Marie Hoerova : Citation Profile


Are you Marie Hoerova?

European Central Bank

13

H index

13

i10 index

1793

Citations

RESEARCH PRODUCTION:

14

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 105
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 400.    Total self citations: 23 (1.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho239
   Updated: 2023-08-19    RAS profile: 2022-03-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Heider, Florian (7)

Biais, Bruno (6)

Uhlig, Harald (6)

De Fiore, Fiorella (6)

De Fiore, Fiorella (5)

Schepens, Glenn (3)

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

Is cited by:

Ranaldo, Angelo (17)

Affinito, Massimiliano (16)

Schrimpf, Andreas (14)

GUPTA, RANGAN (13)

Claveria, Oscar (12)

Georgiadis, Georgios (12)

Calomiris, Charles (10)

Laeven, Luc (10)

Acharya, Viral (10)

Adrian, Tobias (10)

Mehl, Arnaud (10)

Cites to:

Acharya, Viral (41)

FREIXAS, XAVIER (28)

Heider, Florian (27)

Diamond, Douglas (19)

Tirole, Jean (18)

Rochet, Jean (17)

Rajan, Raghuram (13)

Repullo, Rafael (12)

Bekaert, Geert (12)

Biais, Bruno (11)

Suarez, Javier (11)

Main data


Where Marie Hoerova has published?


Journals with more than one article published# docs
Research Bulletin3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank16
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
NBER Working Papers / National Bureau of Economic Research, Inc3
TSE Working Papers / Toulouse School of Economics (TSE)3
Post-Print / HAL3
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2

Recent works citing Marie Hoerova (2022 and 2021)


YearTitle of citing document
2022Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06.

Full description at Econpapers || Download paper

2023Measuring stock market uncertainty. (2023). Dakey, Prasad Teja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162.

Full description at Econpapers || Download paper

2021Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:066.

Full description at Econpapers || Download paper

2021Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements. (2021). Wicknig, Florian ; Kaldorf, Matthias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:123.

Full description at Econpapers || Download paper

2022Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153.

Full description at Econpapers || Download paper

2023Too-many-to-fail and the Design of Bailout Regimes. (2023). Zeng, Jing ; Wagner, Wolf. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:230.

Full description at Econpapers || Download paper

2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

Full description at Econpapers || Download paper

2021Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Hautsch, Nikolaus ; Porter, Mason A ; Howison, Sam D ; Gould, Martin D. In: Papers. RePEc:arx:papers:1709.08238.

Full description at Econpapers || Download paper

2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

Full description at Econpapers || Download paper

2021Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302.

Full description at Econpapers || Download paper

2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

Full description at Econpapers || Download paper

2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

Full description at Econpapers || Download paper

2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

Full description at Econpapers || Download paper

2023Integrating Different Informations for Portfolio Selection. (2023). Wang, Shikun ; Zhu, Shushang ; Li, Duan ; Huang, YI. In: Papers. RePEc:arx:papers:2305.17881.

Full description at Econpapers || Download paper

2023Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.05522.

Full description at Econpapers || Download paper

2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2021The one trillion euro digital currency: How to issue a digital euro without threatening monetary policy transmission and financial stability?. (2021). Fegatelli, Paolo. In: BCL working papers. RePEc:bcl:bclwop:bclwp155.

Full description at Econpapers || Download paper

2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

Full description at Econpapers || Download paper

2021Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21.

Full description at Econpapers || Download paper

2021Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets. (2021). Pagliari, Maria Sole ; Ferrari, Massimo ; Kurcz, Frederik. In: Working papers. RePEc:bfr:banfra:802.

Full description at Econpapers || Download paper

2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

Full description at Econpapers || Download paper

2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864.

Full description at Econpapers || Download paper

2022Information Acquisition ahead of Monetary Policy Announcements. (2022). Ehrmann, Michael ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:897.

