Stefan Avdjiev : Citation Profile

Bank for International Settlements (BIS)

21

H index

29

i10 index

1565

Citations

RESEARCH PRODUCTION:

31

Articles

41

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 97
   Journals where Stefan Avdjiev has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 39 (2.43 %)

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   Permalink: http://citec.repec.org/pav41
   Updated: 2025-05-10    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Hardy, Bryan (5)

McGuire, Patrick (4)

von Peter, Goetz (3)

Goldberg, Linda (2)

Gambacorta, Leonardo (2)

Servén, Luis (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 (42)

Goldberg, Linda (40)

Bussiere, Matthieu (30)

McGuire, Patrick (28)

McCauley, Robert (27)

Hills, Robert (26)

Cerutti, Eugenio (25)

Tille, Cédric (23)

Krogstrup, Signe (23)

Reinhardt, Dennis (23)

Cites to:

McGuire, Patrick (87)

Shin, Hyun Song (60)

McCauley, Robert (47)

BORIO, Claudio (42)

Goldberg, Linda (39)

von Peter, Goetz (39)

Claessens, Stijn (39)

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 Settlements24
NBER Working Papers / National Bureau of Economic Research, Inc4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Stefan Avdjiev (2025 and 2024)

YearTitle of citing document
2024The Asymmetric Effects of Commodity Price Shocks in Emerging Economies. (2024). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Herrera, Vicente. In: Working Papers. RePEc:aoz:wpaper:311.

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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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2024Understanding the Drivers of Bank Lending of the Banking Sector in the Central African Economic and Monetary Community (CEMAC) Zone. (2024). Muffee, Visemih William ; Emmanuel, Nwahanye ; Sumelong, Nnane Eric. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:7:p:2044-2057.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2024Keeping the momentum: how finance can continue to support growth in EMEs. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan Niladri. In: BIS Papers chapters. RePEc:bis:bisbpc:148-01.

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

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2024The US dollar and capital flows to EMEs. (2024). SHIM, ILHYOCK ; Gelos, R. Gaston ; Patelli, Pietro. In: BIS Quarterly Review. RePEc:bis:bisqtr:2409d.

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2024International finance through the lens of BIS statistics: bank exposures and country risk. (2024). von Peter, Goetz ; McGuire, Patrick ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2409e.

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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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2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

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2024The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191.

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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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2024Chinese Banks and their EMDE Borrowers: Have Their Relationships Changed in Times of Geoeconomic Fragmentation. (2024). Casanova, Catherine ; Cerutti, Eugenio ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1213.

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2024How does fiscal policy affect the transmission of monetary policy into cross-border bank lending? Cross-country evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1226.

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2024Whither inflation targeting as a global monetary standard?. (2024). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:1230.

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

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

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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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2024Is Ireland the most intangible intensive economy in Europe? A growth accounting perspective. (2024). Varthalitis, Petros ; McQuinn, Kieran ; Kostarakos, Ilias. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:2:p:370-394.

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2024Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18.

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2024The Relationship Between the German Current Account and Financial Account: Evidence from the Toda-Yamamoto Causality Approach. (2024). Taiki, Murai. In: The Economists' Voice. RePEc:bpj:evoice:v:21:y:2024:i:1:p:65-96:n:1011.

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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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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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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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2024Intangible assets of multinational enterprises in Ireland and their impact on euro area activity. (2024). Schmitz, Martin ; Emter, Lorenz ; Byrne, Stephen ; Zorell, Nico ; Andersson, Malin ; Zwick, Christoph ; Pardo, Belen Gonzalez ; Jarvis, Valerie ; Blatnik, Nina. In: Occasional Paper Series. RePEc:ecb:ecbops:2024350.

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2024The geography of capital allocation in the euro area. (2024). Maggiori, Matteo ; Lewis, Angus ; Schreger, Jesse ; Coppola, Antonio ; Schmitz, Martin ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20243007.

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2024Investigating Factors Affecting Renewable and Nonrenewable Electricity Generation in Iran. (2024). Razmi, Seyedeh Fatemeh ; Korani, Amirmohammad Esmaeili ; Javad, Seyed Mohamad ; Ghodratnama, Mahboubeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-11.

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

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2024Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130.

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2024The value added of short-cycle higher education programs to student outcomes: Evidence from Colombia. (2024). Melguizo, Tatiana ; Ferreyra, Maria Marta ; Dinarte-Diaz, Lelys ; Sanchez-Diaz, Angelica. In: Economics of Education Review. RePEc:eee:ecoedu:v:101:y:2024:i:c:s0272775724000578.

