Details about Heather D. Gibson
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Last updated 2023-01-13. Update your information in the RePEc Author Service.
Short-id: pgi92
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Working Papers
2020
- A Suggestion for a Dynamic Multi Factor Model (DMFM)
Working Papers, Bank of Greece 
See also Journal Article in Macroeconomic Dynamics (2022)
- Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?
Working Papers, Bank of Greece View citations (1)
- The economic impact of pandemics: real and financial transmission channels
Working Papers, Bank of Greece View citations (5)
- The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis
Working Papers, Bank of Greece View citations (1)
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2019) View citations (3)
See also Journal Article in Journal of International Money and Finance (2020)
2019
- Conditionality and design of IMF-supported programmes
Occasional Paper Series, European Central Bank
- On the Effects of the ECB’s Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit 
Also in Working Papers, Bank of Greece (2019)
2017
- Exporting and performance: evidence from Greek firms
Working Papers, Bank of Greece View citations (10)
See also Journal Article in Economic Bulletin (2017)
2016
- A Method for Measuring Treatment Effects on the Treated without Randomization
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (4)
See also Journal Article in Econometrics (2016)
- Firm investment and financial conditions in the euro area: evidence from firm-level data
Working Papers, Bank of Greece View citations (9)
See also Journal Article in Applied Economics Letters (2019)
- Measuring Systemic Stress in European Banking Systems*
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
- Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis*
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
Also in Working Papers, Bank of Greece (2016) View citations (1)
See also Journal Article in Journal of International Money and Finance (2017)
2015
- Financial conditions and economic activity: the potential impact of the targeted longer-term refinancing operations (TLTROS)
Working Papers, Bank of Greece View citations (4)
See also Journal Article in Applied Economics Letters (2016)
- How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester 
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014)  Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2015) 
See also Journal Article in Journal of Financial Stability (2016)
- The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012
Working Papers, Bank of Greece 
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2015) 
See also Journal Article in Journal of Macroeconomics (2016)
2014
- Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester 
See also Journal Article in Empirical Economics (2015)
- Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
2013
- Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?
Working Paper Series, European Central Bank View citations (11)
Also in Working Papers, Bank of Greece (2012) View citations (4)
See also Journal Article in Economic Modelling (2014)
- FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
Also in Special Conference Papers, Bank of Greece (2013) View citations (9)
See also Journal Article in Journal of Macroeconomics (2014)
- The crisis in the euro area: an analytic overview
Special Conference Papers, Bank of Greece View citations (15)
See also Journal Article in Journal of Macroeconomics (2014)
2011
- The Greek financial crisis: growing imbalances and sovereign spreads
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (19)
Also in Working Papers, Bank of Greece (2011) View citations (17)
See also Journal Article in Journal of International Money and Finance (2012)
2007
- The Balance Sheet Channel of Monetary Policy Transmission: Evidence from the UK
Working Papers, Bank of Greece View citations (15)
- The Contribution of Sectoral Productivity Differentials to Inflation in Greece
Working Papers, Business School - Economics, University of Glasgow View citations (16)
Also in Working Papers, Bank of Greece (2007) View citations (1)
See also Journal Article in Open Economies Review (2008)
2006
- Capital Flows, Capital Account Liberalisation and the Mediterranean Countries
Working Papers, Bank of Greece View citations (9)
2003
- Capital Flows and Speculative Attacks in Prospective EU Member States
Working Papers, Bank of Greece View citations (5)
See also Journal Article in The Economics of Transition (2004)
2001
- Greek Banking at the Dawn of the New Millennium
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (48)
1999
- Is Attack the Best form of Defence? A Competing Risks Analysis of Acquisition Activity in the UK
Studies in Economics, School of Economics, University of Kent View citations (2)
See also Journal Article in Cambridge Journal of Economics (2003)
1998
- Takeover Risk and the Market for Corporate Control: The Experience of British Firms in the 1970s and 1980s
Studies in Economics, School of Economics, University of Kent View citations (2)
See also Journal Article in International Journal of Industrial Organization (2002)
1997
- A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
DEOS Working Papers, Athens University of Economics and Business
Also in Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies (1997) View citations (2)
- Deterring Takeover: Evidence from a Large Panel of UK Firms
Studies in Economics, School of Economics, University of Kent View citations (46)
1996
- Are Aggregate Consumption Relationships Similar Across the EU?
Studies in Economics, School of Economics, University of Kent View citations (4)
- Internal vs External Financing of Acquisitions: Do Managers Squander Retained Profits?
