Details about Victor Pontines
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Last updated 2024-12-19. Update your information in the RePEc Author Service.
Short-id: ppo149
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Working Papers
2023
- External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)
2022
- Portfolio Capital Flows and the US Dollar Exchange Rate: Viewed from the Lens of Time and Frequency Dynamics of Connectedness 
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
- Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
See also Journal Article Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness, International Review of Financial Analysis, Elsevier (2023) View citations (1) (2023)
- Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) 
See also Journal Article Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach, Empirical Economics, Springer (2024) (2024)
2020
- The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
- The real effects of loan-to-value limits: Empirical evidence from Korea
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
Also in Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2019) 
See also Journal Article The real effects of loan-to-value limits: empirical evidence from Korea, Empirical Economics, Springer (2021) (2021)
2019
- A Provincial View of Consumption Risk Sharing: Asset Classes as Shock Absorbers
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (1)
2018
- Self-selection and Treatment Effects in Macroeconomics: Revisiting the Effectiveness of Foreign Exchange Intervention
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (3)
2017
- 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 View citations (1)
- 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
2016
- The Financial Cycles in Four East Asian Economies
Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
See also Journal Article The financial cycles in four East Asian economies, Economic Modelling, Elsevier (2017) View citations (11) (2017)
2015
- 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 View citations (1)
- The “Highway Effect” on Public Finance: Case of the STAR Highway in the Philippines
ADBI Working Papers, Asian Development Bank Institute View citations (4)
2014
- Financial Stability and Financial Inclusion
Microeconomics Working Papers, East Asian Bureau of Economic Research View citations (72)
Also in Finance Working Papers, East Asian Bureau of Economic Research (2014) View citations (63) ADBI Working Papers, Asian Development Bank Institute (2014) View citations (66)
- Is There Really a Renminbi Bloc in Asia?
ADBI Working Papers, Asian Development Bank Institute View citations (12)
- The Renminbi and Exchange Rate Regimes in East Asia
ADBI Working Papers, Asian Development Bank Institute View citations (13)
Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2014) View citations (11) Finance Working Papers, East Asian Bureau of Economic Research (2014) View citations (11)
2013
- An Asian Perspective on Global Financial Reforms
ADBI Working Papers, Asian Development Bank Institute View citations (2)
Also in Finance Working Papers, East Asian Bureau of Economic Research (2013) View citations (2)
- Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?
ADBI Working Papers, Asian Development Bank Institute 
Also in Trade Working Papers, East Asian Bureau of Economic Research (2013)  Finance Working Papers, East Asian Bureau of Economic Research (2013) 
See also Chapter Exchange rate policy and regional trade agreements: a case of conflicted interests?, Chapters, Edward Elgar Publishing (2014) (2014)
- How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?
ADBI Working Papers, Asian Development Bank Institute View citations (3)
Also in Finance Working Papers, East Asian Bureau of Economic Research (2013) View citations (5) Governance Working Papers, East Asian Bureau of Economic Research (2013) View citations (3)
See also Journal Article How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?, Economic Systems, Elsevier (2015) View citations (3) (2015)
2012
- 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
- 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 View citations (5)
- How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
Macroeconomics Working Papers, East Asian Bureau of Economic Research View citations (5)
Also in Finance Working Papers, East Asian Bureau of Economic Research (2012) View citations (3)
- 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 View citations (4)
See also Journal Article 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, Elsevier (2014) View citations (3) (2014) Book 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 (2012) View citations (5) (2012)
2011
- Cross-border bank lending to selected SEACEN economies: an integrative report
MPRA Paper, University Library of Munich, Germany 
See also Book Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report, Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2011) (2011)
2010
- 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 View citations (3)
See also Book 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 (2010) View citations (6) (2010) Journal Article Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Review of International Economics, Wiley Blackwell (2012) View citations (14) (2012)
- Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
MPRA Paper, University Library of Munich, Germany View citations (9)
See also Journal Article Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi, Journal of Asian Economics, Elsevier (2012) View citations (32) (2012) Book 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 (2010) View citations (10) (2010)
- The US Subprime Crises and Extreme Market Pressures in Asia
MPRA Paper, University Library of Munich, Germany View citations (2)
2009
- Intervention index and exchange rate regimes: the cases of selected East-Asian economies
MPRA Paper, University Library of Munich, Germany
2007
- Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure
School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy 
See also Journal Article Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (7) (2009)
2006
- 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 View citations (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 View citations (8)
See also Journal Article Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises, International Review of Economics & Finance, Elsevier (2008) View citations (34) (2008)
2005
- External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries
International Finance, University Library of Munich, Germany View citations (5)
Also in School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy (2005) View citations (5)
- 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
- Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis
School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy 
Also in Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies (2005)
2004
- Extreme Value Theory and the Incidence of Currency Crises
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (6)
- 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
- 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
2001
- NO to ¥E$? Enhancing Economic Integration in East Asia through Closer Monetary Cooperation
Discussion Papers, Philippine Institute for Development Studies View citations (2)
Journal Articles
2024
- Climate risk and the natural interest rate: An E-DSGE perspective
Economics Letters, 2024, 238, (C)
- Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach
Empirical Economics, 2024, 67, (2), 609-654 
See also Working Paper Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach, Working Papers (2022) (2022)
2023
- LIBOR meets machine learning: A Lasso regression approach to detecting data irregularities
Finance Research Letters, 2023, 55, (PA)
- Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness
International Review of Financial Analysis, 2023, 89, (C) View citations (1)
See also Working Paper Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness, Working Papers (2022) (2022)
- The dynamics of business cycle connectedness and the decoupling of Asia‐Pacific
International Journal of Finance & Economics, 2023, 28, (2), 1667-1692
2021
- The effectiveness of currency intervention: Evidence from Mongolia
Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (1)
- The real effects of loan-to-value limits: empirical evidence from Korea
Empirical Economics, 2021, 61, (3), 1311-1350 
See also Working Paper The real effects of loan-to-value limits: Empirical evidence from Korea, CAMA Working Papers (2020) (2020)
2020
- A provincial view of consumption risk sharing in Korea:Asset classes as shock absorbers
Journal of the Japanese and International Economies, 2020, 55, (C) View citations (2)
2019
- Non-core liabilities and interest rate pass-through: bank-level evidence from Indonesia
Applied Economics, 2019, 51, (25), 2703-2714 View citations (2)
2018
- FINANCIAL STABILITY AND FINANCIAL INCLUSION: THE CASE OF SME LENDING
The Singapore Economic Review (SER), 2018, 63, (01), 111-124 View citations (23)
- Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention
Journal of Macroeconomics, 2018, 57, (C), 299-316 View citations (4)
2017
- The financial cycles in four East Asian economies
Economic Modelling, 2017, 65, (C), 51-66 View citations (11)
See also Working Paper The Financial Cycles in Four East Asian Economies, Working Papers (2016) (2016)
2016
- Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach
Journal of International Money and Finance, 2016, 62, (C), 72-97 View citations (49)
2015
- 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 View citations (1)
- How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?
