Bořek Vašíček : Citation Profile

Are you Bořek Vašíček?

European Commission

15

H index

18

i10 index

924

Citations

RESEARCH PRODUCTION:

28

Articles

37

Papers

5

Books

2

Chapters

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 66
   Journals where Bořek Vašíček has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 19 (2.01 %)

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   Permalink: http://citec.repec.org/pva386
   Updated: 2023-08-19    RAS profile: 2023-06-09    
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Relations with other researchers

Works with:

Claeys, Peter (2)

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

Is cited by:

Babecký, Jan (55)

Horvath, Roman (14)

Georgiadis, Georgios (11)

Galuscak, Kamil (11)

Feldkircher, Martin (10)

Sosvilla-Rivero, Simon (10)

Hlaváček, Michal (9)

Hodula, Martin (9)

Gómez-Puig, Marta (9)

Apostolakis, George (9)

Cronin, David (8)

Cites to:

Havranek, Tomas (63)

Horvath, Roman (61)

Reinhart, Carmen (39)

Rose, Andrew (38)

Babecký, Jan (38)

Irsova, Zuzana (35)

Kaminsky, Graciela (33)

Rusnák, Marek (28)

Baxa, Jaromir (27)

Komarek, Lubos (25)

BORIO, Claudio (22)

Main data

Where Bořek Vašíček has published?

Journals with more than one article published# docs
Quarterly Report on the Euro Area (QREA)10
Journal of Financial Stability3

Working Papers Series with more than one paper published# docs
Working Papers / Czech National Bank, Research Department11
Working Paper Series / European Central Bank5
European Economy - Discussion Papers 2015 - / Directorate General Economic and Financial Affairs (DG ECFIN), European Commission3
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics2
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan2
AQR Working Papers / University of Barcelona, Regional Quantitative Analysis Group2

Recent works citing Bořek Vašíček (2022 and 2021)

YearTitle of citing document
2022.

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2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390.

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

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2022Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

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2022Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries. (2022). Romero, José ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1199.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2021Financial stability and the Fed: Evidence from congressional hearings. (2021). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1192-1214.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2022Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150.

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2022Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Širaňová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

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2022Does more finance lead to longer crises?. (2022). Voia, Marcel ; Minea, Alexandru ; Mathonnat, Clement. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:111-135.

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2021The effect of Eurosystem asset purchase programmes on euro area sovereign bond yields during the COVID-19 pandemic. (2021). Papaoikonomou, Dimitrios ; Hondroyiannis, George. In: Working Papers. RePEc:bog:wpaper:291.

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2021Estimating the effect of central bank independence on inflation using longitudinal targeted maximum likelihood estimation. (2021). Rossi, Enzo ; Michael, Schomaker ; Philipp, Baumann. In: Journal of Causal Inference. RePEc:bpj:causin:v:9:y:2021:i:1:p:109-146:n:6.

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2021Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances. (2021). Iwanicz-Drozdowska, Małgorzata ; Ukasz, Kurowski ; Magorzata, Iwanicz-Drozdowska. In: German Economic Review. RePEc:bpj:germec:v:22:y:2021:i:4:p:383-414:n:7.

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2022Adaptive Early Warning Systems: An Axiomatic Approach. (2022). , Diptes. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:145-164.

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2022Evaluating the Role of the Exchange Rate in Monetary Policy Reaction Function of Advanced and Emerging Market Economies. (2022). Lazi, Milena ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:77-96.

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2022USING THE BAYESIAN VAR IN MONETARY POLICY ANALYSIS: A LITERATURE REVIEW. (2022). Monica-Ionelia, Margarit. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:212-216.

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2023Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution. (2023). Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2023/3.

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2021Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15892.

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2023Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_008.

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2023Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

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2023Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807.

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2021The Determinants of the European Banking Crisis. (2021). Hamzaoui, Nessrine ; Regaieg, Boutheina ; Zidi, Sana. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-13.

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2021Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725.

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2022A new comprehensive database of financial crises: Identification, frequency, and duration. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165.

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2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

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2023How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165.

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2021Effects of quantitative easing on firm performance in the euro area. (2021). Korab, Petr ; Dibooglu, Sel ; Mallek, Ray Saadaoui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000814.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2022Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000413.

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2022Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Koenda, Even ; Togonidze, Sophio. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000504.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2021Asymmetric volatility spillovers between crude oil and Chinas financial markets. (2021). Li, Shouwei ; Wang, HU. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s036054422101416x.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2022Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic. (2022). Sharma, Abhijit ; Ozkan, Aydin ; Grillini, Stefano. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002307.

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2022International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira . In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

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2021Effects of a banking crisis on credit growth in developing countries. (2021). Miyamoto, Hiroaki ; Kakinaka, Makoto ; Uch, Raksmey. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000854.

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2022Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries. (2022). Barokas, Lina ; Kutuk, Yasin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100266x.

