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Details about Pablo Rovira Kaltwasser

Workplace:Nationale Bank van België/Banque national de Belqique (BNB) (National Bank of Belgium), (more information at EDIRC)

Access statistics for papers by Pablo Rovira Kaltwasser.

Last updated 2017-10-29. Update your information in the RePEc Author Service.

Short-id: pro219

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Working Papers


  1. The impact of sectoral macroprudential capital requirements on mortgage lending: evidence from the Belgian risk weight add-on
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)


  1. Systemic risk, macroprudential policy, bank capital requirements, real estate
    Working Paper Research, National Bank of Belgium Downloads


  1. Quantifying and understanding dysfunctions in financial markets
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles


  1. Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (2)


  1. Modeling Optimism and Pessimism in the Foreign Exchange Market
    CESifo Working Paper Series, CESifo Downloads View citations (8)


  1. A Behavioral Finance Model of the Exchange Rate with Many Forecasting Rules
    CESifo Working Paper Series, CESifo Downloads View citations (1)


  1. The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (4)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2005) Downloads View citations (5)

    See also Journal Article in Empirica (2007)

Journal Articles


  1. Animal spirits in the foreign exchange market
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1176-1192 Downloads View citations (29)


  1. Uncertainty about fundamentals and herding behavior in the FOREX market
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (6), 1215-1222 Downloads View citations (11)


  1. The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria
    Empirica, 2007, 34, (5), 411-425 Downloads View citations (3)
    See also Working Paper (2005)
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