15
H index
18
i10 index
924
Citations
European Commission | 15 H index 18 i10 index 924 Citations RESEARCH PRODUCTION: 28 Articles 37 Papers 5 Books 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bořek Vašíček. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Quarterly Report on the Euro Area (QREA) | 10 |
Journal of Financial Stability | 3 |
Year | Title of citing document | |
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2022 | . Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Uncertainty 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 | |
2022 | Endogenous 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. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper | |
2021 | Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko. Full description at Econpapers || Download paper | |
2022 | Modelling 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. Full description at Econpapers || Download paper | |
2021 | Structural 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Towards 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. Full description at Econpapers || Download paper | |
2022 | Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150. Full description at Econpapers || Download paper | |
2022 | Monetary 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. Full description at Econpapers || Download paper | |
2023 | Understanding 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. Full description at Econpapers || Download paper | |
2023 | ECB monetary policy and commodity prices. (2023). KoÄenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper | |
2023 | Every crisis does matter: Comparing the databases of financial crisis events. (2023). Å iraÅová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Estimating 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. Full description at Econpapers || Download paper | |
2021 | Keep your friends close and your enemies closer â the case of monetary policy and financial imbalances. (2021). Iwanicz-Drozdowska, MaÅgorzata ; Ukasz, Kurowski ; Magorzata, Iwanicz-Drozdowska. In: German Economic Review. RePEc:bpj:germec:v:22:y:2021:i:4:p:383-414:n:7. Full description at Econpapers || Download paper | |
2022 | Adaptive 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. Full description at Econpapers || Download paper | |
2022 | Evaluating 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. Full description at Econpapers || Download paper | |
2022 | USING 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. Full description at Econpapers || Download paper | |
2023 | Macroprudential 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. Full description at Econpapers || Download paper | |
2021 | Initial 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2018). Mehl, Arnaud ; GrÃÆÃ¤b, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024. Full description at Econpapers || Download paper | |
2023 | Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Spillover 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2023 | Has 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2021 | Effects 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Heterogeneous 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. Full description at Econpapers || Download paper | |
2023 | Estimation 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | Multinomial 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. Full description at Econpapers || Download paper | |
2022 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Connectedness 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. Full description at Econpapers || Download paper | |
2021 | Realized 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. Full description at Econpapers || Download paper | |
2022 | Covid-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. Full description at Econpapers || Download paper | |
2022 | Static 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. Full description at Econpapers || Download paper | |
2022 | International 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2021 | Effects 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. Full description at Econpapers || Download paper | |
2022 | Multivariate 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. Full description at Econpapers || Download paper | |
2021 | Inflation 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | ECB 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. Full description at Econpapers || Download paper | |
2021 | Was a deterioration in âconnectednessâ 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | From 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Sovereign 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. Full description at Econpapers || Download paper | |
2022 | Rethinking 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Risk, 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. Full description at Econpapers || Download paper | |
2022 | Shadow 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. Full description at Econpapers || Download paper | |
2023 | Three sisters: The interlinkage between sovereign debt, currency, and banking crises. (2023). KarataÅ, Bilge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002017. Full description at Econpapers || Download paper | |
2023 | Macro-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. Full description at Econpapers || Download paper | |
2021 | Banking 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. Full description at Econpapers || Download paper | |
2021 | Why was the ECBâs 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. Full description at Econpapers || Download paper | |
2021 | Zero 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. Full description at Econpapers || Download paper | |
2022 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | Inflation 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. Full description at Econpapers || Download paper | |
2022 | Why 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2022 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | Monetary 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. Full description at Econpapers || Download paper | |
2022 | Reduced 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. Full description at Econpapers || Download paper | |
2023 | An 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. Full description at Econpapers || Download paper | |
2022 | Survey-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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2023 | Macrofinancial Dynamics in a Monetary Union. (2023). Monteiro, Daniel. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:188. Full description at Econpapers || Download paper | |
2021 | Liquidity 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Finding 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. Full description at Econpapers || Download paper | |
2021 | Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?. (2021). Collodel, Umberto. In: Working Papers. RePEc:hal:wpaper:halshs-03185520. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Initial 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. Full description at Econpapers || Download paper | |
2021 | Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Schmidt, Tomas Dutra ; Iossifov, Plamen K. In: IMF Working Papers. RePEc:imf:imfwpa:2021/028. Full description at Econpapers || Download paper | |
2021 | Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197. Full description at Econpapers || Download paper | |
2023 | Introducing 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. Full description at Econpapers || Download paper | |
