Marie Hoerova : Citation Profile

European Central Bank

13

H index

15

i10 index

2074

Citations

RESEARCH PRODUCTION:

16

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 115
   Journals where Marie Hoerova has often published
   Relations with other researchers
   Recent citing documents: 146.    Total self citations: 27 (1.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho239
   Updated: 2025-05-10    RAS profile: 2025-02-11    
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Relations with other researchers

Works with:

Heider, Florian (3)

Biais, Bruno (3)

Breckenfelder, Johannes (3)

Schepens, Glenn (2)

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)

Laeven, Luc (13)

GUPTA, RANGAN (13)

Georgiadis, Georgios (13)

Claveria, Oscar (12)

Bekaert, Geert (11)

Mehl, Arnaud (10)

Calomiris, Charles (10)

Acharya, Viral (10)

Cites to:

Acharya, Viral (48)

Heider, Florian (33)

FREIXAS, XAVIER (32)

Tirole, Jean (25)

Rochet, Jean (25)

Diamond, Douglas (20)

Caballero, Ricardo (18)

Bekaert, Geert (18)

Gourinchas, Pierre-Olivier (16)

Suarez, Javier (15)

KRISHNAMURTHY, ARVIND (15)

Main data

Where Marie Hoerova has published?

Journals with more than one article published# docs
Research Bulletin4
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank19
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Post-Print / HAL3
TSE Working Papers / Toulouse School of Economics (TSE)3
NBER Working Papers / National Bureau of Economic Research, Inc3
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2

Recent works citing Marie Hoerova (2025 and 2024)

YearTitle of citing document
2024Resolving a Clearing Members Default, A Radner Equilibrium Approach. (2024). Cr, St'Ephane ; Drapeau, Samuel ; Tadese, Mekonnen ; Bastide, Dorinel. In: Papers. RePEc:arx:papers:2310.02608.

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2024Present Value of the Future Consumer Goods Multiplier. (2024). Kendiukhov, Ihor. In: Papers. RePEc:arx:papers:2402.01938.

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2024Emoji Driven Crypto Assets Market Reactions. (2024). Chen, Yao-Tsung ; Zuo, Xiaorui ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2402.10481.

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2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

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2024Risk Premia in the Bitcoin Market. (2024). Miftachov, Ratmir ; Grith, Maria ; Almeida, Caio ; Wang, Zijin. In: Papers. RePEc:arx:papers:2410.15195.

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2024Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong. In: Papers. RePEc:arx:papers:2411.03922.

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2024Central Bank Liquidity Policy in Modern Times. (2024). Brooks, Skylar. In: Discussion Papers. RePEc:bca:bocadp:24-06.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2025Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets. (2025). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:25-2.

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2025Crisis facilities as a source of public information. (2025). Ergun, Lerby. In: Staff Analytical Notes. RePEc:bca:bocsan:25-7.

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2024US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024Geographic shareholder dispersion and mutual fund flow risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele ; Kempf, Alexander. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1461_24.

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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk. (2024). Gil-Bazo, Javier ; Santioni, Raffaele. In: Working Papers. RePEc:bge:wpaper:1440.

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2024Towards liquid and resilient government debt markets in EMEs. (2024). Upper, Christian ; Frost, Jon ; Guerra, Rafael ; Nazar, Bernardus F ; Tombini, Alexandre. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403e.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Kim, Seiwan ; Hyung, Namwon. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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

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

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Bank of England working papers. RePEc:boe:boeewp:1068.

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2024Monetary Policy and the Mutual Fund Market: Funding and Liquidity. (2024). Stein, Roy ; Ribon, Sigal ; Ben-Zeev, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.11.

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2024Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Bittner, Christian ; Rodnyansky, Alexander. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552.

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2024Too-Many-To-Fail and the Design of Bailout Regimes. (2024). Zeng, Jing ; Wagner, Wolf. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_613.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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2024Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2024Global Spillovers of US Monetary Policy: New Insights from the Remittance Channel. (2024). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-27.

