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Gregory H. Bauer

Personal Details

First Name:Gregory
Middle Name:H.
Last Name:Bauer
Suffix:
RePEc Short-ID:pba468
Terminal Degree:1996 (from RePEc Genealogy)

Affiliation

William E. Simon Graduate School of Business Administration
University of Rochester

Rochester, New York (United States)
http://www.simon.rochester.edu/

:

Rochester, NY 14627-0107
RePEc:edi:sbrocus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gregory Bauer & Eleonora Granziera, 2016. "Monetary Policy, Private Debt and Financial Stability Risks," Staff Working Papers 16-59, Bank of Canada.
  2. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016. "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers 16-38, Bank of Canada.
  3. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
  4. Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
  5. Gregory H. Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
  6. Gregory H. Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.
  7. Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
  8. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
  9. Gregory H. Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.

Articles

  1. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
  2. Gregory H. Bauer & Eleonora Granziera, 2017. "Monetary Policy, Private Debt, and Financial Stability Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
  3. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
  4. Gregory Bauer & Antonio Diez de los Rios, 2012. "Global Risk Premiums and the Transmission of Monetary Policy," Bank of Canada Review, Bank of Canada, vol. 2012(Summer), pages 12-20.
  5. Bauer, Gregory H. & Vorkink, Keith, 2011. "Forecasting multivariate realized stock market volatility," Journal of Econometrics, Elsevier, vol. 160(1), pages 93-101, January.
  6. Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009. "Global private information in international equity markets," Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
  7. Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1," Review of Economic Studies, Oxford University Press, vol. 74(1), pages 1-30.
  8. Gregory H. Bauer & Scott Hendry, 2006. "A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006," Bank of Canada Review, Bank of Canada, vol. 2006(Winter), pages 27-36.

More information

Research fields, statistics, top rankings, if available.

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 12 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-FIN: Finance (6) 2004-05-09 2004-05-09 2004-11-22 2004-12-20 2004-12-22 2005-09-29. Author is listed
  2. NEP-CBA: Central Banking (5) 2004-12-20 2007-01-02 2012-02-20 2016-08-28 2017-01-01. Author is listed
  3. NEP-MAC: Macroeconomics (5) 2007-01-02 2012-02-20 2015-01-09 2016-08-28 2017-01-01. Author is listed
  4. NEP-FMK: Financial Markets (4) 2004-05-09 2004-05-09 2004-12-20 2005-09-29
  5. NEP-MON: Monetary Economics (4) 2007-01-02 2015-01-09 2016-08-28 2017-01-01
  6. NEP-BEC: Business Economics (2) 2004-11-22 2005-09-29
  7. NEP-BAN: Banking (1) 2016-08-28
  8. NEP-ECM: Econometrics (1) 2007-03-31
  9. NEP-ENE: Energy Economics (1) 2014-12-19
  10. NEP-ETS: Econometric Time Series (1) 2007-03-31
  11. NEP-FDG: Financial Development & Growth (1) 2017-01-01
  12. NEP-FOR: Forecasting (1) 2007-01-02
  13. NEP-MST: Market Microstructure (1) 2007-01-02
  14. NEP-OPM: Open Economy Macroeconomics (1) 2016-08-28
  15. NEP-RMG: Risk Management (1) 2007-03-31
  16. NEP-URE: Urban & Real Estate Economics (1) 2015-01-09

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