Details about Puriya Abbassi

Access statistics for papers by Puriya Abbassi.

Last updated 2020-11-10. Update your information in the RePEc Author Service.

Short-id: pab289

Working Papers

2020

1. Bargaining Power and Outside Options in the Interbank Lending Market
   Working Papers, Federal Reserve Bank of Boston
   Also in Discussion Papers, Deutsche Bundesbank (2017) View citations (2)
2. Real Effects of Foreign Exchange Risk Migration: Evidence from Matched Firm-Bank Microdata
   Working Papers, Federal Reserve Bank of Boston
   Also in Discussion Papers, Deutsche Bundesbank (2020)
3. Stressed Banks? Evidence from the Largest-Ever Supervisory Review
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics View citations (3)
   Also in Working Papers, Barcelona School of Economics (2020)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) View citations (3)
   Discussion Papers, Deutsche Bundesbank (2020) View citations (3)

2018

4. A comprehensive view on risk reporting: Evidence from supervisory data
   Discussion Papers, Deutsche Bundesbank View citations (12)
   See also Journal Article A comprehensive view on risk reporting: Evidence from supervisory data, Journal of Financial Intermediation, Elsevier (2018) View citations (9) (2018)
5. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2017) View citations (1)
   Working Papers, Federal Reserve Bank of Boston (2017) View citations (1)
6. The pricing of FX forward contracts: Micro evidence from banks' dollar hedging
   Discussion Papers, Deutsche Bundesbank View citations (4)
   Also in Working Papers, Federal Reserve Bank of Boston (2018) View citations (4)

2017

7. International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises
   Working Papers, Barcelona School of Economics

2016

8. Credit risk interconnectedness: What does the market really know?
   Discussion Papers, Deutsche Bundesbank View citations (1)
   See also Journal Article Credit risk interconnectedness: What does the market really know?, Journal of Financial Stability, Elsevier (2017) View citations (20) (2017)
9. Securities trading by banks and credit supply: Micro-evidence from the crisis
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (76)
   Also in EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2016) View citations (93)
   See also Journal Article Securities trading by banks and credit supply: Micro-evidence from the crisis, Journal of Financial Economics, Elsevier (2016) View citations (99) (2016)
10. When do investors really herd?
    VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association

2015

11. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
    Also in Discussion Papers, Deutsche Bundesbank (2014) View citations (37)
12. Securities Trading by Banks and Credit Supply: Micro-Evidence
    Working Papers, Barcelona School of Economics View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (30)
    Discussion Papers, Deutsche Bundesbank (2015) View citations (11)
13. The intraday interest rate: What's that?
    Discussion Papers, Deutsche Bundesbank View citations (2)

2013

14. How stressed are banks in the interbank market?
    Discussion Papers, Deutsche Bundesbank View citations (13)

2012

15. The effectiveness of monetary policy in steering money market rates during the financial crisis
    Discussion Papers, Deutsche Bundesbank View citations (45)
    See also Journal Article The effectiveness of monetary policy in steering money market rates during the financial crisis, Journal of Macroeconomics, Elsevier (2012) View citations (45) (2012)

2011

16. Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (1)
    See also Journal Article Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations, The North American Journal of Economics and Finance, Elsevier (2012) View citations (2) (2012)
17. The effectiveness of monetary policy in steering money market rates during the recent financial crisis
    Working Paper Series, European Central Bank View citations (35)

2010

18. Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (5)
19. Monetary Transmission Right from the Start: The (Dis)Connection Between the Money Market and the ECB’s Main Refinancing Rates
    Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz View citations (4)
    Also in Discussion Papers, Free University Berlin, School of Business & Economics (2010) View citations (18)

2009

20. Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (1)
    See also Journal Article Interest Rate Dynamics and Monetary Policy Implementation in Switzerland, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2010) View citations (2) (2010)

Journal Articles

2018

1. A comprehensive view on risk reporting: Evidence from supervisory data
   Journal of Financial Intermediation, 2018, 36, (C), 74-85 View citations (9)
   See also Working Paper A comprehensive view on risk reporting: Evidence from supervisory data, Discussion Papers (2018) View citations (12) (2018)

2017

2. Credit risk interconnectedness: What does the market really know?
   Journal of Financial Stability, 2017, 29, (C), 1-12 View citations (20)
   See also Working Paper Credit risk interconnectedness: What does the market really know?, Discussion Papers (2016) View citations (1) (2016)
3. Variations in Market Liquidity and the Intraday Interest Rate
   Journal of Money, Credit and Banking, 2017, 49, (4), 733-765 View citations (13)

2016

4. Securities trading by banks and credit supply: Micro-evidence from the crisis
   Journal of Financial Economics, 2016, 121, (3), 569-594 View citations (99)
   See also Working Paper Securities trading by banks and credit supply: Micro-evidence from the crisis, Economics Working Papers (2016) View citations (76) (2016)

2012

5. Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations
   The North American Journal of Economics and Finance, 2012, 23, (1), 54-69 View citations (2)
   See also Working Paper Monetary transmission right from the start: On the information content of the eurosystem's main refinancing operations, Discussion Paper Series 1: Economic Studies (2011) View citations (1) (2011)
6. The effectiveness of monetary policy in steering money market rates during the financial crisis
   Journal of Macroeconomics, 2012, 34, (4), 945-954 View citations (45)
   See also Working Paper The effectiveness of monetary policy in steering money market rates during the financial crisis, Discussion Papers (2012) View citations (45) (2012)

2010

7. Interest Rate Dynamics and Monetary Policy Implementation in Switzerland
   Swiss Journal of Economics and Statistics (SJES), 2010, 146, (I), 313-340 View citations (2)
   See also Working Paper Interest Rate Dynamics and Monetary Policy Implementation in Switzerland, SFB 649 Discussion Papers (2009) View citations (1) (2009)