18
H index
22
i10 index
1879
Citations
European Central Bank (50% share) | 18 H index 22 i10 index 1879 Citations RESEARCH PRODUCTION: 25 Articles 40 Papers 2 Books 6 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philipp Hartmann. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 6 |
Journal of Money, Credit and Banking | 3 |
Journal of International Money and Finance | 3 |
Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 13 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 11 |
CFS Working Paper Series / Center for Financial Studies (CFS) | 3 |
Year | Title of citing document |
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2022 | . Full description at Econpapers || Download paper |
2022 | Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263. Full description at Econpapers || Download paper |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper |
2023 | Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912. Full description at Econpapers || Download paper |
2023 | COVID?19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms. (2023). Torluccio, Giuseppe ; Bendinelli, Ennio ; Cardillo, Giovanni. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:602-623. Full description at Econpapers || Download paper |
2022 | Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83. Full description at Econpapers || Download paper |
2022 | Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB. (2022). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/22. Full description at Econpapers || Download paper |
2022 | Inflation Expectations and Firm Decisions: New Causal Evidence. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Ropele, Tiziano. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt54f0k77k. Full description at Econpapers || Download paper |
2023 | External Balance Sheets and the COVID-19 Crisis.. (2023). Juvenal, Luciana ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt00p8f01t. Full description at Econpapers || Download paper |
2022 | How Central Bank Mandates Influence Content and Tone of Communication Over Time. (2022). Bohl, Martin T ; Siklos, Pierre L ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:9622. Full description at Econpapers || Download paper |
2022 | Historical decomposition of the Cyprus Residential Property Prices. (2022). Thucydides, George ; Aristidou, Chryso. In: Working Papers. RePEc:cyb:wpaper:2022-3. Full description at Econpapers || Download paper |
2022 | A Tiering Rule to Balance the Impact of Negative Policy Rates on Banks. (2022). Sahuc, Jean-Guillaume ; Nguyen, Benoit ; Girotti, Mattia. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-4. Full description at Econpapers || Download paper |
2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat |
2022 | Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647. Full description at Econpapers || Download paper |
2022 | Twenty years with the Euro: Eurozone banking market integration revisited. (2022). Sander, Harald ; Kleimeier, Stefanie. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001869. Full description at Econpapers || Download paper |
2022 | Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042. Full description at Econpapers || Download paper |
2022 | Did small or large US banks transmit more risk during the Subprime crisis?. (2022). Pino, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s106294082100190x. Full description at Econpapers || Download paper |
2022 | Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255. Full description at Econpapers || Download paper |
2022 | Nowcasting with large Bayesian vector autoregressions. (2022). Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo ; Sokol, Andrej. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:500-519. Full description at Econpapers || Download paper |
2022 | Tail risk, systemic risk and spillover risk of crude oil and precious metals. (2022). Benjasak, Chonlakan ; Kumpamool, Chamaiporn ; Chaudhry, Sajid M ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002298. Full description at Econpapers || Download paper |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper |
2022 | The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?. (2022). Szulczyk, Kenneth R ; Faff, Robert ; Cheema, Muhammad A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002691. Full description at Econpapers || Download paper |
2023 | Quantitative easing and credit rating agencies. (2023). Miquel-Flores, Ixart ; Falagiarda, Matteo ; Abidi, Nordine. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000054. Full description at Econpapers || Download paper |
2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper |
2022 | The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015). (2022). Nguyenhuu, Tam. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001999. Full description at Econpapers || Download paper |
2022 | Does Fintech credit substitute for traditional credit? Evidence from 78 countries. (2022). Hodula, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004499. Full description at Econpapers || Download paper |
2023 | Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931. Full description at Econpapers || Download paper |
2023 | Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442. Full description at Econpapers || Download paper |
2022 | The contribution of (shadow) banks and real estate to systemic risk in China. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000420. Full description at Econpapers || Download paper |
2022 | Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194. Full description at Econpapers || Download paper |
