Stefan Avdjiev
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Stefan Avdjiev & Tsvetana Spasova, 2022.
"Financial openness and inequality,"
BIS Working Papers
1010, Bank for International Settlements.
- Avdjiev, Stefan & Spasova, Tsvetana, 2022. "Financial openness and inequality," CEPR Discussion Papers 17279, C.E.P.R. Discussion Papers.
Cited by:
- Rapih, Subroto & Susantiningrum, & Wahyono, Budi & Borges, Jorge Tavares & Phongsounthone, Somesanook, 2023. "Financial openness and fintech credit," Finance Research Letters, Elsevier, vol. 56(C).
- Stefan Avdjiev & José María Serena Garralda, 2020.
"Regulatory capital, market capital and risk taking in international bank lending,"
BIS Working Papers
912, Bank for International Settlements.
Cited by:
- Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Discussion Paper 2021-028, Tilburg University, Center for Economic Research.
- Ryan Niladri Banerjee & José María Serena Garralda, 2021.
"Dampening the financial accelerator? Direct lenders and monetary policy,"
BIS Working Papers
979, Bank for International Settlements.
- Ryan Banerjee & José-María Serena, 2021. "Dampening the financial accelerator? direct lenders and monetary policy," Working Papers 2201, Banco de España.
- Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Other publications TiSEM a8a61825-7d96-4635-8e61-8, Tilburg University, School of Economics and Management.
- Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Other publications TiSEM 51d7c0c0-bcf4-4031-9e45-e, Tilburg University, School of Economics and Management.
- Stefan Avdjiev & Egemen Eren & Patrick McGuire, 2020.
"Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market,"
BIS Bulletins
1, Bank for International Settlements.
Cited by:
- Mark Choi & Linda S. Goldberg & Robert Lerman & Fabiola Ravazzolo, 2021. "COVID Response: The Fed’s Central Bank Swap Lines and FIMA Repo Facility," Staff Reports 983, Federal Reserve Bank of New York.
- Voellmy, Lukas, 2021. "Preventing runs with fees and gates," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Carlos Cantú & Paolo Cavallino & Fiorella De Fiore & James Yetman, 2021. "A global database on central banks' monetary responses to Covid-19," BIS Working Papers 934, Bank for International Settlements.
- Raphael Auer & Giulio Cornelli & Jon Frost, 2020. "Covid-19, cash, and the future of payments," BIS Bulletins 3, Bank for International Settlements.
- Penalver Adrian, & Szczerbowicz Urszula, 2021. "Monetary policy measures during the first phase of the Covid-19 crisis [Les mesures de politique monétaire pendant la première phase de la crise de la Covid-19]," Bulletin de la Banque de France, Banque de France, issue 234.
- Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021.
"Dash for Dollars,"
CEPR Discussion Papers
16415, C.E.P.R. Discussion Papers.
- Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023. "Dash for Dollars," Discussion Papers 2314, Centre for Macroeconomics (CFM).
- Cesa-Bianchi, Ambrogio & Eguren-Martin, Fernando, 2021. "Dash for dollars," Bank of England working papers 932, Bank of England.
- Iñaki Aldasoro & Perry Mehrling & IDaniel H. Neilson, 2023. "On par: A Money View of stablecoins," BIS Working Papers 1146, Bank for International Settlements.
- Irving Fisher Committee, 2021. "New developments in central bank statistics around the world," IFC Bulletins, Bank for International Settlements, number 55.
- McGuire, Patrick, 2022. "FX swaps and forwards in global dollar debt: “Known knowns” and “known unknowns”," Japan and the World Economy, Elsevier, vol. 64(C).
- Enrique Esteban García-Escudero & Elisa J. Sánchez Pérez, 2020. "Los swaps de divisas entre bancos centrales," Occasional Papers 2025, Banco de España.
- Peter Hördahl & Ilhyock Shim, 2020. "EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic," BIS Bulletins 18, Bank for International Settlements.
- Bank for International Settlements, 2020. "US dollar funding: an international perspective," CGFS Papers, Bank for International Settlements, number 65, december.
- Robert N. McCauley, 2020. "The Global Domain of the Dollar: Eight Questions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(4), pages 421-429, December.
- Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
- Egemen Eren & Andreas Schrimpf & Vladyslav Sushko, 2020. "US dollar funding markets during the Covid-19 crisis - the international dimension," BIS Bulletins 15, Bank for International Settlements.
- Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Marlene Amstad & Giulio Cornelli & Leonardo Gambacorta & Dora Xia, 2020. "Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches," BIS Bulletins 25, Bank for International Settlements.
- Emanuel Kohlscheen & Benoit Mojon & Daniel Rees, 2020. "The macroeconomic spillover effects of the pandemic on the global economy," BIS Bulletins 4, Bank for International Settlements.
- Graciela Schiliuk & Tullio Buccellato & Jens Lapointe-Rohde & Georgios Palaiodimos & Habib Attia & Marthe Memoracion Hinojales & Catharine Kho & Gennady Vasiliev & Tigran Kostanyan & Alexandra de Carv, 2021.
"Regional responses to the Covid-19 crisis: a comparative study from economic, policy, and institutional perspectives,"
Discussion Papers
18, European Stability Mechanism, revised 08 Nov 2021.
- Graciela Schiliuk & Iader Giraldo, 2021. "Regional responses to the Covid-19 crisis: a comparative study from economic, policy, and institutional perspectives," Documentos de Discusión FLAR 19734, Fondo Latino Americano de Reservas - FLAR.
- Paolo Cavallino & Fiorella De Fiore, 2020. "Central banks' response to Covid-19 in advanced economies," BIS Bulletins 21, Bank for International Settlements.
- Patrick McGuire & Ilhyock Shim & Hyun Song Shin & Vladyslav Sushko, 2021. "Outward portfolio investment and dollar funding in emerging Asia," BIS Quarterly Review, Bank for International Settlements, December.
- Egemen Eren & Philip Wooldridge, 2022. "The role of non-bank financial institutions in cross-border spillovers," BIS Papers, Bank for International Settlements, number 129.
- Alexis Stenfors & Lilian Muchimba, 2023. "The Transmission Mechanism of Stress in the International Banking System," Working Papers in Economics & Finance 2023-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Yannis Dafermos & Daniela Gabor & Jo Michell, 2023. "FX swaps, shadow banks and the global dollar footprint," Environment and Planning A, , vol. 55(4), pages 949-968, June.
- Kai Schellekens & Patty Duijm, 2022. "Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic," Working Papers 752, DNB.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic," BIS Bulletins 5, Bank for International Settlements.
- Andreas Schrimpf & Hyun Song Shin & Vladyslav Sushko, 2020. "Leverage and margin spirals in fixed income markets during the Covid-19 crisis," BIS Bulletins 2, Bank for International Settlements.
- Eguren-Martin, Fernando, 2020. "Dollar shortages and central bank swap lines," Bank of England working papers 879, Bank of England.
- Enrique Esteban García-Escudero & Elisa J. Sánchez Pérez, 2020. "Central bank currency swap lines," Occasional Papers 2025, Banco de España.
- Claudio Borio, 2020. "The Covid-19 economic crisis: dangerously unique," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 55(4), pages 181-190, October.
- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2020.
"Home sweet host: Prudential and monetary policy spillovers through global banks,"
BIS Working Papers
853, Bank for International Settlements.
Cited by:
- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2021. "Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 20-36, February.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- André Sanchez Pacheco, 2022.
"A consolidated-by-nationality approach to Irish foreign exposure,"
International Economics, CEPII research center, issue 170, pages 235-247.
- Sanchez Pacheco, André, 2022. "A consolidated-by-nationality approach to Irish foreign exposure," International Economics, Elsevier, vol. 170(C), pages 235-247.
- Andre Sanchez Pacheco, 2021. "A consolidated-by-nationality approach to Irish foreign exposure," Trinity Economics Papers tep1421, Trinity College Dublin, Department of Economics, revised Dec 2021.
- Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020.
"The interaction between macroprudential policy and monetary policy: overview,"
Bank of England working papers
886, Bank of England.
- Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
- Andre Sanchez Pacheco, 2023. "Consolidated Foreign Wealth of Nations: Nationality-based measures of international exposure," Trinity Economics Papers tep0623, Trinity College Dublin, Department of Economics.
- Georgia Bush & Tomás Gómez & Alejandro Jara & David Moreno & Konstantin Styrin & Yulia Ushakova, 2020.
"Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia,"
Working Papers Central Bank of Chile
893, Central Bank of Chile.
- Georgia Bush & Tomás Gómez & Alejandro Jara & David Moreno & Konstantin Styrin & Yulia Ushakova, 2021. "Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 37-60, February.
- Agustin S. Benetrix & Andre Sanchez Pacheco, 2021. "Corporate Taxation and International Financial Integration: U.S. evidence from a consolidated perspective," Trinity Economics Papers tep0321, Trinity College Dublin, Department of Economics.
- Bryan Hardy & Elod Takáts, 2020. "International banking amidst Covid-19: resilience and drivers," BIS Quarterly Review, Bank for International Settlements, December.
- Aldasoro, Iñaki & Beltrán, Paula & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2023.
"The macro-financial effects of international bank lending on emerging markets,"
Journal of International Economics, Elsevier, vol. 142(C).
- Iñaki Aldasoro & Paula Beltrán & Federico Grinberg & Tommaso Mancini-Griffoli, 2020. "The macro-financial effects of international bank lending on emerging markets," BIS Working Papers 899, Bank for International Settlements.
- Stefan Avdjiev & Paolo Giudici & Alessandro Spelta, 2019.
"Measuring contagion risk in international banking,"
BIS Working Papers
796, Bank for International Settlements.
- Avdjiev, S. & Giudici, P. & Spelta, A., 2019. "Measuring contagion risk in international banking," Journal of Financial Stability, Elsevier, vol. 42(C), pages 36-51.
Cited by:
- Nie, Chun-Xiao, 2022. "Analysis of critical events in the correlation dynamics of cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).
- Siklos, Pierre L. & Stefan, Martin, 2021.
"Exchange rate shocks in multicurrency interbank markets,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Pierre L. Siklos & Martin Stefan, 2021. "Exchange rate shocks in multicurrency interbank markets," CAMA Working Papers 2021-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos & Martin Stefan, 2020. "Exchange rate shocks in multicurrency interbank markets," CQE Working Papers 9220, Center for Quantitative Economics (CQE), University of Muenster.
- Li, Fei & Kang, Hao & Xu, Jingfeng, 2022. "Financial stability and network complexity: A random matrix approach," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 177-185.
- Flori, Andrea & Pammolli, Fabio & Spelta, Alessandro, 2021. "Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions," Journal of Financial Stability, Elsevier, vol. 54(C).
- Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020.
"Risk Spillovers and Interconnectedness between Systemically Important Institutions,"
Swiss Finance Institute Research Paper Series
20-40, Swiss Finance Institute.
- Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022. "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, vol. 58(C).
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021.
"Network VAR models to measure financial contagion,"
The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020. "Network VAR models to Measure Financial Contagion," DEM Working Papers Series 178, University of Pavia, Department of Economics and Management.
- Capasso, Salvatore & D'Uva, Marcella & Fiorelli, Cristiana & Napolitano, Oreste, 2023. "Cross-border Italian sovereign risk transmission in EMU countries," Economic Modelling, Elsevier, vol. 126(C).
- Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
- Jakob Grazzini & Alessandro Spelta, 2015.
"An empirical analysis of the global input-output network and its evolution,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazzini, Jakob & Spelta, Alessandro, 2022. "An empirical analysis of the global input–output network and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series 188, University of Pavia, Department of Economics and Management.
- Lv, Jiamin & Ben, Shenglin & Huang, Wenli & Xu, Yueling, 2023. "How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
- Paolo Giudici & Gloria Polinesi & Alessandro Spelta, 2022. "Network models to improve robot advisory portfolios," Annals of Operations Research, Springer, vol. 313(2), pages 965-989, June.
- Hai-Yen Chang & Lien-Wen Liang & Yu-Luan Liu, 2021. "Using Environmental, Social, Governance (ESG) and Financial Indicators to Measure Bank Cost Efficiency in Asia," Sustainability, MDPI, vol. 13(20), pages 1-20, October.
- Zhao, Hong & Li, Jiayi & Lei, Yiqing & Zhou, Mingming, 2022. "Risk spillover of banking across regions: Evidence from the belt and road countries," Emerging Markets Review, Elsevier, vol. 52(C).
- Kanas, Angelos & Molyneux, Philip & Zervopoulos, Panagiotis D., 2023. "Systemic risk and CO2 emissions in the U.S," Journal of Financial Stability, Elsevier, vol. 64(C).
- Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021. "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Zhang, Xiaoyuan & Zhang, Tianqi, 2022. "Dynamic credit contagion and aggregate loss in networks," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Yun Feng & Xin Li, 2022. "The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 357-381, January.
- Marwan Alzoubi & Ayman Abdalmajeed Alsmadi & Hamad kasasbeh, 2022. "Systemically Important Bank: A Bibliometric Analysis for the Period of 2002 to 2022," SAGE Open, , vol. 12(4), pages 21582440221, December.
- Ahelegbey, Daniel Felix & Giudici, Paolo, 2022.
"NetVIX — A network volatility index of financial markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Daniel Felix Ahelegbey & Paolo Giudici, 2020. "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series 192, University of Pavia, Department of Economics and Management.
- Katerina Rigana & Ernst-Jan Camiel Wit & Samantha Cook, 2021. "Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market," Papers 2112.13127, arXiv.org.
- Paolo Giudici & Laura Parisi, 2019. "Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution," Risks, MDPI, vol. 7(1), pages 1-25, January.
- Giada Adelfio & Arianna Agosto & Marcello Chiodi & Paolo Giudici, 2021. "Financial contagion through space-time point processes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 665-688, June.
- Leonard Sabetti & Ronald Heijmans, 2020. "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers 681, DNB.
- Veni Arakelian & Shatha Qamhieh Hashem, 2020. "The Leaders, the Laggers, and the “Vulnerables”," Risks, MDPI, vol. 8(1), pages 1-32, March.
- Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2020. "Credit risk and financial integration: An application of network analysis," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Capasso Salvatore & D’Uva Marcella, & Fiorelli Cristiana & Napolitano Oreste, 2022. "Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy," CSEF Working Papers 654, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018.
"What drives local lending by global banks?,"
BIS Working Papers
746, Bank for International Settlements.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019. "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
Cited by:
- Tien Nguyen & Dung Phuong Hoang & Thang Ngoc Doan, 2022. "On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 623-645, October.
- Uluc Aysun, 2019. "Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports," Working Papers 2019-03, University of Central Florida, Department of Economics.
- Alpanda, Sami & Aysun, Uluc, 2022.
"Regulatory arbitrage and economic stability,"
Journal of International Money and Finance, Elsevier, vol. 129(C).
- Uluc Aysun & Sami Alpanda, 2020. "Regulatory Arbitrage and Economic Stability," Working Papers 2020-02, University of Central Florida, Department of Economics.
- Huizinga, Harry & Demirgüç-Kunt, Asli & Bertay, Ata, 2017.
"Are international banks different? Evidence on bank performance and strategy,"
CEPR Discussion Papers
12505, C.E.P.R. Discussion Papers.
- Bertay,Ata Can & Demirguc-Kunt,Asli & Huizinga,Harry P., 2017. "Are international banks different? evidence on bank performance and strategy," Policy Research Working Paper Series 8286, The World Bank.
- Ata Can Bertay & Asli Demirgüç-Kunt & Harry Huizinga, 2019. "Are international banks different? Evidence on bank performance and strategy," BIS Working Papers 790, Bank for International Settlements.
- Giebel, Marek & Kraft, Kornelius, 2020. "R&D investment under financing constraints," ZEW Discussion Papers 20-018, ZEW - Leibniz Centre for European Economic Research.
- Avdjiev, Stefan & Aysun, Uluc & Tseng, Michael C., 2022. "Regulatory arbitrage behavior of internationally active banks and global financial market conditions," Economic Modelling, Elsevier, vol. 112(C).
- Benhima, Kenza & Cordonier, Rachel, 2022.
"News, sentiment and capital flows,"
Journal of International Economics, Elsevier, vol. 137(C).
- Kenza Benhima & Dr. Rachel Cordonier, 2020. "News, sentiment and capital flows," Working Papers 2020-04, Swiss National Bank.
- Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
- Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parrága, Susana & Carvalho,, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
- Uluc Aysun & Michael Tseng, 2021. "Regulatory arbitrage and global push factors," Working Papers 2021-01, University of Central Florida, Department of Economics.
- Iñaki Aldasoro & John Caparusso & Yingyuan Chen, 2022. "Global banks' local presence: a new lens," BIS Quarterly Review, Bank for International Settlements, March.
- Uluc Aysun, 2022. "Centralized versus decentralized drivers of subsidiary lending: evidence from US Call Reports," Empirical Economics, Springer, vol. 62(4), pages 1687-1714, April.
- Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2018.
"Transmission of monetary policy through global banks: whose policy matters?,"
BIS Working Papers
737, Bank for International Settlements.
- Avdjiev, Stefan & Koch, Cathérine & McGuire, Patrick & von Peter, Goetz, 2018. "Transmission of monetary policy through global banks: Whose policy matters?," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 67-82.
Cited by:
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
CEPR Discussion Papers
16203, C.E.P.R. Discussion Papers.
- Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020.
"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
ECON - Working Papers
374, Department of Economics - University of Zurich.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," IHEID Working Papers 18-2020, Economics Section, The Graduate Institute of International Studies.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," BIS Working Papers 897, Bank for International Settlements.
- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2021. "Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 20-36, February.
- Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018.
"The International Transmission of Monetary Policy,"
CESifo Working Paper Series
7155, CESifo.
- Buch, Claudia M. & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert, 2018. "The international transmission of monetary policy," Discussion Papers 16/2018, Deutsche Bundesbank.
- Buch, Claudia M. & Bussierè, Matthieu & Goldberg, Linda & Hills, Robert, 2019. "The international transmission of monetary policy," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 29-48.
- Claudia M. Buch & Matthieu Bussiere & Linda S. Goldberg & Robert Hills, 2018. "The international transmission of monetary policy," Staff Reports 845, Federal Reserve Bank of New York.
- Buch, Claudia & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert, 2018. "The international transmission of monetary policy," Bank of England working papers 731, Bank of England.
- Claudia M. Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," NBER Working Papers 24454, National Bureau of Economic Research, Inc.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019.
"International Bank Lending Channel of Monetary Policy,"
Working papers
2019rwp-145, Yonsei University, Yonsei Economics Research Institute.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," IMF Working Papers 2019/234, International Monetary Fund.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International bank lending channel of monetary policy," Working Papers 1938, Banco de España.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," GRU Working Paper Series GRU_2019_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Albrizio, Silvia & Choi, Sangyup & Furceri, Davide & Yoon, Chansik, 2020. "International bank lending channel of monetary policy," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022.
"Cross-border regulatory spillovers and macroprudential policy coordination,"
BIS Working Papers
1007, Bank for International Settlements.
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
- Avdjiev, Stefan & Koch, Cathérine & McGuire, Patrick & von Peter, Goetz, 2018.
"Transmission of monetary policy through global banks: Whose policy matters?,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 67-82.
- Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2018. "Transmission of monetary policy through global banks: whose policy matters?," BIS Working Papers 737, Bank for International Settlements.
- André Sanchez Pacheco, 2022.
"A consolidated-by-nationality approach to Irish foreign exposure,"
International Economics, CEPII research center, issue 170, pages 235-247.
- Sanchez Pacheco, André, 2022. "A consolidated-by-nationality approach to Irish foreign exposure," International Economics, Elsevier, vol. 170(C), pages 235-247.
- Andre Sanchez Pacheco, 2021. "A consolidated-by-nationality approach to Irish foreign exposure," Trinity Economics Papers tep1421, Trinity College Dublin, Department of Economics, revised Dec 2021.
- Salih Fendoğlu & Eda Gülşen & José-Luis Peydró, 2019.
"Global liquidity and impairment of local monetary policy,"
Economics Working Papers
1680, Department of Economics and Business, Universitat Pompeu Fabra.
- Fendoglu, Salih & Gulsen, Eda & Peydró, José-Luis, 2019. "Global Liquidity and Impairment of Local Monetary Policy," EconStor Preprints 216794, ZBW - Leibniz Information Centre for Economics.
- Salih Fendo?lu & Eda Gül?en & José-Luis Peydró, 2019. "Global Liquidity and Impairment of Local Monetary Policy," Working Papers 1131, Barcelona School of Economics.
- Peydró, José-Luis & Fendoglu, Salih & Gulsen, Eda, 2020. "Global Liquidity and Impairment of Local Monetary Policy," CEPR Discussion Papers 15273, C.E.P.R. Discussion Papers.
- Andre Sanchez Pacheco, 2023. "Consolidated Foreign Wealth of Nations: Nationality-based measures of international exposure," Trinity Economics Papers tep0623, Trinity College Dublin, Department of Economics.
- Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2020. "The Spillovers from Easy Liquidity and the Implications for Multilateralism," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 4-34, March.
- Stefan Avdjiev & José María Serena Garralda, 2020. "Regulatory capital, market capital and risk taking in international bank lending," BIS Working Papers 912, Bank for International Settlements.
- Cao, Jin & Dinger, Valeriya & Grodecka, Anna & Juelsrud, Ragnar & Zhang, Xin, 2020.
"The interaction between macroprudential and monetary policies: The cases of Norway and Sweden,"
Working Paper Series
392, Sveriges Riksbank (Central Bank of Sweden).
- Jin Cao & Valeriya Dinger & Anna Grodecka-Messi & Ragnar Juelsrud & Xin Zhang, 2020. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper 2020/8, Norges Bank.
- Jin Cao & Valeriya Dinger & Anna Grodecka‐Messi & Ragnar Juelsrud & Xin Zhang, 2021. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 87-116, February.
- Agustin S. Benetrix & Andre Sanchez Pacheco, 2021. "Corporate Taxation and International Financial Integration: U.S. evidence from a consolidated perspective," Trinity Economics Papers tep0321, Trinity College Dublin, Department of Economics.
- Berrak Bahadir & Neven Valev, 2023. "Global Liquidity and Household Credit Growth," Open Economies Review, Springer, vol. 34(5), pages 1039-1061, November.
- Stephen G. Cecchetti & Tommaso Mancini-Griffoli & Machiko Narita & Ratna Sahay, 2020. "US or Domestic Monetary Policy: Which Matters More for Financial Stability?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 35-65, March.
