025Financial Intermediaries and the Changing Risk Sensitivity of Global Liquidity Flows In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
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]		article165
2023Global and Domestic Financial Cycles: Variations on a Theme In: International Journal of Central Banking.
[Full Text][Citation analysis]		article4
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]		article13

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