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Fernando Hugo Avalos

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Sirio Aramonte & Fernando Avalos, 2020. "Corporate credit markets after the initial pandemic shock," BIS Bulletins 26, Bank for International Settlements.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Economic consequences > Finance and credit

Working papers

  1. Sirio Aramonte & Fernando Avalos, 2020. "Corporate credit markets after the initial pandemic shock," BIS Bulletins 26, Bank for International Settlements.

    Cited by:

    1. Henry Penikas, 2023. "Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example," Bank of Russia Working Paper Series wps121, Bank of Russia.
    2. Imdade Chitou & Gilles Dufrénot & Julien Esposito, 2021. "Linking Covid-19 epidemic and emerging market OAS: Evidence using dynamic copulas and Pareto distributions," AMSE Working Papers 2138, Aix-Marseille School of Economics, France.
    3. Dmitriy Borzykh & Henry Penikas, 2021. "IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach," Risk Management, Palgrave Macmillan, vol. 23(4), pages 282-300, December.
    4. Stefano Costa & Federico Sallusti & Claudio Vicarelli & Davide Zurlo, 2021. "Italian firms in times of troubles: Covid-19 pandemic as a test of structural solidity," LEM Papers Series 2021/47, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    5. Costa, Stefano & Sallusti, Federico & Vicarelli, Claudio & Zurlo, Davide, 2022. "Firms’ solidity before an exogenous shock: Covid-19 pandemic in Italy," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 946-961.
    6. O'Hara, Maureen & Zhou, Xing (Alex), 2021. "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 142(1), pages 46-68.
    7. Nguyen, Hung T. & Pham, Mia Hang & Truong, Cameron, 2023. "Leadership in a pandemic: Do more able managers keep firms out of trouble?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    8. Henry Penikas, 2020. "IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights," Bank of Russia Working Paper Series wps56, Bank of Russia.
    9. Procasky, William J. & Yin, Anwen, 2023. "The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
    10. Henry Penikas, 2023. "IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-27, March.

  2. Sirio Aramonte & Fernando Avalos, 2020. "The recent distress in corporate bond markets: cues from ETFs," BIS Bulletins 6, Bank for International Settlements.

    Cited by:

    1. John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
    2. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
    3. Amariei, Cosmina, 2020. "Asset Allocation in Europe: Reality vs. Expectations," ECMI Papers 27304, Centre for European Policy Studies.
    4. Alice Abboud & Elizabeth Duncan & Akos Horvath & Diana A. Iercosan & Bert Loudis & Francis Martinez & Timothy Mooney & Ben Ranish & Ke Wang & Missaka Warusawitharana & Carlo Wix, 2021. "COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework," Finance and Economics Discussion Series 2021-024, Board of Governors of the Federal Reserve System (U.S.).
    5. Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca, 2020. "Stablecoins 2.0: Economic Foundations and Risk-based Models," Papers 2006.12388, arXiv.org, revised Oct 2020.
    6. Karamfil Todorov, 2021. "The anatomy of bond ETF arbitrage," BIS Quarterly Review, Bank for International Settlements, March.
    7. Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020. "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports 933, Federal Reserve Bank of New York.

  3. Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.

    Cited by:

    1. Metzger, Martina & Young, Brigitte, 2020. "No gender please, we're central bankers: Distributional impacts of quantitative easing," IPE Working Papers 136/2020, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
    2. Mamatzakis, Emmanuel & matousek, roman & vu, anh, 2019. "The interplay between problem loans and Japanese bank productivity," MPRA Paper 92960, University Library of Munich, Germany.
    3. Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "The Unintended Consequences of ECB’s Asset Purchases. How Excess Reserves Shape Bank Lending," Working Papers of BETA 2023-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    4. David Tercero‐Lucas, 2023. "Nonstandard monetary policies and bank profitability: The case of Spain," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2248-2277, July.
    5. Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," Working Papers hal-04159825, HAL.
    6. Iskra Christova-Balkanska, 2020. "The European banks after the sovereign debt crisis: Sustainability, regulations and challenges," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-35,36-65.

  4. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2016. "When the walk is not random: commodity prices and exchange rates," BIS Working Papers 551, Bank for International Settlements.