- Bryan Hardy & Felipe Saffie, 2019.
"From carry trades to trade credit: financial intermediation by non-financial corporations,"
BIS Working Papers
773, Bank for International Settlements.
- Bryan Hardy & Felipe Saffie, 2023. "From Carry Trades to Trade Credit: Financial Intermediation by Non-Financial Corporations," NBER Working Papers 31183, National Bureau of Economic Research, Inc.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2019.
"Global Banking, Financial Spillovers, and Macroprudential Policy Coordination,"
BIS Working Papers
764, Bank for International Settlements.
- Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
- Berrak Bahadir & Neven Valev, 2021. "Global Liquidity and Household Credit," Working Papers 2106, Florida International University, Department of Economics.
- Isabel Argimón, 2018. "The relevance of currency-denomination for the cross-border effects of monetary policy," Working Papers 1827, Banco de España.
- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2020. "Home sweet host: Prudential and monetary policy spillovers through global banks," BIS Working Papers 853, Bank for International Settlements.
- Maciej Ryczkowski, 2021. "Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 17-44, January.
- Stefan Avdjiev & Galina Hale, 2018.
"US monetary policy and fluctuations of international bank lending,"
BIS Working Papers
730, Bank for International Settlements.
- Avdjiev, Stefan & Hale, Galina, 2019. "U.S. monetary policy and fluctuations of international bank lending," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 251-268.
- Stefan Avdjiev & Galina Hale, 2018. "U.S. Monetary Policy and Fluctuations of International Bank Lending," Working Paper Series 2018-2, Federal Reserve Bank of San Francisco.
Cited by:
- Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
- Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
- Elliott, David & Meisenzah, Ralf R & Peydró, José-Luis, 2023.
"Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers,"
Bank of England working papers
1012, Bank of England.
- David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023. "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," Working Paper Series WP 2023-29, Federal Reserve Bank of Chicago.
- Julian di Giovanni & Galina Hale, 2020.
"Stock market spillovers via the global production network: Transmission of U.S. monetary policy,"
Economics Working Papers
1747, Department of Economics and Business, Universitat Pompeu Fabra.
- Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
- Julian di Giovanni & Galina Hale, 2021. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," NBER Working Papers 28827, National Bureau of Economic Research, Inc.
- Hale, Galina & di Giovanni, Julian, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers 15404, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2020.
"International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending,"
Working papers
2020rwp-179, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," IMF Working Papers 2019/150, International Monetary Fund.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2021. "International Fiscal-Financial Spillovers:the Effect of Fiscal Shocks on Cross-Border Bank Lending," Open Economies Review, Springer, vol. 32(2), pages 259-290, April.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," GRU Working Paper Series GRU_2020_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Philippe Bacchetta & Dr. Rachel Cordonier & Ouarda Merrouche, 2021.
"The rise in foreign currency bonds: the role of US monetary policy and capital controls,"
Working Papers
2021-11, Swiss National Bank.
- Bacchetta, Philippe & Cordonier, Rachel & Merrouche, Ouarda, 2023. "The rise in foreign currency bonds: The role of US monetary policy and capital controls," Journal of International Economics, Elsevier, vol. 140(C).
- Bacchetta, Philippe & Cordonier, Rachel & Merrouche, Ouarda, 2020. "The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls," CEPR Discussion Papers 14928, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Rachel Cordonier & Ouarda Merrouche, 2020. "The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls," Swiss Finance Institute Research Paper Series 20-51, Swiss Finance Institute.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019.
"International Bank Lending Channel of Monetary Policy,"
Working papers
2019rwp-145, Yonsei University, Yonsei Economics Research Institute.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," IMF Working Papers 2019/234, International Monetary Fund.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International bank lending channel of monetary policy," Working Papers 1938, Banco de España.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," GRU Working Paper Series GRU_2019_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Albrizio, Silvia & Choi, Sangyup & Furceri, Davide & Yoon, Chansik, 2020. "International bank lending channel of monetary policy," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queralto, 2022.
"Uncertainty Shocks, Capital Flows, and International Risk Spillovers,"
NBER Working Papers
30026, National Bureau of Economic Research, Inc.
- Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó, 2022. "Uncertainty Shocks, Capital Flows, and International Risk Spillovers," Staff Reports 1016, Federal Reserve Bank of New York.
- Ozge Akinci & Ṣebnem Kalemli-Özcan & Albert Queraltó, 2022. "Uncertainty Shocks, Capital Flows, and International Risk Spillovers," Staff Reports 1016, Federal Reserve Bank of New York.
- Degasperi,Riccardo & Hong, Seokki Simon & Ricco, Giovanni, 2020.
"The Global Transmission of U.S. Monetary Policy,"
The Warwick Economics Research Paper Series (TWERPS)
1257, University of Warwick, Department of Economics.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2023. "The Global Transmission of U.S. Monetary Policy," Working Papers 2023-02, Center for Research in Economics and Statistics.
- Ricco, Giovanni & Degasperi, Riccardo & Hong, Simon, 2020. "The Global Transmission of U.S. Monetary Policy," CEPR Discussion Papers 14533, C.E.P.R. Discussion Papers.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2021. "The global transmission of U.S. monetary policy," Working Papers hal-03373749, HAL.
- Giovanni Ricco & Riccardo Degasperi & Seokki S. Hong, 2020. "The Global Transmission of U.S. Monetary Policy," Working Papers 814, Economic Research Southern Africa.
- Sangyup Choi & Davide Furceri, 2018.
"Uncertainty and Cross-Border Banking Flows,"
IMF Working Papers
2018/004, International Monetary Fund.
- Choi, Sangyup & Furceri, Davide, 2019. "Uncertainty and cross-border banking flows," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 260-274.
- Sangyup Choi & Davide Furceri, 2018. "Uncertainty and Cross-Border Banking Flows," Working papers 2018rwp-125, Yonsei University, Yonsei Economics Research Institute.
- Lee, Seungyoon & Bowdler, Christopher, 2022. "International spillovers from US monetary policy: Evidence from Asian bank-level data," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Mélina London & Maéva Silvestrini, 2023. "US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel," Working papers 915, Banque de France.
- Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2020. "The Spillovers from Easy Liquidity and the Implications for Multilateralism," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 4-34, March.
- Elsayed, Ahmed H. & Sousa, Ricardo M., 2022. "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics 115305, London School of Economics and Political Science, LSE Library.
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021.
"External debt composition and domestic credit cycles,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
- Youngjin Yun, 2022. "Cross‐border bank flows through foreign branches and the effect of a macroprudential policy," Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 83-104, May.
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2023. "A quest between fiscal and market discipline," Economic Modelling, Elsevier, vol. 119(C).
- Dahlhaus, Tatjana & Vasishtha, Garima, 2021. "Reprint: Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022.
"Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence,"
CAMA Working Papers
2022-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Choi, Sangyup & Ciminelli, Gabriele & Furceri, Davide, 2023. "Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," Working papers 2022rwp-195, Yonsei University, Yonsei Economics Research Institute.
- Aldasoro, Iñaki & Beltrán, Paula & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2023.
"The macro-financial effects of international bank lending on emerging markets,"
Journal of International Economics, Elsevier, vol. 142(C).
- Iñaki Aldasoro & Paula Beltrán & Federico Grinberg & Tommaso Mancini-Griffoli, 2020. "The macro-financial effects of international bank lending on emerging markets," BIS Working Papers 899, Bank for International Settlements.
- Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
- Lu, Dong & Liu, Jialin & Zhou, Hang, 2022. "Global financial conditions, capital flows and the exchange rate regime in emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Hale, Galina, 2021. "Comment on “Monetary policy news in the U.S.: Effects on emerging market capital flows”," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Gong, Di & Xu, Jiajun & Yan, Jianye, 2023. "National development banks and loan contract terms: Evidence from syndicated loans," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Stefan Avdjiev & Valentina Bruno & Catherine Koch, 2018.
"The dollar exchange rate as a global risk factor: evidence from investment,"
BIS Working Papers
695, Bank for International Settlements.
- Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin, 2019. "The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 151-173, March.
Cited by:
- Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019.
"Inflation and Exchange Rate Pass-Through,"
Policy Research Working Paper Series
8780, The World Bank.
- Jongrim Ha & M. Marc Stocker & Hakan Yilmazkuday, 2020. "Inflation and Exchange Rate Pass-Through," Working Papers 2004, Florida International University, Department of Economics.
- Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan, 2020. "Inflation and exchange rate pass-through," Journal of International Money and Finance, Elsevier, vol. 105(C).
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021.
"The impact of macroprudential policies on capital flows in CESEE,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," ESRB Working Paper Series 118, European Systemic Risk Board.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020.
"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
ECON - Working Papers
374, Department of Economics - University of Zurich.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," IHEID Working Papers 18-2020, Economics Section, The Graduate Institute of International Studies.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," BIS Working Papers 897, Bank for International Settlements.
- Georgiadis, Georgios & Zhu, Feng, 2019.
"Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates,"
Working Paper Series
2267, European Central Bank.
- Georgios Georgiadis & Feng Zhu, 2019. "Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates," BIS Working Papers 797, Bank for International Settlements.
- Georgios Georgiadis & Feng Zhu, 2019. "Monetary Policy Spillovers, Capital Controls and Exchange Rate Flexibility, and the Financial Channel of Exchange Rates," Globalization Institute Working Papers 363, Federal Reserve Bank of Dallas.
- Georgios Georgiadis & Feng Zhu, 2019. "Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates," GRU Working Paper Series GRU_2019_009, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Julián Caballero, 2020.
"Corporate dollar debt and depreciations: all's well that ends well?,"
BIS Working Papers
879, Bank for International Settlements.
- Caballero, Julián, 2021. "Corporate dollar debt and depreciations: All’s well that ends well?," Journal of Banking & Finance, Elsevier, vol. 130(C).
- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019.
"Exchange Rate Reconnect,"
NBER Working Papers
26046, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020. "Exchange Rate Reconnect," CEPR Discussion Papers 13869, C.E.P.R. Discussion Papers.
- Bo Jiang & Tahsin Saadi Sedik, 2019. "The Turning Tide: How Vulnerable are Asian Corporates?," IMF Working Papers 2019/093, International Monetary Fund.
- Ilzetzki, Ethan & Jin, Keyu, 2021.
"The puzzling change in the international transmission of U.S. macroeconomic policy shocks,"
Journal of International Economics, Elsevier, vol. 130(C).
- Ethan Ilzetzki & Keyu Jin, 2020. "The Puzzling Change In The International Transmission Of U.S. Macroeconomic Policy Shocks," Discussion Papers 2103, Centre for Macroeconomics (CFM).
- Ethan Ilzetzki & Keyu Jin, 2020. "The Puzzling Change in the International Transmission of US Macroeconomic Policy Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
- Ilzetzki, Ethan & Jin, Keyu, 2021. "The Puzzling Change in the International Transmission of U.S. Macroeconomic Policy Shocks," CEPR Discussion Papers 15740, C.E.P.R. Discussion Papers.
- Ilzetzki, Ethan & Jin, Keyu, 2021. "The puzzling change in the international transmission of U.S. macroeconomic policy shocks," LSE Research Online Documents on Economics 108566, London School of Economics and Political Science, LSE Library.
- Mangal Goswami & Victor Pontines & Yassier Mohammed, 2022.
"Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness,"
Working Papers
wp48, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023. "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Ṣebnem Kalemli-Özcan & Ilhyock Shim & Xiaoxi Liu, 2021.
"Exchange Rate Fluctuations and Firm Leverage,"
NBER Working Papers
28608, National Bureau of Economic Research, Inc.
- Sebnem Kalemli-Ozcan & Xiaoxi Liu & Ilhyock Shim, 2021. "Exchange Rate Fluctuations and Firm Leverage," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 90-121, March.
- Mr. Ilhyock Shim & Sebnem Kalemli-Ozcan, 2020. "Exchange Rate Fluctuations and Firm Leverage," IMF Working Papers 2020/283, International Monetary Fund.
- Kalemli-Özcan, Sebnem & Liu, Xiaoxi & Shim, Ilhyock, 2021. "Exchange Rate Fluctuations and Firm Leverage," CEPR Discussion Papers 15948, C.E.P.R. Discussion Papers.
- Fernandez, Julian, 2020. "Exchange Rate Uncertainty and the Interest Rate Parity," MPRA Paper 116010, University Library of Munich, Germany, revised 2022.
- Georgiadis, Georgios & Jarociński, Marek, 2023. "Global spillovers from multi-dimensional US monetary policy," Working Paper Series 2881, European Central Bank.
- Charles Engel & Steve Pak Yeung Wu, 2023.
"Liquidity and Exchange Rates: An Empirical Investigation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2395-2438.
- Charles Engel & Steve Pak Yeung Wu, 2018. "Liquidity and Exchange Rates: An Empirical Investigation," NBER Working Papers 25397, National Bureau of Economic Research, Inc.
- Engel, Charles & Wu, Steve Pak Yeung, 2018. "Liquidity and Exchange Rates - An Empirical Investigation," CEPR Discussion Papers 13401, C.E.P.R. Discussion Papers.
- Engel, Charles & Wu, Steve Pak Yeung, 2023. "Liquidity and Exchange Rates: An Empirical Investigation," University of California at San Diego, Economics Working Paper Series qt4z80w6cd, Department of Economics, UC San Diego.
- Egemen Eren & Semyon Malamud, 2019.
"Dominant currency debt,"
BIS Working Papers
783, Bank for International Settlements.
- Egemen Eren & Semyon Malamud, 2018. "Dominant Currency Debt," Swiss Finance Institute Research Paper Series 18-55, Swiss Finance Institute.
- Malamud, Semyon & Eren, Egemen, 2018. "Dominant Currency Debt," CEPR Discussion Papers 13391, C.E.P.R. Discussion Papers.
- Kae‐Yih Tzeng, 2023. "The ability of U.S. macroeconomic variables to predict Asian financial market returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3529-3551, October.
- Moses Kangogo & Mardi Dungey & Vladimir Volkov, 2023. "Changing vulnerability in Asia: contagion and spillovers," Empirical Economics, Springer, vol. 64(5), pages 2315-2355, May.
- Iñaki Aldasoro & Kyounghoon Park, 2018. "Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea," BIS Working Papers 738, Bank for International Settlements.
- Fernando Eguren-Martin & Andrej Sokol, 2022.
"Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 487-519, September.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
- Bernoth, Kerstin & Herwartz, Helmut, 2021.
"Exchange rates, foreign currency exposure and sovereign risk,"
Journal of International Money and Finance, Elsevier, vol. 117(C).
- Bernoth, Kerstin & Herwartz, Helmut, 2021. "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 117, pages 1-1.
- Kerstin Bernoth & Helmut Herwartz, 2019. "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin 1792, DIW Berlin, German Institute for Economic Research.
- Bryan Hardy & Goetz von Peter, 2023. "Global liquidity: a new phase?," BIS Quarterly Review, Bank for International Settlements, December.
- Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2019. "Financial conditions and purchasing managers' indices: exploring the links," BIS Quarterly Review, Bank for International Settlements, September.
- Scheubel, Beatrice & Stracca, Livio & Tille, Cédric, 2019.
"The global financial cycle and capital flow episodes: a wobbly link?,"
Working Paper Series
2337, European Central Bank.
- Beatrice D. Scheubel & Livio Stracca & Tille Cedric, 2019. "The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?," CESifo Working Paper Series 7967, CESifo.
- Anwar, Cep Jandi, 2021. "Heterogeneity Effect of Central Bank Independence on Asset Prices: Evidence from Selected Developing Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(2), pages 65-80.
- Longaric, Pablo Anaya, 2022. "Foreign currency exposure and the financial channel of exchange rates," Working Paper Series 2739, European Central Bank.
- Martijn A. Boermans & John D. Burger, 2020.
"Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor,"
Working Papers
676, DNB.
- Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022.
"Dollar beta and stock returns,"
Oxford Open Economics, Oxford University Press, vol. 1, pages 1-10.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022. "Dollar beta and stock returns," BIS Working Papers 1000, Bank for International Settlements.
- Ramon Moreno & José María Serena Garralda, 2018. "Firms' credit risk and the onshore transmission of the global financial cycle," BIS Working Papers 712, Bank for International Settlements.
- Valentina Bruno & Se-Jik Kim, 2018.
"Exchange Rates and the Working Capital Channel of Trade Fluctuations,"
BIS Working Papers
694, Bank for International Settlements.
- Valentina Bruno & Se-Jik Kim & Hyun Shin, 2018. "Exchange Rates and the Working Capital Channel of Trade Fluctuations," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 531-536, May.
- Michele Ca’ Zorzi & Luca Dedola & Georgios Georgiadis & Marek Jarocinski & Livio Stracca & Georg Strasser, 2023. "Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 95-144, June.
- Ibhagui, Oyakhilome & Olarewaju, Favour, 2020. "Broad Dollar Shocks and Economic Activity in Trade-Heavy Countries: The Role of Government Size," MPRA Paper 100944, University Library of Munich, Germany.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021.
"Global risk and the dollar,"
Working Paper Series
2628, European Central Bank.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Global Risk and the Dollar," Discussion Papers of DIW Berlin 2057, DIW Berlin, German Institute for Economic Research.
- Idris Abdullahi Abdulqadir, 2022. "The nonlinearity of exchange rate pass‐through on currency invoice: A quantile, generalized method of moments and threshold effect‐test from sub‐Sahara African economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1473-1494, January.
- Dao, Mai Chi & Minoiu, Camelia & Ostry, Jonathan D., 2021.
"Corporate investment and the real exchange rate,"
Journal of International Economics, Elsevier, vol. 131(C).
- Mai Dao & Ms. Camelia Minoiu & Mr. Jonathan David Ostry, 2017. "Corporate Investment and the Real Exchange Rate," IMF Working Papers 2017/183, International Monetary Fund.
- Ge, Futing & Zhang, Weiguo, 2022. "The determinants of cross-border bond risk premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Robert N. McCauley, 2020. "The Global Domain of the Dollar: Eight Questions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(4), pages 421-429, December.
- Ahmad Ahmad, 2023. "Financial efficiency, exchange rate variation and investment growth in Nigeria," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(12), pages 384-389, December.
- Benedicte Vibe Christensen & Jochen Schanz, 2018. "Central banks and debt: emerging risks to the effectiveness of monetary policy in Africa?," BIS Papers, Bank for International Settlements, number 99.
- Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Mr. Thomas Harjes & Ms. Ratna Sahay & Yi Xue, 2020.
"Monetary Policy Transmission in Emerging Markets and Developing Economies,"
IMF Working Papers
2020/035, International Monetary Fund.
- Brandao-Marques, Luis & Harjes, Thomas & Sahay, Ratna & Xue, Yi & Gelos, Gaston, 2021. "Monetary Policy Transmission in Emerging Markets and Developing Economies," CEPR Discussion Papers 15931, C.E.P.R. Discussion Papers.
- Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
- Shekhar Hari Kumar & Vimal Balasubramaniam & Ila Patnaik & Ajay Shah, 2020. "Who cares about the Renminbi?," 2020 Papers pha1373, Job Market Papers.
- Aaron Mehrotra & Jochen Schanz, 2020. "Financial market development and monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 1-18, Bank for International Settlements.
- Rodnyansky, A., 2018. "(Un)Competitive Devaluations and Firm Dynamics," Cambridge Working Papers in Economics 1888, Faculty of Economics, University of Cambridge.
- Hiro Ito & Cesar M. Rodriguez, 2020.
"Clamoring for greenbacks: Explaining the resurgence of the U.S. dollar in international debt,"
International Finance, Wiley Blackwell, vol. 23(3), pages 370-391, December.
- ITO Hiroyuki & Cesar RODRIGUEZ, 2015. "Clamoring for Greenbacks: Explaining the resurgence of the U.S. dollar in international debt," Discussion papers 15119, Research Institute of Economy, Trade and Industry (RIETI).
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021.
"External debt composition and domestic credit cycles,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
- Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023.
"Global and Domestic Financial Cycles: Variations on a Theme,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
- Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2020. "Global and domestic financial cycles: variations on a theme," BIS Working Papers 864, Bank for International Settlements.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
- Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022. "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Banerjee, Ryan & Hofmann, Boris & Mehrotra, Aaron N., 2020.
"Corporate investment and the exchange rate: The financial channel,"
BOFIT Discussion Papers
6/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ryan Niladri Banerjee & Boris Hofmann & Aaron Mehrotra, 2020. "Corporate investment and the exchange rate: The financial channel," BIS Working Papers 839, Bank for International Settlements.
- Ryan Banerjee & Boris Hofmann & Aaron Mehrotra, 2022. "Corporate investment and the exchange rate: The financial channel," International Finance, Wiley Blackwell, vol. 25(3), pages 296-312, December.
- Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn, 2021. "ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion," Working Paper Series 2530, European Central Bank.
- Samer Shousha, 2019. "The Dollar and Emerging Market Economies: Financial Vulnerabilities Meet the International Trade System," International Finance Discussion Papers 1258, Board of Governors of the Federal Reserve System (U.S.).
- Eduardo Borensztein & Lei Sandy Ye, 2021. "Corporate debt overhang and investment in emerging economies: Firm‐level evidence," International Finance, Wiley Blackwell, vol. 24(1), pages 18-39, April.
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2023. "A quest between fiscal and market discipline," Economic Modelling, Elsevier, vol. 119(C).
- Zekeriya Yildirim & Mehmet Ivrendi, 2021. "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-38, December.
- Pablo Anaya & Stefan Hasenclever, 2018. "The Macroeconomic Effects of Exchange Rate Movements," DIW Roundup: Politik im Fokus 121, DIW Berlin, German Institute for Economic Research.
- Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
- Martha Flores‐Sosa & Ezequiel Avilés‐Ochoa & José M. Merigó, 2022. "Exchange rate and volatility: A bibliometric review," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1419-1442, January.
- Soohyon Kim, 2018. "Determinants of Capital Flows in the Korean Bond Market," Working Papers 2018-44, Economic Research Institute, Bank of Korea.
- Janus, Jakub, 2022. "Cross-border flights to safe assets in bond markets: evidence from emerging market economies," MPRA Paper 113875, University Library of Munich, Germany.
- Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022. "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019.
"Corporate Debt, Firm Size and Financial Fragility in Emerging Markets,"
NBER Working Papers
25459, National Bureau of Economic Research, Inc.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019. "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Belghitar, Yacine & Clark, Ephraim & Dropsy, Vincent & Mefteh-Wali, Salma, 2021. "The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 399-410.
