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Details about Victor Pontines

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Homepage:https://sites.google.com/site/victorpontineshomepage/
Workplace:South East Asian Central Banks (SEACEN) Research and Training Centre, (more information at EDIRC)

Access statistics for papers by Victor Pontines.

Last updated 2018-12-12. Update your information in the RePEc Author Service.

Short-id: ppo149


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Working Papers

2018

  1. Self-selection and treatment effects in macroeconomics: Revisiting the effectiveness of foreign exchange intervention
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2017

  1. Extracting and Measuring Periodicities of Credit and Housing Cycles: Evidence from Eight Economies
    Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads
  2. Non-core liabilities and monetary policy transmission in Indonesia during the post-2007 global financial crisis
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2015

  1. The Asian Currency Unit, Deviation Indicators, and Exchange Rate Coordination in East Asia: A Panel-Based Convergence Approach
    ADBI Working Papers, Asian Development Bank Institute Downloads
  2. The “Highway Effect” on Public Finance: Case of the STAR Highway in the Philippines
    ADBI Working Papers, Asian Development Bank Institute Downloads View citations (1)

2014

  1. Financial Stability and Financial Inclusion
    Microeconomics Working Papers, East Asian Bureau of Economic Research Downloads View citations (13)
    Also in ADBI Working Papers, Asian Development Bank Institute (2014) Downloads View citations (4)
    Finance Working Papers, East Asian Bureau of Economic Research (2014) Downloads View citations (4)
  2. Is There Really a Renminbi Bloc in Asia?
    ADBI Working Papers, Asian Development Bank Institute Downloads View citations (6)
  3. The Renminbi and Exchange Rate Regimes in East Asia
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (4)
    Also in ADBI Working Papers, Asian Development Bank Institute (2014) Downloads View citations (4)
    Macroeconomics Working Papers, East Asian Bureau of Economic Research (2014) Downloads View citations (4)

2013

  1. An Asian Perspective on Global Financial Reforms
    Finance Working Papers, East Asian Bureau of Economic Research Downloads
    Also in ADBI Working Papers, Asian Development Bank Institute (2013) Downloads View citations (1)
  2. Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?
    ADBI Working Papers, Asian Development Bank Institute Downloads
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2013) Downloads
    Trade Working Papers, East Asian Bureau of Economic Research (2013) Downloads

    See also Chapter (2014)
  3. How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?
    Governance Working Papers, East Asian Bureau of Economic Research Downloads View citations (1)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2013) Downloads View citations (2)
    ADBI Working Papers, Asian Development Bank Institute (2013) Downloads View citations (1)

    See also Journal Article in Economic Systems (2015)

2012

  1. Episodes of large exchange rate appreciations and reserves accumulations in selected Asian economies: Is fear of appreciations justified?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  2. How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (5)
  3. How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (2)
    Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2012) Downloads View citations (2)
  4. How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
    ADBI Working Papers, Asian Development Bank Institute Downloads View citations (2)
    See also Book (2012)
    Journal Article in International Review of Economics & Finance (2014)

2011

  1. Cross-border bank lending to selected SEACEN economies: an integrative report
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Book (2011)

2010

  1. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Book (2010)
    Journal Article in Review of International Economics (2012)
  2. Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Journal of Asian Economics (2012)
    Book (2010)
  3. The US Subprime Crises and Extreme Market Pressures in Asia
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Intervention index and exchange rate regimes: the cases of selected East-Asian economies
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads
    See also Journal Article in Applied Financial Economics (2009)

2006

  1. Exchange Market Intervention and Evidence of Post-Crisis Flexible Exchange Rate Regimes in Selected East Asian Economies
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads View citations (2)
  2. Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads View citations (7)
    See also Journal Article in International Review of Economics & Finance (2008)

2005

  1. External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries
    International Finance, University Library of Munich, Germany Downloads View citations (3)
    Also in School of Economics Working Papers, University of Adelaide, School of Economics (2005) Downloads View citations (1)
  2. External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries Abstract: The accumulations of foreign debts had indeed been at a rapid phase, particularly during the last few years leading to the outbreak of the 1997 financial crises in the four most severely effected economies, namely Indonesia, the Philippines, Thailand and Korea. Interestingly, during the same period, the rates of overshooting of these East Asian currencies have also been found to increase considerably. The objective of this paper is to evaluate whether the rapid accumulation of external debts, especially since 1994, has contributed to the overshooting of the East Asian countriesÂ’ currencies starting late 1997
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads
  3. Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads
    Also in Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies (2005) Downloads

2004

  1. Extreme Value Theory and the Incidence of Currency Crises
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (2)
  2. Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads
  3. The Yen, The US dollar and The Speculative Attacks Against The Thailand Baht
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies Downloads

2001

  1. NO to ¥E$? Enhancing Economic Integration in East Asia through Closer Monetary Cooperation
    Discussion Papers, Philippine Institute for Development Studies Downloads View citations (1)

