17
H index
36
i10 index
1519
Citations
Eli Remolona : Citation Profile
Bangko Sentral Ng Pilipinas | RESEARCH PRODUCTION: 46 Articles 46 Papers 3 Books 16 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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46 years (1976 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Eli Remolona. | Is cited by:
| Cites to:
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Main data
Where Eli Remolona has published?
| Journals with more than one article published | # docs |
|---|---|
| BIS Quarterly Review | 15 |
| Quarterly Review | 6 |
| Philippine Review of Economics | 5 |
| Journal of International Money and Finance | 4 |
| Economic Policy Review | 3 |
| Pacific Economic Review | 2 |
| Asian Development Review (ADR) | 2 |
Recent works citing Eli Remolona (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2101.08559. Full description at Econpapers || Download paper |
| 2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper |
| 2024 | The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method. (2024). Wan, Yinan ; Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.14206. Full description at Econpapers || Download paper |
| 2024 | U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12. Full description at Econpapers || Download paper |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper |
| 2024 | Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293. Full description at Econpapers || Download paper |
| 2024 | Not a one-trick pony: Price impact of rating agency information. (2024). Machokoto, Michael ; Sikochi, Anywhere. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003215. Full description at Econpapers || Download paper |
| 2024 | Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357. Full description at Econpapers || Download paper |
| 2024 | How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186. Full description at Econpapers || Download paper |
| 2024 | Shifts in global credit and corporate access to finance. (2024). Bose, Udichibarna ; Banti, Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000127. Full description at Econpapers || Download paper |
| 2024 | U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845. Full description at Econpapers || Download paper |
| 2024 | Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443. Full description at Econpapers || Download paper |
| 2024 | Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567. Full description at Econpapers || Download paper |
| 2024 | Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240. Full description at Econpapers || Download paper |
| 2024 | MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024. Full description at Econpapers || Download paper |
| 2024 | Is bitcoin an inflation hedge?. (2024). Colombo, Jéfferson ; Rodriguez, Harold. In: MPRA Paper. RePEc:pra:mprapa:120477. Full description at Econpapers || Download paper |
Works by Eli Remolona:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Managing expectations by words and deeds: Monetary policy in Asia and the Pacific In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 1999 | Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2001 | Information flows during the Asian crisis: evidence from closed-end funds In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 13 |
| 2000 | Information flows during the asian crisis: evidence from closed-end funds.(2000) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2008 | Information flows during the Asian crisis: Evidence from closed-end funds.(2008) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2019 | The rise of benchmark bonds in emerging Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2002 | Changes in market functioning and central bank policy: an overview of the issues In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 9 |
| 2002 | Changes in market functioning and central bank policy: an overview of the issues.(2002) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Developing corporate bond markets in Asia: a synopsis of the Kunming discussions In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
| 2006 | Developing corporate bond markets in Asia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 14 |
| 2009 | Introduction for Household debt: implications for monetary policy and financial stability In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 3 |
| 2010 | Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 25 |
| 2010 | Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market.(2010) In: Journal of Asian Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2012 | Local currency bond markets and the Asian Bond Fund 2 Initiative In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 16 |
| 2016 | A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers. [Full Text][Citation analysis] | book | 3 |
| 1999 | Inflation Expectations and Risks in a Two-Country Affine-Yield Model In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | Size and liquidity of government bond markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 51 |
| 2002 | Whats behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
| 2003 | The euro interest rate swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 21 |
| 2003 | Reaching for yield: selected issues for reserve managers In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
| 2003 | The credit spread puzzle In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 88 |
| 2004 | The price impact of rating announcements: evidence from the credit default swap market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 34 |
| 2005 | Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
| 2005 | Opening markets through a regional bond fund: lessons from ABF2 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 30 |
| 2005 | Corporate bond markets in Asia In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 23 |
| 2006 | Securitisation in Asia and the Pacific: implications for liquidity and credit risks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 14 |
| 2007 | Interpreting sovereign spreads In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 33 |
| 2007 | Risk in carry trades: a look at target currencies in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 44 |
| 2008 | Credit derivatives an structured creit: the nascant markets of Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
| 2015 | The rise of regional banking in Asia and the Pacific In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 15 |
| 2018 | Common lenders in emerging Asia: their changing roles in three crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 2 |
| 2005 | The pricing of unexpected credit losses In: BIS Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | The price impact of rating announcements: which announcements matter? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 57 |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2015 | Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve In: BIS Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2016 | How do global investors differentiate between sovereign risks? The new normal versus the old.(2016) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1999 | The term structure of announcement effects In: BIS Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 1999 | The term structure of announcement effects.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2018 | Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2019 | De jure benchmark bonds In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | De jure benchmark bonds.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | De jure Benchmark Bonds.(2022) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Prospects for Monetary Cooperation and Integration in East Asia – By Ulrich Volz In: Asian-Pacific Economic Literature. [Full Text][Citation analysis] | article | 0 |