- Fayyaz Hussain & Mehak Ejaz, 2022. "Effectiveness of the Exchange Rate Channel in Monetary Policy Transmission in Pakistan (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 61(1), pages 45-67.
- Jean-Louis Arcand & Max-Olivier Hongler & Shekhar Hari Kumar & Daniele Rinaldo, 2020. "Can one hear the shape of a target zone?," Papers 2002.00948, arXiv.org, revised Jun 2022.
- Shesadri Banerjee & M S Mohanty, 2021. "US monetary policy and the financial channel of the exchange rate: evidence from India," BIS Working Papers 945, Bank for International Settlements.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Nicolas Eterovic & Dalibor Eterovic, 2022. "Stocks, Bonds and the US Dollar - Measuring Domestic and International Market Developments in an Emerging Market," Working Papers Central Bank of Chile 964, Central Bank of Chile.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018.
"Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics,"
BIS Working Papers
735, Bank for International Settlements.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021. "Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262, World Scientific Publishing Co. Pte. Ltd..
Cited by:
- McQuinn, Kieran, 2018. "Capacity constraints in the Irish economy? A partial equilibrium approach," Research Notes RN20180401, Economic and Social Research Institute (ESRI).
- Nina Boyarchenko & Leonardo Elias & Philippe Mueller, 2019. "Corporate Credit Provision," Staff Reports 895, Federal Reserve Bank of New York.
- Joerg Bibow, 2018. "Twenty Years of the German Euro Are More than Enough," Economics Working Paper Archive wp_911, Levy Economics Institute.
- Jörg Bibow, 2019. "20 years of the German euro are more than enough," Revista de Economía Crítica, Asociación de Economía Crítica, vol. 27, pages 32-46.
- Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén, 2018.
"Gross capital flows by banks, corporates and sovereigns,"
BIS Working Papers
760, Bank for International Settlements.
- Stefan Avdjiev & Bryan Hardy & Şebnem Kalemli-Özcan & Luis Servén, 2022. "Gross Capital Flows by Banks, Corporates, and Sovereigns," Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 2098-2135.
- Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén, 2020. "Gross Capital Flows by Banks, Corporates and Sovereigns," Working Papers wp2020_2020, CEMFI.
- Stefan Avdjiev & Bryan Hardy & Ṣebnem Kalemli-Özcan & Luis Servén, 2017. "Gross Capital Flows by Banks, Corporates and Sovereigns," NBER Working Papers 23116, National Bureau of Economic Research, Inc.
- Avdjiev,Stefan & Hardy,Bryan James & Kalemli-Ozcan,Sebnem & Serven,Luis, 2018. "Gross capital flows by banks, corporates, and sovereigns," Policy Research Working Paper Series 8514, The World Bank.
Cited by:
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015.
"Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals,"
IMF Working Papers
2015/127, International Monetary Fund.
- Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019. "Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals," Journal of International Economics, Elsevier, vol. 119(C), pages 133-149.
- Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2017. "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series 528, Asian Development Bank.
- Shiyi Wang, 2019. "Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions," 2019 Papers pwa945, Job Market Papers.
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022.
"Who Holds Sovereign Debt and Why It Matters,"
NBER Working Papers
30087, National Bureau of Economic Research, Inc.
- Lewis, Karen K. & Fang, Xiang & Hardy, Bryan, 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- Thorstensen, Vera Helena & Ratton, Michelle & Coelho, Alexandre Ramos, 2019. "O quadro regulatório do sistema financeiro internacional," Textos para discussão 518, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Deniz Igan & Alexandre R. Lauwers & Damien Puy, 2022.
"Capital flows and institutions,"
BIS Working Papers
994, Bank for International Settlements.
- Igan, Deniz & Lauwers, Alexandre & Puy, Damien, 2022. "Capital Flows and Institutions," CEPR Discussion Papers 17527, C.E.P.R. Discussion Papers.
- Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019.
"Exchange Rate Reconnect,"
NBER Working Papers
26046, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020. "Exchange Rate Reconnect," CEPR Discussion Papers 13869, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2016.
"A Model of Fickle Capital Flows and Retrenchment,"
NBER Working Papers
22751, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Fickle Capital Flows and Retrenchment," Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2288-2328.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2019. "A Model of Fickle Capital Flows and Retrenchment," CEPR Discussion Papers 13819, C.E.P.R. Discussion Papers.
- Li, Xiang & Su, Dan, 2022. "Surges and instability: The maturity shortening channel," IWH Discussion Papers 23/2020, Halle Institute for Economic Research (IWH), revised 2022.
- Davis, J. Scott & Valente, Giorgio & van Wincoop, Eric, 2021.
"Global drivers of gross and net capital flows,"
Journal of International Economics, Elsevier, vol. 128(C).
- J. Scott Davis & Giorgio Valente & Eric Van Wincoop, 2019. "Global Drivers of Gross and Net Capital Flows," Globalization Institute Working Papers 357, Federal Reserve Bank of Dallas.
- Mr. Eugenio M Cerutti & Mr. Gee Hee Hong, 2018. "Portfolio Inflows Eclipsing Banking Inflows: Alternative Facts?," IMF Working Papers 2018/029, International Monetary Fund.
- J. Scott Davis & Giorgio Valente & Eric van Wincoop, 2019. "Global Capital Flows Cycle: Impact on Gross and Net Flows," NBER Working Papers 25721, National Bureau of Economic Research, Inc.
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2020.
"Bilateral International Investments: The Big Sur?,"
Working Papers
1226, Barcelona School of Economics.
- Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2023. "Bilateral international investments: The big sur?," Journal of International Economics, Elsevier, vol. 145(C).
- Fernando Broner & Tatiana Didier & Sergio L Schmukler & Goetz von Peter, 2020. "Bilateral International Investments: the Big Sur?," BIS Working Papers 911, Bank for International Settlements.
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2020. "Bilateral international investments: The big sur?," Economics Working Papers 1760, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2023.
- Fernando Broner & Tatiana Didier & Sergio L. Schmukler & Goetz von Peter, 2023. "Bilateral International Investments:The Big Sur?," Mo.Fi.R. Working Papers 181, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Broner,Fernando & Didier Brandao,Tatiana & Schmukler,Sergio L. & von Peter,Goetz, 2020. "Bilateral International Investments : The Big Sur ?," Policy Research Working Paper Series 9501, The World Bank.
- Broner, Fernando & Didier, Tatiana & Schmukler, Sergio & von Peter, Goetz, 2022. "Bilateral International Investments: The Big Sur?," CEPR Discussion Papers 17656, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Dr. Rachel Cordonier & Ouarda Merrouche, 2021.
"The rise in foreign currency bonds: the role of US monetary policy and capital controls,"
Working Papers
2021-11, Swiss National Bank.
- Bacchetta, Philippe & Cordonier, Rachel & Merrouche, Ouarda, 2023. "The rise in foreign currency bonds: The role of US monetary policy and capital controls," Journal of International Economics, Elsevier, vol. 140(C).
- Bacchetta, Philippe & Cordonier, Rachel & Merrouche, Ouarda, 2020. "The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls," CEPR Discussion Papers 14928, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Rachel Cordonier & Ouarda Merrouche, 2020. "The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls," Swiss Finance Institute Research Paper Series 20-51, Swiss Finance Institute.
- Annamaria de Crescenzio & Etienne Lepers, 2021. "Extreme capital flow episodes from the Global Financial Crisis to COVID-19: An exploration with monthly data," OECD Working Papers on International Investment 2021/05, OECD Publishing.
- Pablo Garcia Luna & Bryan Hardy, 2019. "Non-bank counterparties in international banking," BIS Quarterly Review, Bank for International Settlements, September.
- Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019.
"Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses,"
Working Papers
2019-15, The George Washington University, Institute for International Economic Policy.
- Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019. "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series 8890, The World Bank.
- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2019. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," NBER Working Papers 25979, National Bureau of Economic Research, Inc.
- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Andrea Gazzani & Vicente Herrera & Alejandro Vicondoa, 2024. "The Asymmetric Effects of Commodity Price Shocks in Emerging Economies," Working Papers 311, Red Nacional de Investigadores en Economía (RedNIE).
- Cian Allen, 2018.
"Revisiting External Imbalances: Insights from Sectoral Accounts,"
2018 Papers
pal913, Job Market Papers.
- Cian Allen, 2019. "Revisiting external imbalances: Insights from sectoral accounts," Trinity Economics Papers tep0519, Trinity College Dublin, Department of Economics.
- Allen, Cían, 2019. "Revisiting external imbalances: Insights from sectoral accounts," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 67-101.
- Sigga Benediktsdottir & Soha Ahmed, 2023. "Interest Rate Normalization in a World with High Indebtedness," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(1), pages 39-63, March.
- Satoshi Tobe, 2017. "Local Banking Systems and Sensitivity of Capital Inflows to Global Factors," Economics Bulletin, AccessEcon, vol. 37(3), pages 1861-1872.
- Flora Lutz & Leopold Zessner-Spitzenberg, 2019. "Sudden Stops and Reserve Accumulation in the Presence of International Liquidity Risk," Vienna Economics Papers vie1907, University of Vienna, Department of Economics.
- Jeanne, Olivier, 2022.
"Rounding the corners of the trilemma: A simple framework,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- Jeanne, Olivier, 2021. "Rounding the Corners of the Trilemma: A Simple Framework," CEPR Discussion Papers 16717, C.E.P.R. Discussion Papers.
- Jeanne, Olivier, 2021. "Rounding the corners of the trilemma: A simple framework," Economics Working Paper Archive 66655, The Johns Hopkins University,Department of Economics.
- C. Bora Durdu & Alex Martin & Ilknur Zer, 2020. "The Role of US Monetary Policy in Banking Crises Across the World," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 66-107, March.
- Sebnem Kalemli-Ozcan & Liliana Varela, 2019. "Exchange Rate and Interest Rate Disconnect: The Role of Capital Flows, Currency Risk and Default Risk," 2019 Meeting Papers 351, Society for Economic Dynamics.
- Martijn A. Boermans & John D. Burger, 2020.
"Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor,"
Working Papers
676, DNB.
- Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
- John Ammer & John Rogers & Gang Wang & Yang Yu, 2020. "Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China," International Finance Discussion Papers 1285, Board of Governors of the Federal Reserve System (U.S.).
- Sebastian Horn & Carmen M. Reinhart & Christoph Trebesch, 2019.
"China’s Overseas Lending,"
NBER Working Papers
26050, National Bureau of Economic Research, Inc.
- Trebesch, Christoph & Horn, Sebastian & Reinhart, Carmen, 2019. "China's Overseas Lending," CEPR Discussion Papers 13867, C.E.P.R. Discussion Papers.
- Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2019. "China's overseas lending," Kiel Working Papers 2132, Kiel Institute for the World Economy (IfW Kiel).
- Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2020. "China’s Overseas Lending," Working Papers 11, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2021. "China's overseas lending," Journal of International Economics, Elsevier, vol. 133(C).
- Daniel Carvalho & Etienne Lepers & Rogelio Jr Mercado, 2021.
"Taming the "Capital Flows-Credit Nexus": A Sectoral Approach,"
Trinity Economics Papers
tep0921, Trinity College Dublin, Department of Economics.
- Daniel Carvalho & Etienne Lepers & Rogelio V. Mercado, Jr., 2022. "Taming the "Capital Flows-Credit Nexus": A Sectoral Approach," Working Papers wp46, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Davis, J. Scott & Zlate, Andrei, 2023.
"The global financial cycle and capital flows during the COVID-19 pandemic,"
European Economic Review, Elsevier, vol. 156(C).
- J. Scott Davis & Andrei Zlate, 2022. "The Global Financial Cycle and Capital Flows During the COVID-19 Pandemic," Globalization Institute Working Papers 416, Federal Reserve Bank of Dallas, revised 11 Nov 2022.
- Lutz, Flora & Zessner-Spitzenberg, Leopold, 2020. "Sudden Stops and Reserve Accumulation in the Presence of International Liquidity Risk," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224520, Verein für Socialpolitik / German Economic Association.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2021.
"Global Banks and Systemic Debt Crises,"
NBER Working Papers
28892, National Bureau of Economic Research, Inc.
- Juan Morelli & Diego Perez & Pablo Ottonello, 2019. "Global Banks and Systemic Debt Crises," 2019 Meeting Papers 644, Society for Economic Dynamics.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2022. "Global Banks and Systemic Debt Crises," Econometrica, Econometric Society, vol. 90(2), pages 749-798, March.
- Korsaye, Sofonias Alemu & Trojani, Fabio & Vedolin, Andrea, 2023. "The global factor structure of exchange rates," Journal of Financial Economics, Elsevier, vol. 148(1), pages 21-46.
- Sebnem Kalemli-Ozcan & Xiaoxi Liu & Ilhyock Shim, 2018. "Exchange rate appreciations and corporate risk taking," BIS Working Papers 710, Bank for International Settlements.
- Avdjiev, Stefan & Hale, Galina, 2019.
"U.S. monetary policy and fluctuations of international bank lending,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 251-268.
- Stefan Avdjiev & Galina Hale, 2018. "US monetary policy and fluctuations of international bank lending," BIS Working Papers 730, Bank for International Settlements.
- Stefan Avdjiev & Galina Hale, 2018. "U.S. Monetary Policy and Fluctuations of International Bank Lending," Working Paper Series 2018-2, Federal Reserve Bank of San Francisco.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2021.
"How Does International Capital Flow?,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242328, Verein für Socialpolitik / German Economic Association.
- Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020. "How does international capital flow?," BIS Working Papers 890, Bank for International Settlements.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
- Kumhof, Michael & Sokol, Andrej & Rungcharoenkitkul, Phurichai, 2020. "How Does International Capital Flow?," CEPR Discussion Papers 15526, C.E.P.R. Discussion Papers.
- Ṣebnem Kalemli-Özcan, 2019. "U.S. Monetary Policy and International Risk Spillovers," NBER Working Papers 26297, National Bureau of Economic Research, Inc.
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021.
"External debt composition and domestic credit cycles,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
- Malin Gardberg, 2022. "Exchange Rate Sensitivity and the Net Foreign Asset Composition," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 569-598, March.
- Li, Xiang & Su, Dan, 2022. "Total factor productivity growth at the firm-level: The effects of capital account liberalization," Journal of International Economics, Elsevier, vol. 139(C).
- Das, Mitali & Ordal, Hailey, 2022. "Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database," Journal of Financial Stability, Elsevier, vol. 63(C).
- Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L. & Williams, Tomas, 2022. "Large international corporate bonds: Investor behavior and firm responses," Journal of International Economics, Elsevier, vol. 137(C).
- Bora Durdu & Alex Martin & Ilknur Zer, 2019. "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series 2019-039, Board of Governors of the Federal Reserve System (U.S.).
- Ying Chen & Xiaoqian Shen & Li Wang, 2021. "The Heterogeneity Research of the Impact of EPU on Environmental Pollution: Empirical Evidence Based on 15 Countries," Sustainability, MDPI, vol. 13(8), pages 1-13, April.
- Cerutti, Eugenio & Hong, Gee Hee, 2021. "Substitution patterns in capital inflows: Evidence from disaggregated capital flow data," Journal of International Money and Finance, Elsevier, vol. 112(C).
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
- Li, Xiang & Su, Dan, 2022. "Surges and instability: The maturity shortening channel," Journal of International Economics, Elsevier, vol. 139(C).
- Harrison, Andre & Reed, Robert R., 2023. "International capital flows, liquidity risk, and monetary policy," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Jorge Carrera & Gabriel Montes-Rojas & Mariquena Solla & Fernando Toledo, 2023. "Does Income Inequality Affect Capital Flows? Evidence from Emerging Markets and Developing Economies," Working Papers 268, Red Nacional de Investigadores en Economía (RedNIE).
- Michaela Posch & Stefan W. Schmitz & Katharina Steiner & Eva Ubl, 2019. "The case for macroprudential policy as a stabilizing tool for the euro area," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 19/Q1-Q2, pages 124-138.
- Etienne Lepers & Rogelio Mercado, Jr., 2020.
"Sectoral Capital Flows: Covariates, Co-movements, and Controls,"
Working Papers
wp42, South East Asian Central Banks (SEACEN) Research and Training Centre, revised Dec 2020.
- Lepers, Etienne & Mercado, Rogelio, 2021. "Sectoral capital flows: Covariates, co-movements, and controls," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Heather Ba & William K. Winecoff, 2024. "American financial hegemony, global capital cycles, and the macroeconomic growth environment," Economics and Politics, Wiley Blackwell, vol. 36(1), pages 334-372, March.
- Ledóchowski, Michał & Żuk, Piotr, 2022. "What drives portfolio capital inflows into emerging market economies? The role of the Fed's and ECB's balance sheet policies," Emerging Markets Review, Elsevier, vol. 51(PB).
- Kalemli-Özcan, Sebnem, 2019. "US Monetary Policy and International Risk Spillovers," CEPR Discussion Papers 14053, C.E.P.R. Discussion Papers.
- Robin Koepke & Simon Paetzold, 2024. "Capital flow data—A guide for empirical analysis and real‐time tracking," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 311-331, January.
- Lutz, Flora & Zessner-Spitzenberg, Leopold, 2023. "Sudden stops and reserve accumulation in the presence of international liquidity risk," Journal of International Economics, Elsevier, vol. 141(C).
- Capraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2023. "Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk," Working Papers of Romania Fiscal Council 230201, Romania Fiscal Council.
- Erdal Özmen & Fatma Taşdemir, 2019. "Globalisation And Governance: Thresholds For The Impacts Of The Main Determinants Of Capital Inflows?," ERC Working Papers 1902, ERC - Economic Research Center, Middle East Technical University, revised Mar 2019.
- Herman, Uroš & Lozej, Matija, 2021. "Cross-border bank funding and lending in a monetary union: Evidence from Slovenia," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Lu, Dong & Liu, Jialin & Zhou, Hang, 2022. "Global financial conditions, capital flows and the exchange rate regime in emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Sanyal, Anirban, 2023. "Caught in the Crossfire: How Trade Policy Uncertainty Impacts Global Trade," EconStor Preprints 272825, ZBW - Leibniz Information Centre for Economics.
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"Gross Capital Inflows And Outflows: Twins Or Distant Cousins?,"
ERC Working Papers
1807, ERC - Economic Research Center, Middle East Technical University, revised Apr 2018.
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- Valerio Della Corte & Stefano Federico, 2019. "Two tales of foreign investor outflows: Italy in 2011-2012 and 2018," Questioni di Economia e Finanza (Occasional Papers) 535, Bank of Italy, Economic Research and International Relations Area.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2023. "Global public goods, fiscal policy coordination, and welfare in the world economy," BIS Working Papers 1106, Bank for International Settlements.
- Clayton, Christopher & Schaab, Andreas, 2023. "Regulation with Externalities and Misallocation in General Equilibrium," TSE Working Papers 23-1445, Toulouse School of Economics (TSE).
- Gao Meng & Eric Wincoop, 2020. "A Decomposition of International Capital Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 362-389, June.
- Bruno Cabrillac & Clément Marsilli & Sophie Rivaud, 2020. "De la libéralisation à la gestion des flux de capitaux internationaux," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 269-298.
- Kalemli-Özcan, Sebnem & Servén, Luis & Avdjiev, Stefan & Hardy, Bryan, 2017.
"Gross Capital Inflows to Banks, Corporates and Sovereigns,"
CEPR Discussion Papers
11806, C.E.P.R. Discussion Papers.
Cited by:
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015.
"Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals,"
IMF Working Papers
2015/127, International Monetary Fund.
- Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019. "Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals," Journal of International Economics, Elsevier, vol. 119(C), pages 133-149.
- Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2017. "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," ADB Economics Working Paper Series 528, Asian Development Bank.
- Mika Nieminen, 2017. "Patterns of international capital flows and their implications for developing countries," WIDER Working Paper Series wp-2017-171, World Institute for Development Economic Research (UNU-WIDER).
- Eugenio Cerutti & Stijn Claessens & Andrew K Rose, 2017.
"How important is the Global Financial Cycle? Evidence from capital flows,"
BIS Working Papers
661, Bank for International Settlements.
- Rose, Andrew & Cerutti, Eugenio & Claessens, Stijn, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," CEPR Discussion Papers 12075, C.E.P.R. Discussion Papers.
- Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," NBER Working Papers 23699, National Bureau of Economic Research, Inc.
- Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2019. "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 24-60, March.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Andrew K. Rose, 2017. "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Working Papers 2017/193, International Monetary Fund.
- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2018.
"Capital Inflows, Equity Issuance Activity, and Corporate Investment,"
NBER Working Papers
24433, National Bureau of Economic Research, Inc.
- Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L., 2018. "Capital inflows, equity issuance activity, and corporate investment," Policy Research Working Paper Series 8405, The World Bank.
- Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2019. "Capital Inflows, Equity Issuance Activity, and Corporate Investment," Mo.Fi.R. Working Papers 156, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021. "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, vol. 46(C).
- Ricardo J. Caballero & Alp Simsek, 2016.
"A Model of Fickle Capital Flows and Retrenchment,"
NBER Working Papers
22751, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Fickle Capital Flows and Retrenchment," Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2288-2328.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2019. "A Model of Fickle Capital Flows and Retrenchment," CEPR Discussion Papers 13819, C.E.P.R. Discussion Papers.
- Bryan Hardy, 2018.
"Foreign currency borrowing, balance sheet shocks and real outcomes,"
BIS Working Papers
758, Bank for International Settlements.
- Hardy, Bryan, 2023. "Foreign currency borrowing, balance sheet shocks, and real outcomes," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Bianchi, Benedetta, 2021. "Cross-border credit derivatives linkages," ESRB Working Paper Series 115, European Systemic Risk Board.
- Vahagn Galstyan & Caroline Mehigan & Rogelio Mercado, 2017.
"The Currency Composition of International Portfolio Assets,"
Trinity Economics Papers
tep1017, Trinity College Dublin, Department of Economics.
- Vahagn Galstyan & Caroline Mehigan & Rogelio V. Mercado, Jr., 2019. "The Currency Composition of International Portfolio Assets," Working Papers wp36, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Galstyan, Vahagn & Mehigan, Caroline & Mercado, Rogelio, 2020. "The currency composition of international portfolio assets," Journal of International Money and Finance, Elsevier, vol. 103(C).
