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Daniel Buncic

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Personal Details

First Name:Daniel
Middle Name:
Last Name:Buncic
RePEc Short-ID:pbu128
Postal Address:
Location: Sankt Gallen, Switzerland
Phone: +41 71 224 23 25
Fax: +41 71 224 31 35
Postal: +41 71 224 23 25
Handle: RePEc:edi:fmssgch (more details at EDIRC)
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  1. Buncic, Daniel & Gisler, Katja I. M., 2015. "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series 1508, University of St. Gallen, School of Economics and Political Science.
  2. Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science.
  3. Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
  4. Buncic, Daniel & Martin Melecky, 2013. "Equilibrium Credit: The Reference Point for Macroprudential Supervisors," Economics Working Paper Series 1301, University of St. Gallen, School of Economics and Political Science.
  5. Buncic, Daniel & Melecky, Martin, 2011. "Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers," Economics Working Paper Series 1139, University of St. Gallen, School of Economics and Political Science.
  6. Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010. "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010 2010-20, Department of Economics, University of St. Gallen.
  7. Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
  8. Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
  9. Buncic, Daniel & Melecky, Martin, 2007. "An estimated New Keynesian policy model for Australia," MPRA Paper 4138, University Library of Munich, Germany.
  10. Brand, Claus & Buncic, Daniel & Turunen, Jarkko, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 0657, European Central Bank.
  1. Buncic, Daniel & Melecky, Martin, 2014. "Equilibrium credit: The reference point for macroprudential supervisors," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 135-154.
  2. Buncic, Daniel & Melecky, Martin, 2013. "Macroprudential stress testing of credit risk: A practical approach for policy makers," Journal of Financial Stability, Elsevier, vol. 9(3), pages 347-370.
  3. Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  4. Claus Brand & Daniel Buncic & Jarkko Turunen, 2010. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
  5. Daniel Buncic & Martin Melecky, 2008. "An Estimated New Keynesian Policy Model for Australia," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 1-16, 03.
18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2011-10-09 2011-10-15 2012-01-18 2013-02-16 2013-03-09. Author is listed
  2. NEP-CBA: Central Banking (5) 2006-07-28 2007-07-27 2008-08-31 2013-02-16 2013-03-09. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2005-12-09
  4. NEP-ECM: Econometrics (2) 2008-02-02 2009-08-30
  5. NEP-EEC: European Economics (2) 2006-07-28 2008-08-31
  6. NEP-ETS: Econometric Time Series (2) 2008-02-02 2009-02-07
  7. NEP-FIN: Finance (1) 2006-07-28
  8. NEP-FMK: Financial Markets (1) 2006-07-28
  9. NEP-FOR: Forecasting (7) 2005-12-09 2008-02-02 2008-02-16 2009-02-07 2009-08-30 2014-09-25 2015-01-03. Author is listed
  10. NEP-IFN: International Finance (4) 2008-02-02 2008-02-16 2009-02-07 2009-08-30
  11. NEP-MAC: Macroeconomics (6) 2005-12-09 2006-07-28 2007-07-27 2008-08-31 2011-10-15 2015-01-03. Author is listed
  12. NEP-MON: Monetary Economics (3) 2006-07-28 2007-07-27 2008-08-31
  13. NEP-MST: Market Microstructure (1) 2006-07-28
  14. NEP-OPM: Open Economy Macroeconomics (2) 2009-02-07 2009-08-30
  15. NEP-RMG: Risk Management (3) 2011-10-09 2011-10-15 2012-01-18
  16. NEP-TRA: Transition Economics (3) 2011-10-09 2011-10-15 2012-01-18

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