Hans J. Blommestein
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.Working papers
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Dennis Essers & Hans J. Blommestein & Danny Cassimon & Perla Ibarlucea Flores, 2016. "Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1167-1194, May.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2015. "Local currency bond market development in Sub-Saharan Africa: A stock-taking exercise and analysis of key drivers," MPRA Paper 65320, University Library of Munich, Germany, revised Jun 2015.
Cited by:
- Law, Siong Hook & Kutan, Ali M. & Naseem, N.A.M., 2018. "The role of institutions in finance curse: Evidence from international data," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 174-191.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2022.
"Yet it Endures The Persistence of Original Sin,"
IHEID Working Papers
28-2022, Economics Section, The Graduate Institute of International Studies.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2022. "Yet it Endures: The Persistence of Original Sin," Growth Lab Working Papers 200, Harvard's Growth Lab.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2022. "Yet it Endures: The Persistence of Original Sin," CID Working Papers 420, Center for International Development at Harvard University.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2023. "Yet it Endures: The Persistence of Original Sin," Open Economies Review, Springer, vol. 34(1), pages 1-42, February.
- Eichengreen, Barry & Hausmann, Ricardo & Panizza, Ugo, 2022. "Yet it Endures: The Persistence of Original Sin," CEPR Discussion Papers 17691, C.E.P.R. Discussion Papers.
- Danny Cassimon & Dennis Essers & Karel Verbeke, 2016. "The changing face of Rwanda's public debt," BeFinD Working Papers 0114, University of Namur, Department of Economics.
- Danny Cassimon & Dennis Essers & Karel Verbeke, 2015. "What to do after the clean slate? Post-relief public debt sustainability and management," BeFinD Working Papers 0103, University of Namur, Department of Economics.
- Dafe, Florence & Essers, Dennis & Volz, Ulrich, 2018.
"Localising sovereign debt: the rise of local currency bond markets in sub‐Saharan Africa,"
LSE Research Online Documents on Economics
87636, London School of Economics and Political Science, LSE Library.
- Ulrich Volz & Dafe Florence & Dennis Essers, 2017. "Localising Sovereign Debt: The Rise of Local Currency Bond Markets in Sub-Saharan Africa," Working Papers 202, Department of Economics, SOAS University of London, UK.
- Florence Dafe & Dennis Essers & Ulrich Volz, 2018. "Localising sovereign debt: The rise of local currency bond markets in sub‐Saharan Africa," The World Economy, Wiley Blackwell, vol. 41(12), pages 3317-3344, December.
- Rusike, Tatonga Gardner & Alagidede, Imhotep Paul, 2021. "The impact of sovereign credit ratings on Eurobond yields: Evidence from Africa," Research in International Business and Finance, Elsevier, vol. 58(C).
- Amr Hosny, 2020.
"Non-Resident Holdings of Domestic Debt in Nigeria: Internal or External Driven?,"
IMF Working Papers
2020/063, International Monetary Fund.
- Amr Hosny, 2020. "Nonresident holdings of domestic debt in Nigeria: Internal or external driven?," African Development Review, African Development Bank, vol. 32(3), pages 472-485, September.
- Christian Senga & Danny Cassimon, 2019. "African Eurobonds: why we should (not) worry!," BeFinD Policy Briefs 8, University of Namur, Department of Economics.
- SENGA, Christian, 2018. "Portfolio optimization at the frontier: Assessing the diversification benefits of African securities," Working Papers 2019001, University of Antwerp, Faculty of Business and Economics.
- Christian Senga & Danny Cassimon & Dennis Essers, 2018.
"Sub-Saharan African Eurobond yields: What really matters beyond global factors?,"
BeFinD Working Papers
0123, University of Namur, Department of Economics.
- Christian Senga & Danny Cassimon & Dennis Essers, 2018. "Sub-Saharan African Eurobond yields: What really matters beyond global factors?," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 8(1), pages 49-62.
- Pedersoli, Silvia & Presbitero, Andrea F., 2023. "Public debt management and private financial development," Economic Systems, Elsevier, vol. 47(1).
- Jamel Boukhatem, 2021. "What drives local currency bond market development in Saudi Arabia: do macroeconomic and institutional factors matter?," Future Business Journal, Springer, vol. 7(1), pages 1-18, December.
- Kathrin Berensmann & Florence Dafe & Ulrich Volz, 2015. "Developing local currency bond markets for long-term development financing in Sub-Saharan Africa," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 31(3-4), pages 350-378.
- Roel Dom & Lionel Roger, 2018. "Economic sanctions and domestic debt: Burundi's fiscal response to the suspension of budget support," Discussion Papers 2018-12, University of Nottingham, CREDIT.
- Olfa Berrich & Halim Dabbou & Mohamed Imen Gallali, 2022. "Over-the-counter market and corporate bond market development," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 47(2/3), pages 284-304.
- Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila, 2021. "Bond return predictability: Evidence from 25 OECD countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Yongkil Ahn & Yoshikatsu Shinozawa & Kazuo Yamada, 2022. "Corporate Debt Mix and Long-term Firm Growth in Japan," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(8), pages 2139-2152, June.
- Meng-wai Lee & Kim-leng Goh, 2019. "Bond Market Development in Malaysia: Possible Crowding-Out from Persistent Fiscal Deficits?," Economics Bulletin, AccessEcon, vol. 39(3), pages 1798-1807.
- Fløgstad, Cathrin, 2017. "Domestic bond markets in emerging economies: Crowding in or crowding out?," Working Papers in Economics 15/17, University of Bergen, Department of Economics.
- Kodongo, Odongo & Mukoki, Paul & Ojah, Kalu, 2023. "Bond market development and infrastructure-gap reduction: The case of Sub-saharan Africa," Economic Modelling, Elsevier, vol. 121(C).
- Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2012.