- Pandolfi, Lorenzo & Williams, Tomas, 2019.
"Capital flows and sovereign debt markets: Evidence from index rebalancings,"
Journal of Financial Economics, Elsevier, vol. 132(2), pages 384-403.
- Lorenzo Pandolfi & Tomas Williams, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers 487, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Tomas Williams & Lorenzo Pandolfi, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers 2017-11, The George Washington University, Institute for International Economic Policy.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020.
"How ETFs Amplify the Global Financial Cycle in Emerging Markets,"
International Finance Discussion Papers
1268, Board of Governors of the Federal Reserve System (U.S.).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Cian Allen, 2018.
"Revisiting External Imbalances: Insights from Sectoral Accounts,"
2018 Papers
pal913, Job Market Papers.
- Cian Allen, 2019. "Revisiting external imbalances: Insights from sectoral accounts," Trinity Economics Papers tep0519, Trinity College Dublin, Department of Economics.
- Allen, Cían, 2019. "Revisiting external imbalances: Insights from sectoral accounts," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 67-101.
- Zhang, Yihao & Chen, Fang & Huang, Jian & Shenoy, Catherine, 2019. "Hot money flows and production uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Satoshi Tobe, 2017. "Local Banking Systems and Sensitivity of Capital Inflows to Global Factors," Economics Bulletin, AccessEcon, vol. 37(3), pages 1861-1872.
- Stephanie Guichard, 2017. "10 Years after the Global Financial Crisis: What Have We Learnt About International Capital Flows?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-30, October.
- Yusuf Soner Baskaya & Julian di Giovanni & Sebnem Kalemli-Özcan & José-Luis Peydró & Mehmet Fatih Ulu, 2017.
"Capital flows and the international credit channel,"
Economics Working Papers
1557, Department of Economics and Business, Universitat Pompeu Fabra.
- di Giovanni, Julian & Kalemli-Özcan, Sebnem & Peydró, José-Luis & Baskaya, Yusuf Soner & Ulu, Mehmet Fatih, 2017. "Capital Flows and the International Credit Channel," CEPR Discussion Papers 11827, C.E.P.R. Discussion Papers.
- Baskaya, Yusuf Soner & Di Giovanni, Julian & Kalemli-Ozcan, Sebnem & Peydró, José-Luis & Ulu, Mehmet Fatih, 2017. "Capital Flows and the International Credit Channel," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 108, pages 15-22.
- Baskaya, Yusuf Soner & di Giovanni, Julian & Kalemli-Özcan, Şebnem & Peydro, José-Luis & Ulu, Mehmet Fatih, 2017. "Capital flows and the international credit channel," Journal of International Economics, Elsevier, vol. 108(S1), pages 15-22.
- Yusuf Soner Baskaya & Julian di Giovanni & Şebnem Kalemli-Özcan & José-Luis Peydro & Mehmet Fatih Ulu, 2016. "Capital Flows and the International Credit Channel," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Yusuf Soner Baskaya & Julian di Giovanni & Sebnem Kalemli-Özcan & José-Luis Peydró & Mehmet Fatih Ulu, 2017. "Capital Flows and the International Credit Channel," Working Papers 952, Barcelona School of Economics.
- Sebastian Horn & Carmen M. Reinhart & Christoph Trebesch, 2019.
"China’s Overseas Lending,"
NBER Working Papers
26050, National Bureau of Economic Research, Inc.
- Trebesch, Christoph & Horn, Sebastian & Reinhart, Carmen, 2019. "China's Overseas Lending," CEPR Discussion Papers 13867, C.E.P.R. Discussion Papers.
- Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2019. "China's overseas lending," Kiel Working Papers 2132, Kiel Institute for the World Economy (IfW Kiel).
- Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2020. "China’s Overseas Lending," Working Papers 11, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2021. "China's overseas lending," Journal of International Economics, Elsevier, vol. 133(C).
- Pozo, Jorge, 2023. "Bank risk-taking in emerging economies: Empirical evidence and theory," Journal of Financial Stability, Elsevier, vol. 67(C).
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021.
"External debt composition and domestic credit cycles,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
- Benhima, Kenza & Cordonier, Rachel, 2022.
"News, sentiment and capital flows,"
Journal of International Economics, Elsevier, vol. 137(C).
- Kenza Benhima & Dr. Rachel Cordonier, 2020. "News, sentiment and capital flows," Working Papers 2020-04, Swiss National Bank.
- Benhima, Kenza & Cordonier, Rachel, 2022. "News, Sentiment and Capital Flows," CEPR Discussion Papers 17012, C.E.P.R. Discussion Papers.
- Pierre De Leo & Vito Cormun, 2017. "Revisiting the Exchange Rate Response to Monetary Policy Innovations: The Role of Spillovers of U.S. News Shocks," 2017 Meeting Papers 576, Society for Economic Dynamics.
- Hyunju Lee, 2018. "Gross Capital Flows and International Diversification," 2018 Meeting Papers 51, Society for Economic Dynamics.
- Pozo, Jorge, 2019. "Bank Risk-Taking in a Small Open Economy," Working Papers 2019-016, Banco Central de Reserva del Perú.
- Subroto Rapih, 2021. "Shadow banking and cross-border capital inflows: Does the development level of financial institutions matter?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 68(3), pages 331-355, September.
- Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015.
"Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals,"
IMF Working Papers
2015/127, International Monetary Fund.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017.
"External debt composition and domestic credit cycles,"
BIS Working Papers
627, Bank for International Settlements.
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021. "External debt composition and domestic credit cycles," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
Cited by:
- Mariarosaria Comunale, 2017.
"Synchronicity of real and financial cycles and structural characteristics in EU countries,"
Bank of Lithuania Occasional Paper Series
15, Bank of Lithuania.
- Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," CEIS Research Paper 414, Tor Vergata University, CEIS, revised 25 Sep 2017.
- Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
- Akhilesh K. Verma & Rajeswari Sengupta, 2021.
"Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 965-1001, November.
- Akhilesh K. Verma & Rajeswari Sengupta, 2020. "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Agnello, Luca & Castro, Vítor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2020. "Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases," Energy Economics, Elsevier, vol. 90(C).
- Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
- Vítor Castro & Rodrigo Martins, 2020. "Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen?," Open Economies Review, Springer, vol. 31(4), pages 729-751, September.
- Ashima Goyal & Rajeswari Sengupta & Akhilesh Verma, 2019. "External debt financing and macroeconomic instability in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-013, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ni, Niannian & Liu, Yulin & Zhou, Hui, 2022. "Financial openness, capital rents and income inequality," European Journal of Political Economy, Elsevier, vol. 71(C).
- Vítor Castro & Rodrigo Martins, 2021. "What drives the duration of credit booms?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1531-1549, January.
- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2020. "The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 607-670, November.
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2023. "A quest between fiscal and market discipline," Economic Modelling, Elsevier, vol. 119(C).
- Vítor Castro & Pedro A. Cerqueira & Rodrigo Martins, 2024. "Is There a Pervasive World Real Credit Cycle?," Open Economies Review, Springer, vol. 35(1), pages 99-119, February.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Vítor Castro & Rodrigo Martins, 2021.
"Why are credit booms sometimes sweet and sometimes sour?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3054-3074, April.
- Vítor Castro & Rodrigo Martins, 2018. "Why are credit booms sometimes sweet and sometimes sour?," CeBER Working Papers 2018-14, Centre for Business and Economics Research (CeBER), University of Coimbra.
- Daniel Carvalho, 2021. "Revisiting the relationship between cross‐border capital flows and credit," International Finance, Wiley Blackwell, vol. 24(2), pages 179-218, August.
- Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
- Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017.
"The shifting drivers of global liquidity,"
BIS Working Papers
644, Bank for International Settlements.
- Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2020. "The shifting drivers of global liquidity," Journal of International Economics, Elsevier, vol. 125(C).
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
- Gambacorta, Leonardo & Goldberg, Linda S. & Avdjiev, Stefan & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
Cited by:
- Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020.
"Global Macro-Financial Cycles and Spillovers,"
IZA Discussion Papers
13000, Institute of Labor Economics (IZA).
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 2004, Koc University-TUSIAD Economic Research Forum.
- Kose, M. Ayhan & Ha, Jongrim & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," CEPR Discussion Papers 14404, C.E.P.R. Discussion Papers.
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," NBER Working Papers 26798, National Bureau of Economic Research, Inc.
- Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global macro-financial cycles and spillovers," CAMA Working Papers 2020-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Auer, Simone & Friedrich, Christian & Ganarin, Maja & Paligorova, Teodora & Towbin, Pascal, 2019.
"International monetary policy transmission through banks in small open economies,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 34-53.
- Dr. Simone Auer & Christian Friedrich & Dr. Maja Ganarin & Teodora Paligorova & Dr. Pascal Towbin, 2018. "International Monetary Policy Transmission through Banks in Small Open Economies," Working Papers 2018-04, Swiss National Bank.
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
CEPR Discussion Papers
16203, C.E.P.R. Discussion Papers.
- Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
- Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
- Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2018. "Do Foreign Funds Matter for Emerging Market Bond Liquidity?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020.
"The fundamentals of safe assets,"
Journal of International Money and Finance, Elsevier, vol. 102(C).
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020. "The fundamentals of safe assets," Working Paper Series 2355, European Central Bank.
- Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
- Obstfeld, Maurice & Cerutti, Eugenio & Zhou, Haonan, 2019.
"Covered Interest Parity Deviations: Macrofinancial Determinants,"
CEPR Discussion Papers
13886, C.E.P.R. Discussion Papers.
- Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers 2019/014, International Monetary Fund.
- Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021. "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, vol. 130(C).
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2020. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Working Papers 26129, National Bureau of Economic Research, Inc.
- Ragna Alstadheim & Christine Blandhol, 2018. "The global financial cycle, bank capital flows and monetary policy. Evidence from Norway," Working Paper 2018/2, Norges Bank.
- Nina Boyarchenko & Leonardo Elias & Philippe Mueller, 2019. "Corporate Credit Provision," Staff Reports 895, Federal Reserve Bank of New York.
- Akhilesh K. Verma & Rajeswari Sengupta, 2021.
"Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 157(4), pages 965-1001, November.
- Akhilesh K. Verma & Rajeswari Sengupta, 2020. "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Umberto Collodel, 2021. "Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?," Working Papers halshs-03185520, HAL.
- Callum Jones & Mariano Kulish & James Morley, 2022.
"A Structural Measure of the Shadow Federal Funds Rate,"
Working Papers
170, Red Nacional de Investigadores en Economía (RedNIE).
- Callum Jones & Mariano Kulish & James Morley, 2024. "A Structural Measure of the Shadow Federal Funds Rate," Working Papers 2024-05, University of Sydney, School of Economics.
- Callum J. Jones & Mariano Kulish & James Morley, 2021. "A Structural Measure of the Shadow Federal Funds Rate," Finance and Economics Discussion Series 2021-064, Board of Governors of the Federal Reserve System (U.S.).
- Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," CAMA Working Papers 2022-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Esteban Pérez Caldentey & Nicole Favreau Negront & Luis Méndez Lobos, 2019.
"Corporate debt in Latin America and its macroeconomic implications,"
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Cited by:
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- Koziol, Christian & Roßmann, Philipp, 2022. "Contingent convertible bonds: Optimal call strategy and the impact of refinancing," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
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"Contagion in the CoCos market? A case study of two stress events,"
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Cited by:
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"House prices and macroprudential policy in an estimated DSGE model of New Zealand,"
Journal of Macroeconomics, Elsevier, vol. 56(C), pages 152-171.
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- Michael Funke & Robert Kirkby & Petar Mihaylovski, 2017. "House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand," CESifo Working Paper Series 6487, CESifo.
- Előd Takáts & Judit Temesvary, 2017. "Can macroprudential measures make cross-border lending more resilient?," BIS Working Papers 683, Bank for International Settlements.
- Mr. Eugenio M Cerutti & Haonan Zhou, 2018. "Cross-border Banking and the Circumvention of Macroprudential and Capital Control Measures," IMF Working Papers 2018/217, International Monetary Fund.
- Jana Ohls & Marcus Pramor & Lena Tonzer, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from Germany,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 129-162, March.
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- Claudia M Buch & Linda S Goldberg, 2017.
"Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 505-558, March.
- Claudia M. Buch & Linda S. Goldberg, 2016. "Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network," Staff Reports 801, Federal Reserve Bank of New York.
- Claudia M. Buch & Linda Goldberg, 2016. "Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network," NBER Working Papers 22874, National Bureau of Economic Research, Inc.
- Buch, Claudia M. & Goldberg, Linda, 2017. "Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network," Discussion Papers 02/2017, Deutsche Bundesbank.
- Jean-Charles Bricongne & Antoine Cosson & Albane Garnier-Sauveplane & Rémy Lecat & Irena Peresa & Yuliya Vanzhulova, 2021. "Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?," Working papers 842, Banque de France.
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"The International Aspects of Macroprudential Policy,"
CEPR Discussion Papers
15198, C.E.P.R. Discussion Papers.
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- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2021. "Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 20-36, February.
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"Financial stress in lender countries and capital outflows from emerging market economies,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
- Ilhyock Shim & Kwanho Shin, 2018. "Financial stress in lender countries and capital outflows from emerging market economies," BIS Working Papers 745, Bank for International Settlements.
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022.
"Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle,"
NBER Working Papers
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- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, vol. 136(C).
- Forbes, Kristin & Chari, Anusha & Dilts Stedman, Karlye, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
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"Risky mortgages, credit shocks and cross-border spillovers,"
ESRB Working Paper Series
123, European Systemic Risk Board.
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- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
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"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
Finance and Economics Discussion Series
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CESifo Working Paper Series
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"Financial Spillovers and Macroprudential Policies,"
Open Economies Review, Springer, vol. 31(3), pages 529-563, July.
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"Cross-border effects of prudential regulation: Evidence from the euro area,"
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"International banking and cross-border effects of regulation: lessons from the United States,"
Staff Reports
793, Federal Reserve Bank of New York.
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- Jose Berrospide & Ricardo Correa & Linda Goldberg & Friederike Niepmann, 2016. "International Banking and Cross-border Effects of Regulation: Lessons from the United States," NBER Working Papers 22645, National Bureau of Economic Research, Inc.
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"In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?,"
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- Steven Ongena & Ibolya Schindele & Dzsamila Vonnák, 2020. "In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?," Swiss Finance Institute Research Paper Series 20-104, Swiss Finance Institute.
- Ongena, Steven & Schindele, Ibolya & Vonnák, Dzsamila, 2021. "In lands of foreign currency credit, bank lending channels run through?," Journal of International Economics, Elsevier, vol. 129(C).
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"Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?,"
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- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
- Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers 12766, C.E.P.R. Discussion Papers.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2021. "Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?," Journal of Financial Economics, Elsevier, vol. 140(1), pages 145-174.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," Staff Working Papers 18-55, Bank of Canada.
- Xiaoyu Liu & Xiaoli Chen, 2021. "Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(3), pages 26-54, May.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97.
- Xiaoyu Liu & Xiao Zhang, 2023. "Are there financial stability gains from international macroprudential policy coordination?," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 575-596, December.
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"International Banking and Cross-Border Effects of Regulation: Lessons from Chile,"
Working Papers Central Bank of Chile
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- Elöd Takáts & Judit Temesvary, 2019.
"Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 61-105, March.
- Elod Takats & Judit Temesvary, 2017. "Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum," Finance and Economics Discussion Series 2017-123, Board of Governors of the Federal Reserve System (U.S.).
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- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiina, 2021.
"Do macroprudential policies affect non-bank financial intermediation?,"
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- Gambacorta, Leonardo & Claessens, Stijn & Cornelli, Giulio & Manaresi, Francesco & Shiina, Yasushi, 2021. "Do macroprudential policies affect non-bank financial intermediation?," CEPR Discussion Papers 15895, C.E.P.R. Discussion Papers.
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiinad, 2023. "Do Macroprudential Policies Affect Non-bank Financial Intermediation?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 185-236, December.
- Becker, Chris & Ossandon Busch, Matias & Tonzer, Lena, 2020.
"Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil,"
IWH Discussion Papers
21/2017, Halle Institute for Economic Research (IWH), revised 2020.
- Becker, Chris & Ossandon Busch, Matias & Tonzer, Lena, 2021. "Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil," Journal of Corporate Finance, Elsevier, vol. 71(C).
- Golden, Brian & Hughes, Patrick, 2018. "Shining a light on Special Purpose Entities in Ireland," Economic Letters 11/EL/18, Central Bank of Ireland.
- Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019.
"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
- Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2019.
"Global Banking, Financial Spillovers, and Macroprudential Policy Coordination,"
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- Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
- Nitzan Tzur-Ilan, 2019. "Macroprudential Policy: Implementation, Effects, And Lessons," Israel Economic Review, Bank of Israel, vol. 17(1), pages 39-71.
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- Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2020. "Home sweet host: Prudential and monetary policy spillovers through global banks," BIS Working Papers 853, Bank for International Settlements.
- Diana Bonfim & Sónia Costa, 2017.
"International Banking and Cross-border Effects of Regulation: Lessons from Portugal,"
Working Papers
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- Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Portugal," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 341-377, March.
- Katharina Bergant & Kristin Forbes, 2021. "Macroprudential Policy during COVID-19: The Role of Policy Space," NBER Working Papers 29346, National Bureau of Economic Research, Inc.
- Nikhil Patel, 2017. "Macroprudential frameworks: cross-border issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 57-63, Bank for International Settlements.
- Juhro, Solikin M., 2021. "Comments on “Capital Flow Deflection under the Magnifying Glass”," MPRA Paper 115699, University Library of Munich, Germany.
- Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016.
"The dollar, bank leverage and the deviation from covered interest parity,"
BIS Working Papers
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- Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019. "The Dollar, Bank Leverage, and Deviations from Covered Interest Parity," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 193-208, September.
Cited by:
- Julián Caballero & Christian Upper, 2023. "What happens to EMEs when US yields go up?," BIS Working Papers 1081, Bank for International Settlements.
- Makarov, Igor & Schoar, Antoinette, 2018. "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics 118909, London School of Economics and Political Science, LSE Library.
- Semyon Malamud & Andreas Schrimpf, 2018.
"An intermediation-based model of exchange rates,"
BIS Working Papers
743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2024. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 24-01, Swiss Finance Institute.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Malamud, Semyon & Schrimpf, Paul, 2018. "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers 13182, C.E.P.R. Discussion Papers.
- Gordon Y. Liao & Tony Zhang, 2020. "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers 1283, Board of Governors of the Federal Reserve System (U.S.).
- Urban Jermann, 2019.
"Negative Swap Spreads and Limited Arbitrage,"
NBER Working Papers
25422, National Bureau of Economic Research, Inc.
- Urban J Jermann, 2020. "Negative Swap Spreads and Limited Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 212-238.
- Adrian, Tobias & Xie, Peichu, 2020.
"The Non-U.S. Bank Demand for U.S. Dollar Assets,"
CEPR Discussion Papers
14437, C.E.P.R. Discussion Papers.
- Mr. Tobias Adrian & Peichu Xie, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," IMF Working Papers 2020/101, International Monetary Fund.
- Aldasoro, Iñaki & Ehlers, Torsten & Eren, Egemen, 2022. "Global banks, dollar funding, and regulation," Journal of International Economics, Elsevier, vol. 137(C).
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021.
"A Tale of Two Global Monetary Policies,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2021,
National Bureau of Economic Research, Inc.
- Agrippino, Silvia Miranda & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Bank of England working papers 972, Bank of England.
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," Discussion Papers 2117, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A Tale of Two Global Monetary Policies," CEPR Discussion Papers 16485, C.E.P.R. Discussion Papers.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
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"The interaction between macroprudential and monetary policies: The cases of Norway and Sweden,"
Working Paper Series
392, Sveriges Riksbank (Central Bank of Sweden).
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"Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 23-48, September.
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"The dollar exchange rate as a global risk factor: evidence from investment,"
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695, Bank for International Settlements.
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"The impact of risk cycles on business cycles: a historical view,"
LSE Research Online Documents on Economics
117384, London School of Economics and Political Science, LSE Library.
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"Central bank information effects and transatlantic spillovers,"
Journal of International Economics, Elsevier, vol. 139(C).
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"Monetary Policy and Global Banking,"
Journal of Finance, American Finance Association, vol. 75(6), pages 3055-3095, December.
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- Falk Brauning & Victoria Ivashina, 2017. "Monetary Policy and Global Banking," NBER Working Papers 23316, National Bureau of Economic Research, Inc.
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"Central bank swap lines and CIP deviations,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
482, National Institute of Economic and Social Research.
- William A. Allen & Gabriele Galati & Richhild Moessner & William Nelson, 2017. "Central bank swap lines and CIP deviations," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(4), pages 394-402, October.
- Fang, Xiang & Liu, Yang, 2021. "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, vol. 141(1), pages 217-233.
- Geyikçi, Utku Bora & Özyıldırım, Süheyla, 2023. "Deviations from covered interest parity in the emerging markets after the global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Yin-Wong Cheung & Wenhao Wang, 2020.
"Uncovered Interest Rate Parity Redux: Non- Uniform Effects,"
GRU Working Paper Series
GRU_2020_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Cheung, Yin-Wong & Wang, Wenhao, 2022. "Uncovered interest rate parity redux: Non-uniform effects," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 133-151.
- Yannis Dafermos & Daniela Gabor & Jo Michell, 2023. "FX swaps, shadow banks and the global dollar footprint," Environment and Planning A, , vol. 55(4), pages 949-968, June.
- Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020. "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 107(C).
- Du, Wenxin & Im, Joanne & Schreger, Jesse, 2018. "The U.S. Treasury Premium," Journal of International Economics, Elsevier, vol. 112(C), pages 167-181.
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"Global Investors, the Dollar, and U.S. Credit Conditions,"
CESifo Working Paper Series
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- Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.
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- Dennis Umlandt, 2020. "Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models," Working Paper Series 2020-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
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"Foreign Currency Bank Funding and Global Factors,"
IMF Working Papers
2018/097, International Monetary Fund.
- Signe Krogstrup & Cédric Tille, 2018. "Foreign Currency Bank Funding and Global Factors," IHEID Working Papers 09-2018, Economics Section, The Graduate Institute of International Studies.
- Tille, Cédric & Krogstrup, Signe, 2018. "Foreign Currency Bank Funding and Global Factors," CEPR Discussion Papers 12933, C.E.P.R. Discussion Papers.