2022 | Liquidity and bank capital structure. (2022). Thornton, John H ; Sorokina, Nonna ; Patel, Ajay. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000602. Full description at Econpapers || Download paper |
2022 | Financial risks, monetary policy in the QE era, and regulation. (2022). Tavlas, George ; Kouretas, Georgios ; Papadopoulos, Athanasios P. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000730. Full description at Econpapers || Download paper |
2022 | Firm-level political risk and distance-to-default. (2022). Mollah, Sabur ; Hasan, Shehub Bin ; Alam, Md Samsul ; Islam, Md Shahidul. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001036. Full description at Econpapers || Download paper |
2022 | Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation. (2022). Ly, Kim Cuong ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001906. Full description at Econpapers || Download paper |
2022 | Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x. Full description at Econpapers || Download paper |
2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper |
2022 | High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595. Full description at Econpapers || Download paper |
2022 | Dynamic comovement among banks, systemic risk, and the macroeconomy. (2022). Kishor, N ; Ma, Jun ; Kapinos, Pavel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426620301606. Full description at Econpapers || Download paper |
2022 | Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552. Full description at Econpapers || Download paper |
2022 | The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x. Full description at Econpapers || Download paper |
2022 | Capital requirements, mortgage rates and house prices. (2022). Schildermans, Stef ; Damen, Sven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001923. Full description at Econpapers || Download paper |
2023 | External Balance Sheets and the COVID-19 Crisis. (2023). Juvenal, Luciana ; Hale, Galina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001662. Full description at Econpapers || Download paper |
2023 | Who borrows from the Eurosystem’s lender-of-the-last-resort facility?. (2023). Weber, Patrick ; Fecht, Falko. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000468. Full description at Econpapers || Download paper |
2023 | Macroprudential regulatory policies with a dominant-bank oligopoly and fringe banks. (2023). Vanhoose, David ; Dia, Enzo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619523000115. Full description at Econpapers || Download paper |
2022 | Executive stock options and systemic risk. (2022). Zhou, Frank S ; Nicoletti, Allison ; Armstrong, Christopher. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:256-276. Full description at Econpapers || Download paper |
2022 | Liquidity in the global currency market. (2022). de Magistris, Paolo Santucci ; Ranaldo, Angelo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883. Full description at Econpapers || Download paper |
2022 | International determinants of asymmetric dependence in investment returns. (2022). Sinagl, Petra ; Alcock, Jamie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002278. Full description at Econpapers || Download paper |
2022 | Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period. (2022). Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001271. Full description at Econpapers || Download paper |
2023 | Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x. Full description at Econpapers || Download paper |
2022 | Central bank communication with non-experts – A road to nowhere?. (2022). Ehrmann, Michael ; Wabitsch, Alena. In: Journal of Monetary Economics. RePEc:eee:moneco:v:127:y:2022:i:c:p:69-85. Full description at Econpapers || Download paper |
2022 | Does clarity make central banks more engaging? Lessons from ECB communications. (2022). Angino, Siria ; Ferrara, Federico Maria. In: European Journal of Political Economy. RePEc:eee:poleco:v:74:y:2022:i:c:s0176268021001191. Full description at Econpapers || Download paper |
2022 | The drivers of the financial integration of microfinance Institutions: Do financial development, agency costs and microfinance performance matter?. (2022). Tchakounte, Josephine ; Kendo, Sandra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:128-142. Full description at Econpapers || Download paper |
2022 | Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Zhong, Meirui ; Chen, Jinyu ; Dong, Xuesong ; Huang, Jianbai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:433-445. Full description at Econpapers || Download paper |
2022 | Safe haven assets for international stock markets: A regime-switching factor copula approach. (2022). Tachibana, Minoru. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002129. Full description at Econpapers || Download paper |
2022 | False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312. Full description at Econpapers || Download paper |
2023 | Mergers and acquisitions in the financial industry: A bibliometric review and future research directions. (2023). Khan, Ashraf ; Pisera, Stefano ; Dreassi, Alberto ; Chiaramonte, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002239. Full description at Econpapers || Download paper |
2023 | Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879. Full description at Econpapers || Download paper |
2022 | Does clarity make central banks more engaging? Lessons from ECB communications. (2021). Angino, Siria ; Ferrara, Federico Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112968. Full description at Econpapers || Download paper |
