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Irina Bunda

Personal Details

First Name:Irina
Middle Name:
Last Name:Bunda
Suffix:
RePEc Short-ID:pbu142

Affiliation

(50%) Joint Vienna Institute

Wien, Austria
http://www.jvi.org/

: +43 1 798 94 95
+43 1 798 05 25
Mariahilfer Strasse 97, A-1060 Vienna
RePEc:edi:jviiiat (more details at EDIRC)

(50%) IMF Institute
International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/external/np/ins/

: 202-632-6660
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfinus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bracke, Thierry & Bunda, Irina, 2011. "Exchange rate anchoring - Is there still a de facto US dollar standard?," Working Paper Series 1353, European Central Bank.
  2. A. Javier Hamann & Irina Bunda & Subir Lall, 2010. "Correlations in Emerging Market Bonds; The Role of Local and Global Factors," IMF Working Papers 10/6, International Monetary Fund.
  3. Alexopoulou, Ioana & Bunda, Irina & Ferrando, Annalisa, 2009. "Determinants of government bond spreads in new EU countries," Working Paper Series 1093, European Central Bank.
  4. Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
  5. Rüffer, Rasmus & di Mauro, Filippo & Bunda, Irina, 2008. "The changing role of the exchange rate in a globalised economy," Occasional Paper Series 94, European Central Bank.
  6. Irina Bunda, 2008. "Comportements des investisseurs sur le marché émergent de la dette publique : Amalgame ou différenciation," Post-Print halshs-00364410, HAL.
  7. Irina Bunda, 2007. "Bank Liability Dollarization in EMEs: Does the Institutional Framework Matter?," Post-Print halshs-00285803, HAL.
  8. Irina Bunda, 2007. "Leading Indicators of Financial Crises," Post-Print halshs-00372816, HAL.
  9. Irina Bunda, 2007. "Emerging Bond Markets: What do Correlations and Spreads Tell Us," Post-Print halshs-00285801, HAL.
  10. Irina Bunda, 2005. "A Twin Crises Model inspired by the Asian Crisis," Post-Print halshs-00285461, HAL.
  11. Irina Bunda, 2005. "Comovements in Emerging Bond Market Returns: an Empirical Assesment," Post-Print halshs-00285788, HAL.
  12. Irina Bunda, 2003. "The Bank Liquidity Smile across Exchange Rate Regimes," Post-Print halshs-00285509, HAL.
  13. Irina Bunda, 2003. "Origins of Maturity and Currency Mismatches in the Balance Sheets of Emerging Countries: a Theoretical Approach," Post-Print halshs-00285773, HAL.
  14. Irina Bunda, 2002. "Les crises financières internationales : Modèles de synthèse," Post-Print halshs-00285495, HAL.
  15. Irina Bunda, 2002. "International Financial Crises: a Synthetic Model. Application to the Asian Crisis," Post-Print halshs-00285499, HAL.
  16. Irina Bunda, 2002. "International Financial Crises: a Synthetic Model. Application to the East Asian Crisis," Post-Print halshs-00285482, HAL.
  17. Irina Bunda, 2002. "3rd Generation Models of Financial and Currency Crises- Originality and Shortcomings," Post-Print halshs-00285486, HAL.
  18. Irina Bunda, 2001. "Modélisation des crises financières internationales : Originalités et limites," Post-Print halshs-00285494, HAL.

Articles

  1. Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
  2. Ioana Alexopoulou & Irina Bunda & Annalisa Ferrando, 2010. "Determinants of Government Bond Spreads in New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 48(5), pages 5-37, September.
  3. Bunda, Irina & Hamann, A. Javier & Lall, Subir, 2009. "Correlations in emerging market bonds: The role of local and global factors," Emerging Markets Review, Elsevier, vol. 10(2), pages 67-96, June.
  4. Irina Bunda & Jean-Baptiste Desquilbet, 2008. "The bank liquidity smile across exchange rate regimes," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 361-386.
  5. Irina Bunda, 2005. "Un modèle de crises jumelles inspiré de la crise asiatique," Revue économique, Presses de Sciences-Po, vol. 56(4), pages 903-937.

