Marie Hoerova - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2012 | 2009 | 2007

Title Other author(s)

The VIX, the variance premium and stock market volatility

European Central Bank Working papers [View] (Paper: 1675, 14.05.2014)

JEL: C22, C52, E32, G12

Commonality in hedge fund returns: driving factors and implications, Journal of Banking and Finance (forthcoming)

European Central Bank Working papers [View] (Paper: 1658, 17.03.2014)

Risk, uncertainty and monetary policy

European Central Bank Working papers [View] (Paper: 1565, 11.07.2013)

Clearing, counterparty risk and aggregate risk,

European Central Bank Working papers [View] (Paper: 1481, 08.10.2012)

Risk-sharing or risk-taking? Counterparty risk, incentives and margins,

European Central Bank Working papers [View] (Paper: 1413, 10.01.2012)

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk,

European Central Bank Working papers [View] (Paper: 1126, 11.12.2009)

JEL: D82, G01, G21

Interbank Lending, Credit-Risk Premia, and Collateral

IJCB International Journal of Central Banking [View] (Paper: 09q4a1, 01.12.2009)

Interbank lending, credit risk premia and collateral

European Central Bank Working papers [View] (Paper: 1107, 11.11.2009)

Money talks

European Central Bank Working papers [View] (Paper: 1091, 13.10.2009)

JEL: D80, E40, E52

Money Talks

Philadelphia Fed Working Papers [View] (Paper: 09-18, 23.08.2009)

JEL: D80, E40, E52

What do asset prices have to say about risk appetite and uncertainty?

European Central Bank Working papers [View] (Paper: 1037, 15.04.2009)

JEL: E44, G12

Run-prone banking and asset markets

European Central Bank Working papers [View] (Paper: 0845, 20.12.2007)

Papers by year: All | 2014 | 2013 | 2012 | 2009 | 2007