    Cited by:

    1. Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023. "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, vol. 120(C).
    2. Akram, Q. Farooq, 2019. "Oil price drivers, geopolitical uncertainty and oil exporters’ currencies," Working Paper 2019/15, Norges Bank.
    3. Sven Renner & Friedrich W. Wellmer, 2020. "Volatility drivers on the metal market and exposure of producing countries," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(3), pages 311-340, October.
    4. Michael B. Devereux & Gregor W. Smith, 2018. "Commodity Currencies And Monetary Policy," Working Paper 1408, Economics Department, Queen's University.
    5. Boehm, Hannes & Eichler, Stefan & Giessler, Stefan, 2021. "What drives the commodity-sovereign risk dependence in emerging market economies?," Journal of International Money and Finance, Elsevier, vol. 111(C).
    6. Laeven, Luc & Valencia, Fabian, 2020. "Systemic Banking Crises Database: A Timely Update in COVID-19 Times," CEPR Discussion Papers 14569, C.E.P.R. Discussion Papers.
    7. Rebeca Jiménez‐Rodríguez & Amalia Morales‐Zumaquero, 2020. "BRICS: How important is the exchange rate pass‐through?," The World Economy, Wiley Blackwell, vol. 43(3), pages 781-793, March.
    8. Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019. "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 341-360.
    9. Seneshaw Tamru & Bart Minten & Johan Swinnen, 2021. "Trade, value chains, and rent distribution with foreign exchange controls: Coffee exports in Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 52(1), pages 81-95, January.
    10. Ito, Hiro & McCauley, Robert N., 2019. "A key currency view of global imbalances," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 97-115.
    11. Benedictow, Andreas & Hammersland, Roger, 2023. "Transition risk of a petroleum currency," Economic Modelling, Elsevier, vol. 128(C).
    12. Martin Baumgärtner & Jens Klose, 2019. "Forecasting exchange rates with commodity prices—a global country analysis," The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
    13. Luc Laeven & Fabian Valencia, 2020. "Systemic Banking Crises Database II," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 307-361, June.
    14. Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
    15. Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024. "Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?," PIER Discussion Papers 220, Puey Ungphakorn Institute for Economic Research.
    16. Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020. "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, vol. 66(C).
    17. Simiso MSOMI & Harold NGALAWA, 2023. "The Movement of Exchange Rate and Expected Income: Case of South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 65-89.
    18. Leonardo Gambacorta & Hyun Song Shin, 2016. "Why bank capital matters for monetary policy," BIS Working Papers 558, Bank for International Settlements.
    19. Leonardo Salazar, 2017. "Modeling Real Exchange Rate Persistence in Chile," Econometrics, MDPI, vol. 5(3), pages 1-21, July.
    20. Devendra Kumar Jain & Naqeeb Ur-Rehman & Omonjon Ganiev & Kapil Arora, 2023. "Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-18, December.
    21. Martin McCarthy, Stephen Snudden, 2024. "Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data," LCERPA Working Papers jc0148, Laurier Centre for Economic Research and Policy Analysis, revised Oct 2024.
    22. Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine, 2022. "A new comprehensive database of financial crises: Identification, frequency, and duration," Economic Modelling, Elsevier, vol. 108(C).
    23. Cantú, Carlos & Lobato, Roberto & López, Calixto & López-Gallo, Fabrizio, 2022. "A loan-level analysis of financial resilience in Mexico," Journal of Banking & Finance, Elsevier, vol. 135(C).
    24. Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017. "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 40-52, April.
    25. Mr. Luc Laeven & Mr. Fabian Valencia, 2018. "Systemic Banking Crises Revisited," IMF Working Papers 2018/206, International Monetary Fund.
    26. Michael B. Devereux & Gregor W. Smith, 2021. "Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 589-596, March.
    27. Böhm, Hannes & Eichler, Stefan & Gießler, Stefan, 2019. "What drives the commodity-sovereign-risk-dependence in emerging market economies?," IWH Discussion Papers 23/2019, Halle Institute for Economic Research (IWH).
