17
H index
20
i10 index
838
Citations
Peter Claeys : Citation Profile
Universidad Pontificia Comillas (90% share) | RESEARCH PRODUCTION: 24 Articles 45 Papers 1 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2004 - 2025). 
Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Claeys. | Is cited by:
| Cites to:
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Main data
Where Peter Claeys has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 2 |
| Revista ESPE - Ensayos sobre Pol�tica Econ�mica | 2 |
| International Review of Economics & Finance | 2 |
| Journal of Policy Modeling | 2 |
| Journal of Forecasting | 2 |
| Revista ESPE - Ensayos Sobre Pol�tica Econ�mica | 2 |
Recent works citing Peter Claeys (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
| 2024 | International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Schaffer, Matthew ; Rahman, Md Rashedur. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper |
| 2024 | Government expenditure and the housing puzzle: Unpacking mechanisms. (2024). Ferri, Javier ; Herranz-Baez, Francisca. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002013. Full description at Econpapers || Download paper |
| 2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper |
| 2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505. Full description at Econpapers || Download paper |
| 2024 | Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper |
| 2024 | Public debt determinants: A time-varying analysis of core and peripheral Euro area countries. (2024). di Serio, Mario. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011309. Full description at Econpapers || Download paper |
| 2024 | New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2024 | Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205. Full description at Econpapers || Download paper |
| 2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
| 2024 | Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Su, GE ; Hong, Zhiwu ; Lin, Mucai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615. Full description at Econpapers || Download paper |
| 2024 | Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044. Full description at Econpapers || Download paper |
| 2024 | New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411. Full description at Econpapers || Download paper |
| 2024 | Fiscal Fatigue, Public Debt Structure and Sustainability: A DSGE Model for West African Economic and Monetary Union. (2024). Amedanou, Isaac. In: Post-Print. RePEc:hal:journl:hal-04496782. Full description at Econpapers || Download paper |
| 2024 | The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment. (2024). Erem, Emmanuel. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:3:p:50. Full description at Econpapers || Download paper |
| 2024 | The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis. (2024). Önder, A. Özlem ; Kila, Gul Huyuguzel ; Cinicioglu, Esma Nur ; Muradolu, Gulnur Y. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10489-x. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
Works by Peter Claeys:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | “A Note on the Relationship Between the Cyclicality of Markups and Fiscal Policy†In: AQR Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | “A Note on the Relationship Between the Cyclicality of Markups and Fiscal Policyâ€.(2012) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News†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 nother version. Agregated cites: 49 | paper | |
| 2012 | “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating Newsâ€.(2012) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2013 | “How systemic is Spain for Europe?†In: AQR Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2013 | “How systemic is Spain for Europe?â€.(2013) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | Timing and duration of inflation targeting regimes In: Revista ESPE - Ensayos sobre Política Económica. [Full Text][Citation analysis] | article | 1 |
| 2015 | Timing and duration of inflation targeting regimes.(2015) In: Revista ESPE - Ensayos Sobre Política Económica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Uncertainty spillover and policy reactions In: Revista ESPE - Ensayos sobre Política Económica. [Full Text][Citation analysis] | article | 7 |
| 2017 | Uncertainty spillover and policy reactions.(2017) In: Revista ESPE - Ensayos Sobre Política Económica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2005 | Policy Mix and Debt Sustainability: Evidence from Fiscal Policy Rules In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 45 |
| 2005 | Policy mix and debt sustainability: evidence from fiscal policy rules.(2005) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2006 | Policy mix and debt sustainability: evidence from fiscal policy rules.(2006) In: Empirica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2015 | Monetary Policy Challenges in a Low-Inflation Environment In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
| 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 | 88 |
| 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 nother version. Agregated cites: 88 | article | |
| 2017 | Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 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 nother version. Agregated cites: 12 | article | |
| 2017 | Imperfect mobility of labor across sectors and fiscal transmission In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 8 |
| 2020 | Imperfect mobility of labor across sectors and fiscal transmission.(2020) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2019 | Imperfect mobility of labor across sectors and fiscal transmission.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | Imperfect mobility of labor across sectors and fiscal transmission.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | IMPERFECT MOBILITY OF LABOR ACROSS SECTORS AND FISCAL TRANSMISSION.(2016) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | IMPERFECT MOBILITY OF LABOR ACROSS SECTORS AND FISCAL TRANSMISSION..(2016) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2007 | The dynamic behaviour of budget components and output In: Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