Full description at Econpapers || Download paper

2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

Full description at Econpapers || Download paper

2022Systemic Risk in Markets with Multiple Central Counterparties. (2022). , Luitgard ; Aldasoro, Inaki. In: BIS Working Papers. RePEc:bis:biswps:1052.

Full description at Econpapers || Download paper

2023Original sin redux: role of duration risk. (2023). Shin, Hyun Song ; Bruno, Valentina ; Bertaut, Carol. In: BIS Working Papers. RePEc:bis:biswps:1109.

Full description at Econpapers || Download paper

2021CCP Auction Design. (2021). Huang, Wenqian ; Zhu, Haoxiang. In: BIS Working Papers. RePEc:bis:biswps:938.

Full description at Econpapers || Download paper

2022Bank opacity - patterns and implications. (2022). Avdjiev, Stefan ; Jager, Maximilian. In: BIS Working Papers. RePEc:bis:biswps:992.

Full description at Econpapers || Download paper

2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity. (2022). Wagner, Niklas ; Kinateder, Harald ; Batten, Jonathan A. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588.

Full description at Econpapers || Download paper

2022Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474.

Full description at Econpapers || Download paper

2021Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128.

Full description at Econpapers || Download paper

2021EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

Full description at Econpapers || Download paper

2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

Full description at Econpapers || Download paper

2021Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. (2021). Wagner, Alexander ; Schuette, Dustin ; Arnold, Marc. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:287-325.

Full description at Econpapers || Download paper

2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

Full description at Econpapers || Download paper

2022Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726.

Full description at Econpapers || Download paper

2023Uncertainty and corporate investments in response to the Feds dual shocks. (2023). Menassa, Elie ; Adra, Samer. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:463-484.

Full description at Econpapers || Download paper

2021Is aggregate volatility a priced risk factor?. (2021). Peterburgsky, Stanley. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:843-864.

Full description at Econpapers || Download paper

2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

Full description at Econpapers || Download paper

2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

Full description at Econpapers || Download paper

2021Monetary Policy and Reaching for Income. (2021). Xiao, Kairong ; Garlappi, Lorenzo ; Daniel, Kent. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1145-1193.

Full description at Econpapers || Download paper

2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

Full description at Econpapers || Download paper

2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

Full description at Econpapers || Download paper

2021A disaster always rings twice: Early life experiences and central bankers reactions to natural disasters. (2021). Farvaque, Etienne ; ASLAM, Maqsood ; Malan, Franck. In: Kyklos. RePEc:bla:kyklos:v:74:y:2021:i:3:p:301-320.

Full description at Econpapers || Download paper

2021Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis. (2021). Fountas, Stilianos ; Tzika, Paraskevi. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:330-352.

Full description at Econpapers || Download paper

2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

Full description at Econpapers || Download paper

2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

Full description at Econpapers || Download paper

2021Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471.

Full description at Econpapers || Download paper

2021The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869.

Full description at Econpapers || Download paper

2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

Full description at Econpapers || Download paper

2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

Full description at Econpapers || Download paper

2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

Full description at Econpapers || Download paper

2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

Full description at Econpapers || Download paper

2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

Full description at Econpapers || Download paper

2022What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172.

Full description at Econpapers || Download paper

2023One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340.

Full description at Econpapers || Download paper

2022On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407.

Full description at Econpapers || Download paper

2021Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation. (2021). To, Thanh ; Doan, Thang. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:126-154.

Full description at Econpapers || Download paper

2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

Full description at Econpapers || Download paper

2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

Full description at Econpapers || Download paper

2022Margin procyclicality and the collateral cycle. (2022). Ranaldo, Angelo ; Ferrara, Gerardo ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0966.

Full description at Econpapers || Download paper

2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

Full description at Econpapers || Download paper

2022Efficiency of central clearing under liquidity stress. (2022). Gao, Haotian ; Caccioli, Fabio ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1002.

