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Roy Stein

Personal Details

First Name:Roy
Middle Name:
Last Name:Stein
Suffix:
RePEc Short-ID:pst982

Affiliation

Bank of Israel

Jerusalem, Israel
http://www.boi.org.il/
RePEc:edi:boigvil (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Roy Stein, 2016. "Review of the Reference Rate in Israel: Telbor and Makam Markets," Bank of Israel Working Papers 2016.12, Bank of Israel.
  2. Roy Stein, 2015. "The Effects of Taxation of Capital Gains on the Pricing of Financial Assets," Bank of Israel Working Papers 2015.06, Bank of Israel.
  3. Orly Sade & Roy Stein & Zvi Wiener, 2013. "Israeli Treasury Auction Reform," Bank of Israel Working Papers 2013.09, Bank of Israel.
  4. Roy Stein, 2011. "Estimating the Expected Natural Interest Rate Using Affine Term-Structure Models: The Case of Israel," Bank of Israel Working Papers 2011.03, Bank of Israel.
  5. Roy Stein & Yoel Hecht, 2003. "Distribution of the Exchange Rate Implicit in Option Prices: Application to TASE," Bank of Israel Working Papers 2003.05b, Bank of Israel.
  6. Roy Stein, 2003. "Estimation of Expected Exchange-Rate Change Using Forward Call Options," Bank of Israel Working Papers 2003.02, Bank of Israel.

Articles

  1. Orly Sade & Roy Stein & Zvi Wiener, 2018. "Israeli Treasury Auction Reform," Israel Economic Review, Bank of Israel, vol. 16(1), pages 41-61.
  2. Azoulay, Eddy & Brenner, Menachem & Landskroner, Yoram & Stein, Roy, 2014. "Inflation risk premium implied by options," Journal of Economics and Business, Elsevier, vol. 71(C), pages 90-102.
  3. Akiva (Edward) Offenbacher & Roy Stein, 2003. "Dollarisation and Indexation in Israel's Inflation and Disinflation: ‘There's more than one way to skin a cat’," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 45(3), pages 278-305, September.

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

  1. Roy Stein, 2011. "Estimating the Expected Natural Interest Rate Using Affine Term-Structure Models: The Case of Israel," Bank of Israel Working Papers 2011.03, Bank of Israel.

    Cited by:

    1. Alex Ilek, 2020. "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers 2020.09, Bank of Israel.

  2. Roy Stein, 2003. "Estimation of Expected Exchange-Rate Change Using Forward Call Options," Bank of Israel Working Papers 2003.02, Bank of Israel.

    Cited by:

    1. Argov, Eyal & Binyamini, Alon & Elkayam, David & Rozenshtrom, Irit, 2007. "A Small Macroeconomic Model to Support Inflation Targeting in Israel," MPRA Paper 4784, University Library of Munich, Germany.

Articles

  1. Azoulay, Eddy & Brenner, Menachem & Landskroner, Yoram & Stein, Roy, 2014. "Inflation risk premium implied by options," Journal of Economics and Business, Elsevier, vol. 71(C), pages 90-102.

    Cited by:

    1. Covarrubias, Enrique & Hernández-del-Valle, Gerardo, 2016. "Inflation expectations derived from a portfolio model," MPRA Paper 69489, University Library of Munich, Germany.

  2. Akiva (Edward) Offenbacher & Roy Stein, 2003. "Dollarisation and Indexation in Israel's Inflation and Disinflation: ‘There's more than one way to skin a cat’," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 45(3), pages 278-305, September.

    Cited by:

    1. Sébastien Charles & Jonathan Marie, 2021. "How Israel avoided hyperinflation. The success of its 1985 stabilization plan in the light of post-Keynesian theory," Review of International Political Economy, Taylor & Francis Journals, vol. 28(3), pages 528-558, May.
    2. Windischbauer, Ulrich, 2016. "Strengthening the role of local currencies in EU candidate and potential candidate countries," Occasional Paper Series 170, European Central Bank.

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