| 2008 | The dynamic behaviour of budget components and output.(2008) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2014 | Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe In: Working Paper Series. [Full Text][Citation analysis] | paper | 144 |
| 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 nother version. Agregated cites: 144 | article | |
| 2014 | How do financial institutions forecast sovereign spreads? In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Debt, interest rates, and integration of financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
| 2016 | How do experts forecast sovereign spreads? In: European Economic Review. [Full Text][Citation analysis] | article | 18 |
| 2016 | How do Experts Forecast Sovereign Spreads?.(2016) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | Boom–bust cycles and procyclical fiscal policy in a small open economy In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 10 |
| 2009 | R. Neck and J. Sturm, Editors, Sustainability of public debt, MIT Press, Cambridge (2008) 271 pp.. In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Fiscal Policy and Economic Stability: Does PIGS stand for Procyclicality In Government Spending? In: DFAEII Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2009 | Financial Innovation in Internet Banking: A Comparative Analysis In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2025 | European Governments’ Fiscal Behaviour and Public Debt Holders: What Is the Financial Connection? In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Economic spillover and policy coordination in the Euro area In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] | paper | 20 |
| 2004 | Monetary and budgetary policy interaction: an SVAR analysis of stabilisation policies in monetary union In: Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Combine to compete: improving fiscal forecast accuracy over time In: UB School of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Combine to compete: Improving fiscal forecast accuracy over time.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | [Guest Editors’ Remarks] Special Theme 2: Asian and European Economic Integration at a Crossroads In: Post-Print. [Citation analysis] | paper | 0 |
| 2017 | Interaction of Government Tiers and Central Banks in a Federation: An Empirical Test In: Fiscal Studies. [Full Text][Citation analysis] | article | 0 |
| 2024 | Laggards v Leaders: Productivity and Innovation Catchup In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Sustainability of EU fiscal policies, a panel test In: IREA Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2007 | Sustainability of EU Fiscal Policies: a Panel Test.(2007) In: Journal of Economic Integration. [Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2007 | Fiscal sustainability across government tiers: an assessment of soft budget constraints. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Estimating the effects of fiscal policy under the budget constraint. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Estimating the effects of fiscal policy under the budget constraint.(2008) In: wp.comunite. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2008 | Fiscal policy and interest rates: the role of financial and economic integration. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2010 | Fiscal Policy and Interest Rates: The Role of Financial and Economic Integration.(2010) In: Advances in Spatial Science. [Citation analysis] This paper has nother version. Agregated cites: 14 | chapter | |
| 2008 | Internet Banking in Europe: a comparative analysis. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2008 | Testing the FTPL across government tiers. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2009 | A missing spatial link in institutional quality In: IREA Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2011 | A missing spatial link in institutional quality.(2011) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2009 | Fiscal Regime Shifts in Portugal In: IREA Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2009 | Fiscal Regime Shifts in Portugal.(2009) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2009 | Fiscal Regime Shifts in Portugal.(2009) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
| 2011 | Fiscal regime shifts in Portugal.(2011) In: Portuguese Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2010 | Fiscal policy and economic stability: does PIGS stand for Procyclicality In Government Spending? In: IREA Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2011 | Fiscal policy and economic stability: Does PIGS stand for procyclicality in government spending?.(2011) In: wp.comunite. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | If you want me to stay, pay In: IREA Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2008 | Treasury V Dodgers. A Tale of Fiscal Consolidation and Tax Evasion In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | The dynamic behaviour of budget components and output – the cases of France, Germany, Portugal, and Spain In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Fiscal sustainability across government tiers In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 57 |
| 2007 | Fiscal Sustainability Across Government Tiers.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2015 | €˜If You Want Me to Stay, Pay€™: A Model of Asymmetric Federalism in Centralised Countries In: Environment and Planning C. [Full Text][Citation analysis] | article | 0 |
| 2008 | Budgetary spillovers and long-term interest rates In: Contributions to Economics. [Citation analysis] | chapter | 0 |
| 2014 | Comment on A toolkit to assessing fiscal vulnerabilities and risks in advanced economies by Andrea Schaechter, C. Emre Alper, Elif Arbatli, Carlos Caceres, Giovanni Callegari, Marc Gerard, Jiri Jonas, Tidiane Kinda, Anna Shabunina and Anke Weber In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Fiscal Forecasting Rationality Among Expert Forecasters In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2022 | The scarring effects of major economic downturns: The role of fiscal policy and government investment In: EIB Working Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team