Alexis Derviz - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2011 | 2010 | 2008 | 2007 | 2004

Title Other author(s)

Credit Constraints and Creditless Recoveries: An Unsteady State Approach

Czech National Bank Working papers [View] (Paper: 2016/10, 16.01.2017)

JEL: C61, D92, E22, G33, G38

Capital Regulation in a Macroeconomic Model with Three Layers of Default

IJCB International Journal of Central Banking [View] (Paper: 15q3a1, 01.06.2015)

JEL: E3, E44, G01, G21

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Bank of France Working Papers [View] (Paper: 533, 02.01.2015)

JEL: E3, E44, G01, G21

Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks

Czech National Bank Working papers [View] (Paper: 2013/11, 17.02.2014)

Bubbles, bank credit and macroprudential policies

European Central Bank Working papers [View] (Paper: 1551, 10.06.2013)

Coordination Incentives in Cross-Border Macroprudential Regulation

Czech National Bank Working papers [View] (Paper: 2012/08, 06.02.2013)

Financial Frictions, Bubbles, and Macroprudential Policies

Czech National Bank Working papers [View] (Paper: 2011/04, 16.09.2011)

Funding Costs and Loan Pricing by Multinational Bank Affiliates

Czech National Bank Working papers [View] (Paper: 2009/09, 24.08.2010)

JEL: D82, F36, G21, G31

Cross-Border Lending Contagion in Multinational Banks

Czech National Bank Working papers [View] (Paper: 2006/09, 04.03.2008)

Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio

Czech National Bank Working papers [View] (Paper: 2003/09, 04.03.2008)

Components of the Czech koruna risk premium in a multiple-dealer FX market

Czech National Bank Working papers [View] (Paper: 2003/04, 04.03.2008)

Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic

Czech National Bank Working papers [View] (Paper: 2004/01, 04.03.2008)

FOREX microstructure, invisible price determinants, and the central bank's understanding of exchange rate formation

Czech National Bank Working papers [View] (Paper: 2003/06, 04.03.2008)

Cross-border lending contagion in multinational banks

European Central Bank Working papers [View] (Paper: 0807, 21.09.2007)

JEL: F37, G21, G28, G31

Exchange rate risks and asset prices in a small open economy

European Central Bank Working papers [View] (Paper: 0314, 13.04.2004)

JEL: F31, F41, G12, G15

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2011 | 2010 | 2008 | 2007 | 2004