Details about Valentina Bruno

Access statistics for papers by Valentina Bruno.

Last updated 2024-11-10. Update your information in the RePEc Author Service.

Short-id: pbr825

Working Papers

2024

1. Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
2. Original Sin Redux: Role of Duration Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in BIS Working Papers, Bank for International Settlements (2023) View citations (7)

2022

3. Dollar beta and stock returns
   BIS Working Papers, Bank for International Settlements View citations (8)
   See also Journal Article Dollar beta and stock returns, Oxford Open Economics, Oxford University Press (2022) View citations (6) (2022)

2021

4. Dollar and Exports
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in BIS Working Papers, Bank for International Settlements (2019) View citations (24)
   See also Journal Article Dollar and Exports, The Review of Financial Studies, Society for Financial Studies (2023) View citations (4) (2023)

2018

5. Currency depreciation and emerging market corporate distress
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (6)
   See also Journal Article Currency Depreciation and Emerging Market Corporate Distress, Management Science, INFORMS (2020) View citations (18) (2020)
6. Exchange Rates and the Working Capital Channel of Trade Fluctuations
   BIS Working Papers, Bank for International Settlements View citations (35)
   See also Journal Article Exchange Rates and the Working Capital Channel of Trade Fluctuations, AEA Papers and Proceedings, American Economic Association (2018) View citations (30) (2018)
7. The dollar exchange rate as a global risk factor: evidence from investment
   BIS Working Papers, Bank for International Settlements View citations (25)
   See also Journal Article The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment, IMF Economic Review, Palgrave Macmillan (2019) View citations (81) (2019)

2017

8. What Drives Volatility Expectations in Grain and Oilseed Markets?
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association View citations (1)

2016

9. Forward‐Looking USDA Price Forecasts
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association View citations (2)

2015

10. Comparative assessment of macroprudential policies
    BIS Working Papers, Bank for International Settlements View citations (58)
    See also Journal Article Comparative assessment of macroprudential policies, Journal of Financial Stability, Elsevier (2017) View citations (169) (2017)
11. Global dollar credit and carry trades: a firm-level analysis
    BIS Working Papers, Bank for International Settlements View citations (49)
    See also Journal Article Global Dollar Credit and Carry Trades: A Firm-Level Analysis, The Review of Financial Studies, Society for Financial Studies (2017) View citations (117) (2017)

2014

12. Cross-border banking and global liquidity
    BIS Working Papers, Bank for International Settlements View citations (182)
    See also Journal Article Cross-Border Banking and Global Liquidity, The Review of Economic Studies, Review of Economic Studies Ltd (2015) View citations (420) (2015)

2013

13. Assessing Macroprudential Policies: Case of Korea
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
14. Capital Flows and the Risk-Taking Channel of Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (69)
    Also in BIS Working Papers, Bank for International Settlements (2012) View citations (50)
    See also Journal Article Capital flows and the risk-taking channel of monetary policy, Journal of Monetary Economics, Elsevier (2015) View citations (622) (2015)
15. Capital Flows, Cross-Border Banking and Global Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (93)
16. Global Factors in Capital Flows and Credit Growth
    Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. View citations (2)
17. The Financialization of Food?
    Staff Working Papers, Bank of Canada View citations (3)
    See also Journal Article The Financialization of Food?, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2017) View citations (39) (2017)

2012

18. Do Standard Corporate Governance Practices Matter in Family Firms?
    FMG Discussion Papers, Financial Markets Group
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012)

2007

19. Corporate Governance and Regulation: Can There Be Too Much of a Good Thing?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    Also in FMG Discussion Papers, Financial Markets Group (2006) View citations (2)
    Policy Research Working Paper Series, The World Bank (2007) View citations (34)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (5)
    See also Journal Article Corporate governance and regulation: Can there be too much of a good thing?, Journal of Financial Intermediation, Elsevier (2010) View citations (74) (2010)

2005

20. (Corporate Governance Series No 001) Corporate Governance in the UK: is the Comply-or-Explain Approach Working?
    FMG Discussion Papers, Financial Markets Group View citations (3)
21. Corporate governance in the UK: is the comply-or-explain approach working?
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
    See also Journal Article Corporate governance in the UK: Is the comply or explain approach working?, International Review of Law and Economics, Elsevier (2010) View citations (41) (2010)

Journal Articles

2023

1. Dollar and Exports
   The Review of Financial Studies, 2023, 36, (8), 2963-2996 View citations (4)
   See also Working Paper Dollar and Exports, CEPR Discussion Papers (2021) (2021)