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

  1. Bracke, Thierry & Bunda, Irina, 2011. "Exchange rate anchoring - Is there still a de facto US dollar standard?," Working Paper Series 1353, European Central Bank.

    Cited by:

    1. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "Pegging emerging currencies in the face of dollar swings," Post-Print hal-01411740, HAL.
    2. Robert N McCauley & Tracy Chan, 2014. "Currency movements drive reserve composition," BIS Quarterly Review, Bank for International Settlements, December.
    3. Ignazio Angeloni & Agnès Bénassy-Quéré & Benjamin Carton & Zsolt Darvas & Christophe Destais & Ludovic Gauvin & Jean Pisani-Ferry & André Sapir & Shahin Vallée, 2011. "Global currencies for tomorrow: A European perspective," European Economy - Economic Papers 2008 - 2015 444, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    4. Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2013. "Choice of Anchor Currencies and Dynamic Preferences for Exchange Rate Pegging in Asia," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 37-49, July-Dec.
    5. ORĂȘTEAN Ramona, 2015. "The Official Use Of International Currencies – Assessments And Implications," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(3), pages 71-80, December.
    6. Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014. "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers 2014-03, CEPII research center.
    7. Guohua He & Xinxin Chang, 2013. "The Dollar Standard and Stability of China’s Macroeconomy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 186-204, December.
    8. Ito, Hiroyuki & McCauley, Robert N. & Chan, Tracy, 2015. "Currency composition of reserves, trade invoicing and currency movements," Emerging Markets Review, Elsevier, vol. 25(C), pages 16-29.

  2. A. Javier Hamann & Irina Bunda & Subir Lall, 2010. "Correlations in Emerging Market Bonds; The Role of Local and Global Factors," IMF Working Papers 10/6, International Monetary Fund.

    Cited by:

    1. Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
    2. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
    3. Piljak, Vanja & Swinkels, Laurens, 2017. "Frontier and emerging government bond markets," Emerging Markets Review, Elsevier, vol. 30(C), pages 232-255.
    4. Alexopoulou, Ioana & Bunda, Irina & Ferrando, Annalisa, 2009. "Determinants of government bond spreads in new EU countries," Working Paper Series 1093, European Central Bank.
    5. Yoko Shinagawa, 2014. "Determinants of Financial Market Spillovers; The Role of Portfolio Diversification, Trade, Home Bias, and Concentration," IMF Working Papers 14/187, International Monetary Fund.
    6. Marcelo Bianconi & Joe A. Yoshino & Mariana O. Machado de Sousa, 2011. "BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets," Discussion Papers Series, Department of Economics, Tufts University 0764, Department of Economics, Tufts University.
    7. Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M., 2017. "Not all emerging markets are the same: A classification approach with correlation based networks," Journal of Financial Stability, Elsevier, vol. 33(C), pages 163-186.
    8. Lucey, Brian M. & Zhang, QiYu, 2010. "Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world," Emerging Markets Review, Elsevier, vol. 11(1), pages 62-78, March.
    9. Mariya Gubareva & Maria Rosa Borges, 2013. "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics 2013/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    10. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial ," OECD Economics Department Working Papers 969, OECD Publishing.
    11. Förster, Marcel & Jorra, Markus & Tillmann, Peter, 2014. "The dynamics of international capital flows: Results from a dynamic hierarchical factor model," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 101-124.
    12. Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    13. Kemal Eyuboglu & Sinem Eyuboglu, 2017. "Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 139-156, April.
    14. Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016. "Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 126-145.
    15. Dalibor Eterovic & Nicolas Eterovic, 2012. "Separating the Wheat from the Chaff: Understanding Portfolio Returns in an Emerging Market," Working Papers wp_025, Adolfo Ibáñez University, School of Government.
    16. Eterovic, Nicolas A. & Eterovic, Dalibor S., 2013. "Separating the wheat from the chaff: Understanding portfolio returns in an emerging market," Emerging Markets Review, Elsevier, vol. 16(C), pages 145-169.
    17. Ahrend, Rudiger & Goujard, Antoine, 2014. "Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 35-53.
    18. Dimic, Nebojsa & Kiviaho, Jarno & Piljak, Vanja & Äijö, Janne, 2016. "Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 41-51.
    19. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2017. "Sovereign default risk linkage: Implication for portfolio diversification," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 1-16.
    20. Karen Juliet Leiton Rodríguez & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno, 2014. "Mercado de Deuda Corporativa en Colombia," BORRADORES DE ECONOMIA 011921, BANCO DE LA REPÚBLICA.
    21. Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
    22. Westerlund, Joakim & Thuraisamy, Kannan, 2016. "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, vol. 28(C), pages 44-60.
    23. Piljak, Vanja, 2013. "Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 29-43.
    24. Karen Juliet Leiton Rodríguez & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno, 2014. "Mercado de Deuda Corporativa en Colombia," Borradores de Economia 829, Banco de la Republica de Colombia.