    28. Rodrigo da Silva Souza & Leonardo B. de Mattos & João E. de Lima, 2021. "Commodity prices and the Brazilian real exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3152-3172, April.
    29. Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh, 2021. "Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets," Resources Policy, Elsevier, vol. 74(C).
    30. Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020. "Climate Risk and Commodity Currencies," Working Papers No 10/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    31. Enrique Alberola-Ila & Ricardo Sousa, 2017. "Assessing fiscal policy through the lens of the financial and the commodity price cycles," BIS Working Papers 638, Bank for International Settlements.
    32. Afees A. Salisu & Wasiu Adekunle & Zachariah Emmanuel & Wasiu A. Alimi, 2018. "Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries," Working Papers 055, Centre for Econometric and Allied Research, University of Ibadan.
    33. Mark A Carlson & Jonathan Rose, 2016. "Can a bank run be stopped? Government guarantees and the run on Continental Illinois," BIS Working Papers 554, Bank for International Settlements.
    34. Bondatti, Massimiliano & Rillo, Giovanni, 2022. "Commodity tail-risk and exchange rates," Finance Research Letters, Elsevier, vol. 47(PA).
    35. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    36. Eichler, Stefan & Roevekamp, Ingmar, 2018. "A market-based measure for currency risk in managed exchange rate regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 141-159.
    37. José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.
    38. Ahmed, Rashad, 2020. "Commodity currencies and causality: Some high-frequency evidence," Economics Letters, Elsevier, vol. 189(C).
    39. Agnello, Luca & Castro, Vítor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2020. "Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases," Energy Economics, Elsevier, vol. 90(C).
    40. Uz Akdogan, Idil, 2020. "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, Elsevier, vol. 161(C), pages 41-55.
    41. Ahmed, Rashad, 2019. "Currency Commodities and Causality: Some High-Frequency Evidence," MPRA Paper 96855, University Library of Munich, Germany.
    42. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Hauber, Philipp & Kooths, Stefan & Stolzenburg, Ulrich, 2016. "Weltkonjunktur im Sommer 2016 - Wieder etwas stärkere Expansion der Weltwirtschaft [World Economy Summer 2016 - World Economy with somewhat more steam]," Kieler Konjunkturberichte 19, Kiel Institute for the World Economy (IfW Kiel).
    43. Jassim Aladwani, 2023. "Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 531-541, July.
    44. Hasselgren, Anton & Peltomäki, Jarkko & Graham, Michael, 2020. "Speculator activity and the cross-asset predictability of FX returns," International Review of Financial Analysis, Elsevier, vol. 72(C).
    45. Carlos Cantú & Roberto Lobato & Calixto López & Fabrizio Lopez-Gallo, 2019. "A loan-level analysis of bank lending in Mexico," BIS Working Papers 802, Bank for International Settlements.
    46. Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
    47. Fry-McKibbin, Renée & McKinnon, Kate, 2023. "The evolution of commodity market financialization: Implications for portfolio diversification," Journal of Commodity Markets, Elsevier, vol. 32(C).
    48. Shamaila Butt & Suresh Ramakrishnan & Nanthakumar Loganathan & Muhammad Ali Chohan, 2020. "Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-19, December.
    49. Ahmed, Rashad, 2019. "Commodity Currencies and Causality: Some High-Frequency Evidence," MPRA Paper 98319, University Library of Munich, Germany, revised 25 Jan 2020.
    50. Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina, 2016. "Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles," BIS Working Papers 568, Bank for International Settlements.
    51. Salisu, Afees A. & Adekunle, Wasiu & Alimi, Wasiu A. & Emmanuel, Zachariah, 2019. "Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries," Resources Policy, Elsevier, vol. 62(C), pages 33-56.
    52. Eduardo Saucedo & Jorge González, 2019. "Efecto de los precios del petróleo en la actividad económica sectorial de México. Análisis para el periodo 2002-2018," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 221-243, Abril-Jun.