Journal Articles

2018

  1. FINANCIAL STABILITY AND FINANCIAL INCLUSION: THE CASE OF SME LENDING
    The Singapore Economic Review (SER), 2018, 63, (01), 111-124 Downloads
  2. Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention
    Journal of Macroeconomics, 2018, 57, (C), 299-316 Downloads

2017

  1. The financial cycles in four East Asian economies
    Economic Modelling, 2017, 65, (C), 51-66 Downloads

2016

  1. Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach
    Journal of International Money and Finance, 2016, 62, (C), 72-97 Downloads View citations (14)

2015

  1. Asian Currency Unit (ACU), deviation indicators and exchange rate coordination in East Asia: A panel-based convergence approach
    Japan and the World Economy, 2015, 36, (C), 42-55 Downloads
  2. How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?
    Economic Systems, 2015, 39, (2), 269-287 Downloads View citations (2)
    See also Working Paper (2013)

2014

  1. How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies
    International Review of Economics & Finance, 2014, 29, (C), 552-568 Downloads View citations (2)
    See also Book (2012)
    Working Paper (2012)

2013

  1. Inflation Targeting and Exchange Rate Volatility: A Treatment Effect Regression Approach
    International Economic Journal, 2013, 27, (1), 25-39 Downloads View citations (1)

2012

  1. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
    Review of International Economics, 2012, 20, (5), 893-908 Downloads View citations (7)
    See also Working Paper (2010)
    Book (2010)
  2. Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi
    Journal of Asian Economics, 2012, 23, (4), 324-334 Downloads View citations (18)
    See also Working Paper (2010)
    Book (2010)
  3. Managed floating by stealth: the case of Taiwan
    Journal of the Asia Pacific Economy, 2012, 17, (3), 514-526 Downloads

2011

  1. Foreign exchange market intervention and reserve accumulation in emerging Asia: Is there evidence of fear of appreciation?
    Economics Letters, 2011, 111, (3), 252-255 Downloads View citations (29)
  2. Regime dependence, Mrs. Machlup's wardrobe and the accumulation of international reserves in Asia
    Economics Letters, 2011, 110, (3), 231-234 Downloads View citations (5)

2010

  1. Fat-tails and house prices in OECD countries
    Applied Economics Letters, 2010, 17, (14), 1373-1377 Downloads View citations (3)

2009

  1. Optimal common currency basket in East Asia
    Applied Economics Letters, 2009, 16, (11), 1139-1141 Downloads View citations (5)
  2. Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
    Applied Financial Economics, 2009, 19, (9), 745-752 Downloads View citations (4)
    See also Working Paper (2007)

2008

  1. Economic Liberalization and Integration in East Asia: a post-crisis paradigm - by Yung Chul Park
    Asian-Pacific Economic Literature, 2008, 22, (1), 79-80 Downloads
  2. Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises
    International Review of Economics & Finance, 2008, 17, (3), 345-365 Downloads View citations (15)
    See also Working Paper (2006)
  3. The Asian Currency Unit (ACU): exploring alternative currency weights
    Macroeconomics and Finance in Emerging Market Economies, 2008, 1, (2), 269-278 Downloads View citations (3)

2007

  1. The Yen, the US dollar, and the trade weighted basket of currencies: Does the choice of anchor currencies matter in identifying incidences of speculative attacks?
    Japan and the World Economy, 2007, 19, (2), 214-235 Downloads View citations (8)

2006

  1. IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR
    The Singapore Economic Review (SER), 2006, 51, (02), 113-133 Downloads

Books

2012

  1. Exchange Rate Appreciation, Capital Flows and Excess Liquidity: Adjustment and Effectiveness of Policy Responses
    Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (4)
  2. Global Imbalances: A Primer
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (3)
  3. How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies
    Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (3)
    See also Working Paper (2012)
    Journal Article in International Review of Economics & Finance (2014)

2011

  1. Capital Flows Management During the Post-2007 Global Financial Crisis: The Experiences of SEACEN Economies
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (1)
  2. Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads
    See also Working Paper (2011)
  3. International and Cross-Border Bank Lending and Implications in SEACEN Economies: Balance Sheet Perspective
    Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads
  4. Post Global Financial Crisis: Issues and Challenges for Central Banks of Emerging Markets
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (2)
  5. The Nexus Between Inflation Targeting and Exchange Rate Volatility
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (1)

2010

  1. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (3)
    See also Journal Article in Review of International Economics (2012)
    Working Paper (2010)
  2. Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (6)
    See also Journal Article in Journal of Asian Economics (2012)
    Working Paper (2010)
  3. The US Sub-prime Crises and Extreme Exchange Market Pressures in Asia
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads View citations (3)

Chapters

2014

  1. Exchange rate policy and regional trade agreements: a case of conflicted interests?
    Chapter 7 in A World Trade Organization for the 21st Century, 2014, pp 157-181 Downloads
    See also Working Paper (2013)
 
Page updated 2018-12-19