2023 | Leading 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2012 | ââ¬ÅMeasuring Sovereign Bond Spillover in Europe and the Impact of Rating Newsââ¬Â In: AQR Working Papers. [Full Text][Citation analysis] | paper | 47 |
2012 | Measuring 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 | ââ¬ÅMeasuring Sovereign Bond Spillover in Europe and the Impact of Rating Newsââ¬Â.(2012) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2013 | ââ¬ÅHow systemic is Spain for Europe?ââ¬Â In: AQR Working Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | ââ¬ÅHow systemic is Spain for Europe?ââ¬Â.(2013) In: IREA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Inflation and the steeplechase between economic activity variables: evidence for G7 countries In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
2013 | Inflation and the Steeplechase Between Economic Activity Variables.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Early Warning Indicators of Economic Crises In: Occasional Publications - Chapters in Edited Volumes. [Full Text][Citation analysis] | chapter | 3 |
2011 | Monetary Policy Analysis in a Central Bank In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
2012 | Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 1 |
2013 | Transmission of Monetary Policy In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 6 |
2014 | Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2015 | Monetary Policy Challenges in a Low-Inflation Environment In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2014 | The Exchange Rate as an Instrument at Zero Interest Rates: The Case of the Czech Republic In: Research and Policy Notes. [Full Text][Citation analysis] | paper | 19 |
2010 | How Does Monetary Policy Change? Evidence on Inflation Targeting Countries In: Working Papers. [Full Text][Citation analysis] | paper | 34 |
2014 | HOW 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 | |
2010 | How 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 | |
2010 | How 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 | |
2011 | Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy? In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
2013 | Time-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 | |
2011 | How Does Monetary Policy Respond to Financial Stress?.(2011) In: EcoMod2011. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2011 | Monetary 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 | |
2011 | Is Monetary Policy in the New EU Member States Asymmetric? In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2012 | Is 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 | |
2010 | Is Monetary Policy in New Members States Asymmetric?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2010 | Is 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 | |
2011 | Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2011 | Early 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 | |
2012 | Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2015 | Changes 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 | |
2013 | Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium: A Regime-Dependent Analysis for European Credit Default Swaps In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2014 | Short-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 | |
2015 | Short-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 | |
2014 | Spillover of the ECBs Monetary Policy Outside the Euro Area: How Different is Conventional From Unconventional Policy? In: Working Papers. [Full Text][Citation analysis] | paper | 83 |
2016 | Spillover 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 | |
2014 | Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2015 | Banking 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 | |
2017 | Banking 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 | |
2017 | Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | Transmission 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 | |
2012 | Banking, debt and currency crises: early warning indicators for developed countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 189 |
2014 | Banking, 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 | |
2012 | Banking, 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 | |
2012 | Leading indicators of crisis incidence: evidence from developed countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 105 |
2013 | Leading 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 | |
2014 | Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe In: Working Paper Series. [Full Text][Citation analysis] | paper | 118 |
2014 | Measuring 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 | |
2017 | Leading indicators of financial stress: New evidence In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 18 |
2011 | Time Varying Monetary Policy Rules and Financial Stress In: Chapters. [Full Text][Citation analysis] | chapter | 6 |
2021 | Financial Spillover and Contagion Risks in the Euro Area in 2007-2019 In: European Economy - Discussion Papers 2015 -. [Full Text][Citation analysis] | paper | 1 |
2021 | Euro Area Housing Markets: Trends, Challenges and Policy Responses In: European Economy - Discussion Papers 2015 -. [Full Text][Citation analysis] | paper | 0 |
2022 | Housing Market Developments in the Euro Area: Focus on Housing Affordability In: European Economy - Discussion Papers 2015 -. [Full Text][Citation analysis] | paper | 1 |
2015 | The euro area recovery in perspective In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 0 |
2016 | Revisiting the real interest rate mechanism In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 0 |
2016 | Financial channels and economic activity in the euro area In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 0 |
2016 | The policy mix, when monetary policy is constrained at the zero lower bound In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 0 |
2017 | A macroeconomic perspective on non-performing loans (NPLs) In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 7 |
2018 | Impact of uncertainty shocks in the euro area In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 0 |
2018 | Financial cycle in euro area In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 1 |
2018 | Determinants 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] | article | 3 |
2019 | A retrospective look at sovereign bond dynamics in the euro area In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 5 |
2022 | Links between housing and real economy in the euro area In: Quarterly Report on the Euro Area (QREA). [Full Text][Citation analysis] | article | 0 |
2020 | Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach In: Empirica. [Full Text][Citation analysis] | article | 1 |
2015 | Financial Stress Indices and Financial Crises In: Open Economies Review. [Full Text][Citation analysis] | article | 32 |
2010 | Monetary Policy Rules and Inflation Processes in Open Emerging Economies In: Eastern European Economics. [Full Text][Citation analysis] | article | 14 |
2009 | Monetary 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 | |
2009 | Monetary 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 | |
2011 | Inflation Dynamics and the New Keynesian Phillips Curve in Four Central European Countries In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 8 |
2009 | Inflation 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 | |
2015 | Comparing 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] | paper | 28 |
2008 | Prostorová ekonomie a prostorové externality: P?ehled teorie a empirické evidence In: Politická ekonomie. [Full Text][Citation analysis] | article | 0 |
2008 | The monetary policy rules in EU-15: before and after the euro In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team