  5. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.

    Cited by:

    1. Fernando Avalos & Wenqian Huang, 2022. "Commodity markets: shocks and spillovers," BIS Quarterly Review, Bank for International Settlements, September.
    2. Palacio-Ciro, Santiago & Vasco-Correa, Carlos Andrés, 2020. "Biofuels policy in Colombia: A reconfiguration to the sugar and palm sectors?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 134(C).
    3. Agnello, Luca & Castro, Vítor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2020. "Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases," Energy Economics, Elsevier, vol. 90(C).
    4. Richhild Moessner, 2025. "Effects of Energy Prices on Food Consumer Price Inflation," CESifo Working Paper Series 11682, CESifo.

  6. Fernando Avalos & Ramon Moreno & Tania Romero, 2015. "Leverage on the buy side," BIS Working Papers 517, Bank for International Settlements.

    Cited by:

    1. Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016. "Breaking free of the triple coincidence in international finance," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
    2. Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom, 2024. "Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    3. Daniela Gabor, 2018. "Goodbye (Chinese) Shadow Banking, Hello Market†based Finance," Development and Change, International Institute of Social Studies, vol. 49(2), pages 394-419, March.
    4. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Burned by leverage? Flows and fragility in bond mutual funds," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
    5. Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015. "The hunt for duration: not waving but drowning?," BIS Working Papers 519, Bank for International Settlements.
    6. Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018. "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, vol. 35(C), pages 172-191.

Articles

  1. Avalos, Fernando & Mamatzakis, Emmanuel, 2023. "Is bank resilience affected by unconventional monetary policy in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 130(C).

    Cited by:

    1. Sepp, Tim Florian & Israel, Karl-Friedrich & Treitz, Benjamin & Hartl, Tom, 2024. "Monetary policy and bank-type resilience in Germany from 1999 to 2022," Working Papers 181, University of Leipzig, Faculty of Economics and Management Science.
    2. Sepp, Tim Florian & Israel, Karl-Friedrich & Treitz, Benjamin & Hartl, Tom, 2024. "Monetary policy and the resilience of the German banking system: From Deutsche Bundesbank to ECB," Working Papers 180, University of Leipzig, Faculty of Economics and Management Science.

  2. Fernando Avalos & Wenqian Huang, 2022. "Commodity markets: shocks and spillovers," BIS Quarterly Review, Bank for International Settlements, September.

    Cited by:

    1. M.R. Malefane, 2023. "Economic implications of external monetary policy shocks for Lesotho: An empirical investigation," Journal of Economic Policy and Management Issues, JEPMI, vol. 2(2), pages 65-75.
    2. Ahmed Mohamed Habib & Umar Nawaz Kayani, 2024. "Price reaction of global economic indicators: evidence from the COVID-19 pandemic and the Russia–Ukraine conflict," SN Business & Economics, Springer, vol. 4(1), pages 1-21, January.
    3. Tong, Eric, 2024. "Repercussions of the Russia–Ukraine war," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 366-390.
    4. Roman Kopych & Viktor Shevchuk, 2023. "Time-Varying Impact of Commodity Prices on Output Growth and Inflation in the Eastern European Countries," Commodities, MDPI, vol. 3(1), pages 1-17, December.
    5. Richhild Moessner, 2025. "Effects of Energy Prices on Food Consumer Price Inflation," CESifo Working Paper Series 11682, CESifo.
    6. Xue, Huidan & Du, Yuxuan, 2024. "Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets," 2024 Annual Meeting, July 28-30, New Orleans, LA 343639, Agricultural and Applied Economics Association.

  3. Sirio Aramonte & Fernando Avalos, 2021. "The rise of private markets," BIS Quarterly Review, Bank for International Settlements, December.

    Cited by:

    1. Iñaki Aldasoro & Sebastian Doerr & Haonan Zhou, 2022. "Non-bank lenders in the syndicated loan market," BIS Quarterly Review, Bank for International Settlements, March.
    2. Giulio Cornelli & Leonardo Gambacorta & Livia Pancotto, 2023. "Buy now, pay later: a cross-country analysis," BIS Quarterly Review, Bank for International Settlements, December.

  4. Fernando Avalos & Dora Xia, 2021. "Investor size, liquidity and prime money market fund stress," BIS Quarterly Review, Bank for International Settlements, March.

    Cited by:

    1. Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022. "Money Market Fund Vulnerabilities: A Global Perspective," Staff Reports 1009, Federal Reserve Bank of New York.
    2. Ulf Lewrick & Stijn Claessens, 2021. "Open-ended bond funds: systemic risks and policy implications," BIS Quarterly Review, Bank for International Settlements, December.
    3. Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
    4. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
    5. Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022. "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series 2737, European Central Bank.
    6. Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).

  5. Emanuel Kohlscheen & Fernando Avalos & Andreas Schrimpf, 2017. "When the Walk Is Not Random: Commodity Prices and Exchange Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 121-158, June.
    See citations under working paper version above.
  6. Avalos, Fernando, 2014. "Do oil prices drive food prices? The tale of a structural break," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 253-271.

