7
H index
6
i10 index
465
Citations
Federal Reserve Bank of Boston | 7 H index 6 i10 index 465 Citations RESEARCH PRODUCTION: 11 Articles 47 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Falk Bräuning. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of Boston | 18 |
Current Policy Perspectives / Federal Reserve Bank of Boston | 12 |
Discussion Papers / Deutsche Bundesbank | 5 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Tinbergen Institute Discussion Papers / Tinbergen Institute | 2 |
Year | Title of citing document |
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2024 | Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers || Download paper |
2025 | Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337. Full description at Econpapers || Download paper |
2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper |
2024 | Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Segura, Anatoli ; Ruzzi, Dario ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2412.15986. Full description at Econpapers || Download paper |
2024 | Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers || Download paper |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
2024 | Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128. Full description at Econpapers || Download paper |
2025 | Community influence analysis in social networks. (2025). Zhang, Qingzhao ; Tsai, Chih-Ling ; Lan, Wei ; Fang, Kuangnan ; Chen, Yuanxing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400121x. Full description at Econpapers || Download paper |
2024 | Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Understanding the heterogeneity of interest rate adjustments to monetary policy: Evidence for Colombia. (2024). Perez, Alex ; Meneses, Luis Angel ; Benavides-Franco, Julian ; Carabali, Jaime. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400186x. Full description at Econpapers || Download paper |
2024 | Wall street QE vs. main street lending: A comment. (2024). Mendicino, Caterina. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123001976. Full description at Econpapers || Download paper |
2024 | Global supply chain inflationary pressures and monetary policy in Mexico. (2024). Ventosa-Santaulària, Daniel ; Hernandez, Juan ; Valencia, Eduardo J ; Ventosa-Santaularia, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948. Full description at Econpapers || Download paper |
2024 | The effects of banking market structure on corporate cash holdings and the value of cash. (2024). Mi, Biao ; Han, Liang ; Li, Shengfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001275. Full description at Econpapers || Download paper |
2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper |
2024 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper |
2024 | Cross-country spillover effects of interest rate and credit constraint policies. (2024). Nissinen, Juuso. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006470. Full description at Econpapers || Download paper |
2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
2024 | Sudden 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2024 | Bank cost efficiency and credit market structure under a volatile exchange rate. (2024). Prokhorov, Artem B ; Parmeter, Christopher F ; Mamonov, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001997. Full description at Econpapers || Download paper |
2024 | Stress tests and model monoculture. (2024). Dogra, Keshav ; Rhee, Keeyoung. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002003. Full description at Econpapers || Download paper |
2024 | The reserve supply channel of unconventional monetary policy. (2024). Jiang, Zhengyang ; Ma, Yiming ; Diamond, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001107. Full description at Econpapers || Download paper |
2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper |
2024 | Spillovers from US monetary policy: Role of policy drivers and cyclical conditions. (2024). Ostry, Jonathan ; Furceri, Davide ; Dominguez, Pablo Gonzalez ; Arbatli-Saxegaard, Elif C ; Peiris, Shanaka Jayanath. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000408. Full description at Econpapers || Download paper |
2024 | Domestic lending and the pandemic: How does banks’ exposure to COVID-19 abroad affect their lending in the United States?. (2024). Wei, Andrew ; Temesvary, Judit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400041x. Full description at Econpapers || Download paper |
2024 | Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants. (2024). Iben, Latifa Saleh ; Madjd-Sadjadi, Zagros ; Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000033. Full description at Econpapers || Download paper |
2024 | The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | Debt Sustainability Assessment in the Biogas Sector: Application of Interest Coverage Ratios in a Sample of Agricultural Firms in Italy. (2024). Bonazzi, Giuseppe ; Manghi, Elisa ; Iotti, Mattia. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:6:p:1404-:d:1357064. Full description at Econpapers || Download paper |
2025 | Market Concentration and Firm Markups: Micro Evidence from an Emerging Market with Inflationary Pressures. (2025). Colak, Mehmet Selman ; Seven, Unal ; Kazdal, Abdullah ; Yilmaz, Muhammed Hasan. In: Working Papers. RePEc:tcb:wpaper:2501. Full description at Econpapers || Download paper |
2024 | The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Discussion Paper. RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb. Full description at Econpapers || Download paper |
2024 | The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Other publications TiSEM. RePEc:tiu:tiutis:c8f68d8f-0035-4529-95af-17db16f12ffb. Full description at Econpapers || Download paper |
2024 | Exploring the role of interest rates, macroeconomic environment, agricultural cycle, and gender on loan demand in the agricultural sector: Evidence from Mali. (2024). Musshoff, Oliver ; Olkers, Tim. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:2:p:484-512. Full description at Econpapers || Download paper |
2024 | COVID-19 and the fragmentation of the European interbank market. (2024). Pala, Melissa. In: Discussion Papers. RePEc:zbw:bubdps:284408. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A dynamic network model of the unsecured interbank lending market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 46 |
