Details about Fernando Hugo Avalos

Access statistics for papers by Fernando Hugo Avalos.

Last updated 2021-05-16. Update your information in the RePEc Author Service.

Short-id: pav40

Working Papers

2020

1. Corporate credit markets after the initial pandemic shock
   BIS Bulletins, Bank for International Settlements
2. The recent distress in corporate bond markets: cues from ETFs
   BIS Bulletins, Bank for International Settlements View citations (3)

2018

3. Euro area unconventional monetary policy and bank resilience
   BIS Working Papers, Bank for International Settlements View citations (2)

2016

4. When the walk is not random: commodity prices and exchange rates
   BIS Working Papers, Bank for International Settlements View citations (15)
   See also Journal Article in International Journal of Central Banking (2017)

2015

5. Leverage on the buy side
   BIS Working Papers, Bank for International Settlements View citations (3)
6. The biofuel connection: impact of US regulation on oil and food prices
   BIS Working Papers, Bank for International Settlements View citations (2)

Journal Articles

2021

1. Investor size, liquidity and prime money market fund stress
   BIS Quarterly Review, 2021

2017

2. When the Walk Is Not Random: Commodity Prices and Exchange Rates
   International Journal of Central Banking, 2017, 13, (2), 121-158 View citations (23)
   See also Working Paper (2016)

2014

3. Do oil prices drive food prices? The tale of a structural break
   Journal of International Money and Finance, 2014, 42, (C), 253-271 View citations (39)

2013

4. Hedging in derivatives markets: the experience of Chile
   BIS Quarterly Review, 2013 View citations (5)