- Krogstrup, Signe & Tille, Cédric, 2018. "Foreign currency bank funding and global factors," Kiel Working Papers 2104, Kiel Institute for the World Economy (IfW Kiel).
- Mantzura, Ariel & Schreiber, Ben Z., 2019. "Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 438-457.
- John Caparusso & Bryan Hardy, 2022. "Bank funding: evolution, stability and the role of foreign offices," BIS Quarterly Review, Bank for International Settlements, September.
- Alyssa G. Anderson & Wenxin Du & Bernd Schlusche, 2021. "Arbitrage Capital of Global Banks," Finance and Economics Discussion Series 2021-032, Board of Governors of the Federal Reserve System (U.S.).
- Hertrich, Markus & Nathan, Daniel, 2022.
"Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market,"
Discussion Papers
20/2022, Deutsche Bundesbank.
- Markus Hertrich & Daniel Nathan, 2022. "Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market," Bank of Israel Working Papers 2022.10, Bank of Israel.
- Takahiro Hattori, 2017. "Does swap-covered interest parity hold in long-term capital markets after the financial crisis?," Discussion papers ron293, Policy Research Institute, Ministry of Finance Japan.
- Eguren-Martin, Fernando & Ossandon Busch, Matias & Reinhardt, Dennis, 2018.
"Global banks and synthetic funding: the benefits of foreign relatives,"
Bank of England working papers
762, Bank of England, revised 27 Sep 2019.
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- Dömötör, Barbara, 2017. "Optimal hedge ratio in a biased forward market under liquidity constraints," Finance Research Letters, Elsevier, vol. 21(C), pages 259-263.
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- Nariman, Farhad & Heshmati, Almas, 2022. "Are Entrepreneurs Aware of Covered Interest Parity and Dollar Shortage?," IZA Discussion Papers 15216, Institute of Labor Economics (IZA).
- Alfred Wong & Jiayue Zhang, 2018. "Breakdown of covered interest parity: mystery or myth?," FIW Working Paper series 182, FIW.
- Dr. Albi Tola & Dr. Miriam Koomen & Amalia Repele, 2020. "Deviations from covered interest rate parity and capital outflows: The case of Switzerland," Working Papers 2020-08, Swiss National Bank.
- Lu, Dong & Liu, Jialin & Zhou, Hang, 2022. "Global financial conditions, capital flows and the exchange rate regime in emerging market economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Richard K. Crump & João A. C. Santos, 2018. "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
- Nathan, Daniel & Ben Zeev, Nadav, 2022. "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," MPRA Paper 112909, University Library of Munich, Germany.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2020. "Financial volatility and economic growth, 1870-2016," LSE Research Online Documents on Economics 118886, London School of Economics and Political Science, LSE Library.
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Dollar Trinity and the Global Financial Cycle," Discussion Papers of DIW Berlin 2058, DIW Berlin, German Institute for Economic Research.
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- Guilherme Suedekum, 2023. "Local Currency Sovereign Debt Markets, Global Financial Conditions and the Role of Foreign Investors," IHEID Working Papers 19-2023, Economics Section, The Graduate Institute of International Studies.
- Stefan Avdjiev & Elod Takats, 2016.
"Monetary policy spillovers and currency networks in cross-border bank lending,"
BIS Working Papers
549, Bank for International Settlements.
Cited by:
- Bruno Biais & Fany Declerck & Sophie Moinas, 2016.
"Who supplies liquidity, how and when?,"
BIS Working Papers
563, Bank for International Settlements.
- Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017. "Who supplies liquidity, how and when?," IDEI Working Papers 874, Institut d'Économie Industrielle (IDEI), Toulouse.
- Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017. "Who supplies liquidity, how and when?," TSE Working Papers 17-818, Toulouse School of Economics (TSE).
- Előd Takáts & Judit Temesvary, 2017. "Can macroprudential measures make cross-border lending more resilient?," BIS Working Papers 683, Bank for International Settlements.
- Mr. Eugenio M Cerutti & Haonan Zhou, 2018. "Cross-border Banking and the Circumvention of Macroprudential and Capital Control Measures," IMF Working Papers 2018/217, International Monetary Fund.
- Pierre Siklos, 2018.
"Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?,"
LCERPA Working Papers
0108, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
- Siklos, Pierre L., 2018. "Boom-and-bust cycles in emerging markets: How important is the exchange rate?," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 172-187.
- Peter Lindner & Axel Loeffler & Esther Segalla & Guzel Valitova & Ursula Vogel, 2018.
"International monetary policy spillovers through the bank funding channel,"
Working Papers
221, Oesterreichische Nationalbank (Austrian Central Bank).
- Lindner, Peter & Loeffler, Axel & Segalla, Esther & Valitova, Guzel & Vogel, Ursula, 2019. "International monetary policy spillovers through the bank funding channel," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 161-174.
- Lindner, Peter & Loeffler, Axel & Segalla, Esther & Valitova, Guzel & Vogel, Ursula, 2018. "International monetary policy spillovers through the bank funding channel," Discussion Papers 13/2018, Deutsche Bundesbank.
- Andrew W Lo, 2016. "Moore's Law vs. Murphy's Law in the financial system: who's winning?," BIS Working Papers 564, Bank for International Settlements.
- Elöd Takáts & Judit Temesvary, 2019.
"Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 61-105, March.
- Elod Takats & Judit Temesvary, 2017. "Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum," Finance and Economics Discussion Series 2017-123, Board of Governors of the Federal Reserve System (U.S.).
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018.
"What drives local lending by global banks?,"
BIS Working Papers
746, Bank for International Settlements.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019. "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
- Signe Krogstrup & Cédric Tille, 2018.
"Foreign Currency Bank Funding and Global Factors,"
IMF Working Papers
2018/097, International Monetary Fund.
- Signe Krogstrup & Cédric Tille, 2018. "Foreign Currency Bank Funding and Global Factors," IHEID Working Papers 09-2018, Economics Section, The Graduate Institute of International Studies.
- Tille, Cédric & Krogstrup, Signe, 2018. "Foreign Currency Bank Funding and Global Factors," CEPR Discussion Papers 12933, C.E.P.R. Discussion Papers.
- Krogstrup, Signe & Tille, Cédric, 2018. "Foreign currency bank funding and global factors," Kiel Working Papers 2104, Kiel Institute for the World Economy (IfW Kiel).
- Marie-Pierre HORY & Grégory LEVIEUGE & Daria ONORI, 2018. "The (low) fiscal multiplier when debt is denominated in foreign currency," LEO Working Papers / DR LEO 2583, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Uluc Aysun, 2022. "Centralized versus decentralized drivers of subsidiary lending: evidence from US Call Reports," Empirical Economics, Springer, vol. 62(4), pages 1687-1714, April.
- Bruno Biais & Fany Declerck & Sophie Moinas, 2016.
"Who supplies liquidity, how and when?,"
BIS Working Papers
563, Bank for International Settlements.
- Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015.
"Breaking free of the triple coincidence in international finance,"
BIS Working Papers
524, Bank for International Settlements.
- Hyun Song Shin, 2017. "Breaking free of the triple coincidence in international finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016. "Breaking free of the triple coincidence in international finance," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
Cited by:
- Hoggarth, Glen & Jung, Carsten & Reinhardt, Dennis, 2016. "Capital inflows — the good, the bad and the bubbly," Bank of England Financial Stability Papers 40, Bank of England.
- Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, December.
- Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2016. "Small open economies in the vast oceanof global high finance," Economics wp73, Department of Economics, Central bank of Iceland.
- Előd Takáts & Judit Temesvary, 2017. "Can macroprudential measures make cross-border lending more resilient?," BIS Working Papers 683, Bank for International Settlements.
- José María Serena & Ricardo Sousa, 2017.
"Does exchange rate depreciation have contractionary effects on firm-level investment?,"
BIS Working Papers
624, Bank for International Settlements.
- Jose Maria Serena & Ricardo Sousa, 2018. "Does exchange rate depreciation have contractionary effects on firm-level investment?," Working Papers 26, European Stability Mechanism.
- Vahagn Galstyan & Philip Lane & Caroline Mehigan & Rogelio Mercado, 2015.
"The Holders and Issuers of International Portfolio Securities,"
NBER Chapters, in: International Finance in the Global Markets,
National Bureau of Economic Research, Inc.
- Galstyan, Vahagn & Lane, Philip R. & Mehigan, Caroline & Mercado, Rogelio, 2016. "The holders and issuers of international portfolio securities," Journal of the Japanese and International Economies, Elsevier, vol. 42(C), pages 100-108.
- Vahagn Galstyan & Philip R. Lane & Caroline Mehigan & Rogelio Mercado, 2016. "The Holders and Issuers of International Portfolio Securities," NBER Working Papers 22466, National Bureau of Economic Research, Inc.
- Vahagn Galstyan & Philip R. Lane & Caroline Mehigan & Rogelio Mercado, 2016. "The Holders and Issuers of International Portfolio Securities," Trinity Economics Papers tep0916, Trinity College Dublin, Department of Economics.
- José María Serena & Ramon Moreno, 2016. "Domestic financial markets and offshore bond financing," BIS Quarterly Review, Bank for International Settlements, September.
- Malamud, Semyon & Malkhozov, Aytek, 2016. "Market Integration and Global Crashes," CEPR Discussion Papers 11468, C.E.P.R. Discussion Papers.
- Robert N McCauley & Hiro Ito, 2018.
"A key currency view of global imbalances,"
BIS Working Papers
762, Bank for International Settlements.
- Ito, Hiro & McCauley, Robert N., 2019. "A key currency view of global imbalances," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 97-115.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2017.
"Current Account Deficits During Heightened Risk: Menacing or Mitigating?,"
Economic Journal, Royal Economic Society, vol. 0(601), pages 571-623, May.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2016. "Current Account Deficits During Heightened Risk: Menacing or Mitigating?," NBER Working Papers 22741, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2016. "Current account deficits during heightened risk: menacing or mitigating?," Discussion Papers 46, Monetary Policy Committee Unit, Bank of England.
- Jin Cao & Valeriya Dinger, 2018.
"Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy?,"
Working Paper
2018/4, Norges Bank.
- Jin Cao & Valeriya Dinger, 2018. "Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy?," CESifo Working Paper Series 6900, CESifo.
- Avdjiev,Stefan & Hardy,Bryan James & Kalemli-Ozcan,Sebnem & Serven,Luis, 2018.
"Gross capital flows by banks, corporates, and sovereigns,"
Policy Research Working Paper Series
8514, The World Bank.
- Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén, 2020. "Gross Capital Flows by Banks, Corporates and Sovereigns," Working Papers wp2020_2020, CEMFI.
- Stefan Avdjiev & Bryan Hardy & Şebnem Kalemli-Özcan & Luis Servén, 2022. "Gross Capital Flows by Banks, Corporates, and Sovereigns," Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 2098-2135.
- Stefan Avdjiev & Bryan Hardy & Ṣebnem Kalemli-Özcan & Luis Servén, 2017. "Gross Capital Flows by Banks, Corporates and Sovereigns," NBER Working Papers 23116, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén, 2018. "Gross capital flows by banks, corporates and sovereigns," BIS Working Papers 760, Bank for International Settlements.
- Elod Takats & Judit Temesvary, 2019.
"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
Finance and Economics Discussion Series
2019-045, Board of Governors of the Federal Reserve System (U.S.).
- Előd Takáts & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," BIS Working Papers 782, Bank for International Settlements.
- Takáts, Előd & Temesvary, Judit, 2021. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Journal of International Economics, Elsevier, vol. 132(C).
- Cerutti, Eugenio & Casanova, Catherine & Pradhan, Swapan-Kumar, 2023.
"Banking across borders: Are Chinese banks different?,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Eugenio Cerutti & Catherine Koch & Swapan-Kumar Pradhan, 2020. "Banking across borders: Are Chinese banks different?," BIS Working Papers 892, Bank for International Settlements.
- Mr. Eugenio M Cerutti & Catherine Koch & Swapan-Kumar Pradhan, 2020. "Banking Across Borders: Are Chinese Banks Different?," IMF Working Papers 2020/249, International Monetary Fund.
- Takáts, Előd & Temesvary, Judit, 2020.
"The currency dimension of the bank lending channel in international monetary transmission,"
Journal of International Economics, Elsevier, vol. 125(C).
- Elod Takats & Judit Temesvary, 2016. "The currency dimension of the bank lending channel in international monetary transmission," BIS Working Papers 600, Bank for International Settlements.
- Elod Takats & Judit Temesvary, 2017. "The Currency Dimension of the Bank Lending Channel in International Monetary Transmission," Finance and Economics Discussion Series 2017-001, Board of Governors of the Federal Reserve System (U.S.).
- Hiro Ito & Robert N. McCauley, 2022.
"A Disaster Under-(Re)Insurance Puzzle: Home Bias in Disaster Risk-Bearing,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 735-772, December.
- Hiro Ito & Robert N McCauley, 2019. "A disaster under-(re)insurance puzzle: Home bias in disaster risk-bearing," BIS Working Papers 808, Bank for International Settlements.
- Carvalho, Daniel, 2020. "Leverage and valuation effects: How global liquidity shapes sectoral balance sheets," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019.
"The International Monetary and Financial System,"
NBER Working Papers
25782, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Rey, Hélène & Sauzet, Maxime, 2019. "The International Monetary and Financial System," Department of Economics, Working Paper Series qt19n967tz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Rey, Hélène & Gourinchas, Pierre-Olivier & Sauzet, Maxime, 2019. "The International Monetary and Financial System," CEPR Discussion Papers 13714, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019. "The International Monetary and Financial System," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 859-893, August.
- Stefan Avdjiev & Mary Everett & Philip R Lane & Hyun Song Shin, 2018. "Tracking the international footprints of global firms," BIS Quarterly Review, Bank for International Settlements, March.
- Maurice Obstfeld & Alan M. Taylor, 2017.
"International Monetary Relations: Taking Finance Seriously,"
Journal of Economic Perspectives, American Economic Association, vol. 31(3), pages 3-28, Summer.
- Maurice Obstfeld & Alan M. Taylor, 2017. "International Monetary Relations: Taking Finance Seriously," NBER Working Papers 23440, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Obstfeld, Maurice, 2017. "International Monetary Relations: Taking Finance Seriously," CEPR Discussion Papers 12079, C.E.P.R. Discussion Papers.
- Pablo Garcia Luna & Bryan Hardy, 2019. "Non-bank counterparties in international banking," BIS Quarterly Review, Bank for International Settlements, September.
- Robert Neil McCauley & Agustín S Bénétrix & Patrick McGuire & Goetz von Peter, 2017.
"Financial deglobalisation in banking?,"
BIS Working Papers
650, Bank for International Settlements.
- McCauley, Robert N. & Bénétrix, Agustín S. & McGuire, Patrick M. & von Peter, Goetz, 2019. "Financial deglobalisation in banking?," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 116-131.
- Robert N. McCauley & Agust n S. B n trix & Patrick M. McGuire & Goetz von Peter, 2017. "Financial deglobalisation in banking?," Trinity Economics Papers tep1717, Trinity College Dublin, Department of Economics.
- Ulrich Volz, 2016.
"Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences,"
Working Papers
194, Department of Economics, SOAS University of London, UK.
- Ulrich Volz, 2016. "Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences," International Economic Journal, Taylor & Francis Journals, vol. 30(2), pages 272-293, June.
- Denbee, Edd & Jung, Carsten & Paternò, Francesco, 2016.
"Stitching together the global financial safety net,"
Bank of England Financial Stability Papers
36, Bank of England.
- Edd Denbee & Carsten Jung & Francesco Patern�, 2016. "Stitching together the global financial safety net," Questioni di Economia e Finanza (Occasional Papers) 322, Bank of Italy, Economic Research and International Relations Area.
- Stefan Avdjiev & Agnė Subelytė & Előd Takáts, 2016. "The ECB's QE and euro cross-border bank lending," BIS Quarterly Review, Bank for International Settlements, September.
- Sanyal, Anirban, 2022.
"Capital Control and Heterogeneous Impact on Capital Flows,"
EconStor Preprints
261300, ZBW - Leibniz Information Centre for Economics.
- Sanyal, Anirban, 2022. "Capital Control and Heterogeneous Impact on Capital Flows," MPRA Paper 114221, University Library of Munich, Germany.
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2023.
"Macro-Financial Stability Frameworks: Experience and Challenges,"
World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 3, pages 2-49,
World Scientific Publishing Co. Pte. Ltd..
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"A consolidated-by-nationality approach to Irish foreign exposure,"
International Economics, CEPII research center, issue 170, pages 235-247.
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"Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum,"
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"Capital Flows and the Swiss Franc,"
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- Robert N. McCauley, 2020. "The Global Domain of the Dollar: Eight Questions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(4), pages 421-429, December.
- Stefan Avdjiev & Elod Takats, 2016. "Monetary policy spillovers and currency networks in cross-border bank lending," BIS Working Papers 549, Bank for International Settlements.
- Andre Sanchez Pacheco, 2023. "Consolidated Foreign Wealth of Nations: Nationality-based measures of international exposure," Trinity Economics Papers tep0623, Trinity College Dublin, Department of Economics.
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"Late to the game? Capital flows to the Western Balkans,"
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"The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market,"
Swiss Finance Institute Research Paper Series
19-38, Swiss Finance Institute.
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"International bank credit, nonbank lenders, and access to external financing,"
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2022_04, Business School - Economics, University of Glasgow.
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- Andrzej Wojtyna, 2017. "Nowa faza dyskusji o kontroli międzynarodowych przepływów kapitału," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 5-29.
- Sergio Florez-Orrego, 2021. "Money Matters: Global banks, safe assets and monetary autonomy," Documentos CEDE 19153, Universidad de los Andes, Facultad de Economía, CEDE.
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"International Investment Patterns: The Case of German Sectors,"
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"Capital Flows and the Current Account: Taking Financing (More) Seriously,"
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- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2020. "Home sweet host: Prudential and monetary policy spillovers through global banks," BIS Working Papers 853, Bank for International Settlements.
- Michael D. Bordo & Robert N. McCauley, 2016. "The Current Account Version of the Triffin Dilemma," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(2), pages 171-182, June.
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- Bryan Hardy, 2020. "Assessing global liquidity: beyond borders," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Using financial accounts, volume 51, Bank for International Settlements.
- Nikhil Patel, 2017. "Macroprudential frameworks: cross-border issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 57-63, Bank for International Settlements.
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"From Bazooka to Backstop: The Political Economy of Standing Swap Facilities,"
Department of Economics Working Paper Series
334, WU Vienna University of Economics and Business.
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- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Dollar credit to emerging market economies," BIS Quarterly Review, Bank for International Settlements, December.
- Alberto Fuertes & Jose Maria Serena, 2016. "Insights from matched firm-bond level data: market of issuance and credit quality," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- Bruno Tissot & Burcu Tunç, 2017. "Statistical implications of the new financial landscape - Overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Stefan Avdjiev & Zheng Zeng, 2014.
"Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model,"
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449, Bank for International Settlements.
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Cited by:
- Camilo Alberto Cárdenas-Hurtado & Aaron Levi Garavito-Acosta & Jorge Hernán Toro-Córdoba, 2018. "Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case," Borradores de Economia 1043, Banco de la Republica de Colombia.
- Ambar Galih & Sugiharso Safuan, 2017. "On Nonlinear Relationship between Inflation and Economic Growth: A Study of ASEAN-5 Countries Period 2000–2016," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 63, pages 1-12, June.
- Mundra, Sruti & Bicchal, Motilal, 2023. "Asymmetric effects of monetary policy and financial accelerator: Evidence from India," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Herwartz, Helmut & Maxand, Simone & Rohloff, Hannes, 2018. "Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach," University of Göttingen Working Papers in Economics 354, University of Goettingen, Department of Economics.
- Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016.
"Forecasting US GNP Growth: The Role of Uncertainty,"
Working Papers
201667, University of Pretoria, Department of Economics.
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- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016.
"Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach,"
Borradores de Economia
930, Banco de la Republica de Colombia.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 14299, Banco de la Republica.
- Hernán Rincón & Norberto Rodríguez, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers 13-2016, Economics Section, The Graduate Institute of International Studies.
- Giovanni Dell'Ariccia & Karl Habermeier & Vikram Haksar & Tommaso Mancini-Griffoli, 2017. "Monetary Policy and Financial Stability," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
- Luis Alberto Delgado-de-la-Garza & Gonzalo Adolfo Garza-RodrÃguez & Daniel Alejandro Jacques-Osuna & Alejandro Múgica-Lara & Carlos Alberto Carrasco, 2021. "Does the use of a big data variable improve monetary policy estimates? Evidence from Mexico," Economics and Business Letters, Oviedo University Press, vol. 10(4), pages 383-393.
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"On the separation of monetary and prudential policy: how much of the pre-crisis consensus remains?,"
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- Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.
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"(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship,"
Economic Modelling, Elsevier, vol. 81(C), pages 576-593.
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- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
- Stefan Avdjiev & Robert McCauley & Patrick McGuire, 2012.
"Rapid credit growth and international credit: Challenges for Asia,"
BIS Working Papers
377, Bank for International Settlements.
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- Claudio Borio & Harold James & Hyun Song Shin, 2014.
"The international monetary and financial system: a capital account historical perspective,"
Globalization Institute Working Papers
204, Federal Reserve Bank of Dallas.
- Claudio Borio & Harold James & Hyun Song Shin, 2014. "The international monetary and financial system: a capital account historical perspective," BIS Working Papers 457, Bank for International Settlements.
- Juan Carlos Cuestas & Karsten Staehr, 2014. "The great (De)leveraging in the GIIPS countries. Domestic credit and net foreign liabilities 1998–2013," Bank of Estonia Working Papers wp2014-4, Bank of Estonia, revised 10 Oct 2014.
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"The rise of dollar credit in emerging market economies and US monetary policy,"
The World Economy, Wiley Blackwell, vol. 42(2), pages 530-551, February.
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- Robert N. McCauley & Patrick McGuire & Vladyslav Sushko, 2015.
"Global dollar credit: links to US monetary policy and leverage,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(82), pages 187-229.
- Robert N McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," BIS Working Papers 483, Bank for International Settlements.
- Peydró, José-Luis & fabiani, andrea & Lopéz Piñeros, Martha & Soto, Paul, 2021.
"Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy,"
CEPR Discussion Papers
16510, C.E.P.R. Discussion Papers.
