Details about Simona Malovana

Access statistics for papers by Simona Malovana.

Last updated 2024-08-26. Update your information in the RePEc Author Service.

Short-id: pma2281

Working Papers

2024

1. Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements
   Working Papers, Czech National Bank, Research and Statistics Department

2023

2. How Do Climate Policies Affect Holdings of Green and Brown Firms' Securities?
   Working Papers, Czech National Bank, Research and Statistics Department
3. Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
4. Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies
   Working Papers, Czech National Bank, Research and Statistics Department
5. What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness
   Working Papers, Czech National Bank, Research and Statistics Department
6. What Drives Sectoral Differences in Currency Derivate Usage in a Small Open Economy? Evidence from Supervisory Data
   Working Papers, Czech National Bank, Research and Statistics Department

2022

7. Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?
   Working Papers, Czech National Bank, Research and Statistics Department View citations (3)
8. Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?
   Working Papers Central Bank of Chile, Central Bank of Chile
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2021) View citations (3)
   Staff Working Papers, Bank of Canada (2021) View citations (4)
   Working Paper, Norges Bank (2021) View citations (3)
   See also Journal Article Monetary policy spillover to small open economies: Is the transmission different under low interest rates?, Journal of Financial Stability, Elsevier (2023) View citations (3) (2023)

2021

9. A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending
   Working Papers, Czech National Bank, Research and Statistics Department View citations (4)
10. Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers
    Research and Policy Notes, Czech National Bank, Research and Statistics Department
    See also Journal Article Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers, Journal of Financial Stability, Elsevier (2023) View citations (2) (2023)

2020

11. A Prolonged Period of Low Interest Rates: Unintended Consequences
    Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (3)
12. How to Organize Research in Central Banks: The Czech National Bank's Experience
    Research and Policy Notes, Czech National Bank, Research and Statistics Department View citations (1)
13. Researching the Research: A Central Banking Edition
    Research and Policy Notes, Czech National Bank, Research and Statistics Department
    See also Journal Article Researching the Research: A Central Banking Edition, International Journal of Central Banking, International Journal of Central Banking (2024) (2024)

2019

14. Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9
    Working Papers, Czech National Bank, Research and Statistics Department
    See also Journal Article Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS, Review of Economic Perspectives, Sciendo (2022) (2022)
15. Introducing Macro-Financial Variables into a Semi-Structural Model
    Working Papers, Czech National Bank, Research and Statistics Department View citations (2)
16. Introducing a New Index of Households' Macroeconomic Conditions
    Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
17. The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2019) View citations (3)
    See also Journal Article The effect of higher capital requirements on bank lending: the capital surplus matters, Empirica, Springer (2022) View citations (1) (2022)
18. Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics
    Working Papers, Czech National Bank, Research and Statistics Department View citations (2)
    See also Journal Article Too much of a good thing? Households’ macroeconomic conditions and credit dynamics, German Economic Review, De Gruyter (2022) (2022)

2018

19. Does Monetary Policy Influence Banks' Perception of Risks?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2017) View citations (2)
20. The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic
    Working Papers, Czech National Bank, Research and Statistics Department

2017

21. Banks' Capital Surplus and the Impact of Additional Capital Requirements
    Working Papers, Czech National Bank, Research and Statistics Department
    Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2017)

2016

22. Monetary Policy and Macroprudential Policy: Rivals or Teammates?
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (5)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2016) View citations (3)
    See also Journal Article Monetary policy and macroprudential policy: Rivals or teammates?, Journal of Financial Stability, Elsevier (2017) View citations (27) (2017)

2015

23. Foreign Exchange Interventions at the Zero Lower Bound in the Czech Economy: A DSGE Approach
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies View citations (2)

Journal Articles

2024

1. Bank capital, lending, and regulation: A meta‐analysis
   Journal of Economic Surveys, 2024, 38, (3), 823-851 View citations (1)
2. Researching the Research: A Central Banking Edition
   International Journal of Central Banking, 2024, 20, (1), 263-323
   See also Working Paper Researching the Research: A Central Banking Edition, Research and Policy Notes (2020) (2020)

2023

3. A prolonged period of low interest rates in Europe: Unintended consequences
   Journal of Economic Surveys, 2023, 37, (2), 526-572 View citations (2)
4. Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers
   Journal of Financial Stability, 2023, 65, (C) View citations (2)
   See also Working Paper Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers, Research and Policy Notes (2021) (2021)
5. Monetary policy spillover to small open economies: Is the transmission different under low interest rates?
   Journal of Financial Stability, 2023, 65, (C) View citations (3)
   See also Working Paper Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?, Working Papers Central Bank of Chile (2022) (2022)

2022

6. Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS
   Review of Economic Perspectives, 2022, 22, (1), 53-74
   See also Working Paper Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9, Working Papers (2019) (2019)
7. The effect of higher capital requirements on bank lending: the capital surplus matters
   Empirica, 2022, 49, (3), 793-832 View citations (1)
   See also Working Paper The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters, Working Papers IES (2019) (2019)
8. Too much of a good thing? Households’ macroeconomic conditions and credit dynamics
   German Economic Review, 2022, 23, (4), 529-566
   See also Working Paper Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics, Working Papers (2019) View citations (2) (2019)

2021

9. The pro-cyclicality of risk weights for credit exposures: Driven by the retail segment
   Economic Systems, 2021, 45, (1)
10. What Does Really Drive Consumer Confidence?
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2021, 155, (3), 885-913 View citations (7)
11. What is the Sustainable Level of Banks’ Credit Losses and Provisions?
    Review of Economic Perspectives, 2021, 21, (3), 235-258

2019

12. Does monetary policy influence banks’ risk weights under the internal ratings-based approach?
    Economic Systems, 2019, 43, (2), - View citations (2)

2018

13. Citlivost českých domácností na úrokový a příjmový šok. Aplikace na mikroúdajích
    (Sensitivity of Czech Households to Interest Rate and Income Shock. Applications on Microdata)
    Politická ekonomie, 2018, 2018, (5), 531-549

2017

14. Monetary policy and macroprudential policy: Rivals or teammates?
    Journal of Financial Stability, 2017, 32, (C), 1-16 View citations (27)
    See also Working Paper Monetary Policy and Macroprudential Policy: Rivals or Teammates?, Working Papers IES (2016) View citations (5) (2016)

Chapters

2017

1. Stress testing the Czech household sector using microdata - practical applications in the policy-making process
   A chapter in Data needs and Statistics compilation for macroprudential analysis, 2017, vol. 46