  3. Alexopoulou, Ioana & Bunda, Irina & Ferrando, Annalisa, 2009. "Determinants of government bond spreads in new EU countries," Working Paper Series 1093, European Central Bank.

    Cited by:

    1. Afonso, António & Martins, Manuel M.F., 2010. "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Working Paper Series 1276, European Central Bank.
    2. Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, Esther & Vogel, Edg, 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
    3. Szczypińska, Agnieszka, 2012. "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers 15, Ministry of Finance in Poland, revised 29 Aug 2012.
    4. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015. "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 122-135.
    5. Dimitris Vas. Seremetis & Anastasios P. Pappas, 2013. "Government bond yield spreads determination: a matter of fundamentals or market overreaction? Evidence from over-borrowed European countries," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 10(3), pages 342-358, December.
    6. Nicos Christodoulakis & Vassilis Sarantides, 2011. "External asymmetries in the euro area and the role of foreign direct investment," Working Papers 132, Bank of Greece.
    7. Vladimir Tomsik, 2012. "Some insights into monetary and fiscal policy interactions in the Czech Republic," BIS Papers chapters,in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 161-171 Bank for International Settlements.
    8. António Afonso, & Manuel Reis, 2016. "Revisiting Sovereign Bond Spreads’Determinants in the EMU," Working Papers Department of Economics 2016/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    9. Belyakov, Igor, 2017. "On the Determinants of Sovereign Eurobond Spreads in Russia," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 200-225, February.
    10. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017. "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 19(1), pages 37-66, June.
    11. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2015. "The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model," Working Papers 1505, The Institute of Economics, Zagreb.
    12. Attinasi, Maria Grazia & Checherita-Westphal, Cristina & Nickel, Christiane, 2009. "What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?," Working Paper Series 1131, European Central Bank.
    13. Reuben Ellul, 2017. "Correlation between Maltese and euro area sovereign bond yields," CBM Working Papers WP/03/2017, Central Bank of Malta.
    14. Terezie Lokajickova, 2010. "Could the Stability and Growth Pact Be Substituted by the Financial Markets?," Working Papers IES 2010/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2010.
    15. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2012. "The Greek financial crisis: Growing imbalances and sovereign spreads," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 498-516.
    16. Malešević Perović, Lena, 2015. "The impact of fiscal positions on government bond yields in CEE countries," Economic Systems, Elsevier, vol. 39(2), pages 301-316.
    17. Linas Jurksas & Arvydas Paskevicius, 2017. "The Relationship Between Macroeconomy And Asset Prices: Long Run Causality Evidence From Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 8(1).
    18. Pawel Gajewski, 2014. "Sovereign spreads and financial market behavior before and during the crisis," Lodz Economics Working Papers 4/2014, University of Lodz, Faculty of Economics and Sociology.
    19. Afonso, António & Nunes, Ana Sofia, 2015. "Economic forecasts and sovereign yields," Economic Modelling, Elsevier, vol. 44(C), pages 319-326.
    20. Guler, Halil & Talasli, Anil, 2012. "Determinants Of Sovereign Bond Spreads A Comparative Analysis During The Global Financial Crisis," MPRA Paper 51009, University Library of Munich, Germany.
    21. Christodoulakis, Nicos & Leventi, Chrysa & Matsaganis, Manos & Monastiriotis, Vassilis, 2011. "The Greek crisis in focus: austerity, recession and paths to recovery," LSE Research Online Documents on Economics 38380, London School of Economics and Political Science, LSE Library.
    22. Szczypińska, Agnieszka, 2014. "Does the halo effect still hold? The (post-) crisis perspective for the euro candidates," MF Working Papers 18, Ministry of Finance in Poland, revised 30 Jan 2014.
    23. Matthias Bauer, 2013. "Political Aversion To a Multilateral Fiscal Rule: The Dynamic Commitment Problem in European Fiscal Governance," Global Financial Markets Working Paper Series 44-2013, Friedrich-Schiller-University Jena.
    24. Enrique Alberola & Luis Molina & Pedro del Río, 2012. "Boom-bust cycles, imbalances and discipline in Europe," Working Papers 1220, Banco de España;Working Papers Homepage.
    25. Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav, 2014. "Balance sheet effects and original sinners’ risk premiums," Economic Systems, Elsevier, vol. 38(4), pages 597-613.
    26. Kocsis, Zalan & Monostori, Zoltan, 2016. "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, vol. 27(C), pages 140-168.
    27. Matthias Bauer & Martin Zenker, 2012. "Market Discipline Under A Politicised Multilateral Fiscal Rule - Lessons from the Stability and Growth Pact Debate," Global Financial Markets Working Paper Series 2012-35, Friedrich-Schiller-University Jena.
    28. António Afonso & Manuel M. F. Martins, 2010. "Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour," Working Papers Department of Economics 2010/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.