| 1999 | Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information In: Journal of Finance. [Full Text][Citation analysis] | article | 345 |
| 1997 | Two Factors along the Yield Curve. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 12 |
| 1996 | Two factors along the yield curve.(1996) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2012 | ATTRACTING FOREIGN PARTICIPATION IN ASIAN LOCAL CURRENCY BOND MARKETS: THE CASE OF THE ASIAN BOND FUND 2 INITIATIVE In: Pacific Economic Review. [Full Text][Citation analysis] | article | 13 |
| 2019 | Hoarding of international reserves: Its a neighbourly day in Asia In: Pacific Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1998 | What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 1998 | What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2009 | Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market In: EABER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2021 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2021 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | The anatomy of sovereign risk contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 1986 | Foreign debt, balance of payments, and the economic crisis of the Philippines in 1983-1984 In: World Development. [Full Text][Citation analysis] | article | 3 |
| 2009 | Learning by Doing in Market Reform: Lessons from a Regional Bond Fund In: Chapters. [Full Text][Citation analysis] | chapter | 5 |
| 2006 | Learning by doing in market reform: Lessons from a regional bond fund.(2006) In: HWWI Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Capital structure and the issuance of corporate bonds in emerging Asia In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1998 | Asias financial crisis: lessons and policy responses In: Pacific Basin Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 1998 | Asias Financial Crisis: Lessons and Policy Responses.(1998) In: Economisch Institut voor het Midden en Kleinbedrijf-. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2005 | Price discovery in a market under stress: the U.S. Treasury market in fall 1998 In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 1996 | Risk management by structured derivative product companies In: Economic Policy Review. [Full Text][Citation analysis] | article | 5 |
| 1997 | What moves the bond market? In: Economic Policy Review. [Full Text][Citation analysis] | article | 206 |
| 1997 | What moves the bond market?.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 206 | paper | |
| 1997 | Market returns and mutual fund flows In: Economic Policy Review. [Full Text][Citation analysis] | article | 34 |
| 1990 | Understanding international differences in leverage trends In: Monograph. [Citation analysis] | book | 7 |
| 1990 | Understanding international differences in leverage trends.(1990) In: Quarterly Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1990 | Understanding international differences in leverage trends.(1990) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1987 | The pricing and hedging of market index deposits In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
| 1991 | Do international reactions of stock and bond markets reflect macroeconomic fundamentals? In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
| 1992 | Finance companies, bank competition, and niche markets In: Quarterly Review. [Full Text][Citation analysis] | article | 11 |
| 1993 | Finance companies, bank competition and niche markets.(1993) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1992 | Corporate refinancing in the 1990s In: Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 1992 | The recent growth of financial derivative markets In: Quarterly Review. [Full Text][Citation analysis] | article | 6 |
| 1986 | Loan swaps and the LDC debt problem In: Research Paper. [Citation analysis] | paper | 0 |
| 1989 | Voluntary conversions of LDC debt In: Research Paper. [Citation analysis] | paper | 2 |
| 1990 | Voluntary Conversions of LDC Debt.(1990) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
| 1989 | Risk, capital markets, and the large public enterprise In: Research Paper. [Citation analysis] | paper | 0 |
| 1990 | Why international trends in leverage have been so different In: Research Paper. [Citation analysis] | paper | 0 |
| 1991 | Global stock markets and links in real activity In: Research Paper. [Citation analysis] | paper | 1 |
| 1995 | The short end of the forward convergence curve and asymmetric cats tail convergence In: Research Paper. [Full Text][Citation analysis] | paper | 5 |
| 1997 | A three-factor econometric model of the U.S. term structure In: Research Paper. [Full Text][Citation analysis] | paper | 7 |
| 1997 | A three-factor econometric model of the U.S. term structure.(1997) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1996 | Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements In: Research Paper. [Full Text][Citation analysis] | paper | 6 |
| 1996 | Inflation risk in the U.S. yield curve: the usefulness of indexed bonds In: Research Paper. [Full Text][Citation analysis] | paper | 9 |
| 1997 | Price formation and liquidity in the U.S. Treasury market: evidence from intraday patterns around announcements In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
| 2014 | What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 25 |
| 1985 | Financing the Budget Deficit in the Philippines In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1976 | Intraurban Location as a Clue to Conditions in the Informal Sector In: UP School of Economics Discussion Papers. [Citation analysis] | paper | 0 |
| 1979 | A Simple Model of Squatters In: UP School of Economics Discussion Papers. [Citation analysis] | paper | 0 |
| 1984 | A Simple Model of Squatters.(1984) In: Philippine Review of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1983 | Specifying Seigniorage for Time Consistency In: UP School of Economics Discussion Papers. [Citation analysis] | paper | 0 |
| 1977 | Intraurban Location as a Clue To Condition of Urban Dualism In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 1981 | Two Empirical Notes on the Urban Economy In: Philippine Review of Economics. [Citation analysis] | article | 0 |
| 1983 | A Pitfall in the Welfare Cost of Inflationary Finance In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 1986 | Financial Reforms and the Balance-of-Payments Crisis: The Case of the Philippines: 1980-83 In: Philippine Review of Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | The Unfolding Turmoil of 2007–2008: Lessons and Responses In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 3 |
| 2011 | Discussion of The Australian Financial System in the 2000s: Dodging the Bullet In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
| 2014 | Infrastructure and Corporate Bond Markets in Asia In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 17 |
| 2012 | Managing the Risk from Capital Flows In: Asian Development Review. [Citation analysis] | article | 0 |
| 2012 | Going Regional: How to Deepen ASEANs Financial Markets In: ADB Economics Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 1990 | How Secondary Capital Market Work in the United States In: Occasional Papers. [Full Text][Citation analysis] | book | 0 |
| 2020 | Expectations and Risk Premia at 8:30 a.m.: Deciphering the Responses of Bond Yields to Macroeconomic Announcements In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2006 | Cross-Border Banking in Asia: Basel II and Other Prudential Issues In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team