Studies in Economics, School of Economics, University of Kent
See also Journal Article in Oxford Bulletin of Economics and Statistics (2000)
1992
- Financial Crises and the International Debt Problem
Economics Series Working Papers, University of Oxford, Department of Economics
Journal Articles
2022
- A SUGGESTION FOR A DYNAMIC MULTIFACTOR MODEL (DMFM)
Macroeconomic Dynamics, 2022, 26, (6), 1423-1443 
See also Working Paper (2020)
- An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis
Journal of Financial Stability, 2022, 63, (C)
2021
- Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis
Oxford Economic Papers, 2021, 73, (4), 1454-1470 View citations (1)
2020
- A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation
Computational Economics, 2020, 56, (1), 115-130
- COVID-19 and other pandemics: a literature review for economists
Economic Bulletin, 2020, (51), 36 View citations (5)
- Nonlinear forecast combinations: An example using euro-area real GDP growth
Journal of Economic Behavior & Organization, 2020, 180, (C), 579-589 View citations (1)
- On the effects of the ECB’s funding policies on bank lending
Journal of International Money and Finance, 2020, 102, (C)
- The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
Journal of International Money and Finance, 2020, 108, (C) View citations (1)
See also Working Paper (2020)
2019
- Firm investment and financial conditions in the euro area: evidence from firm-level data
Applied Economics Letters, 2019, 26, (2), 104-110 View citations (2)
See also Working Paper (2016)
- Greece's integration into global value chains
Economic Bulletin, 2019, (50), 7-44
2018
- Measuring systemic vulnerability in European banking systems
Journal of Financial Stability, 2018, 36, (C), 279-292 View citations (7)
- The macroeconomic and fiscal implications of inflation forecast errors
Journal of Economic Dynamics and Control, 2018, 93, (C), 203-217
2017
- A suggestion for constructing a large time-varying conditional covariance matrix
Economics Letters, 2017, 156, (C), 110-113 View citations (6)
- Exporting and performance:evidence from Greek firms
Economic Bulletin, 2017, (45), 7-30 View citations (1)
See also Working Paper (2017)
- Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Journal of International Money and Finance, 2017, 73, (PB), 371-385 View citations (15)
See also Working Paper (2016)
2016
- A Method for Measuring Treatment Effects on the Treated without Randomization
Econometrics, 2016, 4, (2), 1-23 View citations (4)
See also Working Paper (2016)
- Financial conditions and economic activity: the potential impact of the targeted long-term refinancing operations (TLTROs)
Applied Economics Letters, 2016, 23, (6), 449-456 View citations (15)
See also Working Paper (2015)
- How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
Journal of Financial Stability, 2016, 26, (C), 266-275 View citations (13)
See also Working Paper (2015)
- The effectiveness of the ECB's asset purchase programs of 2009 to 2012
Journal of Macroeconomics, 2016, 47, (PA), 45-57 View citations (40)
See also Working Paper (2015)
2015
- Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area
Empirical Economics, 2015, 48, (3), 939-949 View citations (8)
See also Working Paper (2014)
2014
- Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis?
Economic Modelling, 2014, 38, (C), 392-403 View citations (14)
See also Working Paper (2013)
- Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis
Journal of Macroeconomics, 2014, 39, (PB), 405-419 View citations (35)
See also Working Paper (2013)
- The Crisis in the Euro Area: An Analytic Overview
Journal of Macroeconomics, 2014, 39, (PB), 233-239 View citations (15)
See also Working Paper (2013)
2012
- The Greek financial crisis: Growing imbalances and sovereign spreads
Journal of International Money and Finance, 2012, 31, (3), 498-516 View citations (75)
See also Working Paper (2011)
2010
- Competition, Innovation and Financial Crises: A Perspective on the Current Financial Market Turmoil
Open Economies Review, 2010, 21, (1), 151-157
- Inflation and Nominal Uncertainty: the case of Greece
Economic Bulletin, 2010, (33), 63-78 View citations (38)
- The determinants of retail petrol prices in Greece
Economic Modelling, 2010, 27, (6), 1537-1542 View citations (15)
- The impact of nominal and real uncertainty on macroeconomic aggregates in Greece
Economic Bulletin, 2010, (34), 57-71 View citations (29)
2009
- Power and Politics after Financial Crises: Rethinking Foreign Opportunism in Emerging Markets
Journal of Development Studies, 2009, 45, (10), 1770-1772
- The Balance Sheet Channel of Monetary Policy Transmission: Evidence from the United Kingdom
Economica, 2009, 76, (304), 675-703 View citations (17)
2008
- The Contribution of Sectoral Productivity Differentials to Inflation in Greece
Open Economies Review, 2008, 19, (5), 629-650 View citations (9)
See also Working Paper (2007)
2007
- Capital Folws, capital account liberalisation and the southern Mediterranean countries
BNL Quarterly Review, 2007, 60, (241), 137-165 View citations (1)
Also in Banca Nazionale del Lavoro Quarterly Review, 2007, 60, (241), 137-165 (2007) View citations (1)
2005
- EU Enlargement, ERM II and Lessons from the Southern European countries
South-Eastern Europe Journal of Economics, 2005, 3, (1), 41-78 View citations (4)
- Greek Banking Profitability: recent developments
Economic Bulletin, 2005, (24), 7-25 View citations (41)
2004
- Capital flows and speculative attacks in prospective EU member states
The Economics of Transition, 2004, 12, (3), 559-586 View citations (14)
See also Working Paper (2003)
2003
- Is attack the best form of defence? A competing risks analysis of acquisition activity in the UK
Cambridge Journal of Economics, 2003, 27, (3), 337-357 View citations (9)
See also Working Paper (1999)
- Realignment probabilities and reputation effects in the EMS
Oxford Economic Papers, 2003, 55, (2), 314-335 View citations (7)
2002
- A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM
International Journal of Finance & Economics, 2002, 7, (1), 63-78 View citations (16)
- Takeover risk and the market for corporate control: the experience of British firms in the 1970s and 1980s
International Journal of Industrial Organization, 2002, 20, (8), 1167-1195 View citations (11)
See also Working Paper (1998)
2001
- Leading inflation indicators for Greece
Economic Modelling, 2001, 18, (3), 325-348 View citations (28)
2000
- Internal vs External Financing of Acquisitions: Do Managers Squander Retained Profits?
