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Marie Hoerova

Personal Details

First Name:Marie
Middle Name:
Last Name:Hoerova
Suffix:
RePEc Short-ID:pho239
[This author has chosen not to make the email address public]
http://www.mariehoerova.net/
DG-Research, European Central Bank, Sonnemannstrasse 20, 60314 Frankfurt am Main, Germany
+49 69 1344 8710
Terminal Degree:2006 Department of Economics; Cornell University (from RePEc Genealogy)

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Allaire, Nolwenn & Breckenfelder, Johannes & Hoerova, Marie, 2023. "Fund fragility: the role of investor base," Working Paper Series 2874, European Central Bank.
  2. Breckenfelder, Johannes & Hoerova, Marie, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," CEPR Discussion Papers 18122, C.E.P.R. Discussion Papers.
  3. Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
  4. Fiorella De Fiore & Marie Hoerova & Harald Uhlig, 2022. "Money markets, collateral and monetary policy," BIS Working Papers 997, Bank for International Settlements.
  5. Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
  6. Heider, Florian & Biais, Bruno & Hoerova, Marie, 2018. "Variation margins, fire sales, and information-constrained optimality," CEPR Discussion Papers 13192, C.E.P.R. Discussion Papers.
  7. Hoerova, Marie & Mendicino, Caterina & Nikolov, Kalin & Schepens, Glenn & Heuvel, Skander Van den, 2018. "Benefits and costs of liquidity regulation," Working Paper Series 2169, European Central Bank.
  8. Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
  9. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2017. "Optimal margins and equilibrium prices," IDEI Working Papers 875, Institut d'Économie Industrielle (IDEI), Toulouse.
  10. Marie Hoerova & Harald Uhlig & Fiorella De Fiore, 2017. "The Macroeconomic Impact of Money Market Freezes," 2017 Meeting Papers 1092, Society for Economic Dynamics.
  11. Manganelli, Simone & Heider, Florian & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2016. "Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area," Working Paper Series 1886, European Central Bank.
  12. Heider, Florian & Manganelli, Simone & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in," CEPR Discussion Papers 10901, C.E.P.R. Discussion Papers.
  13. Hoerova, Marie & Bekaert, Geert, 2014. "The VIX, the variance premium and stock market volatility," Working Paper Series 1675, European Central Bank.
  14. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2014. "Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins," IDEI Working Papers 834, Institut d'Économie Industrielle (IDEI), Toulouse.
  15. Bussiere, M. & Hoerova, M. & Klaus, B., 2012. "Commonality in hedge fund returns: driving factors and implications," Working papers 373, Banque de France.
  16. Biais, Bruno & Heider, Florian & Hoerova, Marie, 2012. "Clearing, counterparty risk and aggregate risk," Working Paper Series 1481, European Central Bank.
  17. Heider, Florian & Hoerova, Marie & Biais, Bruno, 2012. "Risk-sharing or risk-taking? Counterparty risk, incentives and margins," Working Paper Series 1413, European Central Bank.
  18. Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
  19. Heider, Florian & Holthausen, Cornelia & Hoerova, Marie, 2010. "Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk," CEPR Discussion Papers 7762, C.E.P.R. Discussion Papers.
  20. Hoerova, Marie & Monnet, Cyril & Temzelides, Ted, 2009. "Money talks," Working Paper Series 1091, European Central Bank.
    • Marie Hoerova & Cyril Monnet & Ted Temzelides, 2009. "Money talks," Working Papers 09-18, Federal Reserve Bank of Philadelphia.
  21. Heider, Florian & Hoerova, Marie, 2009. "Interbank lending, credit risk premia and collateral," Working Paper Series 1107, European Central Bank.
  22. 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.
  23. Ted Temzelides & Cyril Monnet & Marie Hoerova, 2008. "Public Information and Monetary Policy," 2008 Meeting Papers 5, Society for Economic Dynamics.
  24. Hoerova, Marie, 2007. "Run-prone banking and asset markets," Working Paper Series 845, European Central Bank.
  25. Hoerova, Marie, 2005. "Financial Deepening and Bank Runs," Working Papers 05-07, Cornell University, Center for Analytic Economics.
    repec:ecb:ecbdps:202012 is not listed on IDEAS
    repec:ecb:ecbdps:20174 is not listed on IDEAS
    repec:ecb:ecbdps:20185 is not listed on IDEAS