"Animal Spirits in the Euro Area Sovereign CDS Market,"
CEPR Discussion Papers
9092, C.E.P.R. Discussion Papers.
Cited by:
- Zaghini, Andrea, 2016.
"Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?,"
CFS Working Paper Series
530, Center for Financial Studies (CFS).
- Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," Journal of Financial Stability, Elsevier, vol. 23(C), pages 51-61.
- Gonzalo Camba-Méndez & Dobromił Serwa, 2014.
"Market perception of sovereign credit risk in the euro area during the financial crisis,"
NBP Working Papers
185, Narodowy Bank Polski.
- Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series 1710, European Central Bank.
- Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016. "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 168-189.
- Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2022. "Neural forecasting of the Italian sovereign bond market with economic news," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 197-224, December.
- Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016.
"How do experts forecast sovereign spreads?,"
European Economic Review, Elsevier, vol. 87(C), pages 216-235.
- Jacopo Cimadomo & Peter Claeys & Mr. Marcos Poplawski Ribeiro, 2016. "How do Experts Forecast Sovereign Spreads?," IMF Working Papers 2016/100, International Monetary Fund.
- Mili, Mehdi, 2019. "The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets," Research in International Business and Finance, Elsevier, vol. 48(C), pages 187-200.
- Zongxin Qian & Qian Luo, 2016. "Regime-Dependent Determinants of China’s Sovereign Credit Default Swap Spread," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 10-21, January.
- Boris Blagov & Michael Funke & Richhild Moessner, 2015. "Modelling the time-variation in euro area lending spreads," BIS Working Papers 526, Bank for International Settlements.
- M'beirick, Abdallahi & Haddou, Samira, 2024. "The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 244-272.
- Zhenxi Chen & Stefan Reitz, 2020.
"Dynamics of the European sovereign bonds and the identification of crisis periods,"
Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
- Chen, Zhenxi & Reitz, Stefan, 2016. "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers 57, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
- Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021.
"Emotions in Macroeconomic News and their Impact on the European Bond Market,"
Papers
2106.15698, arXiv.org.
- Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021. "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, vol. 118(C).
- Hans J. Blommestein, 2012. "The Debate over Sovereign Risk, Safe Assets, and the Risk-Free Rate: What are the Implications for Sovereign Issuers?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 1(3), pages 55-70, September.
- Claeys, Peter & Cimadomo, Jacopo & Poplawski Ribeiro, Marcos, 2014. "How do financial institutions forecast sovereign spreads?," Working Paper Series 1750, European Central Bank.
- Cayirli, Omer & Aktas, Huseyin & Kayalidere, Koray, 2022. "A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 522-548.
- Zaghini, Andrea, 2016.
"Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?,"
CFS Working Paper Series
530, Center for Financial Studies (CFS).
- Hans J. Blommestein & Philip Turner, 2012.
"Interactions Between Sovereign Debt Management and Monetary Policy Under Fiscal Dominance and Financial Instability,"
OECD Working Papers on Sovereign Borrowing and Public Debt Management
3, OECD Publishing.
- Hans J Blommestein & Philip Turner, 2012. "Interactions between sovereign debt management and monetary policy under fiscal dominance and financial instability," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 213-237, Bank for International Settlements.
Cited by:
- christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," BIS Working Papers 559, Bank for International Settlements.
- Philip Turner, 2013. "Benign neglect of the long-term interest rate," BIS Working Papers 403, Bank for International Settlements.
- Richhild Moessner & Philip Turner, 2012. "Threat of fiscal dominance? Workshop summary," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 1-12, Bank for International Settlements.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2014.
"Dealing with the ECB's triple mandate?,"
SciencePo Working papers Main
hal-01072114, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2014. "Dealing with the ECB's triple mandate?," Post-Print hal-01072114, HAL.
- Eric Monnet & Miklos Vari, 2023.
"A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-03954090, HAL.
- Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: Some History and Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 915-944, June.
- Monnet, Eric & Vari, Miklos, 2020. "A dilemma between liquidity regulation and monetary policy: some history and theory," CEPR Discussion Papers 15001, C.E.P.R. Discussion Papers.
- Eric Monnet & Miklos Vari, 2023. "A Dilemma between Liquidity Regulation and Monetary Policy: some History and Theory," Post-Print halshs-03954090, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2014.
"Les enjeux du triple mandat de la BCE,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 175-186.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2014. "Les enjeux du triple mandant de la BCE," Post-Print hal-01072116, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2014. "Les enjeux du triple mandant de la BCE," SciencePo Working papers Main hal-01072116, HAL.
- Fabrizio Zampolli, 2012. "Sovereign debt management as an instrument of monetary policy: an overview," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 97-118, Bank for International Settlements.
- Xavier Timbeau, 2013.
"La crise sur un plateau. Perspectives 2013-2014,"
SciencePo Working papers Main
hal-03460759, HAL.
- Xavier Timbeau, 2013. "La crise sur un plateau. Perspectives 2013-2014," Post-Print hal-03460759, HAL.
- Haydory Akbar Ahmed, 2020. "Monetary base and federal government debt in the long‐run: A non‐linear analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 72(2), pages 167-184, April.
- Alessandro Missale, 2012. "Sovereign debt management and fiscal vulnerabilities," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 157-176, Bank for International Settlements.
- Jagjit Chadha & Philip Turner & Fabrizio Zampolli, 2017.
"The interest rate effects of government debt maturity,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
476, National Institute of Economic and Social Research.
- Jagjit S Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The interest rate effects of government debt maturity," BIS Working Papers 415, Bank for International Settlements.
- Céline Antonin & Christophe Blot & Paul Hubert & Fabien Labondance & Catherine Mathieu & Christine Rifflart & Vincent Touzé, 2013.
"Politiques monétaires : est-ce le début de la fin ?,"
SciencePo Working papers Main
hal-01072109, HAL.