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2024Enhancing repo market transparency: the EU Securities Financing Transactions Regulation. (2024). Wedow, Michael ; Grill, Michael ; Mirza, Harun ; Hermes, Felix ; Bassi, Claudio ; Odonnell, Charles. In: Occasional Paper Series. RePEc:ecb:ecbops:2024342.

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2024Insurance corporations’ balance sheets, financial stability and monetary policy. (2024). LEYVA, Jaime ; Kaufmann, Christoph ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20242892.

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2024Passing on the hot potato: the use of ETFs by open-ended funds to manage redemption requests. (2024). Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Working Paper Series. RePEc:ecb:ecbwps:20242963.

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2025Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Procyclical variation margins in central clearing. (2024). Suh, Sangwon ; Jin, Yangkyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001626.

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2024Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024Promoting green development through collateral-based monetary policy. (2024). Li, Renzhi. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003318.

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2024Capital controls and the global financial cycle. (2024). Matschke, Johannes ; Lovchikova, Marina. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000138.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2024Option valuation via nonaffine dynamics with realized volatility. (2024). Wang, Zerong ; Zhang, Yuanyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000215.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Dash, Saumya Ranjan ; Gupta, Prashant ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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2024Mitigating energy instability: The influence of trilemma choices, financial development, and technology advancements. (2024). Lee, Chien-Chiang ; Yahya, Farzan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002251.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?. (2024). Chen, Donghui ; Zhang, Jun. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033218.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

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2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024The VIXs term structure of individual active stocks. (2024). David, OR ; Qadan, Mahmoud ; Shuval, Kerem ; Snunu, Iyad. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667.

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2024Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

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2024The time-varying impact of geopolitical risks on financial stress in China: A TVP-VAR analysis. (2024). Zhang, DU ; Wang, Fanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011632.

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2024Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959.

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2024The dynamic effects of debtor bankruptcy on unsecured creditors stock liquidity. (2024). Pham, Thu Phuong ; Zurbruegg, Ralf ; Tran, Ngoc Anh ; Nguyen, Dinh Trung. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001074.

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2024Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Murro, Pierluigi ; Bellardini, Luca ; Previtali, Daniele. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024A theory of capital flow retrenchment. (2024). Davis, Jonathan ; van Wincoop, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000795.

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2024Bond convenience curves and funding costs. (2024). Sihvonen, Markus ; Nissinen, Juuso. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000965.

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2024Global uncertainty and exchange rate conditions: Assessing the impact of uncertainty shocks in emerging markets and advanced economies. (2024). Saha, Sujata ; Glebocki, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001264.

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2024Predicting recessions using VIX–yield curve cycles. (2024). Hansen, Anne Lundgaard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:409-422.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2024Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092.

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2024Crisis rescue via direct purchase: Evidence from China. (2024). Xu, Yongxin ; Zhang, Xiaoyan ; Li, LU ; Zheng, Gaoping ; Liu, Chunbo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001407.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2024Variance risk premiums in emerging markets. (2024). Zhang, Xiaoyan ; Xu, Lai ; Zhou, Hao ; Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001730.

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2024U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845.

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2024ETF arbitrage and international diversification. (2024). Rozental, Hari ; Gozluklu, Arie ; Filippou, Ilias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001882.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024Vulnerable funding in the global economy. (2024). Uribe, Jorge ; Chuliá, Helena ; Garrn, Ignacio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002280.

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2024Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies. (2024). Huynh, Luu Duc Toan ; Damette, Olivier ; Wang, LU ; Toan, Luu Duc ; Zhang, LI ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:223:y:2024:i:c:p:168-184.

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2024CCP auction design. (2024). Huang, Wenqian ; Zhu, Haoxiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000322.

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2024Window dressing of regulatory metrics: Evidence from repo markets. (2024). Grill, Michael ; Waibel, Martin ; Behn, Markus ; Bassi, Claudio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000147.