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

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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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). Siwinska-Gorzelak, Joanna ; Siwiska-Gorzelak, Joanna. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004969.

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

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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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2024Sectoral capital flows and income inequality. (2024). Dash, Pradyumna ; Kumar, Ankit. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400655x.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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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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2024Sudden yield reversals and financial intermediation in emerging markets. (2024). Sarmiento, Miguel. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308922000729.

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2024Nonbank lenders as global shock absorbers: Evidence from US monetary policy spillovers. (2024). Peydro, Jose-Luis ; Elliott, David ; Meisenzahl, Ralf R. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000321.

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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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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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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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2024Global banks and the picking order in internal capital markets: Do locational activity patterns matter?. (2024). Davino, Carmela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001495.

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2024Bank ownership around the world. (2024). Panizza, Ugo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001699.

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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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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2024The cross-border effects of bank capital regulation. (2024). Malherbe, Frederic ; Bahaj, Saleem. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001351.

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2024Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2024Exposure to Dollar, financial Openness, and the heterogeneous impact of US monetary spillover. (2024). Chia, Wai Mun ; Tan, Sook Rei ; Liu, Jingting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000573.

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2024The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000937.

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2024Inflation targeting and capital flows: A tale of two cycles in developing countries. (2024). Rodriguez, Cesar ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001086.

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2024Inflation and income inequality in an open-economy growth model with liquidity constraints on R&D. (2024). Zheng, Zhijie ; Yang, Yibai ; Hu, Ruiyang ; Wang, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001141.

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2024Exchange rate in emerging markets: Shock absorber or source of shock?. (2024). Nookhwun, Nuwat ; Manopimoke, Pym ; Pattararangrong, Jettawat. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001359.

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2024Do FX interventions lead to higher FX debt? Evidence from firm-level data. (2024). Mano, Rui ; Kim, Minsuk ; Mrkaic, Mico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001475.

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2024What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows. (2024). Wang, Xichen ; Duan, Xiaomei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001529.

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2024Heterogeneity in exchange rate pass-through to import prices in Thailand: Evidence from micro data. (2024). Nookhwun, Nuwat ; Pattararangrong, Jettawat ; Manopimoke, Pym ; Apaitan, Tosapol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001839.

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2024Who gets the flow? Financial globalisation and wealth inequality. (2024). Arrigoni, Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000338.

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2024Are prudent monetary and fiscal policy drivers of FDI inflows?. (2024). Tiberto, Bruno ; de Mendonça, Helder ; 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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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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2024Cross-border regulatory spillovers and macroprudential policy coordination. (2024). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Jackson, Timothy P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000357.

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2024A research program on monetary policy for Europe. (2024). Rey, Helene ; Gürkaynak, Refet ; Gorodnichenko, Yuriy ; Bussiere, Matthieu ; Altavilla, Carlo ; Gurkaynak, Refet S ; Gali, Jordi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224001260.

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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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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024Don’t blame the government!? An assessment of debt forecast errors with a view to the EU Economic Governance Review. (2024). Prammer, Doris ; Bachleitner, Alena. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000260.

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2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

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

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2024Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?. (2024). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:168-176.

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2024Bail-ins and market discipline: Evidence from China. (2024). Gong, Di ; Li, Shanshan ; Lu, Liping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:51-68.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2025Carry trade behavior by non-US banks. (2025). Suzuki, Katsushi ; Homma, Yasutake. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004112.

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2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

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2024Trade Uncertainty and U.S. Bank Lending. (2024). Minoiu, Camelia ; Goldberg, Linda ; di Giovanni, Julian ; Correa, Ricardo. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99199.

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2025Global Macro-Financial Cycles and Spillovers. (2025). Otrok, Christopher ; Ha, Jongrim ; Prasad, Eswar S ; Kose, Ayhan M. In: Working Papers. RePEc:fip:feddwp:99897.

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2024Optimal Design of Contingent Capital. (2024). Melin, Lionel ; Panjwani, Ahyan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-51.

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2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

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2025Geopolitics Meets Monetary Policy: Decoding Their Impact on Cross-Border Bank Lending. (2025). Temesvary, Judit ; Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1403.

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2024Risk-on/Risk-off: Measuring Shifts in Investor Sentiment. (2024). Chari, Anusha ; Lundblad, Christian T ; Stedman, Karlye Dilts. In: Research Working Paper. RePEc:fip:fedkrw:99293.

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2025The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Reports. RePEc:fip:fednsr:99645.

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2024Yield Factors of Additional Tier 1 Bonds. (2024). Makushkin, Mikhail S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240503:p:43-59.