  4. Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.

    Cited by:

    1. Ciarlone, Alessio, 2011. "Housing wealth effect in emerging economies," Emerging Markets Review, Elsevier, vol. 12(4), pages 399-417.
    2. Ali Ari & Raif Cergibozan, 2016. "A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 12(3), pages 19-37.
    3. Ponomarenko, Alexey, 2012. "Early warning indicators of asset price boom/bust cycles in emerging markets," BOFIT Discussion Papers 22/2012, Bank of Finland, Institute for Economies in Transition.
    4. Eva Schlenker & Robert Maderitsch, 2015. "Monitoring household liquidity constraints across Europe: a panel approach," International Economics and Economic Policy, Springer, vol. 12(1), pages 75-91, March.
    5. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
    6. Alessio Ciarlone, 2012. "Wealth effects in emerging economies," Temi di discussione (Economic working papers) 843, Bank of Italy, Economic Research and International Relations Area.
    7. Zhou, Zhengyi, 2018. "Housing market sentiment and intervention effectiveness: Evidence from China," Emerging Markets Review, Elsevier, vol. 35(C), pages 91-110.
    8. Alessia Bruzzo & Marco Mazzoli, 2018. "An Empirical Investigation on the European Housing Market Prices," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 29-42, May.
    9. Luis M. Cubeddu & Camilo E Tovar Mora & Evridiki Tsounta, 2012. "Latin America; Vulnerabilities Under Construction?," IMF Working Papers 12/193, International Monetary Fund.
    10. Chan Lily & Ng Heng Tiong & Rishi Ramchand, 2012. "A cluster analysis approach to examining Singapore’s property market," BIS Papers chapters,in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 43-53 Bank for International Settlements.
    11. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
    12. Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
    13. Neményi, Judit & Oblath, Gábor, 2012. "Az euró bevezetésének újragondolása
      [Rethinking Hungary s prospective adoption of the Euro]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 569-684.

  5. Rüffer, Rasmus & di Mauro, Filippo & Bunda, Irina, 2008. "The changing role of the exchange rate in a globalised economy," Occasional Paper Series 94, European Central Bank.

    Cited by:

    1. Özyurt, Selin, 2016. "Has the exchange rate pass through recently declined in the euro area?," Working Paper Series 1955, European Central Bank.
    2. Taglioni, Daria & Straub, Roland & Bussière, Matthieu & Pérez-Barreiro, Emilia, 2010. "Protectionist responses to the crisis – global trends and implications," Occasional Paper Series 110, European Central Bank.
    3. Daniel Stavarek & Cynthia Miglietti, 2014. "Effective Exchange Rates in Central and Eastern European Countries: Cyclicality and Relationship with Macroeconomic Fundamentals," MENDELU Working Papers in Business and Economics 2014-49, Mendel University in Brno, Faculty of Business and Economics.
    4. Enders, Zeno & Buzaushina, Almira & Hoffmann, Mathias, 2016. "International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through," Annual Conference 2016 (Augsburg): Demographic Change 145494, Verein für Socialpolitik / German Economic Association.
    5. Lewis, John & De Schryder, Selien, 2015. "Export dynamics since the Great Trade Collapse: a cross-country analysis," Bank of England working papers 535, Bank of England.
    6. Hubrich, Kirstin & Karlsson, Tohmas, 2010. "Trade consistency in the context of the Eurosystem projection exercises - an overview," Occasional Paper Series 108, European Central Bank.
    7. Beckmann, Joscha & Czudaj, Robert, 2017. "Capital flows and GDP in emerging economies and the role of global spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 140-163.
    8. Filippo Di Mauro & Katrin Forster, "undated". "Globalisation and the competitiveness of the Euro area," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
    9. Davor Kunovac & Mariarosaria Comunale, 2017. "Exchange Rate Pass-Through in the Euro Area," Working Papers 46, The Croatian National Bank, Croatia.
    10. Andrew J Tiffin, 2014. "European Productivity, Innovation and Competitiveness; The Case of Italy," IMF Working Papers 14/79, International Monetary Fund.
    11. Winkler, Adalbert & Schokker, Hubert & Cocozza, Emidio & Herzberg, Valerie & Móré, Csaba & de Lannoy, Anthony & Gardó, Sándor & Chmielewski, Tomasz & Polgár, Éva Katalin & Habib, Maurizio Michael & Br, 2008. "Financial stability challenges in candidate countries managing the transition to deeper and more market-oriented financial systems," Occasional Paper Series 95, European Central Bank.
    12. Steven B. Kamin, 2010. "Financial globalization and monetary policy," International Finance Discussion Papers 1002, Board of Governors of the Federal Reserve System (U.S.).
    13. Mayerlen, Frank & Sola, Pierre & Be Duc, Louis, 2008. "The monetary presentation of the euro area balance of payments," Occasional Paper Series 96, European Central Bank.
    14. Poloni, Paolo & Agresti, Anna Maria & Baudino, Patrizia, 2008. "The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches," Occasional Paper Series 99, European Central Bank.
    15. Calin-Vlad Demian & Filippo di Mauro, 2018. "The exchange rate, asymmetric shocks and asymmetric distributions," International Economics, CEPII research center, issue 154, pages 68-85.
    16. Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
    17. di Mauro, Filippo & Kaufmann, Robert K. & Karadeloglou, Pavlos, 2008. "Will oil prices decline over the long run?," Occasional Paper Series 98, European Central Bank.
    18. Trabandt, Mathias & Slavík, Michal & Checherita-Westphal, Cristina & Maurer, Henri & Catz, Julia & Warmedinger, Thomas & Afonso, António & Leiner-Killinger, Nadine & van Riet, Ad & Valenta, Vilém & Ni, 2010. "Euro area fiscal policies and the crisis," Occasional Paper Series 109, European Central Bank.
    19. Liviana Tio & Purwanto, 2017. "The Influence of Crude Oil Price, Consumer Confidence, Exchange Rate and GDP Growth Rate Toward Sales Number of PT. Toyota Astra Motor, Indonesia," Noble International Journal of Business and Management Research, Noble Academic Publsiher, vol. 1(1), pages 49-54, January.
    20. La Saidi & Pasrun Adam & Rostin & Zainuddin Saenong & Muh. Yani Balaka & Gamsir & Asmuddin & Salwiah, 2017. "The Effect of Stock Prices and Exchange Rates on Economic Growth in Indonesia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 527-533.