2022 | Considerations on the Legacy of Ordoliberalism in European Monetary Policy. (2022). Pacella, Andrea ; Davanzati, Guglielmo Forges ; Figuera, Stefano. In: HISTORY OF ECONOMIC THOUGHT AND POLICY. RePEc:fan:spespe:v:html10.3280/spe2022-002004. Full description at Econpapers || Download paper |
2022 | Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange. (2022). Singh, Guru Ashish ; Bak, Iwona ; Tarczynska-Luniewska, Magorzata. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8624-:d:975689. Full description at Econpapers || Download paper |
2022 | The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555. Full description at Econpapers || Download paper |
2023 | An Empirical Examination of Asymmetry on Exchange Rate Spread Using the Quantile Autoregressive Distributed Lag (QARDL) Model. (2023). SAHIN, Afsin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:38-:d:1027286. Full description at Econpapers || Download paper |
2022 | Institutions, Culture, or Interaction: What Determines the Financial Market Development in Emerging Markets?. (2022). Khan, Mohammed Arshad ; Haider, Ahsanuddin ; Odeh, Mahmoud ; Haddad, Hossam. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:15883-:d:987626. Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
2022 | Applying Lessons from the Past? Exploring Historical Analogies in ECB Speeches through Text Mining, 1997–2019. (2022). Kusters, Anselm. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:1:a:7. Full description at Econpapers || Download paper |
2022 | How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective. (2022). Yuferova, Darya ; van Dijk, Mathijs ; Rosch, Dominik ; Roll, Richard ; Bongaerts, Dion. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3071-3089. Full description at Econpapers || Download paper |
2023 | Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: IREA Working Papers. RePEc:ira:wpaper:202309. Full description at Econpapers || Download paper |
2022 | Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities. (2022). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202205. Full description at Econpapers || Download paper |
2022 | Considerations on the Monetary Policy Framework of the European Central Bank. (2022). Tosato, Andrea Giorgio. In: CBM Working Papers. RePEc:mlt:wpaper:0122. Full description at Econpapers || Download paper |
2022 | THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139. Full description at Econpapers || Download paper |
2022 | THE EFFECTS OF THE ECB COMMUNICATIONS ON FINANCIAL MARKETS BEFORE AND DURING COVID-19 PANDEMICAbstract:The paper aims to estimate the effects of the European Central Bank communications on the sectora. (2022). Sharma, Rajesh ; Lapitskaya, Darya ; Eratalay, Mustafa Hakan ; Alfieri, Luca. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:140. Full description at Econpapers || Download paper |
2022 | Equity Risk Premium Predictability from Cross-Sectoral Downturns. (2022). Zambrano, Juan Arismendi ; Faias, Jos Afonso. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:3:p:808-842.. Full description at Econpapers || Download paper |
2022 | Bank Systemic Risk and Macroprudential Policy. (2022). Serbanescu, Liviu ; Schipor, Georgiana-Loredana. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxii:y:2022:i:1:p:431-436. Full description at Econpapers || Download paper |
2023 | When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3. Full description at Econpapers || Download paper |
2023 | On the Geographical Dispersion of Euro Currency Trading: An Analysis of the First 20 Years and a Comparison to the RMB. (2023). Westermann, Frank. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:2:d:10.1057_s41294-022-00196-1. Full description at Econpapers || Download paper |
2022 | Does board composition and ownership structure affect banks’ systemic risk? European evidence. (2022). Mateus, Cesario ; Garcia-Gomez, Conrado Diego ; Farinha, Jorge Bento ; Diez-Esteban, Jose Maria. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:2:d:10.1057_s41261-021-00148-2. Full description at Econpapers || Download paper |
2022 | A framework for managing regulatory policy life-cycle challenges: an empirical design. (2022). Drew, Steve ; Alrabiah, Abdulrahman. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:2:d:10.1057_s41261-021-00158-0. Full description at Econpapers || Download paper |
2023 | Factors influencing the choice of the invoicing currency in international trade: Panel data analysis for 55 countries. (2023). Twarowska-Mol, Katarzyna. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:153-183. Full description at Econpapers || Download paper |
2022 | Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. (2022). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:113744. Full description at Econpapers || Download paper |
2022 | Do Sovereign Credit Ratings Matter for Foreign Direct Investment: Evidence from Sub-Sahara African Countries. (2022). Eita, Joel ; Biyase, Mduduzi ; Arogundade, Sodiq. In: MPRA Paper. RePEc:pra:mprapa:115404. Full description at Econpapers || Download paper |
2023 | Assessing the contribution of South African Insurance Firms to Systemic Risk. (2023). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Zulu, Thulani. In: MPRA Paper. RePEc:pra:mprapa:116815. Full description at Econpapers || Download paper |
2022 | The Nexus between Bank M&As and Financial Development. (2022). Cazan, Sabina ; Sprincean, Nicu ; Andrie, Alin Marius. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:5-28. Full description at Econpapers || Download paper |