- Andrea Fabiani & Martha López Piñeros & José-Luis Peydró & Paul E. Soto, 2021. "Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy," Economics Working Papers 1816, Department of Economics and Business, Universitat Pompeu Fabra.
- Andrea Fabiani & Martha López Piñeros & José-Luis Peydró & Paul E. Soto, 2022. "Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy," Working Papers 1319, Barcelona School of Economics.
- Fabiani, Andrea & Piñeros, Martha López & Peydró, José-Luis & Soto, Paul E., 2022. "Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy," Journal of International Economics, Elsevier, vol. 139(C).
- Andrea Fabiani & Martha López & José-Luis Peydró & Paul E. Soto, 2021. "Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy," Borradores de Economia 1162, Banco de la Republica de Colombia.
- Fabiani, Andrea & López-Piñeros, Martha & Peydró, José-Luis & Soto, Paul E., 2022. "Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 139(November ), pages 1-1.
- Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias, 2018.
"Early warning indicators of banking crises: expanding the family,"
Journal of Financial Transformation, Capco Institute, vol. 48, pages 142-155.
- Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018. "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
- Borio, Claudio, 2014.
"The financial cycle and macroeconomics: What have we learnt?,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
- Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
- Gabriel Cuadra & Victoria Nuguer, 2018.
"Risky Banks and Macro-Prudential Policy for Emerging Economies,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 125-144, October.
- Gabriel Cuadra & Victoria Nuguer, 2018. "Online Appendix to "Risky Banks and Macro-Prudential Policy for Emerging Economies"," Online Appendices 15-242, Review of Economic Dynamics.
- Nuguer Victoria & Cuadra Gabriel, 2016. "Risky Banks and Macroprudential Policy for Emerging Economies," Working Papers 2016-06, Banco de México.
- Gabriel Cuadra & Victoria Nuguer, 2018. "Code and data files for "Risky Banks and Macro-Prudential Policy for Emerging Economies"," Computer Codes 15-242, Review of Economic Dynamics.
- Hyun Song Shin, 2017.
"Breaking free of the triple coincidence in international finance,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43,
Bank for International Settlements.
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016. "Breaking free of the triple coincidence in international finance," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
- Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015. "Breaking free of the triple coincidence in international finance," BIS Working Papers 524, Bank for International Settlements.
- Claudio Borio, 2014.
"The international monetary and financial system: its Achilles heel and what to do about it,"
Globalization Institute Working Papers
203, Federal Reserve Bank of Dallas.
- Claudio Borio, 2014. "The international monetary and financial system: its Achilles heel and what to do about it," BIS Working Papers 456, Bank for International Settlements.
- Miguel Angel Saldarriaga, 2017.
"Credit Booms in Commodity Exporters,"
Working Papers
98, Peruvian Economic Association.
- Saldarriaga, Miguel, 2018. "Credit Booms in Commodity Exporters," Working Papers 2018-008, Banco Central de Reserva del Perú.
- Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013.
"Understanding Global Liquidity,"
BIS Working Papers
402, Bank for International Settlements.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
- Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank.
- Robert N McCauley, 2018. "The 2008 crisis: transpacific or transatlantic?," BIS Quarterly Review, Bank for International Settlements, December.
- Torsten Ehlers & Philip D Wooldridge, 2015. "Channels and determinants of foreign bank lending," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 29-68, Bank for International Settlements.
- Silvia Miranda-Agrippino & Hélène Rey, 2015.
"US Monetary Policy and the Global Financial Cycle,"
NBER Working Papers
21722, National Bureau of Economic Research, Inc.
- Silvia Miranda-Agrippino & Hélène Rey, 2020. "U.S. Monetary Policy and the Global Financial Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(6), pages 2754-2776.
- Juan Carlos Cuestas & Karsten Staehr, 2015. "The Great Leveraging in the GIIPS Countries: Domestic Credit and Net Foreign Liabilities," Working Papers 2015012, The University of Sheffield, Department of Economics.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2021.
"How Does International Capital Flow?,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242328, Verein für Socialpolitik / German Economic Association.
- Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020. "How does international capital flow?," BIS Working Papers 890, Bank for International Settlements.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
- Kumhof, Michael & Sokol, Andrej & Rungcharoenkitkul, Phurichai, 2020. "How Does International Capital Flow?," CEPR Discussion Papers 15526, C.E.P.R. Discussion Papers.
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018.
"What drives local lending by global banks?,"
BIS Working Papers
746, Bank for International Settlements.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019. "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
- Hélène Rey, 2016.
"International Channels of Transmission of Monetary Policy and the Mundellian Trilemma,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(1), pages 6-35, May.
- Rey, Hélène, 2015. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," CEPR Discussion Papers 11027, C.E.P.R. Discussion Papers.
- Hélène Rey, 2016. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," NBER Working Papers 21852, National Bureau of Economic Research, Inc.
- Guodong Chen & Mr. Yi Wu, 2014. "Bank Ownership and Credit Growth in Emerging Markets During and After the 2008–09 Financial Crisis — A Cross-Regional Comparison," IMF Working Papers 2014/171, International Monetary Fund.
- Dong He & Robert N McCauley, 2013.
"Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit,"
Working Papers
152013, Hong Kong Institute for Monetary Research.
- Dong He & Robert N McCauley, 2013. "Transmitting global liquidity to East Asia: policy rates, bond yields, currencies and dollar credit," BIS Working Papers 431, Bank for International Settlements.
- Puspa D. Amri & Greg M. Richey & Thomas D. Willett, 2016. "Capital Surges and Credit Booms: How Tight is the Relationship?," Open Economies Review, Springer, vol. 27(4), pages 637-670, September.
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021.
"External debt composition and domestic credit cycles,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
- Gozgor, Giray, 2014. "Determinants of domestic credit levels in emerging markets: The role of external factors," Emerging Markets Review, Elsevier, vol. 18(C), pages 1-18.
- Christian Dembiermont & Mathias Drehmann & Siriporn Muksakunratana, 2013. "How much does the private sector really borrow - a new database for total credit to the private non-financial sector," BIS Quarterly Review, Bank for International Settlements, March.
- Stefan Afdjiev & Zsolt Kuti & Elod Takáts, 2012. "The euro area crisis and cross-border bank lending to emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
- Mathias Drehmann, 2013. "Total credit as an early warning indicator for systemic banking crises," BIS Quarterly Review, Bank for International Settlements, June.
- Philip Lane, 2013. "International Capital Flows and Domestic Financial Conditions: Lessons for Emerging Asia," The Institute for International Integration Studies Discussion Paper Series iiisdp438, IIIS.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015.
"Investor redemptions and fund manager sales of emerging market bonds: how are they related?,"
BIS Working Papers
509, Bank for International Settlements.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2018. "Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related? [Borrow cheap, buy high? The determinants of leverage and pricing in buyouts]," Review of Finance, European Finance Association, vol. 22(1), pages 207-241.
- Claudio Borio & Piti Disyatat, 2016.
"Capital Flows and the Current Account: Taking Financing (More) Seriously,"
PIER Discussion Papers
14, Puey Ungphakorn Institute for Economic Research.
- Claudio Borio & Piti Disyatat, 2015. "Capital flows and the current account: Taking financing (more) seriously," BIS Working Papers 525, Bank for International Settlements.
- Ashima Goyal & Akhilesh K. Verma, 2020. "Cross border flows, financial Intermediation and interactions of policy rules in a small open economy model," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-008, Indira Gandhi Institute of Development Research, Mumbai, India.
- Robert N. McCauley, 2012.
"Risk-on/risk-off, capital flows, leverage and safe assets,"
Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
- Robert N. McCauley, 2013. "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," Finance Working Papers 23390, East Asian Bureau of Economic Research.
- McCauley, Robert, 2013. "Risk-On/Risk-Off, Capital Flows, Leverage and Safe Assets," Journal of Financial Perspectives, EY Global FS Institute, vol. 1(2), pages 145-154.
- Robert N McCauley, 2012. "Risk-on/risk-off, capital flows, leverage and safe assets," BIS Working Papers 382, Bank for International Settlements.
- McCauley, Robert N., 2013. "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," ADBI Working Papers 405, Asian Development Bank Institute.
- Robert N. McCauley, 2013. "Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets," Macroeconomics Working Papers 23390, East Asian Bureau of Economic Research.
- N. V. Gushcha, 2017. "Imbalance Of Financial Systems Of East Asian Region, Driven ВУ Global Liquidity Flows," International Trade and Trade Policy, ФГБОУ ВО "Ð Ð¾Ñ Ñ Ð¸Ð¹Ñ ÐºÐ¸Ð¹ Ñ ÐºÐ¾Ð½Ð¾Ð¼Ð¸Ñ‡ÐµÑ ÐºÐ¸Ð¹ ÑƒÐ½Ð¸Ð²ÐµÑ€Ñ Ð¸Ñ‚ÐµÑ‚ им. Г.Ð’. Плеханова", issue 3.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019.
"Corporate Debt, Firm Size and Financial Fragility in Emerging Markets,"
NBER Working Papers
25459, National Bureau of Economic Research, Inc.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019. "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Silvia Miranda Agrippino & Hélène Rey, 2013. "Funding Flows and Credit in Carry Trade Economies," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
- Rey, Hélène & Miranda-Agrippino, Silvia, 2015. "World Asset Markets and the Global Financial Cycle," CEPR Discussion Papers 10936, C.E.P.R. Discussion Papers.
- Bank for International Settlements, 2015. "Introduction to BIS statistics," BIS Quarterly Review, Bank for International Settlements, September.
- Claudio Borio, 2014. "The financial cycle and macroeconomics: what have we learned and what are the policy implications?," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 2, pages 10-35, Edward Elgar Publishing.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Claudio Borio & Harold James & Hyun Song Shin, 2014.
"The international monetary and financial system: a capital account historical perspective,"
Globalization Institute Working Papers
204, Federal Reserve Bank of Dallas.
- Stefan Avdjiev & Patrick McGuire, 2012.
"The Social Value of Policy Signals,"
BIS Working Papers
386, Bank for International Settlements.
Cited by:
- Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
- Anna Bayona, 2018. "The social value of information with an endogenous public signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(4), pages 1059-1087, December.
- Louis de Koker & John Howell & Nicholas Morris, 2023. "Economic Consequences of Greylisting by the Financial Action Task Force," Risks, MDPI, vol. 11(5), pages 1-32, April.
- Stefan Avdjiev, 2011.
"News driven business cycles and data on asset prices in estimated DSGE models,"
BIS Working Papers
358, Bank for International Settlements.
- Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
Cited by:
- Rudi Steinbach & Stan du Plessis & Ben Smit, 2014. "Monetary policy and financial shocks in an empirical small open-economy DSGE model," EcoMod2014 7194, EcoMod.
- T. Gerasimos S. & V. Erotokritos & Т. Герасимос С. & В. Эротокритос, 2017. "Предварительный поведенческий подход в таргетированию реальных доходов // A Tentative Behavioral Approach to Real Income Targeting," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 5(1), pages 17-31.
- Fabio Milani, 2012.
"The Modeling of Expectations in Empirical DSGE Models: a Survey,"
Working Papers
121301, University of California-Irvine, Department of Economics.
- Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: A Survey," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 3-38, Emerald Group Publishing Limited.
- Renato Faccini & Leonardo Melosi, 2019.
"Pigouvian Cycles,"
2019 Meeting Papers
977, Society for Economic Dynamics.
- Renato Faccini & Leonardo Melosi, 2022. "Pigouvian Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 281-318, April.
- Melosi, Leonardo & Faccini, Renato, 2018. "Pigouvian Cycles," CEPR Discussion Papers 13370, C.E.P.R. Discussion Papers.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Price puzzle in a small open New Keynesian model," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 29-42.
- Fabio Milani & Ashish Rajrhandari, 2012.
"Observed Expectations, News Shocks, and the Business Cycle,"
Working Papers
121305, University of California-Irvine, Department of Economics.
- Milani, Fabio & Rajbhandari, Ashish, 2020. "Observed expectations, news shocks, and the business cycle," Research in Economics, Elsevier, vol. 74(2), pages 95-118.
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2014. "News-Driven Business Cycles: Insights and Challenges," Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Stefan Avdjiev, 2011.
"News driven business cycles and data on asset prices in estimated DSGE models,"
BIS Working Papers
358, Bank for International Settlements.
- Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
- Ali, Syed Zahid & Anwar, Sajid, 2018. "Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 1-19.
- Nikolay Iskrev, 2018.
"Are asset price data informative about news shocks? A DSGE perspective,"
Working Papers REM
2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
- Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
- Soldatos, Gerasimos T. & Varelas, Erotokritos, 2017. "Firms’ rational expectations, workers’ psychology, and monetary policy in a behavioral real business cycle model," Economic Analysis and Policy, Elsevier, vol. 53(C), pages 129-139.
- Iskrev, Nikolay, 2019. "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, vol. 119(C), pages 318-332.
- Shesadri Banerjee & Jayanthi K. Anand & Shashanka Bhide, 2021. "Estimation of Macro-financial Linkages for the Indian Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(1), pages 7-47, April.
- Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021. "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 91-108.
- Lorenzo Bretscher & Andrea Tamoni & Aytek Malkhozov, 2019. "News Shocks and Asset Prices," 2019 Meeting Papers 100, Society for Economic Dynamics.
- Stefan Avdjiev & Nathan Balke, 2010.
"Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations,"
BIS Working Papers
323, Bank for International Settlements.
Cited by:
- Stefan Avdjiev, 2011.
"News driven business cycles and data on asset prices in estimated DSGE models,"
BIS Working Papers
358, Bank for International Settlements.
- Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
- Stefan Avdjiev, 2011.
"News driven business cycles and data on asset prices in estimated DSGE models,"
BIS Working Papers
358, Bank for International Settlements.
Articles
- Stefan Avdjiev & Bryan Hardy & Şebnem Kalemli-Özcan & Luis Servén, 2022.
"Gross Capital Flows by Banks, Corporates, and Sovereigns,"
Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 2098-2135.
See citations under working paper version above.
- Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén, 2020. "Gross Capital Flows by Banks, Corporates and Sovereigns," Working Papers wp2020_2020, CEMFI.
- Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén, 2018. "Gross capital flows by banks, corporates and sovereigns," BIS Working Papers 760, Bank for International Settlements.
- Stefan Avdjiev & Bryan Hardy & Ṣebnem Kalemli-Özcan & Luis Servén, 2017. "Gross Capital Flows by Banks, Corporates and Sovereigns," NBER Working Papers 23116, National Bureau of Economic Research, Inc.
- Avdjiev,Stefan & Hardy,Bryan James & Kalemli-Ozcan,Sebnem & Serven,Luis, 2018. "Gross capital flows by banks, corporates, and sovereigns," Policy Research Working Paper Series 8514, The World Bank.
- Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2021.
"Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks,"
Review of International Economics, Wiley Blackwell, vol. 29(1), pages 20-36, February.
Cited by:
- Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
- Mark M. Spiegel, 2021. "Monetary Policy Spillovers Under Covid-19: Evidence from U.S. Foreign Bank Subsidiaries," Working Paper Series 2021-14, Federal Reserve Bank of San Francisco.
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021.
"External debt composition and domestic credit cycles,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
See citations under working paper version above.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018. "External debt composition and domestic credit cycles," Working Papers 28, European Stability Mechanism.
- Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2020.
"The shifting drivers of global liquidity,"
Journal of International Economics, Elsevier, vol. 125(C).
See citations under working paper version above.
- Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
- Gambacorta, Leonardo & Goldberg, Linda S. & Avdjiev, Stefan & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Patrick McGuire & Goetz von Peter, 2020.
"International dimensions of EME corporate debt,"
BIS Quarterly Review, Bank for International Settlements, June.
Cited by:
- Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Santa Cruz Department of Economics, Working Paper Series qt00p8f01t, Department of Economics, UC Santa Cruz.
- Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Irving Fisher Committee, 2021. "New developments in central bank statistics around the world," IFC Bulletins, Bank for International Settlements, number 55.
- Kadırgan, Can, 2023. "Exchange rate driven balance sheet effect and capital flows to emerging market economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 35-45.
- Boris Hofmann & Nikhil Patel & Steve Pak Yeung Wu, 2022. "Original sin redux: a model-based evaluation," BIS Working Papers 1004, Bank for International Settlements.
- Annina Kaltenbrunner & Elif Karaçimen & Joel Rabinovich, 2023. "The changing financial practises of Brazilian and Turkish firms under financial subordination, a mixed-methods analysis," Working Papers PKWP2306, Post Keynesian Economics Society (PKES).
- Palma, José Gabriel, 2020. "Why the rich always stay rich (no matter what, no matter the cost)," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
- Mateane, Lebogang, 2020. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints 227484, ZBW - Leibniz Information Centre for Economics.
- Park, Donghyun & Shin, Kwanho & Tian, Shu, 2019.
"Debt and Depth of Recessions,"
ADB Economics Working Paper Series
579, Asian Development Bank.
- Park, Donghyun & Shin, Kwanho & Tian, Shu, 2023. "Debts and depth of recessions," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 468-485.
- Palma, J. G., 2020. "Why the Rich Stay Rich. On dysfunctional institutions’ “ability to persist” (no matter what)," Cambridge Working Papers in Economics 20124, Faculty of Economics, University of Cambridge.
- Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia, 2020.
"CoCo issuance and bank fragility,"
Journal of Financial Economics, Elsevier, vol. 138(3), pages 593-613.
See citations under working paper version above.
- Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017. "CoCo issuance and bank fragility," BIS Working Papers 678, Bank for International Settlements.
- Bolton, Patrick & Avdjiev, Stefan & Bogdanova, Bilyana & Jiang, Wei & Kartasheva, Anastasia, 2017. "CoCo Issuance and Bank Fragility," CEPR Discussion Papers 12418, C.E.P.R. Discussion Papers.
- Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017. "CoCo Issuance and Bank Fragility," NBER Working Papers 23999, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019.
"The Dollar, Bank Leverage, and Deviations from Covered Interest Parity,"
American Economic Review: Insights, American Economic Association, vol. 1(2), pages 193-208, September.
See citations under working paper version above.
- Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016. "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers 592, Bank for International Settlements.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019.
"What drives local lending by global banks?,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
See citations under working paper version above.
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
- Stefan Avdjiev & Előd Takáts, 2019.
"Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum,"
Review of Finance, European Finance Association, vol. 23(5), pages 993-1029.
Cited by:
- Mr. Eugenio M Cerutti & Ms. Carolina Osorio-Buitron, 2019.
"US vs. Euro Area: Who Drives Cross-Border Bank Lending to EMs?,"
IMF Working Papers
2019/199, International Monetary Fund.
- Eugenio Cerutti & Carolina Osorio-Buitron, 2019. "US vs. Euro Area: Who Drives Cross-Border Bank Lending to EMs?," NBER Chapters, in: Financial System, 28th NBER-TCER-CEPR Conference, National Bureau of Economic Research, Inc.
- Cerutti, Eugenio & Osorio-Buitron, Carolina, 2020. "US vs. euro area: Who drives cross-border bank lending to EMs?," Journal of the Japanese and International Economies, Elsevier, vol. 57(C).
- Elod Takats & Judit Temesvary, 2019.
"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
Finance and Economics Discussion Series
2019-045, Board of Governors of the Federal Reserve System (U.S.).
- Előd Takáts & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," BIS Working Papers 782, Bank for International Settlements.
- Takáts, Előd & Temesvary, Judit, 2021. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Journal of International Economics, Elsevier, vol. 132(C).
- Takáts, Előd & Temesvary, Judit, 2020.
"The currency dimension of the bank lending channel in international monetary transmission,"
Journal of International Economics, Elsevier, vol. 125(C).
- Elod Takats & Judit Temesvary, 2016. "The currency dimension of the bank lending channel in international monetary transmission," BIS Working Papers 600, Bank for International Settlements.
- Elod Takats & Judit Temesvary, 2017. "The Currency Dimension of the Bank Lending Channel in International Monetary Transmission," Finance and Economics Discussion Series 2017-001, Board of Governors of the Federal Reserve System (U.S.).
- Koray Alper & Fatih Altunok & Tanju Çapacıoğlu & Steven Ongena, 2019.
"The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market,"
Swiss Finance Institute Research Paper Series
19-38, Swiss Finance Institute.
- Alper, Koray & Altunok, Fatih & Çapacıoğlu, Tanju & Ongena, Steven, 2020. "The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market," European Economic Review, Elsevier, vol. 127(C).
- Miguel Sarmiento, 2022. "Sudden Yield Reversals and Financial Intermediation in Emerging Markets," Borradores de Economia 1210, Banco de la Republica de Colombia.
- Mr. Eugenio M Cerutti & Ms. Carolina Osorio-Buitron, 2019.
"US vs. Euro Area: Who Drives Cross-Border Bank Lending to EMs?,"
IMF Working Papers
2019/199, International Monetary Fund.
- Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin, 2019.
"The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 151-173, March.
See citations under working paper version above.
- Stefan Avdjiev & Valentina Bruno & Catherine Koch, 2018. "The dollar exchange rate as a global risk factor: evidence from investment," BIS Working Papers 695, Bank for International Settlements.
- Avdjiev, Stefan & Hale, Galina, 2019.
"U.S. monetary policy and fluctuations of international bank lending,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 251-268.
See citations under working paper version above.
- Stefan Avdjiev & Galina Hale, 2018. "US monetary policy and fluctuations of international bank lending," BIS Working Papers 730, Bank for International Settlements.
- Stefan Avdjiev & Galina Hale, 2018. "U.S. Monetary Policy and Fluctuations of International Bank Lending," Working Paper Series 2018-2, Federal Reserve Bank of San Francisco.
- Stefan Avdjiev & Mary Everett & Hyun Song Shin, 2019.
"Following the imprint of the ECB's asset purchase programme on global bond and deposit flows,"
BIS Quarterly Review, Bank for International Settlements, March.
Cited by:
- Ellen Ryan & Karl Whelan, 2019.
"Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks,"
Working Papers
201901, School of Economics, University College Dublin.
- Ryan, Ellen & Whelan, Karl, 2019. "Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks," Research Technical Papers 1/RT/19, Central Bank of Ireland.
- Whelan, Karl & Ryan, Ellen, 2019. "Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks," CEPR Discussion Papers 13499, C.E.P.R. Discussion Papers.
