Details about Alin Marius Andrieș (Alin Marius Andries)

Access statistics for papers by Alin Marius Andrieș.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pan271

Working Papers

2024

1. Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2022

2. ESG and Systemic Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (11)
   See also Journal Article ESG and systemic risk, Applied Economics, Taylor & Francis Journals (2023) View citations (3) (2023)
3. External Wealth of Nations and Systemic Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article External wealth of nations and systemic risk, Journal of Financial Stability, Elsevier (2024) (2024)
4. The impact of national culture on systemic risk
   Post-Print, HAL
   See also Journal Article The impact of national culture on systemic risk, Economic Systems, Elsevier (2022) (2022)

2021

5. Recourse and (strategic) mortgage defaults: Evidence from changes in housing market laws
   Working Papers, DNB

2020

6. Central bank independence and systemic risk
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
   See also Journal Article Central Bank Independence and Systemic Risk, International Journal of Central Banking, International Journal of Central Banking (2022) View citations (3) (2022)
7. Risk Spillovers and Interconnectedness between Systemically Important Institutions
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article Risk spillovers and interconnectedness between systemically important institutions, Journal of Financial Stability, Elsevier (2022) View citations (14) (2022)
8. The COVID-19 Pandemic and Sovereign Bond Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (8)
   See also Journal Article The COVID-19 Pandemic and Sovereign Bond Risk, The North American Journal of Economics and Finance, Elsevier (2021) View citations (17) (2021)
9. The nexus between corporate governance, risk taking, and growth
   Post-Print, HAL View citations (4)
   See also Journal Article The nexus between corporate governance, risk taking, and growth, PLOS ONE, Public Library of Science (2020) View citations (6) (2020)

2016

10. The impact of international swap lines on stock returns of banks in emerging markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2015) View citations (2)
    Working Papers, Swiss National Bank (2015) View citations (2)

2014

11. Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment
    Working Papers on Finance, University of St. Gallen, School of Finance View citations (1)

Journal Articles

2024

1. External wealth of nations and systemic risk
   Journal of Financial Stability, 2024, 70, (C)
   See also Working Paper External Wealth of Nations and Systemic Risk, Swiss Finance Institute Research Paper Series (2022) (2022)

2023

2. ESG and systemic risk
   Applied Economics, 2023, 55, (27), 3085-3109 View citations (3)
   See also Working Paper ESG and Systemic Risk, Swiss Finance Institute Research Paper Series (2022) View citations (11) (2022)
3. ESG performance and banks’ funding costs
   Finance Research Letters, 2023, 54, (C)
4. Institutional determinants of households’ financial investment behaviour across European countries
   Economic Analysis and Policy, 2023, 77, (C), 300-325
5. The role of institutional investors in the financial development
   Economic Change and Restructuring, 2023, 56, (1), 345-378
6. When the message hurts: The unintended impacts of nudges on saving
   Journal of Comparative Economics, 2023, 51, (2), 439-456 View citations (1)

2022

7. Central Bank Independence and Systemic Risk
   International Journal of Central Banking, 2022, 18, (1), 81-130 View citations (3)
   See also Working Paper Central bank independence and systemic risk, BOFIT Discussion Papers (2020) (2020)
8. ERP and Performance of Companies in Romania
   JRFM, 2022, 15, (10), 1-12 View citations (1)
9. Effective tax rates for bank entities across European Union. The role of loan loss provisions
   Economic Research-Ekonomska Istraživanja, 2022, 35, (1), 1581-1603
10. Risk spillovers and interconnectedness between systemically important institutions
    Journal of Financial Stability, 2022, 58, (C) View citations (14)
    See also Working Paper Risk Spillovers and Interconnectedness between Systemically Important Institutions, Swiss Finance Institute Research Paper Series (2020) (2020)
11. The Nexus between Bank M&As and Financial Development
    Journal for Economic Forecasting, 2022, (2), 5-28
12. The effects of macroprudential policies on credit growth
    The European Journal of Finance, 2022, 28, (10), 964-996
13. The impact of national culture on systemic risk
    Economic Systems, 2022, 46, (2)
    See also Working Paper The impact of national culture on systemic risk, Post-Print (2022) (2022)

2021

14. Cyclical behaviour of systemic risk in the banking sector
    Applied Economics, 2021, 53, (13), 1463-1497 View citations (5)
15. Determinants of Bank M&As in Central and Eastern Europe
    JRFM, 2021, 14, (12), 1-19 View citations (1)
16. The COVID-19 Pandemic and Sovereign Bond Risk
    The North American Journal of Economics and Finance, 2021, 58, (C) View citations (17)
    See also Working Paper The COVID-19 Pandemic and Sovereign Bond Risk, Swiss Finance Institute Research Paper Series (2020) View citations (8) (2020)

2020

17. Gender Diversity, Banks‘ Performance, and Stability across Central and Eastern European Countries
    Journal of East European Management Studies, 2020, 25, (3), 469-502
18. Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model
    Risks, 2020, 8, (1), 1-20 View citations (6)
19. On Becoming an O-SII (“Other Systemically Important Institution”)
    Journal of Banking & Finance, 2020, 111, (C) View citations (2)
20. The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates?
    Journal for Economic Forecasting, 2020, (3), 5-30 View citations (2)
21. The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe
    Research in International Business and Finance, 2020, 51, (C) View citations (10)
22. The nexus between corporate governance, risk taking, and growth
    PLOS ONE, 2020, 15, (2), 1-24 View citations (6)
    See also Working Paper The nexus between corporate governance, risk taking, and growth, Post-Print (2020) View citations (4) (2020)

