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Details about Marie Hoerova

E-mail:
Homepage:http://www.mariehoerova.net/
Phone:+49 69 1344 8710
Postal address:DG-Research, European Central Bank, Sonnemannstrasse 20, 60314 Frankfurt am Main, Germany
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Marie Hoerova.

Last updated 2017-11-15. Update your information in the RePEc Author Service.

Short-id: pho239


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Working Papers

2017

  1. On collateral: implications for financial stability and monetary policy
    Working Paper Series, European Central Bank Downloads
  2. Optimal margins and equilibrium prices
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) Downloads
  3. The Macroeconomic Impact of Money Market Freezes
    2017 Meeting Papers, Society for Economic Dynamics Downloads

2016

  1. Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area
    Working Paper Series, European Central Bank Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (1)

    See also Journal Article in Journal of Financial Intermediation (2016)
  2. Risk-sharing or risk-taking? Counterparty-risk, incentives and margins
    Post-Print, HAL
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (7)

    See also Journal Article in Journal of Finance (2016)

2014

  1. Commonality in hedge fund returns: driving factors and implications
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Working papers, Banque de France (2012) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2015)
  2. Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads View citations (1)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2014) Downloads View citations (1)
  3. The VIX, the variance premium and stock market volatility
    Working Paper Series, European Central Bank Downloads View citations (58)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (10)

    See also Journal Article in Journal of Econometrics (2014)

2013

  1. Risk, uncertainty and monetary policy
    Working Paper Series, European Central Bank Downloads View citations (203)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (40)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (21)
    Working Paper Research, National Bank of Belgium (2012) Downloads View citations (8)

    See also Journal Article in Journal of Monetary Economics (2013)

2012

  1. Clearing, counterparty risk and aggregate risk
    Working Paper Series, European Central Bank Downloads View citations (16)
    Also in Post-Print, HAL (2012) View citations (9)

    See also Journal Article in IMF Economic Review (2012)

2010

  1. Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (31)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (23)
    Discussion Paper, Tilburg University, Center for Economic Research (2009) Downloads View citations (15)
    Working Paper Series, European Central Bank (2009) Downloads View citations (94)

2009

  1. Interbank lending, credit risk premia and collateral
    Working Paper Series, European Central Bank Downloads View citations (23)
    See also Journal Article in International Journal of Central Banking (2009)
  2. Money talks
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (8)

    See also Journal Article in Economics Letters (2012)
  3. What do asset prices have to say about risk appetite and uncertainty?
    Working Paper Series, European Central Bank Downloads View citations (7)
    See also Journal Article in Journal of Banking & Finance (2016)

2008

  1. Public Information and Monetary Policy
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2007

  1. Run-prone banking and asset markets
    Working Paper Series, European Central Bank Downloads

2005

  1. Financial Deepening and Bank Runs
    Working Papers, Cornell University, Center for Analytic Economics Downloads

Journal Articles

2016

  1. Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area
    Journal of Financial Intermediation, 2016, 28, (C), 32-47 Downloads View citations (9)
    See also Working Paper (2016)
  2. Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins
    Journal of Finance, 2016, 71, (4), 1669-1698 Downloads View citations (1)
    See also Working Paper (2016)
  3. What do asset prices have to say about risk appetite and uncertainty?
    Journal of Banking & Finance, 2016, 67, (C), 103-118 Downloads
    See also Working Paper (2009)

2015

  1. Commonality in hedge fund returns: Driving factors and implications
    Journal of Banking & Finance, 2015, 54, (C), 266-280 Downloads View citations (2)
    See also Working Paper (2014)
  2. Liquidity hoarding and interbank market rates: The role of counterparty risk
    Journal of Financial Economics, 2015, 118, (2), 336-354 Downloads View citations (16)

2014

  1. The VIX, the variance premium and stock market volatility
    Journal of Econometrics, 2014, 183, (2), 181-192 Downloads View citations (53)
    See also Working Paper (2014)

2013

  1. Incentive compatible centralised clearing
    Financial Stability Review, 2013, (17), 161-168 Downloads View citations (1)
  2. Risk, uncertainty and monetary policy
    Journal of Monetary Economics, 2013, 60, (7), 771-788 Downloads View citations (146)
    Also in Research Bulletin, 2010, 10, 11-13 (2010) Downloads View citations (18)

    See also Working Paper (2013)

2012

  1. Clearing, Counterparty Risk, and Aggregate Risk
    IMF Economic Review, 2012, 60, (2), 193-222 Downloads View citations (23)
    See also Working Paper (2012)
  2. Money talks
    Economics Letters, 2012, 116, (3), 617-621 Downloads View citations (6)
    See also Working Paper (2009)

2009

  1. Interbank Lending, Credit-Risk Premia, and Collateral
    International Journal of Central Banking, 2009, 5, (4), 5-43 Downloads View citations (19)
    See also Working Paper (2009)

Chapters

2017

  1. Liquidity and Capital: Substitutes or Complements?
    Chapter 14 in Achieving Financial Stability Challenges to Prudential Regulation, 2017, pp 195-205 Downloads
 
Page updated 2017-11-24