15
H index
18
i10 index
937
Citations
European Commission | 15 H index 18 i10 index 937 Citations RESEARCH PRODUCTION: 27 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 |
2023 | 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 |
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 |
2022 | . 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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. 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 |
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 |
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 |
2023 | Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Bicchal, Motilal ; Mundra, Sruti. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087. 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 |
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 |
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 |
2023 | Predicting macro-financial instability â How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387. 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 |
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 |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers || Download paper |
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 |
2022 | Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-007. Full description at Econpapers || Download paper |
2022 | Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x. Full description at Econpapers || Download paper |
2023 | Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3. Full description at Econpapers || Download paper |
2022 | Finance, growth and (macro)prudential policy: European evidence. (2022). Ngo, Ngoc Anh ; Hodula, Martin. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:2:d:10.1007_s10663-022-09537-w. Full description at Econpapers || Download paper |
2023 | Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9. Full description at Econpapers || Download paper |
2022 | Spillovers from one countryâs sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach. (2022). Onder, Ozlem A ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00263-3. Full description at Econpapers || Download paper |
2023 | Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Å krinjariÄ, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y. Full description at Econpapers || Download paper |
2022 | Inflation Targeting Skepticism: Myth or Reality? A Way Forward for Pakistan (Article). (2022). Masood, Saher ; Hayat, Zafar. In: The Pakistan Development Review. RePEc:pid:journl:v:61:y:2022:i:1:p:1-27. Full description at Econpapers || Download paper |
2022 | Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data. (2022). Sanyal, Anirban ; Yildirim, Yusuf. In: MPRA Paper. RePEc:pra:mprapa:112079. Full description at Econpapers || Download paper |
2023 | Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507. Full description at Econpapers || Download paper |
2023 | The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955. Full description at Econpapers || Download paper |
2023 | Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Osabuohien, Evans ; Johnson, Leroy. In: MPRA Paper. RePEc:pra:mprapa:118135. 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). KoÄenda, Evžen ; Togonidze, Sophio ; Koenda, Even. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.005. Full description at Econpapers || Download paper |
2022 | ECB monetary policy and commodity prices. (2022). , Evenkoenda ; Aliev, Shahriyar ; Koenda, Even. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.008. Full description at Econpapers || Download paper |
2022 | NFTs Emergence in Financial Markets and their Correlation with DeFis and Cryptocurrencies. (2022). Alshamali, Nour ; Alawadhi, Khuloud M. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:108-120. Full description at Econpapers || Download paper |
2022 | Spillovers in the Presence of Financial Stress â An Application to Romania. (2022). Horobet, Alexandra ; Copaciu, Anca Mihaela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:29-43. Full description at Econpapers || Download paper |
2023 | Prediction of debt crisis in Southern African Development Community (SADC). (2023). Chirume, Crispen. In: International Area Studies Review. RePEc:sae:intare:v:26:y:2023:i:2:p:161-184. Full description at Econpapers || Download paper |
2022 | Measuring Monetary Policy in Emerging Economy: The Role of Monetary Condition Index. (2022). Trung, Bui Thanh. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:70:y:2022:i:6:p:499-522. Full description at Econpapers || Download paper |
2022 | Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Sahut, Jean-Michel ; Ftiti, Zied ; Miled, Wafa. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9. Full description at Econpapers || Download paper |
2022 | Convergence to the Centre. (2022). Konya, Istvan ; Benczur, Peter. In: Contributions to Economics. RePEc:spr:conchp:978-3-030-93963-2_1. Full description at Econpapers || Download paper |
2022 | Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Hemrit, Wael ; Benlagha, Noureddine. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09554-8. Full description at Econpapers || Download paper |
2022 | Capital Account Liberalization, Political Stability, and Economic Growth. (2022). Maktouf, Samir ; Ayouni, Saifeddine ; Hamdaoui, Mekki. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00723-y. Full description at Econpapers || Download paper |
2022 | Financial crises: explanation, prediction, and interdependence. (2022). Maktouf, Samir ; Ayouni, Saifeddine ; Hamdaoui, Mekki. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00241-2. Full description at Econpapers || Download paper |
2022 | Regime-dependent price puzzle in the Brazilian economy: evidence from VAR and FAVAR approaches. (2022). Mattos, Leonardo Bornacki ; Ferreira, Giuliano Queiroz. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:9:d:10.1007_s43546-022-00295-2. Full description at Econpapers || Download paper |
2022 | On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market. (2022). Papavassiliou, Vassilios ; Leventides, John ; Kollias, Iraklis. In: Working Papers. RePEc:ucd:wpaper:202302. Full description at Econpapers || Download paper |
2022 | Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies. (2022). Woldamanuel, Wajebo Temesgen. In: Economics and Business. RePEc:vrs:ecobus:v:36:y:2022:i:1:p:149-163:n:10. Full description at Econpapers || Download paper |
2022 | Financial contagion in real economy: The key role of policy uncertainty. (2022). Umar, Zaghum ; Kampouris, Elias ; Samitas, Aristeidis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682. Full description at Econpapers || Download paper |
2022 | Sovereign bond yield spreads spillovers in the Economic and Monetary Union. (2022). Afonso, Antonio ; Kazemi, Mina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2615-2626. Full description at Econpapers || Download paper |
2022 | Key factors of the net interest margin of European and US banks in a low interest rate environment. (2022). Tepl, Petr ; Hanzlik, Petr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2795-2818. Full description at Econpapers || Download paper |
2022 | Predicting financial crises with machine learning methods. (2022). Wang, BO ; Chen, Chen ; Liu, Lanbiao. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:871-910. Full description at Econpapers || Download paper |
2023 | Macro?financial effects of monetary policy easing. (2023). Apostolakis, George ; Papadopoulos, Athanasios P ; Giannellis, Nikolaos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738. Full description at Econpapers || Download paper |
2022 | Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data. (2022). Sanyal, Anirban ; Yildirim, Yusuf. In: EconStor Preprints. RePEc:zbw:esprep:251726. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122. Full description at Econpapers || Download paper |
2023 | Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023. Full description at Econpapers || Download paper |
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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 | 49 |
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: 49 | 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: 49 | 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 | 76 |
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: 76 | article | |
2011 | How Does Monetary Policy Respond to Financial Stress?.(2011) In: EcoMod2011. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | 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: 76 | 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 | 191 |
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: 191 | 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: 191 | 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 | 122 |
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: 122 | 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. [Full Text][Citation analysis] | paper | 1 |
2021 | Euro Area Housing Markets: Trends, Challenges and Policy Responses In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Housing Market Developments in the Euro Area: Focus on Housing Affordability In: European Economy - Discussion Papers. [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 | 34 |
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 | The monetary policy rules in EU-15: before and after the euro In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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