2022 | Stock exchange efficiency and convergence: international evidence. (2022). Clark, Ephraim ; Qiao, Zhuo. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03869-1. Full description at Econpapers || Download paper |
2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization. (2022). Dufrenot, Gilles ; Jawadi, Fredj ; Ftiti, Zied. In: Annals of Operations Research. RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04847-5. Full description at Econpapers || Download paper |
2023 | Women and Governance: Monetary policy decisions taken by central banks affect the economy, society and politics worldwide. Does the presence of women matter in these decisions? We construct a new and . (2023). Romelli, Davide ; Profeta, Paola ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1123. Full description at Econpapers || Download paper |
2022 | DETERMINANTS OF FINANCIAL STABILITY IN SUB-SAHARAN AFRICA. (2022). Makoni, Patricia L ; Jima, Meshesha Demie. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:26:y:2022:i:3:p:55-75. Full description at Econpapers || Download paper |
2022 | Macroeconomic determinants of credit risk: Evidence from the Eurozone. (2022). Primor, Rodrigo ; Curto, Jose D ; Carvalho, Paulo V. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2054-2072. Full description at Econpapers || Download paper |
2023 | Nonstandard monetary policies and bank profitability: The case of Spain. (2023). Tercerolucas, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2248-2277. Full description at Econpapers || Download paper |
2022 | Extremal connectedness of hedge funds. (2022). Lambert, Marie ; Hambuckers, Julien ; Mhalla, Linda. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:988-1009. Full description at Econpapers || Download paper |
2022 | Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229. Full description at Econpapers || Download paper |
2023 | The effects of shocks to interest rate expectations in the euro area: Estimates at the country level. (2023). Mandler, Martin ; Scharnagl, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:643-656. Full description at Econpapers || Download paper |
2023 | Effects of State?Dependent Forward Guidance, Large?Scale Asset Purchases, and Fiscal Stimulus in a Low?Interest?Rate Environment. (2023). Coenen, Günter ; Smets, Frank ; Montesgaldon, Carlos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:4:p:825-858. Full description at Econpapers || Download paper |
2022 | Capital requirements, market structure, and heterogeneous banks. (2022). Müller, Carola ; Muller, Carola. In: IWH Discussion Papers. RePEc:zbw:iwhdps:152022. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2000 | The Euro and International Capital Markets In: International Finance. [Full Text][Citation analysis] | article | 47 |
2000 | The Euro and International Capital Markets.(2000) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2000 | The euro and international capital markets.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2000 | The Euro and International Capital Markets.(2000) In: EUI-RSCAS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2000 | The euro and international capital markets.(2000) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2017 | International liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | The first twenty years of the European Central Bank: monetary policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 140 |
2018 | The first twenty years of the European Central Bank: monetary policy.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 140 | paper | |
2000 | Systemic Risk: A Survey In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 372 |
2000 | Systemic risk: A survey.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 372 | paper | |
2001 | Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 393 |
2001 | Asset market linkages in crisis periods.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 393 | paper | |
2001 | Asset Market Linkages in Crisis Periods..(2001) In: Quebec a Montreal - Recherche en gestion. [Citation analysis] This paper has another version. Agregated cites: 393 | paper | |
2001 | Asset Market Linkages in Crisis Periods.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 393 | paper | |
2004 | Asset Market Linkages in Crisis Periods.(2004) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 393 | article | |
2001 | The Microstructure of the Euro Money Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 122 |
2001 | The microstructure of the euro money market.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
2001 | The microstructure of the euro money market.(2001) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | article | |
2004 | Bank Mergers, Competition and Liquidity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
2003 | Bank mergers, competition and liquidity.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2005 | Bank Mergers, Competition and Liquidity.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2007 | Bank Mergers, Competition, and Liquidity.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 73 | article | |
2007 | Bank Mergers, Competition, and Liquidity.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