- Céline Antonin & Christophe Blot & Paul Hubert & Fabien Labondance & Catherine Mathieu & Christine Rifflart & Vincent Touzé, 2013. "Politiques monétaires : est-ce le début de la fin ?," Post-Print hal-01072109, HAL.
- Francis Breedon & Philip Turner, 2016.
"On the transactions costs ofquantitative easing,"
BIS Working Papers
571, Bank for International Settlements.
- Breedon, Francis, 2018. "On the transactions costs of UK quantitative easing," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 347-356.
- Francis Breedon, 2018. "On the Transactions Costs of UK Quantitative Easing," Working Papers 848, Queen Mary University of London, School of Economics and Finance.
- Dufrénot, Gilles & Jawadi, Fredj & Khayat, Guillaume A., 2018.
"A model of fiscal dominance under the “Reinhart Conjecture”,"
Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 332-345.
- Gilles Dufrénot & Fredj Jawadi & Guillaume Khayat, 2018. "A model of fiscal dominance under the “Reinhart Conjecture”," Post-Print hal-01890414, HAL.
- Christophe Schalck, 2019. "Investigating shifts in public debt management behaviour in France," Economics Bulletin, AccessEcon, vol. 39(2), pages 1656-1665.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019.
"Challenges ahead for EMU monetary policy,"
Working Papers
hal-03403244, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019. "Challenges ahead for EMU monetary policy," SciencePo Working papers Main hal-03403244, HAL.
- Philip Turner, 2014. "The exit from non-conventional monetary policy: what challenges?," BIS Working Papers 448, Bank for International Settlements.
- Wolswijk, Guido, 2020. "Drivers of European public debt management," Working Paper Series 2437, European Central Bank.
- Cormier, Benjamin, 2021. "Interests over institutions: political-economic constraints on public debt management in developing countries," LSE Research Online Documents on Economics 112595, London School of Economics and Political Science, LSE Library.
- Simon Schairer, 2024. "The contradictions of unconventional monetary policy as a post-2008 thwarting mechanism: financial dominance, shadow banking, and inequality," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 1-29, June.
- Markus Eller & Johannes Holler, 2018. "Digging into the composition of government debt in CESEE: a risk evaluation," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2-18, pages 56-80.
- Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021.
"Debt Management in a World of Fiscal Dominance,"
LIDAM Discussion Papers IRES
2021018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," JRC Working Papers on Taxation & Structural Reforms 2021-11, Joint Research Centre.
- Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019.
"A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities,"
MPRA Paper
100311, University Library of Munich, Germany.
- Cangoz,Mehmet Coskun & Sulla,Olga & Wang,ChunLan & Dychala,Christopher Benjamin, 2019. "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," Policy Research Working Paper Series 8728, The World Bank.
- Hans J Blommestein & Anja Hubig, 2012. "Is the standard micro portfolio approach to sovereign debt management still appropriate?," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155, Bank for International Settlements.
- Dubravko Mihaljek, 2021. "Interactions between fiscal and monetary policies: a brief history of a long relationship," Public Sector Economics, Institute of Public Finance, vol. 45(4), pages 419-432.
- Anna Duszak, 2018. "Does the Way of Financing Quantitative Easing Programmes Matter?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(2), pages 101-131, June.
- Yehuda Porath & Tal Sadeh, 2022. "National Debt Management Autonomy and National Debt Maturity at Issue," Bank of Israel Working Papers 2022.14, Bank of Israel.
- Tal Sadeh & Yehuda Porath, 2020. "Autonomous agencies and relational contracts in government bond issues," Regulation & Governance, John Wiley & Sons, vol. 14(4), pages 741-763, October.
- Hans J. Blommestein & Anja Hubig, 2012.
"A Critical Analysis of the Technical Assumptions of the Standard Micro Portfolio Approach to Sovereign Debt Management,"
OECD Working Papers on Sovereign Borrowing and Public Debt Management
4, OECD Publishing.
Cited by:
- Schmid, Lukas & Valaitis, Vytautas & Villa, Alessandro, 2023.
"Government Debt Management and Inflation with Real and Nominal Bonds,"
CEPR Discussion Papers
18197, C.E.P.R. Discussion Papers.
- Lukas Schmid & Vytautas Valaitis & Alessandro T. Villa, 2024. "Government Debt Management and Inflation with Real and Nominal Bonds," Discussion Papers 2413, Centre for Macroeconomics (CFM).
- Scott Regifère MOUANDAT, 2021. "dette optimale au Gabon," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 12(1), pages 132-149, June.
- Hans J Blommestein & Anja Hubig, 2012. "Is the standard micro portfolio approach to sovereign debt management still appropriate?," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155, Bank for International Settlements.
- Sónia Araújo & Stéphanie Guichard, 2018. "Costa Rica: Restoring fiscal sustainability and setting the basis for a more growth-friendly and inclusive fiscal policy," OECD Economics Department Working Papers 1484, OECD Publishing.
- Scott Régifère Mouandat, 2021. "Optimal debt in Gabon: an analysis in term of foreign currency compositions [La dette optimale au Gabon: une analyse en termes de composition en devises]," Post-Print hal-03326826, HAL.
- Schmid, Lukas & Valaitis, Vytautas & Villa, Alessandro, 2023.
"Government Debt Management and Inflation with Real and Nominal Bonds,"
CEPR Discussion Papers
18197, C.E.P.R. Discussion Papers.
- Hans J. Blommestein & Mehmet Emre Elmadag & Jacob Wellendorph Ejsing, 2012.
"Buyback and Exchange Operations: Policies, Procedures and Practices among OECD Public Debt Managers,"
OECD Working Papers on Sovereign Borrowing and Public Debt Management
5, OECD Publishing.
Cited by:
- Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2014.
"Government Debt Management: The Long and the Short of It,"
CEPR Discussion Papers
10281, C.E.P.R. Discussion Papers.
- Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2019. "Government Debt Management: The Long and the Short of It," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2554-2604.
- Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew, 2019. "Government debt management: The long and the short of it," LIDAM Reprints CORE 3086, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Rigas Oikonomou, 2014. "Government Debt Management: The Long and Short of It," 2014 Meeting Papers 129, Society for Economic Dynamics.
- Blix Grimaldi, Marianna & Crosta, Alberto & Zhang, Dong, 2021. "The Liquidity of the Government Bond Market – What Impact Does Quantitative Easing Have? Evidence from Sweden," Working Paper Series 402, Sveriges Riksbank (Central Bank of Sweden).
- Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2014. "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers 799, Barcelona School of Economics.
- Davide Debortoli & Ricardo Nunes & Pierre Yared, 2014.
"Optimal Time-Consistent Government Debt Maturity,"
NBER Working Papers
20632, National Bureau of Economic Research, Inc.
- Davide Debortoli & Ricardo Nunes & Pierre Yared, 2016. "Optimal time-consistent government debt maturity," Working Papers 16-4, Federal Reserve Bank of Boston.
- Davide Debortoli & Ricardo Nunes & Pierre Yared, 2016. "Optimal time-consistent government debt maturity," Economics Working Papers 1504, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2016.
- Davide Debortoli & Ricardo Nunes & Pierre Yared, 2016. "Optimal Time-Consistent Government Debt Maturity," Working Papers 867, Barcelona School of Economics.
- Davide Debortoli & Ricardo Nunes & Pierre Yared, 2017. "Optimal Time-Consistent Government Debt Maturity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 55-102.
- Piotr Bartkiewicz, 2021. "The evolution of the Polish government bond market," Public Sector Economics, Institute of Public Finance, vol. 45(1), pages 149-169.
- Thordur Jonasson & Mr. Michael G. Papaioannou, 2018. "A Primer on Managing Sovereign Debt-Portfolio Risks," IMF Working Papers 2018/074, International Monetary Fund.
- Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2014.
"Government Debt Management: The Long and the Short of It,"
CEPR Discussion Papers
10281, C.E.P.R. Discussion Papers.
- Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2011.
"A Dynamic General Equilibrium Analysis of Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk,"
CEPR Discussion Papers
8652, C.E.P.R. Discussion Papers.
Cited by:
- Nguyen, Hoai Thi Thanh & Tram, Huong Thi Xuan & Nguyen, Linh Thi Thuy, 2023. "Interest rates and systemic risk:Evidence from the Vietnamese economy," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011.
"Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk,"
Discussion Paper
2011-121, Tilburg University, Center for Economic Research.
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011. "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Other publications TiSEM 000354fa-9dcf-477e-9e6e-6, Tilburg University, School of Economics and Management.
- Blommestein, H.J. & Eijffinger, S.C.W. & Qian, Z., 2011. "Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk," Other publications TiSEM bcca3e0f-483b-4464-ba61-f, Tilburg University, School of Economics and Management.
Cited by:
- Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017.
"Monetary policy and bank risk-taking: Evidence from emerging economies,"
Emerging Markets Review, Elsevier, vol. 31(C), pages 116-140.
- Wu, Ji & Jeon, Bang Nam & Chen, Minghua & Wang, Rui, 2015. "Monetary Policy and Bank Risk-taking: Evidence from Emerging Economies," School of Economics Working Paper Series 2015-3, LeBow College of Business, Drexel University.
- Hans J. Blommestein & Pascal Janssen & Niels Kortleve & Juan Yermo, 2009.
"Evaluating the Design of Private Pension Plans: Costs and Benefits of Risk-Sharing,"
OECD Working Papers on Insurance and Private Pensions
34, OECD Publishing.
Cited by:
- Neryvia Pillay & Johannes Fedderke, 2022.
"CharacteristicsoftheSouthAfricanretirementfundindustry,"
Working Papers
11038, South African Reserve Bank.
- Johannes W. Fedderke & Neryvia Pillay Bell, "undated". "Characteristics of the South African retirement fund industry," Working Papers 880, Economic Research Southern Africa.
- Niels Kortleve & Eduard Ponds, 2009.
"Dutch Pension Funds in Underfunding: Solving Generational Dilemmas,"
Working Papers, Center for Retirement Research at Boston College
wp2009-29, Center for Retirement Research, revised Nov 2009.
- Kortleve, N. & Ponds, E.H.M., 2009. "Dutch Pension Funds in Underfunding : Solving Generational Dilemmas," Other publications TiSEM 7f9822f1-9704-4a13-9bfe-c, Tilburg University, School of Economics and Management.
- Catherine Donnelly, 2017. "A Discussion of a Risk-Sharing Pension Plan," Risks, MDPI, vol. 5(1), pages 1-20, February.
- Neryvia Pillay & Johannes Fedderke, 2022.
"CharacteristicsoftheSouthAfricanretirementfundindustry,"
Working Papers
11038, South African Reserve Bank.
- Hans J. Blommestein & Javier Santiso, 2007.
"New Strategies for Emerging Domestic Sovereign Bond Markets,"
OECD Development Centre Working Papers
260, OECD Publishing.
Cited by:
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2015. "Local currency bond market development in Sub-Saharan Africa: A stock-taking exercise and analysis of key drivers," MPRA Paper 65320, University Library of Munich, Germany, revised Jun 2015.
- Dennis Essers & Hans J. Blommestein & Danny Cassimon & Perla Ibarlucea Flores, 2016. "Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1167-1194, May.
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- George von Furstenberg, 2007. "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," CAEPR Working Papers 2007-024, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Fritz, Barbara & Mühlich, Laurissa, 2007. "South-south monetary integration: the case for a research framework beyond the theory of optimum currency area," Discussion Papers 2007/20, Free University Berlin, School of Business & Economics.