Full description at Econpapers || Download paper

2022Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks. (2022). Papaioannou, Elias ; Malliaropulos, Dimitris ; Kotidis, Antonis. In: Working Papers. RePEc:bog:wpaper:304.

Full description at Econpapers || Download paper

2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

Full description at Econpapers || Download paper

2021Revisiting the Trade Policy Uncertainty Index. (2021). Hong, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2174.

Full description at Econpapers || Download paper

2022Does the Pattern of Age Dependency Matter in the Promotion of Financial Development in an Emerging Economy?. (2022). Arize, Augustine C ; Dash, Umakant ; Inekwe, John Nkwoma ; Mahalik, Mantu Kumar. In: Working Papers in Economics. RePEc:cbt:econwp:22/06.

Full description at Econpapers || Download paper

2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

Full description at Econpapers || Download paper

2023A Monetary Equilibrium with the Lender of Last Resort. (2023). Watanabe, Makoto ; Matsuoka, Tarishi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10439.

Full description at Econpapers || Download paper

2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

Full description at Econpapers || Download paper

2021Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2021). Timmer, Yannick ; Saidi, Farzad ; Rodnyansky, Alexander ; Bittner, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9363.

Full description at Econpapers || Download paper

2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

Full description at Econpapers || Download paper

2021Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:908.

Full description at Econpapers || Download paper

2021Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915.

Full description at Econpapers || Download paper

2023A Monetary Equilibrium with the Lender of Last Resort. (2023). Matsuoka, Tarishi ; Watanabe, Makoto. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-010e.

Full description at Econpapers || Download paper

2021The Puzzling Change in the International Transmission of U.S. Macroeconomic Policy Shocks. (2021). Ilzetzki, Ethan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15740.

Full description at Econpapers || Download paper

2021(In)efficient repo markets. (2021). Schuerhoff, Norman ; Schurhoff, Norman ; Mancini, Loriano ; Dieler, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15782.

Full description at Econpapers || Download paper

2021Downside and Upside Uncertainty Shocks. (2021). Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15881.

Full description at Econpapers || Download paper

2021What Drives Saudi Airstrikes in Yemen? An Empirical Analysis of the Dynamics of Coalition Airstrikes, Houthi Attacks, and the Oil Market. (2021). Ansari, Dawud ; Schluter, Helen ; de Oca, Mariza Montes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1959.

Full description at Econpapers || Download paper

2022Excess liquidity and the usefulness of the money multiplier. (2022). van den End, Jan Willem ; Berk, Jan Marc. In: Working Papers. RePEc:dnb:dnbwpp:740.

Full description at Econpapers || Download paper

2023Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768.

Full description at Econpapers || Download paper

2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Scalone, Valerio ; Durdu, Bora ; Ichiue, Hibiki ; de Bandt, Olivier. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-3.

Full description at Econpapers || Download paper

2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278.

Full description at Econpapers || Download paper

2023The 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
2023A novel high?frequency indicator of financial integration for monitoring the impact of COVID-19. (2023). Zito, Alessandro ; Mongelli, Francesco Paolo ; Kochanska, Urszula ; Borgioli, Stefano. In: Statistics Paper Series. RePEc:ecb:ecbsps:202343.

Full description at Econpapers || Download paper

2021Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking. (2021). Leonello, Agnese ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212593.

Full description at Econpapers || Download paper

2021Unconventional monetary policy, funding expectations, and firm decisions. (2021). Popov, Alexander ; Udell, Gregory F ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20212598.

Full description at Econpapers || Download paper

2021Investment funds, risk-taking, and monetary policy in the euro area. (2021). Kaufmann, Christoph ; Cappiello, Lorenzo ; Ryan, Ellen ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20212605.

Full description at Econpapers || Download paper

2021Global risk and the dollar. (2021). Müller, Gernot ; Georgiadis, Georgios ; Schumann, Ben. In: Working Paper Series. RePEc:ecb:ecbwps:20212628.