Oxford Bulletin of Economics and Statistics, 2000, 62, (3), 417-431 View citations (3)
See also Working Paper (1996)
1999
- Are Aggregate Consumption Relationships Similar Across the European Union?
Regional Studies, 1999, 33, (1), 17-26 View citations (8)
1998
- Business Cycle Correspondence in the European Union
Empirica, 1998, 25, (1), 49-75 View citations (37)
- Takeover Risk and Dividend Strategy: A Study of UK Firms
Journal of Industrial Economics, 1998, 46, (3), 281-300 View citations (14)
1997
- The Impact of Acquisitions on Company Performance: Evidence from a Large Panel of UK Firms
Oxford Economic Papers, 1997, 49, (3), 344-61 View citations (67)
1995
- Short-Termism and Underinvestment: The Influence of Financial Systems
The Manchester School of Economic & Social Studies, 1995, 63, (4), 351-67 View citations (2)
1993
- Testing a Flow Model of Capital Flight in Five European Countries
The Manchester School of Economic & Social Studies, 1993, 61, (2), 144-66 View citations (5)
1991
- European Monetary Union and Macroeconomic Policy in Southern Europe: the Case for Positive Integration
Journal of Public Policy, 1991, 11, (3), 249-273
Books
1992
- Balance-of-Payments Theory and the United Kingdom Experience
Palgrave Macmillan Books, Palgrave Macmillan View citations (9)
Edited books
2001
- Economic Transformation, Democratization and Integration into the European Union
Palgrave Macmillan Books, Palgrave Macmillan View citations (2)
Chapters
2018
- Spreads and bank ratings in the Euro area sovereign debt crises
Chapter 6 in Global Economic Modeling A Volume in Honor of Lawrence R. Klein, 2018, pp 112-145
2006
- Narrowing the Options: The Macroeconomic and Financial Framework for EU Enlargement
Chapter 11 in Growth and Economic Development, 2006
2001
- Concluding Remarks
Palgrave Macmillan
- ERM-II: Problems for the ‘Outs' and their Relationship with the ‘Ins'
Chapter 8 in European Monetary Integration, 2001
- Economic Change in Southern Europe: Prospects for Convergence
Palgrave Macmillan
- The Changing Role of Finance in Southern European Economies: Will There be an Improvement in Economic Performance?
Palgrave Macmillan
1992
- A History of the UK Balance of Payments
Palgrave Macmillan View citations (2)
- Balance-of-Payments Accounting and the Foreign-Exchange Market
Palgrave Macmillan
- Deindustrialisation and the Balance of Payments
Palgrave Macmillan
- Exchange Rate Determination
Palgrave Macmillan
- Export Functions
Palgrave Macmillan
Also in Palgrave Macmillan (1992)
- Export-led Growth
Palgrave Macmillan View citations (6)
- Simultaneous Internal and External Balance
Palgrave Macmillan
- The Absorption Approach to the Balance of Payments
Palgrave Macmillan
- The Balance of Payments and the National Economy
Palgrave Macmillan View citations (1)
- The Balance of Payments as a Structural Problem
Palgrave Macmillan
- The Balance-of-Payments Equilibrium Growth Rate
Palgrave Macmillan
- The Capital Account of the Balance of Payments
Palgrave Macmillan
- The Elasticity Approach to the Balance of Payments
Palgrave Macmillan
- The Monetary Approach to the Balance of Payments
Palgrave Macmillan
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