Calebe de Roure
Personal Details
First Name: | Calebe |
Middle Name: | |
Last Name: | de Roure |
Suffix: | |
RePEc Short-ID: | pde854 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/calebederoure/ | |
Affiliation
Frankfurt School of Finance and Management
Frankfurt, Germanyhttp://www.frankfurt-school.de/
069 154008-0
Sonnemannstraße 9-11, 60314 Frankfurt am Main
RePEc:edi:hfbfide (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- de Roure, Calebe & Pelizzon, Loriana & Thakor, Anjan V., 2019. "P2P lenders versus banks: Cream skimming or bottom fishing?," SAFE Working Paper Series 206, Leibniz Institute for Financial Research SAFE.
- de Roure, Calebe & McLaren, Nick, 2019. "Liquidity transformation, collateral assets and counterparties," Bank of England working papers 830, Bank of England, revised 29 Jun 2020.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019.
"OTC discount,"
Discussion Papers
42/2019, Deutsche Bundesbank.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2020. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE.
- Boneva, Lena & de Roure, Calebe & Morley, Ben, 2018. "The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads," Bank of England working papers 719, Bank of England.
- de Roure, Calebe, 2016. "Fire buys of central bank collateral assets," Discussion Papers 51/2016, Deutsche Bundesbank.
- de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo, 2016. "How does P2P lending fit into the consumer credit market?," Discussion Papers 30/2016, Deutsche Bundesbank.
- de Roure, Calebe & Tasca, Paolo, 2014. "Bitcoin and the PPP Puzzle," LSE Research Online Documents on Economics 59291, London School of Economics and Political Science, LSE Library.
- de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013.
"The microstructure of exchange rate management: FX intervention and capital controls in Brazil,"
Kiel Working Papers
1865, Kiel Institute for the World Economy (IfW).
- Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015. "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3617-3632, July.
- Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2013. "The Microstructure of Exchange Rate Management: FX Intervention and Capital Controls in Brazil," Kiel Working Papers 1865, Kiel Institute for the World Economy.
Articles
- Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015.
"The microstructure of exchange rate management: FX intervention and capital controls in Brazil,"
Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3617-3632, July.
- de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013. "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers 1865, Kiel Institute for the World Economy (IfW).
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
- de Roure, Calebe & Pelizzon, Loriana & Thakor, Anjan V., 2019.
"P2P lenders versus banks: Cream skimming or bottom fishing?,"
SAFE Working Paper Series
206, Leibniz Institute for Financial Research SAFE.
Cited by:
- Irani, Rustom M & Iyer, Rajkamal & Meisenzahl, Ralf & Peydró, José Luis, 2018.
"The Rise of Shadow Banking: Evidence from Capital Regulation,"
CEPR Discussion Papers
12913, C.E.P.R. Discussion Papers.
- Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & José-Luis Peydró, 2019. "The Rise of Shadow Banking: Evidence from Capital Regulation," Working Papers 1098, Barcelona Graduate School of Economics.
- Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & Jose Luis Peydro, 2018. "The Rise of Shadow Banking : Evidence from Capital Regulation," Finance and Economics Discussion Series 2018-039, Board of Governors of the Federal Reserve System (U.S.).
- Rustom M. Irani & Rajkamal Iyer & Ralf R. Meisenzahl & José-Luis Peydró, 2018. "The rise of shadow banking: evidence from capital regulation," Economics Working Papers 1652, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
- Irani, Rustom & Iyer, Rajkamal & Peydró, José-Luis & Meisenzahl, Ralf, 2020. "The Rise of Shadow Banking: Evidence from Capital Regulation," EconStor Preprints 216799, ZBW - Leibniz Information Centre for Economics.
- Nicola Branzoli & Ilaria Supino, 2020. "FinTech credit: a critical review of empirical research," Questioni di Economia e Finanza (Occasional Papers) 549, Bank of Italy, Economic Research and International Relations Area.
- Franklin Allen & Julapa Jagtiani, 2020. "A Survey of Fintech Research and Policy Discussion," Working Papers 20-21, Federal Reserve Bank of Philadelphia.
- Croux, Christophe & Jagtiani, Julapa & Korivi, Tarunsai & Vulanovic, Milos, 2020.
"Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform,"
Journal of Economic Behavior & Organization, Elsevier, vol. 173(C), pages 270-296.
- Julapa Jagtiani, 2020. "Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform," Working Papers 20-15, Federal Reserve Bank of Philadelphia.
- Thakor, Anjan V., 2020. "Fintech and banking: What do we know?," Journal of Financial Intermediation, Elsevier, vol. 41(C).
- Isil Erel & Jack Liebersohn, 2020. "Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program," NBER Working Papers 27659, National Bureau of Economic Research, Inc.
- Wenhua Di & Nathaniel Pattison, 2020. "Distant Lending, Specialization, and Access to Credit," Working Papers 2003, Federal Reserve Bank of Dallas.
- Irani, Rustom M & Iyer, Rajkamal & Meisenzahl, Ralf & Peydró, José Luis, 2018.