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2021Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis. (2021). Zhu, Sheng ; Osullivan, Niall ; Kavanagh, Ella . In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301376.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2022Systemic 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.

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2022Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?. (2022). Urban, Jorg ; Schienle, Melanie ; Buse, Rebekka. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001052.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2022Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022Economic uncertainty spillover and social networks. (2022). Xu, Bing ; Hui, Yarong ; Zhang, Chuan ; Ma, Dan. In: Journal of Business Research. RePEc:eee:jbrese:v:145:y:2022:i:c:p:454-467.

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2021Predicting bankruptcy of local government: A machine learning approach. (2021). Lagravinese, Raffaele ; Resce, Giuliano ; Antulov-Fantulin, Nino. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:681-699.

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2021The cost of banking crises: Does the policy framework matter?. (2021). Levieuge, Grégory ; Pradines-Jobet, Florian ; Lucotte, Yannick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302461.

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2022Risk, financial stability and FDI. (2022). Lamla, Michael ; Kontonikas, Alexandros ; Kellard, Neil M ; Wood, Geoffrey ; Maiani, Stefano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881.

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2022Shadow of the colossus: Euro area spillovers and monetary policy in Central and Eastern Europe. (2022). Tochkov, Kiril ; El-Shagi, Makram. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001522.

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2023Three sisters: The interlinkage between sovereign debt, currency, and banking crises. (2023). Karataş, Bilge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002017.

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2023Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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2021Banking sector distress and economic growth resilience: Asymmetric effects. (2021). Chowdhury, Murshed ; Stewart, Robert. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000232.

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2021Why was the ECB’s reaction to Covid-19 crisis faster than after the 2008 financial crash?. (2021). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:1-14.

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2021Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229.

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2022Monetary policy, trade-offs and the transmission of UK Monetary Policy. (2022). Osullivan, Niall ; Kavanagh, Ella. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1128-1147.

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2022Inflation targeting and its spillover effects on financial stability in emerging market economies. (2022). Dubey, Amlendu ; Mishra, Akanksha. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1198-1218.

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2022Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023.

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2021The making of hawks and doves. (2021). Nagel, Stefan ; Yan, Zhen ; Malmendier, Ulrike. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:19-42.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2022The dynamic impact of monetary policy on financial stability in China after crises. (2022). Ji, Hao ; Yin, Haiyan ; Xu, Ning ; Wang, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001500.

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2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Fille, Erika ; Chhajer, Harsh ; Granados, Oscar M ; Pang, Raymond Ka-Kay. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002673.

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2021Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

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2022Monetary and macroprudential policies, output, prices, and financial stability. (2022). Zhang, Chengping ; Li, Zhigang ; Liu, Biying ; Sui, Jianli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:212-233.

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2022Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482.

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2022Reduced macroeconomic volatility after adoption of inflation targeting: Impulses or propagation?. (2022). Cruz, Christopher John . In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:759-770.

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2023An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay. (2023). Garcia-Hiernaux, Alfredo ; Brum-Civelli, Conrado. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:206-219.

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2022Survey-derived proxies for uncertainty: the case of Cyprus. (2022). Pashourtidou, Nicoletta. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:16:y:2022:i:2:p:27-56.

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2021Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?. (2021). Ptru, Anda ; Carnot, Nicolas ; Pamies, Stephanie. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:141.

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2023Macrofinancial Dynamics in a Monetary Union. (2023). Monteiro, Daniel. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:188.

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2021Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). TERESIENE, DEIMANTE ; Kanapickiene, Rasa ; Jurksas, Linas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849.

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2022.

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2022.

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2022.

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2021Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?. (2021). Collodel, Umberto. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03185520.

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2021Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?. (2021). Collodel, Umberto. In: Working Papers. RePEc:hal:wpaper:halshs-03185520.

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2021A new test for common breaks in heterogeneous panel data models. (2021). Kurozumi, Eiji ; Jiang, Peiyun. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-107.

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2021Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: IMF Working Papers. RePEc:imf:imfwpa:2021/018.

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2021Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Schmidt, Tomas Dutra ; Iossifov, Plamen K. In: IMF Working Papers. RePEc:imf:imfwpa:2021/028.

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2021Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2022Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217.

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2021An Early Warning Signal (EWS) Model for Predicting Financial Crisis in Emerging African Economies. (2021). Tewari, Devi Datt ; Ilesanmi, Kehinde Damilola. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:1:p:101-110.

