Details about Fernando Hugo Avalos

Access statistics for papers by Fernando Hugo Avalos.

Last updated 2025-03-20. Update your information in the RePEc Author Service.

Short-id: pav40

Working Papers

2025

1. Commodity prices and monetary policy: old and new challenges
   BIS Bulletins, Bank for International Settlements

2023

2. Margins and liquidity in European energy markets in 2022
   BIS Bulletins, Bank for International Settlements
3. Monetary policy, financial conditions and real activity: is this time different?
   BIS Bulletins, Bank for International Settlements

2022

4. Energy markets: shock, economic fallout and policy response
   BIS Bulletins, Bank for International Settlements

2020

5. Corporate credit markets after the initial pandemic shock
   BIS Bulletins, Bank for International Settlements View citations (12)
6. The recent distress in corporate bond markets: cues from ETFs
   BIS Bulletins, Bank for International Settlements View citations (7)

2018

7. Euro area unconventional monetary policy and bank resilience
   BIS Working Papers, Bank for International Settlements View citations (6)

2016

8. When the walk is not random: commodity prices and exchange rates
   BIS Working Papers, Bank for International Settlements View citations (25)
   See also Journal Article When the Walk Is Not Random: Commodity Prices and Exchange Rates, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (42) (2017)

2015

9. Leverage on the buy side
   BIS Working Papers, Bank for International Settlements View citations (7)
10. The biofuel connection: impact of US regulation on oil and food prices
    BIS Working Papers, Bank for International Settlements View citations (4)

Journal Articles

2025

1. The global drivers of private credit
   BIS Quarterly Review, 2025

2023

2. Is bank resilience affected by unconventional monetary policy in the Euro area?
   Journal of International Money and Finance, 2023, 130, (C) View citations (2)
3. Liquid assets at CCPs and systemic liquidity risks
   BIS Quarterly Review, 2023

2022

4. Commodity markets: shocks and spillovers
   BIS Quarterly Review, 2022 View citations (6)

2021

5. Investor size, liquidity and prime money market fund stress
   BIS Quarterly Review, 2021 View citations (8)
6. The rise of private markets
   BIS Quarterly Review, 2021 View citations (2)

2017

7. When the Walk Is Not Random: Commodity Prices and Exchange Rates
   International Journal of Central Banking, 2017, 13, (2), 121-158 View citations (42)
   See also Working Paper When the walk is not random: commodity prices and exchange rates, BIS Working Papers (2016) View citations (25) (2016)

2014

8. 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 (67)

2013

9. Hedging in derivatives markets: the experience of Chile
   BIS Quarterly Review, 2013 View citations (6)