2018 | A dynamic network model of the unsecured interbank lending market.(2018) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2016 | A dynamic network model of the unsecured interbank lending market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2021 | Bargaining power and outside options in the interbank lending market In: Financial Management. [Full Text][Citation analysis] | article | 1 |
2020 | Bargaining Power and Outside Options in the Interbank Lending Market.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Bargaining power and outside options in the interbank lending market.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Monetary Policy and Global Banking In: Journal of Finance. [Full Text][Citation analysis] | article | 102 |
2016 | Monetary policy and global banking.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2017 | Monetary Policy and Global Banking.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2015 | Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
2014 | Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis.(2014) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2020 | The dynamic factor network model with an application to international trade In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2022 | Cross-border interbank liquidity, crises, and monetary policy In: Journal of International Economics. [Full Text][Citation analysis] | article | 1 |
2023 | Exchange rate risk, banks currency mismatches, and credit supply In: Journal of International Economics. [Full Text][Citation analysis] | article | 2 |
2014 | Forecasting macroeconomic variables using collapsed dynamic factor analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
2012 | Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2020 | U.S. monetary policy and emerging market credit cycles In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 36 |
2017 | U. S. monetary policy and emerging market credit cycles.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2018 | U.S. Monetary Policy and Emerging Market Credit Cycles.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2017 | Uncovering covered interest parity: the role of bank regulation and monetary policy In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 7 |
2017 | The liquidity effect of the Federal Reserve’s balance sheet reduction on short-term interest rates In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 4 |
2019 | Stress testing effects on portfolio similarities among large US Banks In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 3 |
2020 | The Great Leverage 2.0? A Tale of Different Indicators of Corporate Leverage In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 1 |
2020 | Corporate Debt Maturity and Monetary Policy In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 1 |
2021 | Uptake of the Main Street Lending Program In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 5 |
2021 | Uptake of the Main Street Lending Program.(2021) In: FEDS Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | A Helping Hand to Main Street Where and When It Was Needed In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 2 |
2022 | Cost-Price Relationships in a Concentrated Economy In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 7 |
2023 | Cost-Price Relationships in a Concentrated Economy.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2023 | The Historical Effects of Banking Distress on Economic Activity In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 0 |
2023 | Interest Expenses, Coverage Ratio, and Firm Distress In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 1 |
2023 | Firms’ Cash Holdings and Monetary Policy Transmission In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 0 |
2024 | Is Post-pandemic Wage Growth Fueling Inflation? In: Current Policy Perspectives. [Full Text][Citation analysis] | paper | 0 |
2016 | The dynamic factor network model with an application to global credit risk In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | The Dynamic Factor Network Model with an Application to Global Credit-Risk.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Relationship lending in the interbank market and the price of liquidity In: Working Papers. [Full Text][Citation analysis] | paper | 123 |
2017 | Relationship Lending in the Interbank Market and the Price of Liquidity.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | article | |
2012 | Relationship lending in the interbank market and the price of liquidity.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
2017 | International financial integration, crises, and monetary policy: evidence from the euro area interbank crises In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | International financial integration, crises and monetary policy: evidence from the Euro area interbank crises.(2017) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | International financial integration, crises and monetary policy: evidence from the Euro area interbank crises.(2018) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | The pricing of FX forward contracts: micro evidence from banks’ dollar hedging In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | The pricing of FX forward contracts: Micro evidence from banks dollar hedging.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | Output Spillovers from U.S. Monetary Policy: The Role of International Trade and Financial Linkages In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Corporate Finance and the Transmission of Shocks to the Real Economy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | High-Yield Debt Covenants and Their Real Effects In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | High-Yield Debt Covenants and Their Real Effects.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | High-Yield Debt Covenants and Their Real Effects.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Dealer Risk Limits and Currency Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 5 |
2023 | The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy In: IMF Economic Review. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team