IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Gregory H. Bauer

This is information that was supplied by Gregory Bauer in registering through RePEc. If you are Gregory H. Bauer, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Gregory
Middle Name:H.
Last Name:Bauer
RePEc Short-ID:pba468
Ottawa, Canada

: (613) 782-8111
(613) 782-7713
234 Laurier Ave W, Ottawa, ON, K1A 0G9
RePEc:edi:bocgvca (more details at EDIRC)
in new window
  1. 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.
  2. Gregory Bauer & Eleonora Granziera, 2016. "Monetary Policy, Private Debt and Financial Stability Risks," Staff Working Papers 16-59, 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. Gregory H. Bauer & Clara Vega, 2004. "The Monetary Origins of Asymmetric Information in International Equity Markets," Staff Working Papers 04-47, Bank of Canada.
  9. Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, EconWPA.
  1. 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.
  2. Bauer, Gregory H. & Vorkink, Keith, 2011. "Forecasting multivariate realized stock market volatility," Journal of Econometrics, Elsevier, vol. 160(1), pages 93-101, January.
  3. 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.
  4. 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.
  5. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (7) 2004-05-09 2004-05-09 2004-11-22 2004-12-20 2004-12-22 2005-09-29 2005-10-04. 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-FMK: Financial Markets (5) 2004-05-09 2004-05-09 2004-12-20 2005-09-29 2005-10-04. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2007-01-02 2012-02-20 2015-01-09 2016-08-28 2017-01-01. Author is listed
  5. NEP-MON: Monetary Economics (4) 2007-01-02 2015-01-09 2016-08-28 2017-01-01. Author is listed
  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

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gregory Bauer should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.