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

Works by Bořek Vašíček:

YearTitleTypeCited
2012“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News” In: AQR Working Papers.
[Full Text][Citation analysis]		paper47
2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2012“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”.(2012) In: IREA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		paper
2013“How systemic is Spain for Europe?” In: AQR Working Papers.
[Full Text][Citation analysis]		paper8
2013“How systemic is Spain for Europe?”.(2013) In: IREA Working Papers.
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This paper has another version. Agregated cites: 8		paper
2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2013Inflation and the Steeplechase Between Economic Activity Variables.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2012Early Warning Indicators of Economic Crises In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter3
2011Monetary Policy Analysis in a Central Bank In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book1
2012Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book1
2013Transmission of Monetary Policy In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book6
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2015Monetary Policy Challenges in a Low-Inflation Environment In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2014The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic In: Research and Policy Notes.
[Full Text][Citation analysis]		paper19
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries In: Working Papers.
[Full Text][Citation analysis]		paper34
2014HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES.(2014) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.(2010) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2010How Does Monetary Policy Change? Evidence on Inflation Targeting Countries.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2011Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? In: Working Papers.
[Full Text][Citation analysis]		paper73
2013Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?.(2013) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2011How Does Monetary Policy Respond to Financial Stress?.(2011) In: EcoMod2011.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2011Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2011Is Monetary Policy in the New EU Member States Asymmetric? In: Working Papers.
[Full Text][Citation analysis]		paper13
2012Is monetary policy in the new EU member states asymmetric?.(2012) In: Economic Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2010Is Monetary Policy in New Members States Asymmetric?.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 13		paper
2010Is Monetary Policy in New Members States Asymmetric?.(2010) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2011Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries In: Working Papers.
[Full Text][Citation analysis]		paper22
2011Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries.(2011) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2012Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries In: Working Papers.
[Full Text][Citation analysis]		paper24
2015Changes in inflation dynamics under inflation targeting? Evidence from Central European countries.(2015) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2013Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps In: Working Papers.
[Full Text][Citation analysis]		paper16
2014Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2015Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps.(2015) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2014Spillover of the ECBs Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy? In: Working Papers.
[Full Text][Citation analysis]		paper83
2016Spillover of the ECBs monetary policy outside the euro area: How different is conventional from unconventional policy?.(2016) In: Journal of Policy Modeling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		article
2014Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers.
[Full Text][Citation analysis]		paper18
2015Banking and currency crises: differential diagnostics for developed countries.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2017Banking and Currency Crises: Differential Diagnostics for Developed Countries.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries In: Working Papers.
[Full Text][Citation analysis]		paper10
2019Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries.(2019) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2012Banking, debt and currency crises: early warning indicators for developed countries In: Working Paper Series.
[Full Text][Citation analysis]		paper189
2014Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189		article
2012Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries.(2012) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189		paper
2012Leading indicators of crisis incidence: evidence from developed countries In: Working Paper Series.
[Full Text][Citation analysis]		paper105
2013Leading indicators of crisis incidence: Evidence from developed countries.(2013) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105		article
2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe In: Working Paper Series.
[Full Text][Citation analysis]		paper118
2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118		article
2017Leading indicators of financial stress: New evidence In: Journal of Financial Stability.
[Full Text][Citation analysis]		article18
2011Time Varying Monetary Policy Rules and Financial Stress In: Chapters.
[Full Text][Citation analysis]		chapter6
2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019 In: European Economy - Discussion Papers 2015 -.
[Full Text][Citation analysis]		paper1
2021Euro Area Housing Markets: Trends, Challenges and Policy Responses In: European Economy - Discussion Papers 2015 -.
[Full Text][Citation analysis]		paper0
2022Housing Market Developments in the Euro Area: Focus on Housing Affordability In: European Economy - Discussion Papers 2015 -.
[Full Text][Citation analysis]		paper1
2015The euro area recovery in perspective In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article0
2016Revisiting the real interest rate mechanism In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article0
2016Financial channels and economic activity in the euro area In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article0
2016The policy mix, when monetary policy is constrained at the zero lower bound In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article0
2017A macroeconomic perspective on non-performing loans (NPLs) In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article7
2018Impact of uncertainty shocks in the euro area In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article0
2018Financial cycle in euro area In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article1
2018Determinants of economic resilience in the euro area: An empirical assessment of policy levers In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article3
2019A retrospective look at sovereign bond dynamics in the euro area In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article5
2022Links between housing and real economy in the euro area In: Quarterly Report on the Euro Area (QREA).
[Full Text][Citation analysis]		article0
2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach In: Empirica.
[Full Text][Citation analysis]		article1
2015Financial Stress Indices and Financial Crises In: Open Economies Review.
[Full Text][Citation analysis]		article32
2010Monetary Policy Rules and Inflation Processes in Open Emerging Economies In: Eastern European Economics.
[Full Text][Citation analysis]		article14
2009Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2009Monetary policy rules and inflation process in open emerging economies: evidence for 12 new EU members.(2009) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2011Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article8
2009Inflation dynamics and the New Keynesian Phillips curve in EU-4.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
[Full Text][Citation analysis]		paper28
2008Prostorová ekonomie a prostorové externality: P?ehled teorie a empirické evidence In: Politická ekonomie.
[Full Text][Citation analysis]		article0
2008The monetary policy rules in EU-15: before and after the euro In: Working Papers.
[Full Text][Citation analysis]		paper0

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