- Ryan, Ellen & Whelan, Karl, 2021. "Quantitative easing and the hot potato effect: Evidence from euro area banks," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
- Horst, Maximilian & Neyer, Ulrike, 2019. "The impact of quantitative easing on bank loan supply and monetary policy implementation in the euro area," DICE Discussion Papers 325, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Arrata, William & Nguyen, Benoît & Rahmouni-Rousseau, Imène & Vari, Miklos, 2020. "The scarcity effect of QE on repo rates: Evidence from the euro area," Journal of Financial Economics, Elsevier, vol. 137(3), pages 837-856.
- Bryan Hardy & Sonya Zhu, 2023. "Unpacking international banks' deposit funding," BIS Quarterly Review, Bank for International Settlements, September.
- Ellen Ryan & Karl Whelan, 2019.
"Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks,"
Working Papers
201901, School of Economics, University College Dublin.
- Avdjiev, S. & Giudici, P. & Spelta, A., 2019.
"Measuring contagion risk in international banking,"
Journal of Financial Stability, Elsevier, vol. 42(C), pages 36-51.
See citations under working paper version above.
- Stefan Avdjiev & Paolo Giudici & Alessandro Spelta, 2019. "Measuring contagion risk in international banking," BIS Working Papers 796, Bank for International Settlements.
- Stefan Avdjiev & Mary Everett & Philip R Lane & Hyun Song Shin, 2018.
"Tracking the international footprints of global firms,"
BIS Quarterly Review, Bank for International Settlements, March.
Cited by:
- Jan Behringer & Till van Treeck, 2019.
"The corporate sector and the current account,"
IMK Working Paper
196-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Jan Behringer & Till van Treeck, 2019. "The Corporate Sector and the Current Account," FMM Working Paper 43-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Behringer, Jan & van Treeck, Till, 2019. "The corporate sector and the current account," ifso working paper series 1, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
- van Treeck, Till & Behringer, Jan, 2019. "The corporate sector and the current account," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203632, Verein für Socialpolitik / German Economic Association.
- Jan Behringer & Till van Treeck, 2023. "The corporate sector and the current account," Oxford Economic Papers, Oxford University Press, vol. 75(3), pages 826-857.
- Haderer, Michaela, 2022. "An Estimated DSGE Model of the Euro Area with Expectations about the Timing and Nature of Liftoff from the Lower Bound," Working Papers 2022-05, University of Sydney, School of Economics.
- Riccardo De Bonis & Matteo Piazza, 2021.
"A silent revolution. How central bank statistics have changed in the last 25 years,"
PSL Quarterly Review, Economia civile, vol. 74(299), pages 347-371.
- Riccardo De Bonis & Matteo Piazza, 2020. "A silent revolution: How central bank statistics have changed in the last 25 years," Questioni di Economia e Finanza (Occasional Papers) 579, Bank of Italy, Economic Research and International Relations Area.
- Ergen, Timur & Kohl, Sebastian & Braun, Benjamin, 2021. "Firm foundations: The statistical footprint of multinational corporations as a problem for political economy," MPIfG Discussion Paper 21/5, Max Planck Institute for the Study of Societies.
- Philip R. Lane, 2019. "Globalisation: A Macro-Financial Perspective," The Economic and Social Review, Economic and Social Studies, vol. 50(2), pages 249-263.
- Economides, Philip & Nikolaishvili, Giorgi, 2023. "Measuring economic activity in the presence of superstar MNEs," Economics Letters, Elsevier, vol. 226(C).
- Virginia Di Nino & Anna Ekstam, 2020.
"What value added in the trade balances of euro area financial centres?,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, volume 52,
Bank for International Settlements.
- Di Nino, Virginia & Ekstam, Anna, 2020. "What value added in the trade balances of euro area financial centres?," Working Paper Series 2506, European Central Bank.
- Pablo Garcia Luna & Bryan Hardy, 2019. "Non-bank counterparties in international banking," BIS Quarterly Review, Bank for International Settlements, September.
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CEPR Discussion Papers
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"Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 505-558, March.
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"Changes in Prudential Policy Instruments ---- A New Cross-Country Database,"
International Finance Discussion Papers
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- Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla, 2017. "Changes in Prudential Policy Instruments - A New Cross-Country Database," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 477-503, March.
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Swiss Finance Institute Research Paper Series
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- Raphael A. Auer & Steven Ongena, 2019. "The Countercyclical Capital Buffer and the Composition of Bank Lending," CESifo Working Paper Series 7815, CESifo.
- Marianna Caccavaio & Luisa Carpinelli & Giuseppe Marinelli, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Italy," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 223-247, March.
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- Carlos Madeira, 2020. "The impact of macroprudential policies on industrial growth," Working Papers Central Bank of Chile 867, Central Bank of Chile.
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- Salim Dehmej & Leonardo Gambacorta, 2019. "Macroprudential Policy in a Monetary Union," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(2), pages 195-212, June.
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017.
"The shifting drivers of global liquidity,"
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- Gambacorta, Leonardo & Goldberg, Linda S. & Avdjiev, Stefan & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
- Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
- Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2020. "The shifting drivers of global liquidity," Journal of International Economics, Elsevier, vol. 125(C).
- Elod Takats & Judit Temesvary, 2019.
"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
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- Takáts, Előd & Temesvary, Judit, 2021. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Journal of International Economics, Elsevier, vol. 132(C).
- Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018.
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- Claudia M. Buch & Matthieu Bussiere & Linda S. Goldberg & Robert Hills, 2018. "The international transmission of monetary policy," Staff Reports 845, Federal Reserve Bank of New York.
- Buch, Claudia & Bussiere, Matthieu & Goldberg, Linda & Hills, Robert, 2018. "The international transmission of monetary policy," Bank of England working papers 731, Bank of England.
- Claudia M. Buch & Matthieu Bussiere & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," NBER Working Papers 24454, National Bureau of Economic Research, Inc.
- Pierre‐Richard Agénor & Timothy Jackson & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz A. Pereira Da Silva, 2021. "Assessing the Gains from International Macroprudential Policy Cooperation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1819-1866, October.
- Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2020.
"Financial Spillovers and Macroprudential Policies,"
Open Economies Review, Springer, vol. 31(3), pages 529-563, July.
- Joshua Aizenman & Menzie D. Chinn & Hiro Ito, 2017. "Financial Spillovers and Macroprudential Policies," NBER Working Papers 24105, National Bureau of Economic Research, Inc.
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"Cross-border effects of prudential regulation: Evidence from the euro area,"
Journal of Financial Stability, Elsevier, vol. 53(C).
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- Luca Nocciola & Dawid Zochowski, 2016. "Cross-border spillovers from macroprudential policy in the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 45-48, Bank for International Settlements.
- Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter, 2017.
"International Prudential Policy Spillovers: A Global Perspective,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 5-33, March.
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Review of International Economics, Wiley Blackwell, vol. 29(1), pages 61-86, February.
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- Matthieu Bussière & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Rhiannon Sowerbutts, 2020. "Le Pont de Londres: interactions between monetary and prudential policies in cross-border lending," Working papers 753, Banque de France.
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- Jose M Berrospide & Ricardo Correa & Linda S Goldberg & Friederike Niepmann, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 435-476, March.
- Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann, 2016. "International Banking and Cross-Border Effects of Regulation : Lessons from the United States," International Finance Discussion Papers 1180, Board of Governors of the Federal Reserve System (U.S.).
- Jose Berrospide & Ricardo Correa & Linda Goldberg & Friederike Niepmann, 2016. "International Banking and Cross-border Effects of Regulation: Lessons from the United States," NBER Working Papers 22645, National Bureau of Economic Research, Inc.
- Alin-Marius Andries & Florentina Melnic & Simona Nistor, 2018. "Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 202-244, July.
- Norring, Anni, 2019. "Macroprudential policy spillovers and international banking - Taking the gravity approach," ESRB Working Paper Series 101, European Systemic Risk Board.
- Guiting Lin & Alice Y. Ouyang, 2024. "Macroprudential policy leakage: Evidence from shadow banking activities of Chinese enterprises," Contemporary Economic Policy, Western Economic Association International, vol. 42(1), pages 160-182, January.
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"Global Banking: Recent Developments and Insights from Research,"
Review of Finance, European Finance Association, vol. 21(4), pages 1513-1555.
- Claessens, Stijn, 2017. "Global Banking: Recent Developments and Insights from Research," CEPR Discussion Papers 11823, C.E.P.R. Discussion Papers.
- Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Carlos Madeira, 2023.
"The evolution of macroprudential policy use in Chile, Latin America and the OECD,"
Journal of Banking Regulation, Palgrave Macmillan, vol. 24(3), pages 357-380, September.
- Carlos Madeira, 2022. "The evolution of macroprudential policy use in Chile, Latin America and the OECD," Working Papers Central Bank of Chile 958, Central Bank of Chile.
- Rama ConT, 2017. "Central clearing and risk transformation," Financial Stability Review, Banque de France, issue 21, pages 141-147, April.
- Avinash Persaud, 2017. "Have post-crisis financial reforms crimped market liquidity?," Financial Stability Review, Banque de France, issue 21, pages 127-138, April.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97.
- Anton Korinek, 2017. "Currency wars or efficient spillovers?," BIS Working Papers 615, Bank for International Settlements.
- Xiaoyu Liu & Xiao Zhang, 2023. "Are there financial stability gains from international macroprudential policy coordination?," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 575-596, December.
- Stewart, Robert & Chowdhury, Murshed & Arjoon, Vaalmikki, 2021. "Interdependencies between regulatory capital, credit extension and economic growth," Journal of Economics and Business, Elsevier, vol. 117(C).
- Chousakos, K. & Gorton, G., 2017. "Bank health post-crisis," Financial Stability Review, Banque de France, issue 21, pages 55-67, April.
- Müller, Isabella & Noth, Felix & Tonzer, Lena, 2022.
"A note on the use of syndicated loan data,"
IWH Discussion Papers
17/2022, Halle Institute for Economic Research (IWH).
- Isabella Müller & Felix Noth & Lena Tonzer, 2022. "A Note on the Use of Syndicated Loan Data," Tinbergen Institute Discussion Papers 22-064/IV, Tinbergen Institute.
- Luis Cabezas & Alejandro Jara, 2016.
"International Banking and Cross-Border Effects of Regulation: Lessons from Chile,"
Working Papers Central Bank of Chile
790, Central Bank of Chile.
- Alejandro Jara & Luis Cabezas, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Chile," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 95-127, March.
- Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank.
- Anton Korinek, 2016.
"Currency Wars or Efficient Spillovers? A General Theory of International Policy Cooperation,"
NBER Working Papers
23004, National Bureau of Economic Research, Inc.
- Mr. Anton Korinek, 2017. "Currency Wars or Efficient Spillovers? A General Theory of International Policy Cooperation," IMF Working Papers 2017/025, International Monetary Fund.
- Lukáš Pfeifer, 2024. "Issues when the parental and host country systemic institution buffers differ: the case of Czechia," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(1), pages 49-57, March.
- Elöd Takáts & Judit Temesvary, 2019.
"Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 61-105, March.
- Elod Takats & Judit Temesvary, 2017. "Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum," Finance and Economics Discussion Series 2017-123, Board of Governors of the Federal Reserve System (U.S.).
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiina, 2021.
"Do macroprudential policies affect non-bank financial intermediation?,"
BIS Working Papers
927, Bank for International Settlements.
- Gambacorta, Leonardo & Claessens, Stijn & Cornelli, Giulio & Manaresi, Francesco & Shiina, Yasushi, 2021. "Do macroprudential policies affect non-bank financial intermediation?," CEPR Discussion Papers 15895, C.E.P.R. Discussion Papers.
- Stijn Claessens & Giulio Cornelli & Leonardo Gambacorta & Francesco Manaresi & Yasushi Shiinad, 2023. "Do Macroprudential Policies Affect Non-bank Financial Intermediation?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 185-236, December.
- Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020.
"The interaction between macroprudential policy and monetary policy: overview,"
Bank of England working papers
886, Bank of England.
- Matthieu Bussière & Jin Cao & Jakob de Haan & Robert Hills & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Sonalika Sinha & Rhiannon Sowerbutts & Konstantin Styrin, 2021. "The interaction between macroprudential policy and monetary policy: Overview," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 1-19, February.
- Chen, William & Phelan, Gregory, 2021.
"International coordination of macroprudential policies with capital flows and financial asymmetries,"
Journal of Financial Stability, Elsevier, vol. 56(C).
- William Chen & Gregory Phelan, 2020. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2020-05, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2017. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2017-05, Department of Economics, Williams College, revised Nov 2018.
- König, E., 2017. "Implementing an efficient resolution framework in the Banking Union: lessons from the crisis and challenges ahead," Financial Stability Review, Banque de France, issue 21, pages 71-76, April.
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2022. "On the international co-movement of natural interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Zia Abbas & Syed Faizan Iftikhar & Shaista Alam, 2019. "Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs)," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-20, June.
- Dr. Stefanie Behncke, 2020.
"Effects of macroprudential policies on bank lending and credit risks,"
Working Papers
2020-06, Swiss National Bank.
- Stefanie Behncke, 2023. "Effects of Macroprudential Policies on Bank Lending and Credit Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 175-199, April.
- Nouy, D., 2017. "Safer than ever before? An assessment of the impact of regulation on banks’ resilience eight years on," Financial Stability Review, Banque de France, issue 21, pages 23-32, April.
- Becker, Chris & Ossandon Busch, Matias & Tonzer, Lena, 2020.
"Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil,"
IWH Discussion Papers
21/2017, Halle Institute for Economic Research (IWH), revised 2020.
- Becker, Chris & Ossandon Busch, Matias & Tonzer, Lena, 2021. "Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil," Journal of Corporate Finance, Elsevier, vol. 71(C).
- Seung Mo Choi & Laura E. Kodres & Jing Lu, 2021. "Friend or Foe? Cross-Border Links, Contagious Banking Crises, and Joint Use of Macroprudential Policies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(1), pages 55-79, August.
- Dimitris Mokas & Massimo Giuliodori, 2021. "Effects of LTV announcements in EU economies," Working Papers 704, DNB.
- Noth, Felix & Ossandon Busch, Matias, 2021.
"Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil,"
Journal of Financial Stability, Elsevier, vol. 56(C).
- Noth, Felix & Ossandon Busch, Matias, 2019. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers 7/2017, Halle Institute for Economic Research (IWH), revised 2019.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Simone Auer & Maja Ganarin & Pascal Towbin, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Switzerland," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 65-93, March.
- Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Maijoor, S. & Boidard, C., 2017. "A stability perspective of market-based finance: designing new prudential tools?," Financial Stability Review, Banque de France, issue 21, pages 149-156, April.
- Cao, Jin & Dinger, Valeriya & Grodecka, Anna & Juelsrud, Ragnar & Zhang, Xin, 2020.
"The interaction between macroprudential and monetary policies: The cases of Norway and Sweden,"
Working Paper Series
392, Sveriges Riksbank (Central Bank of Sweden).
- Jin Cao & Valeriya Dinger & Anna Grodecka-Messi & Ragnar Juelsrud & Xin Zhang, 2020. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper 2020/8, Norges Bank.
- Jin Cao & Valeriya Dinger & Anna Grodecka‐Messi & Ragnar Juelsrud & Xin Zhang, 2021. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 87-116, February.
- ITO Hiroyuki & Phuong TRAN, 2019. "Managing the Yield Curve in a Financially Globalized World," Discussion papers 19012, Research Institute of Economy, Trade and Industry (RIETI).
- Badarau, Cristina & Carias, Marcos & Figuet, Jean-Marc, 2020. "Cross-border spillovers of macroprudential policy in the Euro area," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 1-13.
- Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
- Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019.
"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
- Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
- Cantú, Carlos & Lobato, Roberto & López, Calixto & López-Gallo, Fabrizio, 2022. "A loan-level analysis of financial resilience in Mexico," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Matthieu Bussière & Julia Schmidt & Frédéric Vinas, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from France,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 163-193, March.
- M. Bussière & J. Schmidt & F. Vinas, 2016. "International Banking and Cross-Border Effects of Regulation: Lessons from France," Working papers 599, Banque de France.
- Coeuré, B., 2017. "Central clearing: reaping the benefits, controlling the risks," Financial Stability Review, Banque de France, issue 21, pages 97-110, April.
- Carmela D’Avino, 2020. "Global Banking and Macroprudential Policy: New Evidence on U.S. Banks," Journal of Economic Issues, Taylor & Francis Journals, vol. 54(4), pages 1095-1121, October.
- Meunier Baptiste & Pedrono Justine, 2021. "A Prudential trade-off? Leakages and Interactions with Monetary Policy," Working papers 805, Banque de France.
- Reinhardt, Dennis & Reynolds, Stephen & Sowerbutts, Rhiannon & van Hombeeck, Carlos, 2023.
"Quality is our asset: The international transmission of liquidity regulation,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
- Reinhardt, Dennis & Reynolds, Stephen & Sowerbutts, Rhiannon & van Hombeeck, Carlos, 2020. "Quality is our asset: the international transmission of liquidity regulation," Bank of England working papers 860, Bank of England.
- Sever, Can & Yücel, Emekcan, 2022. "The effects of elections on macroprudential policy," Journal of Comparative Economics, Elsevier, vol. 50(2), pages 507-533.
- Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
- Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).
- H. Evren Damar & Adi Mordel, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from Canada,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 35-64, March.
- H. Evren Damar & Adi Mordel, 2016. "International Banking and Cross-Border Effects of Regulation: Lessons from Canada," Staff Working Papers 16-34, Bank of Canada.
- Diana Bonfim & Sónia Costa, 2017.
"International Banking and Cross-border Effects of Regulation: Lessons from Portugal,"
Working Papers
w201705, Banco de Portugal, Economics and Research Department.
- Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Portugal," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 341-377, March.
- Carlos Cantù & Catherine Casanova & Rodrigo Alfaro & Fernando Chertman & Gerald Cisneros & Toni dos Santos & Roberto Lobato & Calixto Lopez & Facundo Luna & David Moreno & Miguel Sarmiento & Rafael Ni, 2022. "How capital inflows translate into new bank lending: tracing the mechanism in Latin America," BIS Working Papers 1051, Bank for International Settlements.
- Katharina Bergant & Kristin Forbes, 2021. "Macroprudential Policy during COVID-19: The Role of Policy Space," NBER Working Papers 29346, National Bureau of Economic Research, Inc.
- Parigi, B.M., 2017. "National and supranational banking regulators: between delayed intervention and time inconsistency," Financial Stability Review, Banque de France, issue 21, pages 87-94, April.
- Nikhil Patel, 2017. "Macroprudential frameworks: cross-border issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 57-63, Bank for International Settlements.
- Bush, C., 2017. "Macroprudential measures and capital controls: towards a framework for policy evaluation," Financial Stability Review, Banque de France, issue 21, pages 157-166, April.
- Weber, A., 2017. "The impact of financial regulation: a G-SIB perspective," Financial Stability Review, Banque de France, issue 21, pages 45-54, April.
- Claessens, Stijn, 2017. "Regulation and structural change in financial systems," CEPR Discussion Papers 11822, C.E.P.R. Discussion Papers.
- Cappelletti, Giuseppe & Ponte Marques, Aurea & Salleo, Carmelo & Martín, Diego Vila, 2020. "How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets," Working Paper Series 2497, European Central Bank.
- Carlos Cantú & Roberto Lobato & Calixto López & Fabrizio Lopez-Gallo, 2019. "A loan-level analysis of bank lending in Mexico," BIS Working Papers 802, Bank for International Settlements.
- Carney, M., 2017. "Ten years on: fixing the fault lines of the global financial crisis," Financial Stability Review, Banque de France, issue 21, pages 13-20, April.
- Markose, S. & Giansante, S. & Rais Shaghaghi, A., 2017. "Central clearing: reaping the benefits, controlling the risks," Financial Stability Review, Banque de France, issue 21, pages 111-126, April.
- Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter, 2017.
"International Prudential Policy Spillovers: A Global Perspective,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 5-33, March.
See citations under working paper version above.
- Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2016. "International prudential policy spillovers: a global perspective," BIS Working Papers 589, Bank for International Settlements.
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016.
"Breaking free of the triple coincidence in international finance,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
- Hyun Song Shin, 2017. "Breaking free of the triple coincidence in international finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
See citations under working paper version above.- Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015. "Breaking free of the triple coincidence in international finance," BIS Working Papers 524, Bank for International Settlements.
- Stefan Avdjiev, 2016.
"News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
See citations under working paper version above.
- Stefan Avdjiev, 2011. "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers 358, Bank for International Settlements.
- Stefan Avdjiev, 2014. "Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"," Computer Codes 12-186, Review of Economic Dynamics.
- Stefan Avdjiev & Agnė Subelytė & Előd Takáts, 2016.
"The ECB's QE and euro cross-border bank lending,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Elod Takats & Judit Temesvary, 2019.
"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
Finance and Economics Discussion Series
2019-045, Board of Governors of the Federal Reserve System (U.S.).
- Előd Takáts & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," BIS Working Papers 782, Bank for International Settlements.
- Takáts, Előd & Temesvary, Judit, 2021. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Journal of International Economics, Elsevier, vol. 132(C).
- Takáts, Előd & Temesvary, Judit, 2020.
"The currency dimension of the bank lending channel in international monetary transmission,"
Journal of International Economics, Elsevier, vol. 125(C).
- Elod Takats & Judit Temesvary, 2016. "The currency dimension of the bank lending channel in international monetary transmission," BIS Working Papers 600, Bank for International Settlements.
- Elod Takats & Judit Temesvary, 2017. "The Currency Dimension of the Bank Lending Channel in International Monetary Transmission," Finance and Economics Discussion Series 2017-001, Board of Governors of the Federal Reserve System (U.S.).
- Koray Alper & Fatih Altunok & Tanju Çapacıoğlu & Steven Ongena, 2019.
"The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market,"
Swiss Finance Institute Research Paper Series
19-38, Swiss Finance Institute.
- Alper, Koray & Altunok, Fatih & Çapacıoğlu, Tanju & Ongena, Steven, 2020. "The Effect of Unconventional Monetary Policy on Cross-Border Bank Loans: Evidence from an Emerging Market," European Economic Review, Elsevier, vol. 127(C).
- Isabel Argimón, 2018. "The relevance of currency-denomination for the cross-border effects of monetary policy," Working Papers 1827, Banco de España.
- Elod Takats & Judit Temesvary, 2019.
"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
Finance and Economics Discussion Series
2019-045, Board of Governors of the Federal Reserve System (U.S.).
- Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015.