Articles

  1. Breckenfelder, Johannes & Hoerova, Marie, 2023. "Navigating liquidity crises in non-banks: An assessment of central bank policies," Research Bulletin, European Central Bank, vol. 108.
  2. Corradin, Stefano & Hoerova, Marie & Schepens, Glenn, 2021. "Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy," Research Bulletin, European Central Bank, vol. 82.
  3. Bruno Biais & Florian Heider & Marie Hoerova, 2021. "Variation Margins, Fire Sales, and Information-constrained Optimality [Leverage, Moral Hazard, and Liquidity]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 2654-2686.
  4. De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald, 2019. "What is the macroeconomic impact of changing money market conditions?," Research Bulletin, European Central Bank, vol. 57.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Bekaert, Geert & Hoerova, Marie, 2014. "The VIX, the variance premium and stock market volatility," Journal of Econometrics, Elsevier, vol. 183(2), pages 181-192.
  11. Biais, B. & Heider, F. & Hoerova, M., 2013. "Incentive compatible centralised clearing," Financial Stability Review, Banque de France, issue 17, pages 161-168, April.
  12. 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.
  13. Hoerova, Marie & Monnet, Cyril & Temzelides, Ted, 2012. "Money talks," Economics Letters, Elsevier, vol. 116(3), pages 617-621.
  14. Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
  15. 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: Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), 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
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Euclidian citation score
  15. Wu-Index

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 33 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 (18) 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 2018-07-23 2018-12-10 2018-12-24 2019-02-25 2020-11-09 2022-03-07 2023-05-01 2023-12-11. Author is listed
  2. NEP-CBA: Central Banking (16) 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 2018-07-23 2018-12-10 2018-12-24 2020-11-09 2022-03-07 2023-05-01 2023-12-11. Author is listed
  3. NEP-MAC: Macroeconomics (13) 2009-04-25 2009-09-11 2009-10-31 2012-10-20 2013-08-23 2015-11-01 2017-11-26 2018-07-23 2018-12-10 2018-12-24 2019-02-25 2020-11-09 2022-03-07. Author is listed
  4. NEP-CTA: Contract Theory and Applications (11) 2009-09-11 2009-10-31 2010-01-10 2012-07-08 2012-11-11 2014-11-01 2014-11-07 2017-07-09 2018-11-05 2018-11-26 2022-02-07. Author is listed
  5. NEP-BAN: Banking (9) 2009-11-21 2010-01-10 2015-11-01 2016-03-10 2017-11-26 2018-07-23 2022-03-07 2023-05-01 2023-12-11. Author is listed
  6. NEP-RMG: Risk Management (8) 2009-11-21 2010-01-10 2012-11-11 2014-04-05 2014-11-01 2014-12-03 2022-02-07 2023-12-11. Author is listed
  7. NEP-DGE: Dynamic General Equilibrium (7) 2009-09-11 2009-10-31 2017-11-26 2018-12-10 2018-12-24 2019-02-25 2022-03-07. Author is listed
  8. NEP-EEC: European Economics (7) 2015-11-01 2016-03-10 2017-11-26 2020-11-09 2023-05-01 2023-12-11 2023-12-11. Author is listed
  9. NEP-FMK: Financial Markets (5) 2012-04-17 2013-05-05 2014-04-05 2014-11-07 2014-12-03. Author is listed
  10. NEP-IAS: Insurance Economics (5) 2012-07-08 2014-11-01 2014-11-07 2017-07-09 2022-02-07. Author is listed
  11. NEP-MIC: Microeconomics (4) 2017-07-09 2017-07-16 2018-11-26 2022-02-07
  12. NEP-UPT: Utility Models and Prospect Theory (4) 2009-04-25 2009-08-08 2012-07-08 2012-10-20
  13. NEP-FOR: Forecasting (2) 2013-05-05 2014-12-03
  14. NEP-HRM: Human Capital and Human Resource Management (2) 2014-11-01 2014-11-07
  15. NEP-BEC: Business Economics (1) 2012-07-08
  16. NEP-COM: Industrial Competition (1) 2017-07-09
  17. NEP-FDG: Financial Development and Growth (1) 2023-12-11
  18. NEP-GTH: Game Theory (1) 2018-11-26
  19. NEP-IFN: International Finance (1) 2023-12-11

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