- Jamel Boukhatem, 2009. "Essai sur les déterminants empiriques de développement des marchés obligataires," EconomiX Working Papers 2009-32, University of Paris Nanterre, EconomiX.
- Ahmed Abdullahi D., 2011. "International Financial Integration, Investment and Economic Performance in Sub-Saharan African Countries," Global Economy Journal, De Gruyter, vol. 11(4), pages 1-28, December.
- M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011.
"Credit Default Swaps and Sovereign Debt Markets,"
NFI Working Papers
2011-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
- Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
- Jonathan A. Batten & Warren P. Hogan & Peter G Szilagyi, 2010.
"Foreign Bond Markets and Financial Market Development: International Perspectives,"
Working Papers
id:3042, eSocialSciences.
- Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2012. "Foreign Bond Markets and Financial Market Development: International Perspectives," Chapters, in: Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 12, Edward Elgar Publishing.
- Batten, Jonathan A. & Hogan, Warren P. & Szilagyi, Peter G., 2009. "Foreign Bond Markets and Financial Market Development: International Perspectives," ADBI Working Papers 173, Asian Development Bank Institute.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018.
"Sovereign debt in emerging market countries: not all of them are serial defaulters,"
Post-Print
hal-01890440, HAL.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018. "Sovereign debt in emerging market countries: not all of them are serial defaulters," Applied Economics, Taylor & Francis Journals, vol. 50(59), pages 6406-6443, December.
- Shanaka J. Peiris, 2013. "Foreign Participation In Local Currency Bond Markets Of Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-15.
- Laurissa Mühlich, 2011. "South–South Regional Monetary Cooperation: Potential Gains for Developing Countries and Emerging Markets," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 13, Edward Elgar Publishing.
- Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), 2012. "Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia," Books, Edward Elgar Publishing, number 14483.
- Jamel Boukhatem, 2009. "Essai sur les déterminants empiriques de développement des marchés obligataires," Working Papers hal-04140858, HAL.
- Daniel, L., 2008. "Foreign investors’ participation in emerging market economies’ domestic bond markets," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 12, pages 61-77, Summer.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Pablo Antolín & Hans J. Blommestein, 2007.
"Governments and the Market for Longevity-Indexed Bonds,"
OECD Working Papers on Insurance and Private Pensions
4, OECD Publishing.
- Pablo Antolin & Hans J. Blommestein, 2007. "Governments and the Market for Longevity-indexed Bonds," Financial Market Trends, OECD Publishing, vol. 2007(1), pages 153-175.
Cited by:
- Roy, Amlan, 2012. "Innovative Approaches to Managing Longevity Risk in Asia: Lessons from the West," ADBI Working Papers 353, Asian Development Bank Institute.
- Edouard Debonneuil & Stéphane Loisel & Frédéric Planchet, 2015.
"Do actuaries believe in longevity deceleration?,"
Working Papers
hal-01219270, HAL.
- Debonneuil, Edouard & Loisel, Stéphane & Planchet, Frédéric, 2018. "Do actuaries believe in longevity deceleration?," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 325-338.
- Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
- Bohm, Thomas & Waldvogel, Felix, 2012. "Etablierung eines außerbörslichen Kapitalmarktes für das Langlebigkeitsrisiko," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2012-02, University of Bayreuth, Chair of Finance and Banking.
- Blake, David & Courbage, Christophe & MacMinn, Richard & Sherris, Michael, 2011.
"Longevity risks and capital markets: The 2010-2011 update,"
MPRA Paper
34279, University Library of Munich, Germany.
- David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris, 2011. "Longevity Risk and Capital Markets: The 2010–2011 Update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(4), pages 489-500, October.
- Stéphane Loisel, 2010.
"Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges,"
Post-Print
hal-00517902, HAL.
- Pauline Barrieu & Harry Bensusan & Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Claudia Ravanelli & Yahia Salhi, 2012. "Understanding, Modeling and Managing Longevity Risk: Key Issues and Main Challenges," Post-Print hal-00417800, HAL.
- Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard, 2011. "Longevity risk and capital markets: The 2009-2010 update," MPRA Paper 28868, University Library of Munich, Germany.
- David Blake & Tom Boardman & Andrew Cairns, 2014.
"Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds,"
North American Actuarial Journal, Taylor & Francis Journals, vol. 18(1), pages 258-277.
- Blake, David & Boardman, Tom & Cairns, Andrew, 2010. "Sharing longevity risk: Why governments should issue longevity bonds," MPRA Paper 34184, University Library of Munich, Germany.
- Tomas Cipra, 2010. "Securitization of Longevity and Mortality Risk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 545-560, December.
- Benoît Coeuré, 2007. "Normes comptables et gestion de la dette publique," Revue d'Économie Financière, Programme National Persée, vol. 89(3), pages 101-110.
- Hans Blommestein, 2001.
"Ageing, Pension Reform, and Financial Market Implications in the OECD Area,"
CeRP Working Papers
09, Center for Research on Pensions and Welfare Policies, Turin (Italy).
Cited by:
- Gazmore Rexhepi & Burim Gashi, 2022. "The Role of Pension Funds on Capital Market Growth in the New EU Member States," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 4, pages 437-454.
- Raddatz, Claudio & Schmukler, Sergio L., 2011.
"Deconstructing herding : evidence from pension fund investment behavior,"
Policy Research Working Paper Series
5700, The World Bank.
- Claudio Raddatz & Sergio Schmukler, 2013. "Deconstructing Herding: Evidence from Pension Fund Investment Behavior," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 99-126, February.
- Raddatz, Claudio & Schmukler, Sergio L., 2008.
"Pension Funds And Capital Market Development:How Much Bang For The Buck?,"
Policy Research Working Paper Series
4787, The World Bank.
- Claudio Raddatz & Sergio Schmukler, 2010. "Pension Funds And Capital Market Development: How Much Bang For The Buck?," Working Papers 38, Superintendencia de Pensiones, revised Feb 2010.