"Enhanced data to analyse international banking,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Edward L. Anderson & Fernando Cerezetti & Mark Manning, 2018. "Supervisory Stress Testing For CCPs : A Macro-Prudential, Two-Tier Approach," Finance and Economics Discussion Series 2018-082, Board of Governors of the Federal Reserve System (U.S.).
- Mr. Robert M Heath & Evrim Bese Goksu, 2016. "G-20 Data Gaps Initiative II: Meeting the Policy Challenge," IMF Working Papers 2016/043, International Monetary Fund.
- Iñaki Aldasoro & Wenqian Huang & Esti Kemp, 2020. "Cross-border links between banks and non-bank financial institutions," BIS Quarterly Review, Bank for International Settlements, September.
- Iñaki Aldasoro & Torsten Ehlers, 2018. "The geography of dollar funding of non-US banks," BIS Quarterly Review, Bank for International Settlements, December.
- Argimón, Isabel & Ortiz, Elena Fernández & Rodriguez-Moreno, Maria, 2020. "Retrenchment of euro area banks and international banking models," ESRB Working Paper Series 112, European Systemic Risk Board.
- Avdjiev,Stefan & Hardy,Bryan James & Kalemli-Ozcan,Sebnem & Serven,Luis, 2018.
"Gross capital flows by banks, corporates, and sovereigns,"
Policy Research Working Paper Series
8514, The World Bank.
- Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén, 2020. "Gross Capital Flows by Banks, Corporates and Sovereigns," Working Papers wp2020_2020, CEMFI.
- Stefan Avdjiev & Bryan Hardy & Şebnem Kalemli-Özcan & Luis Servén, 2022. "Gross Capital Flows by Banks, Corporates, and Sovereigns," Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 2098-2135.
- Stefan Avdjiev & Bryan Hardy & Ṣebnem Kalemli-Özcan & Luis Servén, 2017. "Gross Capital Flows by Banks, Corporates and Sovereigns," NBER Working Papers 23116, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén, 2018. "Gross capital flows by banks, corporates and sovereigns," BIS Working Papers 760, Bank for International Settlements.
- Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023.
"Negative rates, monetary policy transmission and cross-border lending via international financial centres,"
Bank of England working papers
1010, Bank of England.
- Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023. "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Working Paper Series 2775, European Central Bank.
- Pablo Garcia Luna & Bryan Hardy, 2019. "Non-bank counterparties in international banking," BIS Quarterly Review, Bank for International Settlements, September.
- Swapan-Kumar Pradhan & João Falcão Silva, 2019. "Using mirror data to track international banking," IFC Working Papers 19, Bank for International Settlements.
- Stefan Avdjiev & Agnė Subelytė & Előd Takáts, 2016. "The ECB's QE and euro cross-border bank lending," BIS Quarterly Review, Bank for International Settlements, September.
- Sanyal, Anirban, 2022.
"Capital Control and Heterogeneous Impact on Capital Flows,"
EconStor Preprints
261300, ZBW - Leibniz Information Centre for Economics.
- Sanyal, Anirban, 2022. "Capital Control and Heterogeneous Impact on Capital Flows," MPRA Paper 114221, University Library of Munich, Germany.
- João Falcão Silva & Swapan-Kumar Pradhan, 2019. "Uses of mirror data: examples from the BIS international banking statistics and other external statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
- Christian Dembiermont & Michela Scatigna & Robert Szemere & Bruno Tissot, 2015. "A new database on general government debt," BIS Quarterly Review, Bank for International Settlements, September.
- Kalemli-Özcan, Sebnem & Servén, Luis & Avdjiev, Stefan & Hardy, Bryan, 2017. "Gross Capital Inflows to Banks, Corporates and Sovereigns," CEPR Discussion Papers 11806, C.E.P.R. Discussion Papers.
- Patrick McGuire & Goetz von Peter, 2016. "The resilience of banks' international operations," BIS Quarterly Review, Bank for International Settlements, March.
- Coates, Dermot & Moloney, Aoife, 2015. "Locational Banking Statistics in Ireland: Introducing the Enhanced Quarterly Statistics," Quarterly Bulletin Articles, Central Bank of Ireland, pages 73-86, October.
- Stefan Avdjiev & Mary Everett & Hyun Song Shin, 2019. "Following the imprint of the ECB's asset purchase programme on global bond and deposit flows," BIS Quarterly Review, Bank for International Settlements, March.
- Giorgio Barba Navaretti & Giacomo Calzolari & Alberto Franco Pozzolo & Maria Teresa Trentinaglia Daverio, 2019. "Few Large with Many Small: Banks Size Distribution and Cross-Border Financial Linkages," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(3), pages 229-258, December.
- Coates, Dermot & Dooley, Jennifer, 2016. "Private Placement Debt Securities and the Wholesale Funding of the Banking System in Ireland," Economic Letters 04/EL/16, Central Bank of Ireland.
- Agust n B n trix & Lorenz Emter & Martin Schmitz, 2021. "Automatic for the (tax) people: information sharing and cross-border investment in tax havens," Trinity Economics Papers tep1321, Trinity College Dublin, Department of Economics.
- Bank for International Settlements, 2015. "Introduction to BIS statistics," BIS Quarterly Review, Bank for International Settlements, September.
- Raphael Cunha & Andreas Kern, 2022. "Global banking and the spillovers from political shocks at the core of the world economy," The Review of International Organizations, Springer, vol. 17(4), pages 717-749, October.
- Bryan Hardy & Sonya Zhu, 2023. "Unpacking international banks' deposit funding," BIS Quarterly Review, Bank for International Settlements, September.
- Bruno Tissot & Burcu Tunç, 2017. "Statistical implications of the new financial landscape - Overview," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Stefan Avdjiev & Zheng Zeng, 2014.
"Credit growth, monetary policy and economic activity in a three-regime TVAR model,"
Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2936-2951, August.
See citations under working paper version above.
- Stefan Avdjiev & Zheng Zeng, 2014. "Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model," BIS Working Papers 449, Bank for International Settlements.
- Stefan Avdjiev & Elod Takáts, 2014.
"Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Amiti, Mary & McGuire, Patrick & Weinstein, David, 2017.
"Supply- and Demand-side Factors in Global Banking,"
CEPR Discussion Papers
12091, C.E.P.R. Discussion Papers.
- Mary Amiti & Patrick McGuire & David E Weinstein, 2017. "Supply- and demand-side factors in global banking," BIS Working Papers 639, Bank for International Settlements.
- Mary Amiti & Patrick M. McGuire & David E. Weinstein, 2017. "Supply- and demand-side factors in global banking," Staff Reports 818, Federal Reserve Bank of New York.
- Mary Amiti & Patrick McGuire & David E. Weinstein, 2017. "Supply- and Demand-side Factors in Global Banking," NBER Working Papers 23536, National Bureau of Economic Research, Inc.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2020.
"International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending,"
Working papers
2020rwp-179, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," IMF Working Papers 2019/150, International Monetary Fund.
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- Sangyup Choi & Davide Furceri & Chansik Yoon, 2020. "International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending," GRU Working Paper Series GRU_2020_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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"How does the interaction of macroprudential and monetary policies affect cross-border bank lending?,"
Finance and Economics Discussion Series
2019-045, Board of Governors of the Federal Reserve System (U.S.).
- Előd Takáts & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," BIS Working Papers 782, Bank for International Settlements.
- Takáts, Előd & Temesvary, Judit, 2021. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Journal of International Economics, Elsevier, vol. 132(C).
- Uluc Aysun, 2019. "Centralized versus Decentralized Banking: Bank-level evidence from U.S. Call Reports," Working Papers 2019-03, University of Central Florida, Department of Economics.
- Takáts, Előd & Temesvary, Judit, 2020.
"The currency dimension of the bank lending channel in international monetary transmission,"
Journal of International Economics, Elsevier, vol. 125(C).
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- Elod Takats & Judit Temesvary, 2017. "The Currency Dimension of the Bank Lending Channel in International Monetary Transmission," Finance and Economics Discussion Series 2017-001, Board of Governors of the Federal Reserve System (U.S.).
- Michael Chui & Ingo Fender & Vladyslav Sushko, 2014. "Risks related to EME corporate balance sheets: the role of leverage and currency mismatch," BIS Quarterly Review, Bank for International Settlements, September.
- Stefan Avdjiev & Agnė Subelytė & Előd Takáts, 2016. "The ECB's QE and euro cross-border bank lending," BIS Quarterly Review, Bank for International Settlements, September.
- Stefan Avdjiev & Elod Takats, 2016. "Monetary policy spillovers and currency networks in cross-border bank lending," BIS Working Papers 549, Bank for International Settlements.
- Mary Amiti & Patrick McGuire & David E. Weinstein, 2019. "International Bank Flows and the Global Financial Cycle," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 61-108, March.
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018.
"What drives local lending by global banks?,"
BIS Working Papers
746, Bank for International Settlements.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019. "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
- Fernando Avalos & Ramon Moreno & Tania Romero, 2015. "Leverage on the buy side," BIS Working Papers 517, Bank for International Settlements.
- Nitish R. Sinha & Michael Smolyansky, 2022. "How sensitive is the economy to large interest rate increases? Evidence from the taper tantrum," Finance and Economics Discussion Series 2022-085, Board of Governors of the Federal Reserve System (U.S.).
- Madhusudan Mohanty & Kumar Rishabh, 2016. "Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?," BIS Working Papers 546, Bank for International Settlements.
- Iñaki Aldasoro & Torsten Ehlers, 2018. "Global liquidity: changing instrument and currency patterns," BIS Quarterly Review, Bank for International Settlements, September.
- Filardo, Andrew J. & Siklos, Pierre L., 2020.
"The cross-border credit channel and lending standards surveys,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
- Andrew Filardo & Pierre Siklos, 2018. "The cross-border credit channel and lending standards surveys," BIS Working Papers 723, Bank for International Settlements.
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"Cross-border banking in the EU since the crisis: What is driving the great retrenchment?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
- Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018. "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series 2130, European Central Bank.
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- Beck, Thorsten & Bednarek, Peter & te Kaat, Daniel Marcel & von Westernhagen, Natalja, 2021. "Exchange rate depreciations and local business cycles: The role of bank loan supply," Discussion Papers 52/2021, Deutsche Bundesbank.
- Ramona Jimborean, 2018. "What Drives Private Non Financial Sector Borrowing in Emerging Market Economies?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 503-504, pages 143-161.
- Daniel Privitera & Malte Rieth, 2018. "Monetary Policy Normalization in the Euro Area," DIW Roundup: Politik im Fokus 119, DIW Berlin, German Institute for Economic Research.
- Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhanced data to analyse international banking," BIS Quarterly Review, Bank for International Settlements, September.
- Amiti, Mary & McGuire, Patrick & Weinstein, David, 2017.
"Supply- and Demand-side Factors in Global Banking,"
CEPR Discussion Papers
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- Stefan Avdjiev & Michael Chui & Hyun Song Shin, 2014.
"Non-financial corporations from emerging market economies and capital flows,"
BIS Quarterly Review, Bank for International Settlements, December.
Cited by:
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"Partners, Not Debtors: The External Liabilities of Emerging Market Economies,"
MPRA Paper
73880, University Library of Munich, Germany.
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- Valentina Bruno & Hyun Song Shin, 2017.
"Global Dollar Credit and Carry Trades: A Firm-Level Analysis,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 703-749.
- Valentina Bruno & Hyun Song Shin, 2015. "Global dollar credit and carry trades: a firm-level analysis," BIS Working Papers 510, Bank for International Settlements.
- Robert N. McCauley & Patrick McGuire & Vladyslav Sushko, 2015.
"Global dollar credit: links to US monetary policy and leverage,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(82), pages 187-229.
- Robert N McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," BIS Working Papers 483, Bank for International Settlements.
- Sasha Kofanova & Aaron Walker & Eden Hatzvi, 2015. "US Dollar Debt of Emerging Market Firms," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 49-58, December.
- Pablo G. Bortz & Annina Kaltenbrunner, 2018. "The International Dimension of Financialization in Developing and Emerging Economies," Development and Change, International Institute of Social Studies, vol. 49(2), pages 375-393, March.
- Joel Rabinovich & Niall Reddy, 2024. "Corporate Financialization: A Conceptual Clarification and Critical Review of the Literature," Working Papers PKWP2402, Post Keynesian Economics Society (PKES).
- Palma, J. G., 2022. "Financialisation as a (it's-not-meant-to-make-sense) gigantic global joke," Cambridge Working Papers in Economics 2211, Faculty of Economics, University of Cambridge.
- Guonan Ma & James Laurenceson, 2019. "China’S Debt Challenge: Stylized Facts, Drivers And Policy Implications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(04), pages 815-837, September.
- Patrice Ollivaud & Elena Rusticelli & Cyrille Schwellnus, 2015. "The Changing Role of the Exchange Rate for Macroeconomic Adjustment," OECD Economics Department Working Papers 1190, OECD Publishing.
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"Gross capital flows by banks, corporates, and sovereigns,"
Policy Research Working Paper Series
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- Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén, 2020. "Gross Capital Flows by Banks, Corporates and Sovereigns," Working Papers wp2020_2020, CEMFI.
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- Stefan Avdjiev & Bryan Hardy & Ṣebnem Kalemli-Özcan & Luis Servén, 2017. "Gross Capital Flows by Banks, Corporates and Sovereigns," NBER Working Papers 23116, National Bureau of Economic Research, Inc.
- Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén, 2018. "Gross capital flows by banks, corporates and sovereigns," BIS Working Papers 760, Bank for International Settlements.
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"On the roles of different foreign currencies in European bank lending,"
IHEID Working Papers
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- Krogstrup, Signe & Tille, Cédric, 2015. "On the roles of different foreign currencies in European bank lending," Kiel Working Papers 2007, Kiel Institute for the World Economy (IfW Kiel).
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"Breaking free of the triple coincidence in international finance,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43,
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"Cash holdings and the financialisation of Latin American nonfinancial corporations,"
CEPN Working Papers
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"In Search of Distress Risk in Emerging Markets,"
NBER Working Papers
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"Capital Control and Heterogeneous Impact on Capital Flows,"
EconStor Preprints
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"State-owned enterprises and entrusted lending: A DSGE analysis for growth and business cycles in China,"
Working Papers in Economics & Finance
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"The rise of domestic capital markets for corporate financing: Lessons from East Asia,"
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- Ozatay, Fatih, 2020. "Paving the Way for an Economic Crisis with High Leverage and Currency Mismatches: 2018-19 Crisis in Turkey," MPRA Paper 104951, University Library of Munich, Germany.
- Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2018.
"Cross-Border Bank Flows and Monetary Policy,"
International Finance Discussion Papers
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"Clamoring for greenbacks: Explaining the resurgence of the U.S. dollar in international debt,"
International Finance, Wiley Blackwell, vol. 23(3), pages 370-391, December.
- ITO Hiroyuki & Cesar RODRIGUEZ, 2015. "Clamoring for Greenbacks: Explaining the resurgence of the U.S. dollar in international debt," Discussion papers 15119, Research Institute of Economy, Trade and Industry (RIETI).
- Madhusudan Mohanty & Kumar Rishabh, 2016. "Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?," BIS Working Papers 546, Bank for International Settlements.
- Castillo, Paul & Luna, Miriam & Vega, Hugo, 2015. "Tendencias de las emisiones de bonos en el exterior de empresas en América Latina," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 30, pages 57-72.
- Diwa C Guinigundo, 2015. "Increased financial intermediation in the Philippines: some implications for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 293-312, Bank for International Settlements.
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- Yavuz Arslan & Juan Contreras & Nikhil Patel & Chang Shu, 2018. "Globalisation and deglobalisation in emerging market economies: facts and trends," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 1-25, Bank for International Settlements.
- Masazumi Hattori & Elod Takáts, 2015. "The role of debt securities markets," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 41-64, Bank for International Settlements.
- Cheng, Jiameng & Dai, Yanke, 2020. "Is bitcoin a channel of capital inflow? Evidence from carry trade activity," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 261-278.
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- Callan Windsor, 2016. "Currency Risk at Emerging Market Firms," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 59-70, June.
- Pitterle, Ingo & Haufler, Fabio & Hong, Pingfan, 2015. "Assessing emerging markets’ vulnerability to financial crisis," Journal of Policy Modeling, Elsevier, vol. 37(3), pages 484-500.
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- Etienne Lepers & Rogelio Mercado, Jr., 2020.
"Sectoral Capital Flows: Covariates, Co-movements, and Controls,"
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- Alberto Fuertes & José María Serena, 2016. "How firms borrow in international bond markets: securities regulation and market segmentation," Working Papers 1603, Banco de España.
- Mr. Fabiano Rodrigues Rodrigues Bastos & Herman Kamil & Mr. Bennett W Sutton, 2015. "Corporate Financing Trends and Balance Sheet Risks in Latin America," IMF Working Papers 2015/010, International Monetary Fund.
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"Capital Flows and the Current Account: Taking Financing (More) Seriously,"
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- Claudio Borio & Piti Disyatat, 2015. "Capital flows and the current account: Taking financing (more) seriously," BIS Working Papers 525, Bank for International Settlements.
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- Ramona Jimborean, 2018. "What Drives Private Non Financial Sector Borrowing in Emerging Market Economies?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 503-504, pages 143-161.
- Eden Hatzvi & Jessica Meredith & William Nixon, 2015. "Chinese Capital Flows and Capital Account Liberalisation," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 39-48, December.
- Paula Menezes & Fausto Pastoris & Carmen Picon-Aguilar & Martin Schmitz & Nuno Silva & Bruno Tissot, 2020. "Central banks and external statistics: evolution or revolution?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Bridging measurement challenges and analytical needs of external statistics: evolution or revolution?, volume 52, Bank for International Settlements.
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"Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence,"
CAMA Working Papers
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- Sangyup Choi & Gabriele Ciminelli & Davide Furceri, 2022. "Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence," Working papers 2022rwp-195, Yonsei University, Yonsei Economics Research Institute.
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- Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2016. "What slice of the pie? The corporate bond market boom in emerging economies," BOFIT Discussion Papers 8/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Shromona Ganguly, 2021. "Financialization of the Real Economy: New Empirical Evidence from the Non-financial Firms in India Using Conditional Logistic Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 493-523, September.
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"Corporate Debt, Firm Size and Financial Fragility in Emerging Markets,"
NBER Working Papers
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"CoCos: a primer,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Douglas Davis & Edward Simpson Prescott, 2017.
"Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 33-71, June.
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"Will TLAC regulations fix the G-SIB too-big-to-fail problem?,"
AEI Economics Working Papers
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"Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry,"
European Financial Management, European Financial Management Association, vol. 23(1), pages 127-152, January.
- Ammann, Manuel & Blickle, Kristian & Ehmann, Christian, 2015. "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," Working Papers on Finance 1525, University of St. Gallen, School of Finance.
- Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
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"The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under solvency II,"
SAFE Working Paper Series
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- Tobias Niedrig & Helmut Gründl, 2015. "The Effects of Contingent Convertible (CoCo) Bonds on Insurers’ Capital Requirements Under Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 40(3), pages 416-443, July.
- Niedrig, Tobias & Gründl, Helmut, 2015. "The effects of contingent convertible (CoCo) bonds on insurers' capital requirements under Solvency II," ICIR Working Paper Series 18/14, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
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"Finance, growth and crisis — A European perspective,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 49(2), pages 88-94, March.
- Adalbert Winkler, 2014. "Finance, growth and crisis: a European perspective," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 12, pages 199-216, Edward Elgar Publishing.
- Bank for International Settlements, 2015. "Introduction to BIS statistics," BIS Quarterly Review, Bank for International Settlements, September.
- Bank for International Settlements, 2014. "Trade finance: developments and issues," CGFS Papers, Bank for International Settlements, number 50, december.
- Yilmaz Akyüz, 2014. "Internationalization of Finance and Changing Vulnerabilities in Emerging and Developing Economies," UNCTAD Discussion Papers 217, United Nations Conference on Trade and Development.
- Zwick, Lina, 2015. "International liquidity shocks and domestic loan supply in the euro area," Ruhr Economic Papers 564, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Amiti, Mary & McGuire, Patrick & Weinstein, David, 2017.
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CEPR Discussion Papers
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"Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment,"
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Software components
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Sorry, no citations of software components recorded.
Chapters
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
See citations under working paper version above.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015.
"Enhancements to the BIS international banking statistics,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39,
Bank for International Settlements.
Cited by:
- Előd Takáts & Judit Temesvary, 2017. "Can macroprudential measures make cross-border lending more resilient?," BIS Working Papers 683, Bank for International Settlements.
- Antoine Mandel & Timothy Tiggeloven & Daniel Lincke & Elco Koks & Philip Ward & Jochen Hinkel, 2021.
"Risks on global financial stability induced by climate change: the case of flood risks,"
Climatic Change, Springer, vol. 166(1), pages 1-24, May.
- Antoine Mandel & Timothy Tiggeloven & Daniel Lincke & Elco Koks & Philip Ward & Jochen Hinkel, 2021. "Risks on global financial stability induced by climate change: the case of flood risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03523343, HAL.
- Antoine Mandel & Timothy Tiggeloven & Daniel Lincke & Elco Koks & Philip Ward & Jochen Hinkel, 2021. "Risks on global financial stability induced by climate change: the case of flood risks," PSE-Ecole d'économie de Paris (Postprint) halshs-03523343, HAL.
- Antoine Mandel & Timothy Tiggeloven & Daniel Lincke & Elco Koks & Philip Ward & Jochen Hinkel, 2021. "Risks on global financial stability induced by climate change: the case of flood risks," Post-Print halshs-03523343, HAL.
- Hyun Song Shin, 2017.
"Breaking free of the triple coincidence in international finance,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43,
Bank for International Settlements.
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016. "Breaking free of the triple coincidence in international finance," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
- Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015. "Breaking free of the triple coincidence in international finance," BIS Working Papers 524, Bank for International Settlements.
- Elöd Takáts & Judit Temesvary, 2019.
"Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 61-105, March.
- Elod Takats & Judit Temesvary, 2017. "Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum," Finance and Economics Discussion Series 2017-123, Board of Governors of the Federal Reserve System (U.S.).
- Stefan Avdjiev & Elod Takats, 2016. "Monetary policy spillovers and currency networks in cross-border bank lending," BIS Working Papers 549, Bank for International Settlements.
- Emir Phillips, 2017. "The On-Going Price of Perceiving Money as a Veil," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(12), pages 215-228, December.
- Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhanced data to analyse international banking," BIS Quarterly Review, Bank for International Settlements, September.