2006 | Bank mergers, competition and liquidity.(2006) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2004 | Fundamentals and Joint Currency Crises In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Fundamentals and joint currency crises.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2007 | Welfare Effects of Financial Integration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Welfare effects of financial integration.(2007) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2011 | The Economic Impact of Merger Control Legislation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | The economic impact of merger control legislation.(2015) In: International Review of Law and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2012 | The Economic Impact of Merger Control Legislation.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2008 | The Economic Impact of Merger Control Legislation.(2008) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2008 | The Economic Impact of Merger Control Legislation.(2008) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2007 | The economic impact of merger control legislation.(2007) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Financial Integration, Specialization, and Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2012 | Financial integration, specialization and systemic risk.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2012 | Financial integration, specialization, and systemic risk.(2012) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2008 | Financial integration, specialization and systemic risk.(2008) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2007 | Currency Competition and Foreign Exchange Markets In: Cambridge Books. [Citation analysis] | book | 80 |
1998 | Currency Competition and Foreign Exchange Markets.(1998) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 80 | book | |
2007 | The role of financial markets and innovation in productivity and growth in Europe In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 60 |
2004 | Financial Contagion: Myth or Reality? In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2006 | Cross-border banking and competition policy In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2008 | A research perspective on the propagation of the credit market turmoil In: Research Bulletin. [Full Text][Citation analysis] | article | 2 |
2013 | Introducing Systemic Financial instability into macroeconomics: how to meet the challenge? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2015 | Financial instability in macroeconomics: a set of new structural models In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2015 | Inflation and unemployment in Europe – insights from the ECB’s 2015 Sintra Forum In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2002 | Competition and stability: whats special about banking? In: Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
2003 | Competition and stability: whats special about banking?.(2003) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | chapter | |
2003 | The euro area financial system: structure, integration and policy initiatives In: Working Paper Series. [Full Text][Citation analysis] | paper | 143 |
2003 | The Euro-area Financial System: Structure, Integration, and Policy Initiatives.(2003) In: Oxford Review of Economic Policy. [Citation analysis] This paper has another version. Agregated cites: 143 | article | |
2005 | Banking system stability: a cross-Atlantic perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 77 |
2007 | Banking System Stability. A Cross-Atlantic Perspective.(2007) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | chapter | |
2005 | Banking System Stability: A Cross-Atlantic Perspective.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2007 | The economic impact of merger control: what is special about banking? In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2015 | Real estate markets and macroprudential policy in Europe In: Working Paper Series. [Full Text][Citation analysis] | paper | 40 |
2015 | Real Estate Markets and Macroprudential Policy in Europe.(2015) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
2010 | Heavy tails and currency crises In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 23 |
1999 | Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 44 |
2010 | Interaction of market and credit risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
1998 | Do Reuters spreads reflect currencies differences in global trading activity? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
2007 | Financial globalization and integration In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
1998 | The Currency Denomination of World Trade after European Monetary Union In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 34 |
2002 | The international role of the euro In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 17 |
1994 | Foreign Exchange Risk Regulation: Issues for Industrial and Developing Countries In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | Comments on Claessens, Glaessner, and Klingebiel In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 0 |
2002 | Features of the euros role in international financial markets In: Economic Policy. [Full Text][Citation analysis] | article | 11 |
2020 | Editors’ Introduction to the Special Issue In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
2006 | Discussion of the Session “Survey of the Current Landscape” In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2009 | Financial Globalization and Stability In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
2009 | Where to From Here?: Lessons for Research, Policy and the Industry In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Financial Reform in Transition In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
2013 | Melting down: Systemic financial instability and the macroeconomy In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] | paper | 16 |
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