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Details about Stefan Avdjiev

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Homepage:http://www.bis.org/author/stefan_avdjiev.htm
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Stefan Avdjiev.

Last updated 2017-07-14. Update your information in the RePEc Author Service.

Short-id: pav41


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Working Papers

2017

  1. External debt composition and domestic credit cycles
    BIS Working Papers, Bank for International Settlements Downloads
  2. Gross Capital Inflows to Banks, Corporates and Sovereigns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (1)
  3. The shifting drivers of global liquidity
    Staff Reports, Federal Reserve Bank of New York Downloads
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads

2016

  1. International prudential policy spillovers: a global perspective
    BIS Working Papers, Bank for International Settlements Downloads View citations (9)
    See also Journal Article in International Journal of Central Banking (2017)
  2. Monetary policy spillovers and currency networks in cross-border bank lending
    BIS Working Papers, Bank for International Settlements Downloads
  3. The dollar, bank leverage and the deviation from covered interest parity
    BIS Working Papers, Bank for International Settlements Downloads View citations (4)

2015

  1. Breaking free of the triple coincidence in international finance
    BIS Working Papers, Bank for International Settlements Downloads View citations (15)
    See also Journal Article in Economic Policy (2016)

2014

  1. Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)
    See also Journal Article in Applied Economics (2014)

2012

  1. Rapid credit growth and international credit: Challenges for Asia
    BIS Working Papers, Bank for International Settlements Downloads View citations (38)
  2. The Social Value of Policy Signals
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)

2011

  1. News driven business cycles and data on asset prices in estimated DSGE models
    BIS Working Papers, Bank for International Settlements Downloads View citations (8)
    See also Journal Article in Review of Economic Dynamics (2016)

2010

  1. Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)

Journal Articles

2017

  1. International Prudential Policy Spillovers: A Global Perspective
    International Journal of Central Banking, 2017, 13, (2), 5-33 Downloads View citations (4)
    See also Working Paper (2016)

2016

  1. Breaking free of the triple coincidence in international finance
    Economic Policy, 2016, 31, (87), 409-451 Downloads View citations (14)
    See also Working Paper (2015)
  2. News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models
    Review of Economic Dynamics, 2016, 20, 181-197 Downloads
    See also Software Item (2014)
    Working Paper (2011)
  3. The ECB's QE and euro cross-border bank lending
    BIS Quarterly Review, 2016 Downloads

2015

  1. Enhanced data to analyse international banking
    BIS Quarterly Review, 2015 Downloads View citations (9)

2014

  1. Credit growth, monetary policy and economic activity in a three-regime TVAR model
    Applied Economics, 2014, 46, (24), 2936-2951 Downloads View citations (4)
    See also Working Paper (2014)
  2. Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals
    BIS Quarterly Review, 2014 Downloads View citations (11)
  3. Non-financial corporations from emerging market economies and capital flows
    BIS Quarterly Review, 2014 Downloads View citations (28)

2013

  1. CoCos: a primer
    BIS Quarterly Review, 2013 Downloads View citations (23)

2012

  1. Sovereign creditworthiness and financial stability:an international perspective
    Financial Stability Review, 2012, (16), 71-85 Downloads View citations (14)
  2. The euro area crisis and cross-border bank lending to emerging markets
    BIS Quarterly Review, 2012 Downloads View citations (44)

2009

  1. Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment
    Finance Research Letters, 2009, 6, (4), 187-201 Downloads

Chapters

2015

  1. Enhancements to the BIS international banking statistics
    A chapter in Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, 2015, vol. 39 Downloads View citations (3)

Software Items

2014

  1. Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2016)
 
Page updated 2017-08-11