- Hans J. Blommestein, 1997.
"Institutional Investors, Pension Reform, and Emerging Securities Markets,"
Research Department Publications
4094, Inter-American Development Bank, Research Department.
- Blommestein, Hans J., 1997. "Institutional Investors, Pension Reform and Emerging Securities Markets," IDB Publications (Working Papers) 6094, Inter-American Development Bank.
Cited by:
- Caballero, Ricardo J. & Krishnamurthy, Arvind, 2001.
"International and domestic collateral constraints in a model of emerging market crises,"
Journal of Monetary Economics, Elsevier, vol. 48(3), pages 513-548, December.
- Ricardo Caballero & Arvind Krishnamurthy, 2000. "International and Domestic Collateral Constraints in a Model of Emerging Market Crises," NBER Working Papers 7971, National Bureau of Economic Research, Inc.
- Inderst, Georg & Stewart, Fiona, 2014. "Institutional Investment in Infrastructure in Emerging Markets and Developing Economies," MPRA Paper 62522, University Library of Munich, Germany.
- Eduardo Walker & Fernando Lefort, 2002. "Pension Reform And Capital Markets: Are There Any (Hard) Links?," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 5(2), pages 77-149.
- Eduardo Siandra, 1999. "La inversión extranjera de los fondos de pensiones y el desarrollo del mercado de capitales doméstico," Documentos de Trabajo (working papers) 0599, Department of Economics - dECON.
- Milos Laura Raisa, 2012. "Spillover Effects Of Pension Funds On Capital Markets. The Eu-15 Countries Case," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 164-170, December.
- Ricardo J. Caballero, 2000. "Inestabilidad estructural en México: informe de políticas," Research Department Publications 4210, Inter-American Development Bank, Research Department.
- Eduardo Siandra, 1999. "La reforma de la seguridad social y el mercado de capitales: una descripción del caso uruguayo," Documentos de Trabajo (working papers) 0499, Department of Economics - dECON.
- Ricardo J. Caballero, 2000.
"Structural Volatility in Chile: A Policy Report,"
Research Department Publications
4211, Inter-American Development Bank, Research Department.
- Caballero, Ricardo J., 2000. "Structural Volatility in Chile: A Policy Report," IDB Publications (Working Papers) 1323, Inter-American Development Bank.
- Yilmaz Bayar & Marius Dan Gavriletea & Dan Constantin Danuletiu & Adina Elena Danuletiu & Emre Sakar, 2022. "Pension Funds, Insurance Companies and Stock Market Development: Evidence from Emerging Markets," Mathematics, MDPI, vol. 10(13), pages 1-13, July.
- Ricardo J. Caballero, 2000. "Inestabilidad estructural en Chile: informe de políticas," Research Department Publications 4212, Inter-American Development Bank, Research Department.
- Lee,Jeong Yeon, 2000. "The role of foreign investors in debt market development - conceptual frameworks and policy issues," Policy Research Working Paper Series 2428, The World Bank.
- Ricardo J. Caballero, 2000.
"Structural Volatility in Argentina: A Policy Report,"
Research Department Publications
4213, Inter-American Development Bank, Research Department.
- Caballero, Ricardo J., 2000. "Structural Volatility in Argentina: A Policy Report," IDB Publications (Working Papers) 1324, Inter-American Development Bank.
- Ricardo J. Caballero, 2000. "Inestabilidad estructural en Argentina: un informe de políticas," Research Department Publications 4214, Inter-American Development Bank, Research Department.
- Ricardo J. Caballero, 2000. "Structural Volatility in Mexico: A Policy Report," Research Department Publications 4209, Inter-American Development Bank, Research Department.
- Eduardo Siandra, 1998. "Sistemas de pensiones, sus reformas y los mercados de capitales," Documentos de Trabajo (working papers) 0299, Department of Economics - dECON.
- Blommestein, H.J. & Nijkamp, P., 1981.
"Soft spatial econometric causality models,"
Serie Research Memoranda
0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
Cited by:
- P Nijkamp & J Spronk, 1983.
"Integrated Policy Analysis by Means of Interactive Learning Models,"
Environment and Planning A, , vol. 15(9), pages 1195-1204, September.
- Nijkamp, P. & Spronk, J., 1982. "Integrated policy analysis by means of interactive learning models," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- P Nijkamp & J Spronk, 1983.
"Integrated Policy Analysis by Means of Interactive Learning Models,"
Environment and Planning A, , vol. 15(9), pages 1195-1204, September.
- Blommestein, H.J. & Palm, F.C., 1979.
"The aggregate demand for money in the Netherlands : a new look at a study of the Bank of the Netherlands,"
Serie Research Memoranda
0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
Cited by:
- Vos, Rob, 1981. "The political economy of the Republic of Korea : a proposal for a model framework of an open economy in the ESCAP-region, with emphasis on the role of the state," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Lierop, W.F.J. van & Nijkamp, P., 1981. "Disaggregate models of choice in a spatial context : paper presented at the IIASA-seminar on 'Urban Systems Modelling', Moscow, October 1980," Serie Research Memoranda 0014, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Dijck, P. van & Verbruggen, H., 1981. "A constant-market-shares analysis of ASEAN manufactured exports to the European Community," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Vogelvang, E., 1981. "A quarterly econometric model for the price formation of coffee on the world market," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Blommestein, H.J. & Nijkamp, P. & Veenendaal, W.M. van, 1979.
"Shopping perceptions and preferences : a multidimensional attractiviness analysis of consumer and entrepreneurial attitudes,"
Serie Research Memoranda
0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
Cited by:
- Dijk, Frans van & Nijkamp, Peter, 1980.
"Analysis of conflicts in dynamical environmental systems via catastrophe theory,"
Regional Science and Urban Economics, Elsevier, vol. 10(3), pages 429-451, August.
