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Details about Gregory H. Bauer

E-mail:
Workplace:William E. Simon Graduate School of Business Administration, University of Rochester, (more information at EDIRC)

Access statistics for papers by Gregory H. Bauer.

Last updated 2018-08-16. Update your information in the RePEc Author Service.

Short-id: pba468


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Working Papers

2016

  1. Monetary Policy, Private Debt and Financial Stability Risks
    Staff Working Papers, Bank of Canada Downloads View citations (15)
    See also Journal Article in International Journal of Central Banking (2017)
  2. The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
    Staff Working Papers, Bank of Canada Downloads View citations (2)
    See also Journal Article in Canadian Public Policy (2018)

2014

  1. International House Price Cycles, Monetary Policy and Risk Premiums
    Staff Working Papers, Bank of Canada Downloads View citations (9)
  2. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
    Staff Working Papers, Bank of Canada Downloads View citations (6)

2012

  1. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
    Staff Working Papers, Bank of Canada Downloads View citations (24)

2007

  1. Multivariate Realized Stock Market Volatility
    Staff Working Papers, Bank of Canada Downloads View citations (16)

2006

  1. The monetary origins of asymmetric information in international equity markets
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Staff Working Papers, Bank of Canada (2004) Downloads View citations (4)

2005

  1. International Equity Flows and Returns: A Quantitative Equilibrium Approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (4)
    International Finance, University Library of Munich, Germany (2005) Downloads View citations (42)
    International Finance, University Library of Munich, Germany (2004) Downloads View citations (6)
    Staff Working Papers, Bank of Canada (2004) Downloads View citations (4)

2004

  1. Characterizing Asymmetric Information in International Equity Markets
    International Finance, University Library of Munich, Germany Downloads View citations (10)

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 Downloads View citations (1)
    See also Working Paper (2016)

2017

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

2012

  1. Global Risk Premiums and the Transmission of Monetary Policy
    Bank of Canada Review, 2012, 2012, (Summer), 12-20 Downloads View citations (3)

2011

  1. Forecasting multivariate realized stock market volatility
    Journal of Econometrics, 2011, 160, (1), 93-101 Downloads View citations (60)

2009

  1. Global private information in international equity markets
    Journal of Financial Economics, 2009, 94, (1), 18-46 Downloads View citations (55)

2007

  1. International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1
    Review of Economic Studies, 2007, 74, (1), 1-30 Downloads View citations (38)

2006

  1. 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 Downloads
 
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