2019

23. MACROPRUDENTIAL POLICIES AND ECONOMIC GROWTH
    Review of Economic and Business Studies, 2019, (23), 95-112 View citations (1)

2018

24. Corporate governance and efficiency in banking: evidence from emerging economies
    Applied Economics, 2018, 50, (34-35), 3812-3832 View citations (11)
25. Corruption and Banking Stability: Evidence from Emerging Economies
    Emerging Markets Finance and Trade, 2018, 54, (3), 591-617 View citations (16)
26. Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking
    Czech Journal of Economics and Finance (Finance a uver), 2018, 68, (3), 202-244 View citations (6)
27. Financial Infrastructure and Access to Finance for European SMEs
    Sustainability, 2018, 10, (10), 1-15 View citations (8)
28. Systemic Risk and Foreign Currency Positions of Banks: Evidence from Emerging Europe
    Eastern European Economics, 2018, 56, (5), 382-421 View citations (6)

2017

29. BANK BUSINESS MODELS AND PERFORMANCE DURING CRISIS IN CENTRAL AND EASTERN EUROPE
    Review of Economic and Business Studies, 2017, (20), 79-113
30. Credit booms and busts in emerging markets
    The Economics of Transition, 2017, 25, (3), 377-437 View citations (3)
31. DO SEASONAL ANOMALIES STILL EXIST IN CENTRAL AND EASTERN EUROPEAN COUNTRIES? A CONDITIONAL VARIANCE APPROACH
    Journal for Economic Forecasting, 2017, (4), 60-83 View citations (4)
32. Reprint of: The asymmetric effect of international swap lines on banks in emerging markets
    Journal of Banking & Finance, 2017, 83, (C), 153-172 View citations (4)
33. Risk arbitrage in emerging Europe: are cross-border mergers and acquisition deals more risky?
    Economic Research-Ekonomska Istraživanja, 2017, 30, (1), 1367-1389
34. The asymmetric effect of international swap lines on banks in emerging markets
    Journal of Banking & Finance, 2017, 75, (C), 215-234 View citations (7)
35. The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania
    Economic Modelling, 2017, 67, (C), 261-274 View citations (19)

2016

36. Comovement of Exchange Rates: A Wavelet Analysis
    Emerging Markets Finance and Trade, 2016, 52, (3), 574-588 View citations (11)
37. Financial crisis and bank efficiency: An empirical study of European banks
    Economic Research-Ekonomska Istraživanja, 2016, 29, (1), 485-497 View citations (2)
38. Systemic risk, corporate governance and regulation of banks across emerging countries
    Economics Letters, 2016, 144, (C), 59-63 View citations (12)
39. The effectiveness of policy interventions in CEE countries
    Eastern Journal of European Studies, 2016, 7(1), 93-124 View citations (1)

2015

40. LOW INTEREST RATES AND BANK RISK-TAKING: HAS THE CRISIS CHANGED ANYTHING? EVIDENCE FROM THE EUROZONE
    Review of Economic and Business Studies, 2015, (15), 125-148 View citations (5)
41. Stress-testing for portfolios of commodity futures
    Economic Modelling, 2015, 50, (C), 9-18 View citations (9)

2014

42. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
    Economic Modelling, 2014, 41, (C), 227-238 View citations (32)
43. Convergence of Bank Efficiency in Emerging Markets: The Experience of Central and Eastern European Countries
    Emerging Markets Finance and Trade, 2014, 50, (S4), 9-30 View citations (6)
44. The nexus between competition and efficiency: The European banking industries experience
    International Business Review, 2014, 23, (3), 566-579 View citations (6)

2013

45. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
    Economic Modelling, 2013, 31, (C), 151-159 View citations (57)
46. Impact of Financial Liberalization on Banking Sectors Performance from Central and Eastern European Countries
    PLOS ONE, 2013, 8, (3), 1-9 View citations (11)

2012

47. Competition and efficiency in EU27 banking systems
    Baltic Journal of Economics, 2012, 12, (1), 41-60 View citations (11)
48. DETERMINANTS OF BANK PERFORMANCE IN CEE COUNTRIES
    Review of Economic and Business Studies, 2012, (10), 165-177 View citations (4)

2011

49. COMPETITION IN ROMANIAN BANKING SECTOR
    Annals of Faculty of Economics, 2011, 1, (1), 455-460
50. THE IMPACT OF MERGERS AND ACQUISITIONS ON BANKING PERFORMANCE
    Review of Economic and Business Studies, 2011, (7), 79-92 View citations (1)
51. The Determinants of Bank Efficiency and Productivity Growth in the Central and Eastern European Banking Systems
    Eastern European Economics, 2011, 49, (6), 38-59 View citations (16)

2010

52. A Comparative Analysis of the Efficiency of Romanian Banks
    Journal for Economic Forecasting, 2010, (4), 54-75 View citations (22)

2009

53. What Role Have Banks in Financial Crises?
    Review of Economic and Business Studies, 2009, (3), 149-159

2008

54. MONETARY POLICY TRANSMISSION MECHANISM IN ROMANIA - A VAR APPROACH
    Theoretical and Applied Economics, 2008, 11(528)(supplement), (11(528)(supplement)), 250-260 View citations (4)