Details about Gregory H. Bauer

Access statistics for papers by Gregory H. Bauer.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pba468

Working Papers

2016

1. Monetary Policy, Private Debt and Financial Stability Risks
   Staff Working Papers, Bank of Canada View citations (22)
   See also Journal Article Monetary Policy, Private Debt, and Financial Stability Risks, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (26) (2017)
2. The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
   Staff Working Papers, Bank of Canada View citations (7)
   See also Journal Article The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies, Canadian Public Policy, University of Toronto Press (2018) View citations (4) (2018)

2014

3. International House Price Cycles, Monetary Policy and Risk Premiums
   Staff Working Papers, Bank of Canada View citations (15)
4. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
   Staff Working Papers, Bank of Canada View citations (15)

2012

5. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
   Staff Working Papers, Bank of Canada View citations (30)

2007

6. Multivariate Realized Stock Market Volatility
   Staff Working Papers, Bank of Canada View citations (19)

2006

7. The monetary origins of asymmetric information in international equity markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   Also in Staff Working Papers, Bank of Canada (2004) View citations (4)

2005

8. International Equity Flows and Returns: A Quantitative Equilibrium Approach
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in International Finance, University Library of Munich, Germany (2004) View citations (7)
   Working Paper Series, European Central Bank (2004) View citations (4)
   Staff Working Papers, Bank of Canada (2004) View citations (5)
   International Finance, University Library of Munich, Germany (2005) View citations (43)

2004

9. Characterizing Asymmetric Information in International Equity Markets
   International Finance, University Library of Munich, Germany View citations (11)

Journal Articles

2018

1. The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies
   Canadian Public Policy, 2018, 44, (2), 81-99 View citations (4)
   See also Working Paper The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies, Staff Working Papers (2016) View citations (7) (2016)

2017

2. International house price cycles, monetary policy and credit
   Journal of International Money and Finance, 2017, 74, (C), 88-114 View citations (7)
3. Monetary Policy, Private Debt, and Financial Stability Risks
   International Journal of Central Banking, 2017, 13, (3), 337-373 View citations (26)
   See also Working Paper Monetary Policy, Private Debt and Financial Stability Risks, Staff Working Papers (2016) View citations (22) (2016)

2012

4. Global Risk Premiums and the Transmission of Monetary Policy
   Bank of Canada Review, 2012, 2012, (Summer), 12-20 View citations (9)

2011

5. Forecasting multivariate realized stock market volatility
   Journal of Econometrics, 2011, 160, (1), 93-101 View citations (101)

2009

6. Global private information in international equity markets
   Journal of Financial Economics, 2009, 94, (1), 18-46 View citations (92)

2007

7. International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1
   The Review of Economic Studies, 2007, 74, (1), 1-30 View citations (62)

2006

8. A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006
   Bank of Canada Review, 2006, 2006-2007, (Winter), 27-36 View citations (2)