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2024The “Butterfly Effect” of Volatility in Net International Capital Flows: An Analysis of Co-Movement Characteristics and Influencing Factors. (2024). Tan, Jianwei ; Luo, Hang. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:17:p:7302-:d:1463663.

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2024International investment income: patterns, drivers, and heterogeneous sensitivities. (2024). Tille, Cédric ; Donato, Giovanni. In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2024.

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2024Domestic Credit Growth Analysis using ARIMA Technique: A Case Study of Kenya. (2024). Njenga, John K. In: Post-Print. RePEc:hal:journl:hal-04542996.

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2024How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone. (2024). Brana, Sophie ; Vaubourg, Anne-Gal ; de Comres, Quentin Bro. In: Post-Print. RePEc:hal:journl:hal-04986898.

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2024The Role of International Reserves and FDI in Offsetting External Debt Risk. (2024). Battaglia, Juan Jose. In: Working Papers REM. RePEc:ise:remwps:wp03552024.

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2024The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Boni, Pascal ; Zimmermann, Heinz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00443-0.

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2024Is There a Pervasive World Real Credit Cycle?. (2024). Martins, Rodrigo ; Cerqueira, Pedro ; Castro, Vitor. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:1:d:10.1007_s11079-023-09719-4.

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2025Extreme Capital Flow Episodes From the Global Financial Crisis to COVID-19: An Exploration With Monthly Data. (2025). Crescenzio, Annamaria ; Lepers, Etienne. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-023-09745-2.

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2025Financial decision making under optimal control and Markov switching double exponential jump process. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09208-5.

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2024Global Liquidity: Drivers, Volatility and Toolkits. (2024). Goldberg, Linda. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00208-9.

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2024Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect. (2024). Zhou, Haonan ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00222-x.

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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]		article177
2016The dollar, bank leverage and the deviation from covered interest parity.(2016) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177		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]		paper33
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]		article24
2014Non-financial corporations from emerging market economies and capital flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article78
2015Enhanced data to analyse international banking In: BIS Quarterly Review.
[Full Text][Citation analysis]		article26
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]		article44
2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article6
2020International dimensions of EME corporate debt In: BIS Quarterly Review.
[Full Text][Citation analysis]		article14
2022Financial openness and inequality In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2024New spare tires: local currency credit as a global shock absorber In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
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]		paper95
2016Breaking free of the triple coincidence in international finance.(2016) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		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]		paper67
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: 67		article
2017External debt composition and domestic credit cycles In: BIS Working Papers.
[Full Text][Citation analysis]		paper20
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: 20		article
2018External debt composition and domestic credit cycles.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017The shifting drivers of global liquidity In: BIS Working Papers.
[Full Text][Citation analysis]		paper116
2017The shifting drivers of global liquidity.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2020The shifting drivers of global liquidity.(2020) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2017The shifting drivers of global liquidity.(2017) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2017The Shifting Drivers of Global Liquidity.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2017CoCo issuance and bank fragility In: BIS Working Papers.
[Full Text][Citation analysis]		paper48
2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2020CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2018The dollar exchange rate as a global risk factor: evidence from investment In: BIS Working Papers.
[Full Text][Citation analysis]		paper103
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: 103		article
2018US monetary policy and fluctuations of international bank lending In: BIS Working Papers.
[Full Text][Citation analysis]		paper34
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: 34		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: 34		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: 34		paper
2018Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
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: 5		chapter
2018Transmission of monetary policy through global banks: whose policy matters? In: BIS Working Papers.
[Full Text][Citation analysis]		paper33
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: 33		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 nother 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 nother version. Agregated cites: 11		article
2018Gross capital flows by banks, corporates and sovereigns In: BIS Working Papers.
[Full Text][Citation analysis]		paper103
2020Gross Capital Flows by Banks, Corporates and Sovereigns.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		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: 103		paper
2022Gross Capital Flows by Banks, Corporates, and Sovereigns.(2022) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		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: 103		paper
2019Measuring contagion risk in international banking In: BIS Working Papers.
[Full Text][Citation analysis]		paper36
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		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]		article2
2017Gross Capital Inflows to Banks, Corporates and Sovereigns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper41
2022Regulatory arbitrage behavior of internationally active banks and global financial market conditions In: Economic Modelling.
[Full Text][Citation analysis]		article3
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]		article154
2023Global and Domestic Financial Cycles: Variations on a Theme In: International Journal of Central Banking.
[Full Text][Citation analysis]		article3
2025The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution and Drivers In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
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]		article11

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