Details about Pablo Rovira Kaltwasser

Access statistics for papers by Pablo Rovira Kaltwasser.

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

Short-id: pro219

Working Papers

2017

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 View citations (9)

2016

2. The impact of sectoral macroprudential capital requirements on mortgage loan pricing: Evidence from the Belgian risk weight add-on
   Working Paper Research, National Bank of Belgium View citations (2)

2012

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

2011

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

2007

5. Modeling Optimism and Pessimism in the Foreign Exchange Market
   CESifo Working Paper Series, CESifo View citations (9)

2006

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

2005

7. The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (4)
   Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2005) View citations (5)
   See also Journal Article The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria, Empirica, Springer (2007) View citations (3) (2007)

Journal Articles

2012

1. Animal spirits in the foreign exchange market
   Journal of Economic Dynamics and Control, 2012, 36, (8), 1176-1192 View citations (34)

2010

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

2007

3. The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria
   Empirica, 2007, 34, (5), 411-425 View citations (3)
   See also Working Paper The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria, Working Papers (2005) View citations (4) (2005)