"The Rise of Shadow Banking: Evidence from Capital Regulation,"
CEPR Discussion Papers
12913, C.E.P.R. Discussion Papers.
- Boneva, Lena & de Roure, Calebe & Morley, Ben, 2018.
"The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads,"
Bank of England working papers
719, Bank of England.
Cited by:
- Kenji Suganuma & Yoichi Ueno, 2018. "The Effects of the Bank of Japan's Corporate and Government Bond Purchases on Credit Spreads," IMES Discussion Paper Series 18-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Kristin Forbes, 2018. "Monetary Policy at the Effective Lower Bound: Less Potent? More International? More Sticky?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 521-541.
- D’Amico, Stefania & Kaminska, Iryna, 2019. "Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs," Bank of England working papers 825, Bank of England.
- Joost Bats, 2020. "Corporates' dependence on banks: The impact of ECB corporate sector purchases," DNB Working Papers 667, Netherlands Central Bank, Research Department.
- Boneva, Lena & Elliott, David & Kaminska, Iryna & Linton, Oliver & McLaren, Nick & Morley, Ben, 2019. "The impact of corporate QE on liquidity: evidence from the UK," Bank of England working papers 782, Bank of England, revised 23 Jul 2020.
- Boneva, L. & Elliott, D. & Kaminska, I. & Linton, O. & McLaren, N. & Morley, B., 2019. "The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme," Cambridge Working Papers in Economics 1937, Faculty of Economics, University of Cambridge.
- Samir Kadiric & Arthur Korus, 2019. "The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets," International Economics and Economic Policy, Springer, vol. 16(1), pages 65-102, March.
- de Roure, Calebe, 2016.
"Fire buys of central bank collateral assets,"
Discussion Papers
51/2016, Deutsche Bundesbank.
Cited by:
- Bindseil, Ulrich & Corsi, Marco & Sahel, Benjamin & Visser, Ad, 2017. "The Eurosystem collateral framework explained," Occasional Paper Series 189, European Central Bank.
- N. Cassola & F. Koulischer, 2016.
"The Collateral Channel of Open Market Operations,"
Working papers
593, Banque de France.
- Cassola, Nuno & Koulischer, François, 2019. "The collateral channel of open market operations," Journal of Financial Stability, Elsevier, vol. 41(C), pages 73-90.
- Cassola, Nuno & Koulischer, François, 2016. "The collateral channel of open market operations," Working Paper Series 1906, European Central Bank.
- Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020. "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series 275, Leibniz Institute for Financial Research SAFE.
- Schmidt, Kirsten, 2019. "Does liquidity regulation impede the liquidity profile of collateral?," Working Paper Series 2256, European Central Bank.
- Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017.
"Banks' trading after the Lehman crisis: The role of unconventional monetary policy,"
Discussion Papers
19/2017, Deutsche Bundesbank.
- Isabel Schnabel & Johannes Tischer, 2018. "Banks' Trading after the Lehman Crisis - The Role of Unconventional Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2018_036, University of Bonn and University of Mannheim, Germany.
- de Roure, Calebe & Pelizzon, Loriana & Tasca, Paolo, 2016.
"How does P2P lending fit into the consumer credit market?,"
Discussion Papers
30/2016, Deutsche Bundesbank.
Cited by:
- Stijn Claessens & Jon Frost & Grant Turner & Feng Zhu, 2018. "Fintech credit markets around the world: size, drivers and policy issues," BIS Quarterly Review, Bank for International Settlements, September.
- Olena Havrylchk & Aref Mahdavi Ardekani, 2020.
"Real effects of lending-based crowdfunding platforms on the SMEs,"
Documents de travail du Centre d'Economie de la Sorbonne
20024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Olena Havrylchyk & Aref Mahdavi-Ardekani, 2020. "Real effects of lending-based crowdfunding platforms on the SMEs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02994903, HAL.
- Olena Havrylchyk & Aref Mahdavi-Ardekani, 2020. "Real effects of lending-based crowdfunding platforms on the SMEs," Post-Print halshs-02994903, HAL.
- Jon Frost & Leonardo Gambacorta & Yi Huang & Hyun Song Shin & Pablo Zbinden, 2019.
"BigTech and the changing structure of financial intermediation,"
BIS Working Papers
779, Bank for International Settlements.
- Jon Frost & Leonardo Gambacorta & Yi Huang & Hyun Song Shin & Pablo Zbinden, 2019. "BigTech and the changing structure of financial intermediation," Economic Policy, CEPR;CES;MSH, vol. 34(100), pages 761-799.
- Chen, Shu & Gambacorta, Leonardo & Huang, Yiping & Li, Zhenhua & Qiu, Han, 2020.
"Data vs collateral,"
CEPR Discussion Papers
15262, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Yiping Huang & Zhenhua Li & Han Qiu & Shu Chen, 2020. "Data vs collateral," BIS Working Papers 881, Bank for International Settlements.
- Wolfgang Pointner & Burkhard Raunig, 2018. "A primer on peer-to-peer lending: immediate financial intermediation in practice," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/18, pages 36-51.
- Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang, 2019. "What does not kill us makes us stronger: the story of repetitive consumer loan applications," Discussion Papers 19-01, Department of Economics, University of Birmingham.
- Giulio Cornelli & Jon Frost & Leonardo Gambacorta & Raghavendra Rau & Robert Wardrop & Tania Ziegler, 2020.
"Fintech and big tech credit: a new database,"
BIS Working Papers
887, Bank for International Settlements.
- Cornelli, Giulio & Frost, Jon & Gambacorta, Leonardo & Rau, Raghavendra & Wardrop, Robert & Ziegler, Tania, 2020. "Fintech and big tech credit: a new database," CEPR Discussion Papers 15357, C.E.P.R. Discussion Papers.
- Knyazeva, Anzhela, 2019. "Financial innovation in microcap public offerings," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 283-305.
- Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2018. "The performance of marketplace lenders: Evidence from lending club payment data," CFS Working Paper Series 598, Center for Financial Studies (CFS).
- Gambacorta, Leonardo & Huang, Yiping & Qiu, Han & Wang, Jingyi, 2019.
"How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm,"
CEPR Discussion Papers
14259, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Yiping Huang & Han Qiu & Jingyi Wang, 2019. "How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm," BIS Working Papers 834, Bank for International Settlements.
- Lu, Haitian & Wang, Bo & Wang, Haizhi & Zhao, Tianyu, 2020. "Does social capital matter for peer-to-peer-lending? Empirical evidence," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
- Xin Zhang & Christoph Bertsch & Isaiah Hull, 2017. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," 2017 Meeting Papers 442, Society for Economic Dynamics.
- Caroline Stern, 2017. "Fintechs and their emergence in banking services in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/17, pages 42-58.
- O. Lunyakov V. & N. Lunyakova A. & О. Луняков В. & Н. Лунякова А., 2018. "Развитие каналов кредитования в условиях перехода к цифровой экономике: моделирование спроса // The Development of Credit Channels in the transition to the Digital Economy: Demand Modelling," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(5), pages 76-89.
- Bertsch, Christoph & Hull, Isaiah & Qi, Yingjie & Zhang, Xin, 2020. "Bank misconduct and online lending," Journal of Banking & Finance, Elsevier, vol. 116(C).
- de Roure, Calebe & Tasca, Paolo, 2014.
"Bitcoin and the PPP Puzzle,"
LSE Research Online Documents on Economics
59291, London School of Economics and Political Science, LSE Library.
Cited by:
- Beata Szetela & Grzegorz Mentel & Stanislaw Gedek, 2016. "Dependency analysis between Bitcoin and selected global currencies," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 133-144.
- de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013.
"The microstructure of exchange rate management: FX intervention and capital controls in Brazil,"
Kiel Working Papers
1865, Kiel Institute for the World Economy (IfW).
- Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015. "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3617-3632, July.
Cited by:
- Broos, Menno & Ghalanos, Michalis & Kennedy, Bernard & Landbeck, Alexander & Lerner, Christina & Menezes, Paula & Schiavone, Alessandro & Tilley, Thomas & Viani, Francesca & Reinhardt, Dennis & Metzem, 2016. "Dealing with large and volatile capital flows and the role of the IMF," Occasional Paper Series 180, European Central Bank.
- Aguirre, Pablo & Alonso, José Antonio & Jerez, Miguel, 2019. "Effectiveness of capital account regulation: Lessons from Brazil and Peru," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 176-194.
- Smita Roy Trivedi, 2020. "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, vol. 58(6), pages 2837-2865, June.
Articles
- Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015.
"The microstructure of exchange rate management: FX intervention and capital controls in Brazil,"
Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3617-3632, July.
See citations under working paper version above.Sorry, no citations of articles recorded.
- de Roure, Calebe & Furniagiev, Steven & Reitz, Stefan, 2013. "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Kiel Working Papers 1865, Kiel Institute for the World Economy (IfW).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 8 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.- NEP-BAN: Banking (4) 2016-08-21 2017-01-29 2018-05-14 2019-11-18. Author is listed
- NEP-MON: Monetary Economics (4) 2013-08-31 2015-02-11 2017-01-29 2018-04-02. Author is listed
- NEP-CBA: Central Banking (2) 2013-08-31 2018-04-02. Author is listed
- NEP-MAC: Macroeconomics (2) 2017-01-29 2019-11-18. Author is listed
- NEP-MST: Market Microstructure (2) 2013-08-31 2019-12-02. Author is listed
- NEP-CFN: Corporate Finance (1) 2019-12-02
- NEP-EEC: European Economics (1) 2018-04-02
- NEP-FMK: Financial Markets (1) 2019-12-02
- NEP-IFN: International Finance (1) 2013-08-31
- NEP-LAM: Central & South America (1) 2013-08-31
- NEP-OPM: Open Economy Macroeconomics (1) 2015-02-11
- NEP-URE: Urban & Real Estate Economics (1) 2018-05-14
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