Lorene Hiris
Personal Details
Research output
Jump to: Working papers ArticlesWorking papers
- Gina PONCINI & Lorene HIRIS, 2012. "CEO letters of securities brokerage firms in times of financial market distress," Departmental Working Papers 2012-04, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Moore, G.H. & Klein, P.A. & Hiris, L., 1993. "The Role of Surveys in Developing Promptly Available Indexes for Forecasting," Papers 10-93-16, Pennsylvania State - Department of Economics.
Articles
- Guha, Debashis & Hiris, Lorene, 2002. "The aggregate credit spread and the business cycle," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 219-227.
- Banerji, Anirvan & Hiris, Lorene, 2001. "A framework for measuring international business cycles," International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
- Lorene Hiris, 2001. "Leading and Coincident Indexes for The Financial Services Industry," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 125-135, January.
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
-
Sorry, no citations of working papers recorded.
Articles
- Guha, Debashis & Hiris, Lorene, 2002.
"The aggregate credit spread and the business cycle,"
International Review of Financial Analysis,
Elsevier, vol. 11(2), pages 219-227.
Cited by:
- Siem Jan Koopman & André Lucas, 2003.
"Business and Default Cycles for Credit Risk,"
Tinbergen Institute Discussion Papers
03-062/2, Tinbergen Institute, revised 09 Jan 2003.
- André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
- van Landschoot, A., 2003. "The Term Structure of Credit Spreads on Euro Corporate Bonds," Discussion Paper 2003-046, Tilburg University, Center for Economic Research.
- Batten, Jonathan & Hogan, Warren, 2002. "A perspective on credit derivatives," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 251-278.
- Guidolin, Massimo & Tam, Yu Man, 2013.
"A yield spread perspective on the great financial crisis: Break-point test evidence,"
International Review of Financial Analysis,
Elsevier, vol. 26(C), pages 18-39.
- Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
- Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak, 2006. "Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 57-70, February.
- Chien-Yun Chang & Jian-Hsin Chou & Hung-Gay Fung, 2012. "Time dependent behavior of the Asian and the US REITs around the subprime crisis," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 30(3), pages 282-303, April.
- Van Landschoot, Astrid, 2004. "Determinants of euro term structure of credit spreads," Working Paper Series 397, European Central Bank.
- Johann Burgstaller, 2006. "Financial predictors of real activity and the propagation of aggregate shocks," Economics working papers 2006-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Danilo Liberati, 2014. "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers) 986, Bank of Italy, Economic Research and International Relations Area.
- Castelnuovo, Efrem, 2003.
"Taylor rules, omitted variables, and interest rate smoothing in the US,"
Economics Letters,
Elsevier, vol. 81(1), pages 55-59, October.
- Efrem Castelnuovo, 2004. "Taylor rules, omitted variables, and interest rate smoothing in the US," Macroeconomics 0403009, EconWPA.
- Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
- Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, EconWPA.
- Kevin E. Beaubrun-Diant & Fabien Tripier, 2009.
"The Credit Spread Cycle with Matching Friction,"
Working Papers
hal-00430809, HAL.
- Fabien Tripier & Kevin E. Beaubrun-Diant, 2010. "The Credit Spread Cycle with Matching Friction," 2010 Meeting Papers 76, Society for Economic Dynamics.
- Astrid Van Landschoot, 2004. "Determinants of Euro Term Structure of Credit Spreads," Working Paper Research 57, National Bank of Belgium.
- Miśkiewicz, J. & Ausloos, M., 2004. "A logistic map approach to economic cycles. (I). The best adapted companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 206-214.
- Siem Jan Koopman & André Lucas, 2003.
"Business and Default Cycles for Credit Risk,"
Tinbergen Institute Discussion Papers
03-062/2, Tinbergen Institute, revised 09 Jan 2003.
- Banerji, Anirvan & Hiris, Lorene, 2001.
"A framework for measuring international business cycles,"
International Journal of Forecasting,
Elsevier, vol. 17(3), pages 333-348.
Cited by:
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision,
Programme National Persée, vol. 189(3), pages 95-114.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
- Pami Dua & ANIRVAN BANERJI, 2011.
"Predicting Recessions And Slowdowns--A Robust Approach,"
Working papers
202, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Anirvan Banerji, 2011. "Predicting Recessions and Slowdowns: A Robust Approach," Working Papers id:4391, eSocialSciences.
- Wagner, Stephan M. & Mizgier, Kamil J. & Papageorgiou, Stylianos, 2017. "Operational disruptions and business cycles," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 66-78.
- Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp03002, University of Molise, Dept. EGSeI.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision,
Programme National Persée, vol. 189(3), pages 95-114.
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Corrections
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