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Marie Hoerova

Personal Details

First Name:Marie
Middle Name:
Last Name:Hoerova
Suffix:
RePEc Short-ID:pho239
http://www.mariehoerova.net/
DG-Research, European Central Bank, Sonnemannstrasse 20, 60314 Frankfurt am Main, Germany
+49 69 1344 8710
Terminal Degree: (from RePEc Genealogy)

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
  2. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2017. "Optimal margins and equilibrium prices," IDEI Working Papers 875, Institut d'Économie Industrielle (IDEI), Toulouse.
  3. Marie Hoerova & Harald Uhlig & Fiorella De Fiore, 2017. "The Macroeconomic Impact of Money Market Freezes," 2017 Meeting Papers 1092, Society for Economic Dynamics.
  4. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," CEPR Discussion Papers 10901, C.E.P.R. Discussion Papers.
  5. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2014. "Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins," TSE Working Papers 14-522, Toulouse School of Economics (TSE).
  6. Geert Bekaert & Marie Hoerova, 2013. "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers 18995, National Bureau of Economic Research, Inc.
  7. Bussiere, M. & Hoerova, M. & Klaus, B., 2012. "Commonality in hedge fund returns: driving factors and implications," Working papers 373, Banque de France.
  8. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2012. "Clearing, counterparty risk and aggregate risk," Working Paper Series 1481, European Central Bank.
  9. Heider, Florian & Hoerova, Marie & Biais, Bruno, 2012. "Risk-sharing or risk-taking? Counterparty risk, incentives and margins," Working Paper Series 1413, European Central Bank.
  10. Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
  11. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series 1126, European Central Bank.
  12. Marie Hoerova & Cyril Monnet & Theodosios Temzelides, 2009. "Money talks," Working Papers 09-18, Federal Reserve Bank of Philadelphia.
  13. Heider, Florian & Hoerova, Marie, 2009. "Interbank lending, credit risk premia and collateral," Working Paper Series 1107, European Central Bank.
  14. Bekaert, Geert & Hoerova, Marie & Scheicher, Martin, 2009. "What do asset prices have to say about risk appetite and uncertainty?," Working Paper Series 1037, European Central Bank.
  15. Ted Temzelides & Cyril Monnet & Marie Hoerova, 2008. "Public Information and Monetary Policy," 2008 Meeting Papers 5, Society for Economic Dynamics.
  16. Hoerova, Marie, 2007. "Run-prone banking and asset markets," Working Paper Series 845, European Central Bank.
  17. Hoerova, Marie, 2005. "Financial Deepening and Bank Runs," Working Papers 05-07, Cornell University, Center for Analytic Economics.

Articles

  1. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 32-47.
  2. Bekaert, Geert & Hoerova, Marie, 2016. "What do asset prices have to say about risk appetite and uncertainty?," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 103-118.
  3. Bruno Biais & Florian Heider & Marie Hoerova, 2016. "Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins," Journal of Finance, American Finance Association, vol. 71(4), pages 1669-1698, August.
  4. Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015. "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
  5. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2015. "Liquidity hoarding and interbank market rates: The role of counterparty risk," Journal of Financial Economics, Elsevier, vol. 118(2), pages 336-354.
  6. Bekaert, Geert & Hoerova, Marie, 2014. "The VIX, the variance premium and stock market volatility," Journal of Econometrics, Elsevier, vol. 183(2), pages 181-192.
  7. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
  8. Biais, B. & Heider, F. & Hoerova, M., 2013. "Incentive compatible centralised clearing," Financial Stability Review, Banque de France, issue 17, pages 161-168, April.
  9. Bruno Biais & Florian Heider & Marie Hoerova, 2012. "Clearing, Counterparty Risk, and Aggregate Risk," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(2), pages 193-222, July.
  10. Hoerova, Marie & Monnet, Cyril & Temzelides, Ted, 2012. "Money talks," Economics Letters, Elsevier, vol. 116(3), pages 617-621.
  11. Florian Heider & Marie Hoerova, 2009. "Interbank Lending, Credit-Risk Premia, and Collateral," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 5-43, December.

Chapters

  1. Marie Hoerova, 2017. "Liquidity and Capital: Substitutes or Complements?," World Scientific Book Chapters,in: Achieving Financial Stability Challenges to Prudential Regulation, chapter 14, pages 195-205 World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  6. Euclidian citation score

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 21 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-MON: Monetary Economics (10) 2009-09-11 2009-10-31 2009-11-21 2010-01-10 2012-10-20 2013-08-23 2015-11-01 2016-03-10 2017-11-12 2017-11-26. Author is listed
  2. NEP-CBA: Central Banking (9) 2009-09-11 2009-10-31 2009-11-21 2010-01-10 2012-10-20 2013-08-23 2015-11-01 2016-03-10 2017-11-26. Author is listed
  3. NEP-CTA: Contract Theory & Applications (8) 2009-09-11 2009-10-31 2010-01-10 2012-07-08 2012-11-11 2014-11-01 2014-11-07 2017-07-09. Author is listed
  4. NEP-MAC: Macroeconomics (6) 2009-09-11 2009-10-31 2012-10-20 2013-08-23 2015-11-01 2017-11-26. Author is listed
  5. NEP-RMG: Risk Management (6) 2009-11-21 2010-01-10 2012-11-11 2014-04-05 2014-11-01 2014-12-03. Author is listed
  6. NEP-BAN: Banking (5) 2009-11-21 2010-01-10 2015-11-01 2016-03-10 2017-11-26. Author is listed
  7. NEP-FMK: Financial Markets (5) 2012-04-17 2013-05-05 2014-04-05 2014-11-07 2014-12-03. Author is listed
  8. NEP-IAS: Insurance Economics (4) 2012-07-08 2014-11-01 2014-11-07 2017-07-09
  9. NEP-DGE: Dynamic General Equilibrium (3) 2009-09-11 2009-10-31 2017-11-26
  10. NEP-EEC: European Economics (3) 2015-11-01 2016-03-10 2017-11-26
  11. NEP-UPT: Utility Models & Prospect Theory (3) 2009-08-08 2012-07-08 2012-10-20
  12. NEP-FOR: Forecasting (2) 2013-05-05 2014-12-03
  13. NEP-HRM: Human Capital & Human Resource Management (2) 2014-11-01 2014-11-07
  14. NEP-MIC: Microeconomics (2) 2017-07-09 2017-07-16
  15. NEP-BEC: Business Economics (1) 2012-07-08
  16. NEP-COM: Industrial Competition (1) 2017-07-09

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