  6. Irina Bunda, 2003. "The Bank Liquidity Smile across Exchange Rate Regimes," Post-Print halshs-00285509, HAL.

    Cited by:

    1. Pavla Vodová, 2014. "Determinants Of Commercial Bank Liquidity In Hungary," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 9(3), pages 64-71, January.
    2. Mohamed Aymen Ben Moussa, 2015. "The Determinants of Bank Liquidity: Case of Tunisia," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 249-259.
    3. Shrestha, Prakash Kumar, 2012. "Banking systems, central banks and international reserve accumulation in East Asian economies," Economics Discussion Papers 2012-48, Kiel Institute for the World Economy (IfW).
    4. Jean-Loup, Soula, 2017. "Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
    5. Pavla Vodová, 2015. "To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries," Prague Economic Papers, University of Economics, Prague, vol. 2015(6), pages 662-677.
    6. Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
    7. Jana Lastuvkova, 2015. "Dimensions of liquidity and their factors in the Slovenian banking sector," MENDELU Working Papers in Business and Economics 2015-55, Mendel University in Brno, Faculty of Business and Economics.
    8. Pavla VODOVÁ, 2013. "Liquidity Ratios of Polish Commercial Banks," European Financial and Accounting Journal, University of Economics, Prague, vol. 2013(3).
    9. Jana Lastuvkova, 2014. "Liquidity management strategies in the Czech banking sector," MENDELU Working Papers in Business and Economics 2014-47, Mendel University in Brno, Faculty of Business and Economics.
    10. Shrestha, Prakash Kumar, 2013. "Banking Ssystems, central banks and international reserve accumulation in East Asian economies," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-29.
    11. Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    12. Jana Lastuvkova, 2015. "Determinants of the Slovak bank liquidity flows," MENDELU Working Papers in Business and Economics 2015-51, Mendel University in Brno, Faculty of Business and Economics.
    13. Muhammad Farhan Malik & Amir Rafique, 2013. "Commercial Banks Liquidity in Pakistan: Firm Specific and Macroeconomic Factors," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(48), pages 139-154, June.
    14. Brooke Alexandra Maeda, 2015. "Flight to Liquidity on the Tokyo Stock Exchange during the 2008 Share Market Crashes," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 790-801.
    15. FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity Determinants of Moroccan Banking Industry," MPRA Paper 59888, University Library of Munich, Germany.
    16. Pavla Klepková Vodová & Daniel Stavárek, 2015. "Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run," Working Papers 0020, Silesian University, School of Business Administration.

  7. Irina Bunda, 2002. "Les crises financières internationales : Modèles de synthèse," Post-Print halshs-00285495, HAL.

    Cited by:

    1. Mariia A. Molodchik & Carlos Jardon & Angel Barajas, 2015. "The Firm Size Effect On Performance Due To Intangible Resources," HSE Working papers WP BRP 35/MAN/2015, National Research University Higher School of Economics.

Articles

  1. Bunda, Irina & Ca' Zorzi, Michele, 2010. "Signals from housing and lending booms," Emerging Markets Review, Elsevier, vol. 11(1), pages 1-20, March.
    See citations under working paper version above.
  2. Ioana Alexopoulou & Irina Bunda & Annalisa Ferrando, 2010. "Determinants of Government Bond Spreads in New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 48(5), pages 5-37, September.
    See citations under working paper version above.
  3. Bunda, Irina & Hamann, A. Javier & Lall, Subir, 2009. "Correlations in emerging market bonds: The role of local and global factors," Emerging Markets Review, Elsevier, vol. 10(2), pages 67-96, June.
    See citations under working paper version above.
  4. Irina Bunda & Jean-Baptiste Desquilbet, 2008. "The bank liquidity smile across exchange rate regimes," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 361-386.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (2) 2009-10-17 2011-06-25
  2. NEP-MAC: Macroeconomics (2) 2009-10-17 2009-10-17
  3. NEP-EEC: European Economics (1) 2009-10-17
  4. NEP-FMK: Financial Markets (1) 2010-01-30
  5. NEP-IFN: International Finance (1) 2011-06-25
  6. NEP-MIC: Microeconomics (1) 2009-10-17
  7. NEP-MON: Monetary Economics (1) 2011-06-25
  8. NEP-OPM: Open Economy Macroeconomics (1) 2011-06-25
  9. NEP-RMG: Risk Management (1) 2009-10-17
  10. NEP-SEA: South East Asia (1) 2011-06-25
  11. NEP-TRA: Transition Economics (1) 2009-10-17
  12. NEP-URE: Urban & Real Estate Economics (1) 2009-10-17

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