Fernando Hugo Avalos : Citation Profile

Are you Fernando Hugo Avalos?

Bank for International Settlements (BIS)

6

H index

3

i10 index

170

Citations

RESEARCH PRODUCTION:

8

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 17
   Journals where Fernando Hugo Avalos has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 2 (1.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav40
   Updated: 2024-12-03    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Aramonte, Sirio (2)

Huang, Wenqian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Hugo Avalos.

Is cited by:

Tiwari, Aviral (4)

Rüth, Sebastian (4)

Vo, Duc (4)

Kohlscheen, Emanuel (4)

Vu, Tan (4)

Van der Veken, Wouter (4)

Ji, Qiang (4)

Shin, Hyun Song (4)

Kohlscheen, Emanuel (4)

Alberola, Enrique (4)

Castro, Vitor (4)

Cites to:

Peydro, Jose-Luis (17)

Altavilla, Carlo (16)

Lenza, Michele (15)

Reichlin, Lucrezia (15)

Pill, Huw (12)

Shin, Hyun Song (11)

Gambacorta, Leonardo (10)

Gürkaynak, Refet (9)

Giannone, Domenico (9)

TARAZI, Amine (9)

Ciccarelli, Matteo (9)

Main data

Where Fernando Hugo Avalos has published?

Journals with more than one article published# docs
BIS Quarterly Review5
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements4

Recent works citing Fernando Hugo Avalos (2024 and 2023)

YearTitle of citing document
2023Disentangling Short-Run COVID-19 Price Impact Pathways in the U.S. Corn Market. (2022). , Gao. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322846.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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

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2023BRICS: How important is the exchange rate pass‐through?. (2020). Moraleszumaquero, Amalia ; Jimenezrodriguez, Rebeca. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:781-793.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034.

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2024Preventing runs under sequential revelation of liquidity needs. (2024). Voellmy, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001951.

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2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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2024Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433.

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2023Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004428.

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2023The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

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

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2023Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?. (2023). Lantz, Frederic ; Patrice, Guillotreau ; Maury, Olivier ; Rault, Jonathan ; Nadzon, Lesya. In: Post-Print. RePEc:hal:journl:hal-03948692.

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2023IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights. (2023). Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00109-7.

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2024Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?. (2024). Nookhwun, Nuwat ; Manopimoke, Pym ; Pattararangrong, Jettawat. In: PIER Discussion Papers. RePEc:pui:dpaper:220.

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2023Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence. (2023). Arora, Kapil ; Ganiev, Omonjon ; Ur-Rehman, Naqeeb ; Jain, Devendra Kumar. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00417-7.

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2023Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?. (2023). Lantz, Frederic ; Guillotreau, Patrice ; Maury, Olivier ; Rault, Jonathan ; Nadzon, Lesya. In: Marine Resource Economics. RePEc:ucp:mresec:doi:10.1086/722490.

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2023Nonstandard monetary policies and bank profitability: The case of Spain. (2023). Tercerolucas, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2248-2277.

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2024Monetary policy and the resilience of the German banking system: From Deutsche Bundesbank to ECB. (2024). Hartl, Tom ; Treitz, Benjamin ; Israel, Karl-Friedrich ; Sepp, Tim Florian. In: Working Papers. RePEc:zbw:leiwps:283608.

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2024Monetary policy and bank-type resilience in Germany from 1999 to 2022. (2024). Hartl, Tom ; Treitz, Benjamin ; Israel, Karl-Friedrich ; Sepp, Tim Florian. In: Working Papers. RePEc:zbw:leiwps:289620.

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Works by Fernando Hugo Avalos:

YearTitleTypeCited
2020Corporate credit markets after the initial pandemic shock In: BIS Bulletins.
[Full Text][Citation analysis]		paper11
2013Hedging in derivatives markets: the experience of Chile In: BIS Quarterly Review.
[Full Text][Citation analysis]		article6
2021Investor size, liquidity and prime money market fund stress In: BIS Quarterly Review.
[Full Text][Citation analysis]		article8
2021The rise of private markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2022Commodity markets: shocks and spillovers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2023Liquid assets at CCPs and systemic liquidity risks In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2015The biofuel connection: impact of US regulation on oil and food prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2015Leverage on the buy side In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2016When the walk is not random: commodity prices and exchange rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper59
2017When the Walk Is Not Random: Commodity Prices and Exchange Rates.(2017) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2018Euro area unconventional monetary policy and bank resilience In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2023Is bank resilience affected by unconventional monetary policy in the Euro area? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2014Do oil prices drive food prices? The tale of a structural break In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article62

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