Full description at Econpapers || Download paper

2022Monetary 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

2022Deflationary financial shocks and inflationary uncertainty shocks: an SVAR Investigation. (2022). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20222727.

Full description at Econpapers || Download paper

2022How do banks manage liquidity? Evidence from the ECB’s tiering experiment. (2022). Vergote, Olivier ; Sigaux, Jean-David ; Hoffmann, Peter ; Heider, Florian ; Baldo, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20222732.

Full description at Econpapers || Download paper

2022LOLR policies, banks borrowing capacities and funding structures. (2022). Sundaresan, Suresh ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20222738.

Full description at Econpapers || Download paper

2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

Full description at Econpapers || Download paper

2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

Full description at Econpapers || Download paper

2023Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270.

Full description at Econpapers || Download paper

2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

Full description at Econpapers || Download paper

2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

Full description at Econpapers || Download paper

2021Liquidity regulation and bank lending. (2021). Wilson, John ; TARAZI, Amine ; John , ; Chronopoulos, Dimitris K ; Ananou, Foly. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001188.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Marie Hoerova:


YearTitleTypeCited
2012Commonality in hedge fund returns: driving factors and implications In: Working papers.
[Full Text][Citation analysis]
paper15
2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Incentive compatible centralised clearing. In: Financial Stability Review.
[Full Text][Citation analysis]
article2
2022Money markets, collateral and monetary policy In: BIS Working Papers.
[Full Text][Citation analysis]
paper22
2018Money Markets, Collateral and Monetary Policy.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2019Money markets, collateral and monetary policy.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2018Money Markets, Collateral and Monetary Policy.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2016Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance.
[Full Text][Citation analysis]
article55
2012Risk-sharing or risk-taking? Counterparty risk, incentives and margins.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2016Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 55
paper
2015Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2018Variation margins, fire sales, and information-constrained optimality In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2018Variation margins, fire sales, and information-constrained optimality.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2021Variation margins, fire-sales and information-constrained optimality.(2021) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2022Variation margins, fire-sales and information-constrained optimality.(2022) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper226
2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226
paper
2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226
paper
2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226
paper
2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper718
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 718
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 718
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 718
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 718
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 718
paper
2019What is the macroeconomic impact of changing money market conditions? In: Research Bulletin.
[Full Text][Citation analysis]
article0
2021Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy In: Research Bulletin.
[Full Text][Citation analysis]
article0
2007Run-prone banking and asset markets In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]
paper47
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2009Money talks In: Working Paper Series.
[Full Text][Citation analysis]
paper15
2012Money talks.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2009Money talks.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2009Interbank lending, credit risk premia and collateral In: Working Paper Series.
[Full Text][Citation analysis]
paper31
2009Interbank Lending, Credit-Risk Premia, and Collateral.(2009) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2012Clearing, counterparty risk and aggregate risk In: Working Paper Series.
[Full Text][Citation analysis]
paper55
2012Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 55
paper
2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]
paper340
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 340
article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 340
paper
2016Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper79
2016Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area.(2016) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
article
2017On collateral: implications for financial stability and monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2018Benefits and costs of liquidity regulation In: Working Paper Series.
[Full Text][Citation analysis]
paper22
2020Money markets, central bank balance sheet and regulation In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2005Financial Deepening and Bank Runs In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Liquidity hoarding and interbank market rates: The role of counterparty risk In: Journal of Financial Economics.
[Full Text][Citation analysis]
article137
2014Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins In: IDEI Working Papers.
[Full Text][Citation analysis]
paper3
2014Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins.(2014) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Optimal margins and equilibrium prices In: IDEI Working Papers.
[Full Text][Citation analysis]
paper1
2017Optimal margins and equilibrium prices.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Public Information and Monetary Policy In: 2008 Meeting Papers.
[Full Text][Citation analysis]
paper3
2017The Macroeconomic Impact of Money Market Freezes In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper4
2017Liquidity and Capital: Substitutes or Complements? In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team