    Cited by:

    1. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
    2. Ni, Guohua & Teng, Man & Chen, Zhenling & Wu, Yunsong & He, Wenjia & Su, Bin, 2024. "Exploring the impacts of major events on the global oil and food markets," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
    3. Luo, Jiawen & Marfatia, Hardik A. & Ji, Qiang & Klein, Tony, 2023. "Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets," Energy Economics, Elsevier, vol. 117(C).
    4. Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2019. "The interplay between oil and food commodity prices: Has It changed over time?," Working Papers 0665, University of Heidelberg, Department of Economics.
    5. Agus Widarjono & Abdul Hakim, 2019. "Asymmetric Oil Price Pass-Through to Disaggregate Consumer Prices in Emerging Market: Evidence from Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 310-317.
    6. Patrice Guillotreau & Frédéric Lantz & Lesya Nadzon & Jonathan Rault & Olivier Maury, 2023. "Price Transmission between Energy and Fish Markets: Are Oil Rates Good Predictors of Tuna Prices?," Marine Resource Economics, University of Chicago Press, vol. 38(1), pages 29-46.
    7. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
    8. Gilbert, Christopher L., 2018. "A Model of Grains Prices with Application to the Impact of Biofuels," 92nd Annual Conference, April 16-18, 2018, Warwick University, Coventry, UK 273492, Agricultural Economics Society.
    9. Szenderak, J. & Jambor, A. & Potori, N., 2018. "Apples versus oranges: does interdependence between the European Union juice concentrate markets exist?," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277511, International Association of Agricultural Economists.
    10. Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza, 2016. "Contemporaneous interactions among fuel, biofuel and agricultural commodities," Energy Economics, Elsevier, vol. 58(C), pages 1-10.
    11. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2014. "The Nonparametric Relationship between Oil and South African Agricultural Prices," Working Papers 201461, University of Pretoria, Department of Economics.
    12. Emanuel Kohlscheen, 2022. "Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices," Papers 2208.14254, arXiv.org, revised Oct 2022.
    13. Papa Gueye Fam & Rachida Hennani & Nicolas Huchet, 2017. "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 53-77, December.
    14. Chiarucci, Riccardo & Loffredo, Maria I. & Ruzzenenti, Franco, 2017. "Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect," Research in International Business and Finance, Elsevier, vol. 42(C), pages 912-921.
    15. Fernando Avalos & Wenqian Huang, 2022. "Commodity markets: shocks and spillovers," BIS Quarterly Review, Bank for International Settlements, September.
    16. Richard Jaimes & Reyer Gerlagh, 2017. "Resource-Richness and Economic Growth in Contemporary U.S," CESifo Working Paper Series 6778, CESifo.
    17. Dervis Kirikkaleli & Hasan Güngör, 2021. "Co-movement of commodity price indexes and energy price index: a wavelet coherence approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-18, December.
    18. Vicente E. Montano & Rosalia T. Gabronino & Restie E. Torres, 2019. "The curious relationship between agricultural and energy price index: A Vector Error Correction Model (VECM) analysis approach," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 5(3), pages 161-177.
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  7. Fernando Avalos & Ramon Moreno, 2013. "Hedging in derivatives markets: the experience of Chile," BIS Quarterly Review, Bank for International Settlements, March.

    Cited by:

    1. Faruk Miguel Liriano, 2017. "The use of foreign exchange derivatives by exporters and importers: the Chilean experience," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    2. Mr. Fabio Comelli & Mrs. Esther Perez Ruiz, 2016. "To Bet or Not to Bet: Copper Price Uncertainty and Investment in Chile," IMF Working Papers 2016/218, International Monetary Fund.
    3. Christian Upper & Marcos Valli, 2016. "Emerging derivatives markets?," BIS Quarterly Review, Bank for International Settlements, December.
    4. Bank for International Settlements, 2017. "Foreign exchange liquidity in the Americas," BIS Papers, Bank for International Settlements, number 90.
    5. Bernardus F Nazar Van Doornik & Jon Frost & Rafael Guerra & Alexandre Tombini & Christian Upper, 2024. "Towards liquid and resilient government debt markets in EMEs," BIS Quarterly Review, Bank for International Settlements, March.
    6. Masazumi Hattori & Elod Takáts, 2015. "The role of debt securities markets," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 41-64, Bank for International Settlements.

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