2022

2. Dollar beta and stock returns
   Oxford Open Economics, 2022, 1, 1-10 View citations (6)
   See also Working Paper Dollar beta and stock returns, BIS Working Papers (2022) View citations (8) (2022)

2020

3. Currency Depreciation and Emerging Market Corporate Distress
   Management Science, 2020, 66, (5), 1935-1961 View citations (18)
   See also Working Paper Currency depreciation and emerging market corporate distress, CEPR Discussion Papers (2018) View citations (6) (2018)
4. Incorporating Uncertainty into USDA Commodity Price Forecasts
   American Journal of Agricultural Economics, 2020, 102, (2), 696-712 View citations (6)

2019

5. The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment
   IMF Economic Review, 2019, 67, (1), 151-173 View citations (81)
   See also Working Paper The dollar exchange rate as a global risk factor: evidence from investment, BIS Working Papers (2018) View citations (25) (2018)

2018

6. Corporate Governance and Ownership: Evidence from a Non-Mandatory Regulation
   Journal of Law, Finance, and Accounting, 2018, 3, (1), 59-84
7. Exchange Rates and the Working Capital Channel of Trade Fluctuations
   AEA Papers and Proceedings, 2018, 108, 531-36 View citations (30)
   See also Working Paper Exchange Rates and the Working Capital Channel of Trade Fluctuations, BIS Working Papers (2018) View citations (35) (2018)

2017

8. Comparative assessment of macroprudential policies
   Journal of Financial Stability, 2017, 28, (C), 183-202 View citations (169)
   See also Working Paper Comparative assessment of macroprudential policies, BIS Working Papers (2015) View citations (58) (2015)
9. Global Dollar Credit and Carry Trades: A Firm-Level Analysis
   The Review of Financial Studies, 2017, 30, (3), 703-749 View citations (117)
   See also Working Paper Global dollar credit and carry trades: a firm-level analysis, BIS Working Papers (2015) View citations (49) (2015)
10. The Financialization of Food?
    American Journal of Agricultural Economics, 2017, 99, (1), 243-264 View citations (39)
    See also Working Paper The Financialization of Food?, Staff Working Papers (2013) View citations (3) (2013)

2016

11. Does Regulatory Certification Affect the Information Content of Credit Ratings?
    Management Science, 2016, 62, (6), 1578-1597 View citations (26)

2015

12. Capital flows and the risk-taking channel of monetary policy
    Journal of Monetary Economics, 2015, 71, (C), 119-132 View citations (622)
    See also Working Paper Capital Flows and the Risk-Taking Channel of Monetary Policy, NBER Working Papers (2013) View citations (69) (2013)
13. Cross-Border Banking and Global Liquidity
    The Review of Economic Studies, 2015, 82, (2), 535-564 View citations (420)
    See also Working Paper Cross-border banking and global liquidity, BIS Working Papers (2014) View citations (182) (2014)

2014

14. Assessing Macroprudential Policies: Case of South Korea
    Scandinavian Journal of Economics, 2014, 116, (1), 128-157 View citations (58)
15. Globalization of corporate risk taking
    Journal of International Business Studies, 2014, 45, (7), 800-820 View citations (21)
16. The Real Effect of Foreign Banks
    Review of Finance, 2014, 18, (5), 1683-1716 View citations (41)

2010

17. Corporate governance and regulation: Can there be too much of a good thing?
    Journal of Financial Intermediation, 2010, 19, (4), 461-482 View citations (74)
    See also Working Paper Corporate Governance and Regulation: Can There Be Too Much of a Good Thing?, CEPR Discussion Papers (2007) View citations (35) (2007)
18. Corporate governance in the UK: Is the comply or explain approach working?
    International Review of Law and Economics, 2010, 30, (2), 193-201 View citations (41)
    See also Working Paper Corporate governance in the UK: is the comply-or-explain approach working?, LSE Research Online Documents on Economics (2005) View citations (3) (2005)

Chapters

2023

1. Macroprudential Policy during COVID-19: The Role of Policy Space: A Discussion
   Chapter 9 in MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 2021 Special Edition and MAS-BIS Conference, 2023, pp 175-182

2015

2. Effectiveness of macroprudential and capital flow measures in Asia and the Pacific
   A chapter in Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, 2015, vol. 82, pp 185-192 View citations (8)

2014

3. Why Macroprudential Policy? Brief Overview
   Palgrave Macmillan