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2024The puzzling persistence of financial crises: A selective review of 2000 years of evidence. (2024). Jaremski, Matthew ; Calomiris, Charles W. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000184.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024The international transmission of shocks through the lens of foreign banks in Hong Kong. (2024). Kwan, Simon ; Ho, Kelvin ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000147.

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2024Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396.

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2024Why do rational investors like variance at the peak of a crisis? A learning-based explanation. (2024). Seo, Sang Byung ; Ghaderi, Mohammad ; Kilic, Mete. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001009.

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2024The international linkages of market risk perception. (2024). Vaello-Sebastià, Antoni ; Serrano, Pedro ; Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452.

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2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2024Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001495.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024Liquidity policies with opacity. (2024). Asano, Koji. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000917.

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2024The impact of economic uncertainty on carbon emission: Evidence from China. (2024). Zhu, Yanjin ; Ma, Dan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123010882.

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2024Repercussions of the Russia–Ukraine war. (2024). Tong, Eric. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:366-390.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2024Forecasting stock market realized volatility: The role of investor attention to the price of petroleum products. (2024). Li, Dakai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:115-122.

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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.
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2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
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2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
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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]		paper26
2018Money Markets, Collateral and Monetary Policy.(2018) In: CEPR Discussion Papers.
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2019Money markets, collateral and monetary policy.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 26		paper
2018Money Markets, Collateral and Monetary Policy.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2016Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins In: Journal of Finance.
[Full Text][Citation analysis]		article63
2012Risk-sharing or risk-taking? Counterparty risk, incentives and margins.(2012) In: Working Paper Series.
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This paper has nother version. Agregated cites: 63		paper
2016Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 63		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]		paper5
2018Variation margins, fire sales, and information-constrained optimality.(2018) In: Working Paper Series.
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2021Variation margins, fire-sales and information-constrained optimality.(2021) In: Post-Print.
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2021Variation Margins, Fire Sales, and Information-constrained Optimality.(2021) In: The Review of Economic Studies.
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2022Variation margins, fire-sales and information-constrained optimality.(2022) In: TSE Working Papers.
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2010Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper229
2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: Working Paper Series.
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2009Liquidity hoarding and interbank market spreads: the role of counterparty risk.(2009) In: 2009 Meeting Papers.
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2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Discussion Paper.
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This paper has nother version. Agregated cites: 229		paper
2009Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk.(2009) In: Other publications TiSEM.
[Citation analysis]
This paper has nother version. Agregated cites: 229		paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper830
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has nother version. Agregated cites: 830		article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 830		paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 830		article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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This paper has nother version. Agregated cites: 830		paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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In: .
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In: .
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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
2023Navigating liquidity crises in non-banks: An assessment of central bank policies 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]		paper61
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 nother version. Agregated cites: 61		article
2009Money talks In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2012Money talks.(2012) In: Economics Letters.
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This paper has nother version. Agregated cites: 15		article
2009Money talks.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2009Interbank lending, credit risk premia and collateral In: Working Paper Series.
[Full Text][Citation analysis]		paper32
2009Interbank Lending, Credit-Risk Premia, and Collateral.(2009) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2012Clearing, counterparty risk and aggregate risk In: Working Paper Series.
[Full Text][Citation analysis]		paper59
2012Clearing, counterparty risk and aggregate risk.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2012Clearing, Counterparty Risk, and Aggregate Risk.(2012) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 59		article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper421
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 421		article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 421		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]		paper86
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.
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This paper has nother version. Agregated cites: 86		article
2017On collateral: implications for financial stability and monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2018Benefits and costs of liquidity regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper24
2020Money markets, central bank balance sheet and regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2023Do non-banks need access to the lender of last resort? Evidence from fund runs In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2023Fund fragility: the role of investor base In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2023Risk, monetary policy and asset prices in a global world In: Working Paper Series.
[Full Text][Citation analysis]		paper5
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]		article153
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.
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This paper has nother 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.
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This paper has nother 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

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