Economic Systems, 2015, 39, (2), 269-287 View citations (3)
See also Working Paper How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?, ADBI Working Papers (2013) View citations (3) (2013)
2014
- 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 View citations (3)
See also Working Paper How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies, ADBI Working Papers (2012) View citations (4) (2012) Book How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies, Occasional Papers, 2012 (2012) View citations (5) (2012)
2013
- Inflation Targeting and Exchange Rate Volatility: A Treatment Effect Regression Approach
International Economic Journal, 2013, 27, (1), 25-39 View citations (8)
2012
- 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 View citations (14)
See also Book Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Staff Papers, 2010 (2010) View citations (6) (2010) Working Paper Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, MPRA Paper (2010) View citations (3) (2010)
- Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi
Journal of Asian Economics, 2012, 23, (4), 324-334 View citations (32)
See also Book Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, Staff Papers, 2010 (2010) View citations (10) (2010) Working Paper Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, MPRA Paper (2010) View citations (9) (2010)
- Managed floating by stealth: the case of Taiwan
Journal of the Asia Pacific Economy, 2012, 17, (3), 514-526 View citations (4)
2011
- Foreign exchange market intervention and reserve accumulation in emerging Asia: Is there evidence of fear of appreciation?
Economics Letters, 2011, 111, (3), 252-255 View citations (51)
- Regime dependence, Mrs. Machlup's wardrobe and the accumulation of international reserves in Asia
Economics Letters, 2011, 110, (3), 231-234 View citations (6)
2010
- Fat-tails and house prices in OECD countries
Applied Economics Letters, 2010, 17, (14), 1373-1377 View citations (7)
2009
- Optimal common currency basket in East Asia
Applied Economics Letters, 2009, 16, (11), 1139-1141 View citations (7)
- Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
Applied Financial Economics, 2009, 19, (9), 745-752 View citations (7)
See also Working Paper Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure, School of Economics and Public Policy Working Papers (2007) (2007)
2008
- Economic Liberalization and Integration in East Asia: a post-crisis paradigm - by Yung Chul Park
Asian-Pacific Economic Literature, 2008, 22, (1), 79-80
- Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises
International Review of Economics & Finance, 2008, 17, (3), 345-365 View citations (34)
See also Working Paper Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises, Centre for International Economic Studies Working Papers (2006) View citations (8) (2006)
- The Asian Currency Unit (ACU): exploring alternative currency weights
Macroeconomics and Finance in Emerging Market Economies, 2008, 1, (2), 269-278 View citations (3)
2007
- 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 View citations (8)
2006
- IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR
The Singapore Economic Review (SER), 2006, 51, (02), 113-133 View citations (1)
Books
2012
- 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 View citations (11)
- Global Imbalances: A Primer
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (4)
- 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 View citations (5)
See also Working Paper 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 (2012) View citations (4) (2012) Journal Article 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, Elsevier (2014) View citations (3) (2014)
2011
- 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 View citations (5)
- Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre 
See also Working Paper Cross-border bank lending to selected SEACEN economies: an integrative report, MPRA Paper, University Library of Munich, Germany (2011) (2011)
- 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
- 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 View citations (2)
- The Nexus Between Inflation Targeting and Exchange Rate Volatility
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (3)
2010
- 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 View citations (6)
See also Journal Article Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Review of International Economics, Wiley Blackwell (2012) View citations (14) (2012) Working Paper 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 (2010) View citations (3) (2010)
- 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 View citations (10)
See also Working Paper Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, MPRA Paper, University Library of Munich, Germany (2010) View citations (9) (2010) Journal Article Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi, Journal of Asian Economics, Elsevier (2012) View citations (32) (2012)
- The US Sub-prime Crises and Extreme Exchange Market Pressures in Asia
Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (4)
Chapters
2015
- Session 3: Financial Inclusion and Financial Education
Springer
2014
- 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 
See also Working Paper Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?, Asian Development Bank Institute (2013) (2013)
2009
- Is There a Role for an Asian Currency Unit?
Palgrave Macmillan View citations (3)
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