Stefan Avdjiev - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010

Title Other author(s)

The Shifting Drivers of Global Liquidity

New York Fed Staff reports [View] (Paper: 819, 30.06.2017)

JEL: F34, G10, G21

The shifting drivers of global liquidity

Bank for International Settlements Working papers [View] (Paper: 644, 15.06.2017)

JEL: F34, G10, G21

External debt composition and domestic credit cycles

Bank for International Settlements Working papers [View] (Paper: 627, 21.04.2017)

JEL: E10, E40, E47, E50

International Prudential Policy Spillovers: A Global Perspective

IJCB International Journal of Central Banking [View] (Paper: 17q1a01, 01.03.2017)

JEL: F42, G15, G21

The dollar, bank leverage and the deviation from covered interest parity

Bank for International Settlements Working papers [View] (Paper: 592, 15.11.2016)

JEL: F3, G1, G2

International prudential policy spillovers: a global perspective

Bank for International Settlements Working papers [View] (Paper: 589, 20.10.2016)

JEL: F42, G15, G21

The ECB's QE and euro cross-border bank lending

Bank for International Settlements Quarterly Review [View] (Paper: 1609h, 18.09.2016)

JEL: F34, G15, G21

Monetary policy spillovers and currency networks in cross-border bank lending

Bank for International Settlements Working papers [View] (Paper: 549, 17.03.2016)

JEL: F34, G15, G21

Breaking free of the triple coincidence in international finance

Bank for International Settlements Working papers [View] (Paper: 524, 20.10.2015)

Enhanced data to analyse international banking

Bank for International Settlements Quarterly Review [View] (Paper: 1509f, 15.09.2015)

JEL: C82, F34

Non-financial corporations from emerging market economies and capital flows

Bank for International Settlements Quarterly Review [View] (Paper: 1412h, 07.12.2014)

JEL: D21, F31, G32

Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals

Bank for International Settlements Quarterly Review [View] (Paper: 1409g, 14.09.2014)

JEL: F34, G15, G21

Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model

Bank for International Settlements Working papers [View] (Paper: 449, 04.06.2014)

JEL: C32, E32, E51

CoCos: a primer

Bank for International Settlements Quarterly Review [View] (Paper: 1309f, 16.09.2013)

The euro area crisis and cross-border bank lending to emerging markets

Bank for International Settlements Quarterly Review [View] (Paper: 1212f, 10.12.2012)

JEL: F34, G15, G21

Rapid credit growth and international credit: Challenges for Asia

Bank for International Settlements Working papers [View] (Paper: 377, 12.04.2012)

JEL: E32, F34, F43

News driven business cycles and data on asset prices in estimated DSGE models

Bank for International Settlements Working papers [View] (Paper: 358, 07.11.2011)

Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations

Bank for International Settlements Working papers [View] (Paper: 323, 26.10.2010)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010