- Dijk, F. van & Nijkamp, P., 1980. "Analysis of conflicts in dynamical environmental systems via catastrophe theory," Serie Research Memoranda 0006, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Brouwer, F. & Nijkamp, P., 1982. "Reduction methods for qualitive and quantative data in regional analysis," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Vos, Rob, 1981. "The political economy of the Republic of Korea : a proposal for a model framework of an open economy in the ESCAP-region, with emphasis on the role of the state," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Smit, H.P., 1981. "Demand and supply of natural rubber," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Brouwer, F. & Nijkamp, P., 1981. "Categorical spatial data analysis," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Palm, F.C. & Nijman, Th., 1982.
"Missing observations in the dynamic regression model,"
Serie Research Memoranda
0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-1435, November.
- Nijman, T.E. & Palm, F.C., 1984. "Missing observations in the dynamic regression model," Other publications TiSEM 4d689d7c-4d89-4ab6-b8c3-f, Tilburg University, School of Economics and Management.
- Folmer, H. & Nijkamp, P., 1982. "Linear structural equation models with spatiotemporal auto- and cross- correlation," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Lierop, W.F.J. van & Nijkamp, P., 1981. "Disaggregate models of choice in a spatial context : paper presented at the IIASA-seminar on 'Urban Systems Modelling', Moscow, October 1980," Serie Research Memoranda 0014, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- P. Nijkamp & P. Rietveld, 1982.
"Soft Econometrics As A Tool For Regional Discrepancy Analysis,"
Papers in Regional Science, Wiley Blackwell, vol. 49(1), pages 3-21, January.
- Nijkamp, P. & Rietveld, P., 1981. "Soft econometrics as a tool for regional discrepancy analysis," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Dijck, P. van & Verbruggen, H., 1981. "A constant-market-shares analysis of ASEAN manufactured exports to the European Community," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Nijkamp, P., 1980. "Soft econometric models : an analysis of regional income determinants," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Blommestein, H.J. & Nijkamp, P., 1981. "Soft spatial econometric causality models," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Vogelvang, E., 1981. "A quarterly econometric model for the price formation of coffee on the world market," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Nijkamp, P. & Rietveld, P., 1981. "Ordinal econometrics in regional and urban modelling," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Rietveld, P., 1982. "Using ordinal information in decision-making under uncertainty," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Dijk, Frans van & Nijkamp, Peter, 1980.
"Analysis of conflicts in dynamical environmental systems via catastrophe theory,"
Regional Science and Urban Economics, Elsevier, vol. 10(3), pages 429-451, August.
Articles
- Hans Blommestein, 2017.
"Impact of regulatory changes on government bond market liquidity,"
Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 25(3), pages 307-317, July.
Cited by:
- Alicia Vidler & Toby Walsh, 2024. "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers 2405.02849, arXiv.org.
- Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016.
"Regime-dependent determinants of Euro area sovereign CDS spreads,"
Journal of Financial Stability, Elsevier, vol. 22(C), pages 10-21.
Cited by:
- Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
- Wang, Jun & Sun, Xiaolei & Li, Jianping, 2020. "How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, vol. 34(C).
- Gabriel Caldas Montes & Iven Silva Valpassos, 2018. "Discretionary fiscal policy and sovereign risk," Economics Bulletin, AccessEcon, vol. 38(3), pages 1343-1365.
- Eijffinger, Sylvester C.W. & Pieterse-Bloem, Mary, 2023. "Eurozone government bond spreads: A tale of different ECB policy regimes," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024.
"Quantifying sovereign risk in the euro area,"
IREA Working Papers
202403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
- Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021. "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, vol. 95(C), pages 76-96.
- Drakos, Anastasios & Moratis, Georgios, 2024. "The impact of COVID-19 on sovereign contagion," Journal of Financial Stability, Elsevier, vol. 70(C).
- Christopher F. Baum & Dorothea Schäfer & Andreas Stephan, 2013.
"Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises,"
Boston College Working Papers in Economics
841, Boston College Department of Economics, revised 30 Jan 2014.
- Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014. "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers 177, Narodowy Bank Polski.
- Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014. "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014 6939, EcoMod.
- Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016. "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, vol. 24(C), pages 117-131.
- Hayette Gatfaoui, 2017.
"Equity market information and credit risk signaling: A quantile cointegrating regression approach,"
Post-Print
hal-01745285, HAL.
- Gatfaoui, Hayette, 2017. "Equity market information and credit risk signaling: A quantile cointegrating regression approach," Economic Modelling, Elsevier, vol. 64(C), pages 48-59.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2013.
"Banks and sovereign risk: A granular view,"
Discussion Papers
29/2013, Deutsche Bundesbank.
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2015. "Banks and Sovereign Risk: A Granular View," IWH Discussion Papers 12/2015, Halle Institute for Economic Research (IWH).
- Buch, Claudia M. & Koetter, Michael & Ohls, Jana, 2016. "Banks and sovereign risk: A granular view," Journal of Financial Stability, Elsevier, vol. 25(C), pages 1-15.
- Capraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2023. "Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk," Working Papers of Romania Fiscal Council 230201, Romania Fiscal Council.
- Won Joong Kim & Gunho Jung & Sun-Yong Choi, 2020. "Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning," Complexity, Hindawi, vol. 2020, pages 1-23, July.
- Bikramaditya Ghosh & Spyros Papathanasiou & Dimitrios Kenourgios, 2022. "Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads," Sustainability, MDPI, vol. 14(21), pages 1-10, October.
- Sara Cecchetti, 2020. "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers) 1271, Bank of Italy, Economic Research and International Relations Area.
- Huthaifa Sameeh Alqaralleh, 2024. "From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 665-707, September.
- Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
- Yang, Lu & Hamori, Shigeyuki, 2023. "Modeling the global sovereign credit network under climate change," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Apergis, Nicholas & Lau, Marco Chi Keung & Yarovaya, Larisa, 2016. "Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 50-59.
- Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016.
"Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach,"
Post-Print
hal-01358715, HAL.
- Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros, 2016. "Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach," Journal of Financial Stability, Elsevier, vol. 26(C), pages 62-77.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019.
"Spillover across Eurozone credit market sectors and determinants,"
Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
- Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Post-Print hal-02353094, HAL.
- Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto, 2019. "Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data," JRC Working Papers in Economics and Finance 2019-03, Joint Research Centre, European Commission.
- Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019. "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, vol. 50(C), pages 106-133.
- Taurai Muvunza & Yong Jiang, 2023. "Determinants and hedging effectiveness of China's sovereign credit default swaps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2074-2087, April.
- Montes, Gabriel Caldas & Souza, Ivan, 2020. "Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M., 2017. "An international forensic perspective of the determinants of bank CDS spreads," Journal of Financial Stability, Elsevier, vol. 33(C), pages 60-70.
- Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017. "Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust," Journal of Financial Stability, Elsevier, vol. 33(C), pages 187-206.
- Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Jason Z. Ma & Xiang Deng & Kung-Cheng Ho & Sang-Bing Tsai, 2018. "Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps," Sustainability, MDPI, vol. 10(8), pages 1-17, August.
- Wang, Qunwei & Liu, Mengmeng & Xiao, Ling & Dai, Xingyu & Li, Matthew C. & Wu, Fei, 2022. "Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Prayer M. Rikhotso & Beatrice D. Simo-Kengne, 2022. "Dependence Structures between Sovereign Credit Default Swaps and Global Risk Factors in BRICS Countries," JRFM, MDPI, vol. 15(3), pages 1-22, February.
- Téllez Valle, Cecilia & Martín García, Margarita & Ramón-Jerónimo, María A. & Martín Marín, José Luis, 2020. "Sovereign bond spreads and CDS premia in the Eurozone: A causality analysis || Diferenciales de bonos soberanos y primas de CDS en la zona euro: un análisis de causalidad," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 30(1), pages 58-78, December.
- Dennis Essers & Hans J. Blommestein & Danny Cassimon & Perla Ibarlucea Flores, 2016.
"Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1167-1194, May.
See citations under working paper version above.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2015. "Local currency bond market development in Sub-Saharan Africa: A stock-taking exercise and analysis of key drivers," MPRA Paper 65320, University Library of Munich, Germany, revised Jun 2015.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014. "Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers," IOB Working Papers 2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Hans J. Blommestein, 2012.
"The Debate over Sovereign Risk, Safe Assets, and the Risk-Free Rate: What are the Implications for Sovereign Issuers?,"
Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 1(3), pages 55-70, September.
Cited by:
- Beniamino Moro, 2013. "The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 41-77, January.
- Hans J. Blommestein & Alison Harwood & Allison Holland, 2012.
"The Future of Debt Markets,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(2), pages 263-281.
Cited by:
- Christophe André, 2016.
"Household debt in OECD countries: stylised facts and policy issues,"
Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition, chapter 2, pages v1, 33-85,
Narodowy Bank Polski.
- Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
- Christophe André, 2016.
"Household debt in OECD countries: stylised facts and policy issues,"
Chapters from NBP Conference Publications, in: Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski & Joanna Waszczuk (ed.), Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis - 2015 edition, chapter 2, pages v1, 33-85,
Narodowy Bank Polski.
- Hans J. Blommestein & Ahmet Keskinler & Perla Ibarlucea Flores, 2012.
"Highlights from the OECD Sovereign Borrowing Outlook 2012,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(2), pages 253-262.
Cited by:
- Eijffinger, Sylvester & Blommestein, Hans J. & Qian, Zongxin, 2012. "Animal Spirits in the Euro Area Sovereign CDS Market," CEPR Discussion Papers 9092, C.E.P.R. Discussion Papers.
- Hans J. Blommestein & Perla Ibarlucea Flores, 2011.
"OECD Statistical Yearbook on African Central Government Debt: Summary and Overview,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(1), pages 277-283.
Cited by:
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2015. "Local currency bond market development in Sub-Saharan Africa: A stock-taking exercise and analysis of key drivers," MPRA Paper 65320, University Library of Munich, Germany, revised Jun 2015.
- Dennis Essers & Hans J. Blommestein & Danny Cassimon & Perla Ibarlucea Flores, 2016. "Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1167-1194, May.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Hans J. Blommestein & Ahmet Keskinler & Carrick Lucas, 2011.
"Outlook for the Securitisation Market,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(1), pages 259-276.
Cited by:
- Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
- Constanza Blanco Barón, 2015. "La titularización en Colombia: veinte años de regulación, 1993-2013," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(32), pages 259-294, January-J.
- Patricia Jackson, 2013. "Shadow Banking and New Lending Channels – Past and Future," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 11, pages 377-414, SUERF - The European Money and Finance Forum.
- Maciej Pawłowski, 2018. "Financing The Solar Energy Market Through The Use Of Securitization – The Case Of The United States," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 7(2), pages 63-76.
- Bonnie G. Buchanan, 2016. "Securitization: A Financing Vehicle for All Seasons?," Journal of Business Ethics, Springer, vol. 138(3), pages 559-577, October.
- Nikodem Szumilo & Enrico Vanino, 2021. "Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 968-996, September.
- Arfan Wiraguna & Rofikoh Rokhim & Buddi Wibowo & Roy Sembel, 2023. "The Effect of MSME Loan Securitization on Bank Stability: Collective Roles of Mediators," Economic Research Guardian, Mutascu Publishing, vol. 13(2), pages 61-71, December.
- IANCU, Aurel, 2013. "Extending Financialisation and Increasing Fragility of the Financial System," Working Papers of National Institute for Economic Research 130307, Institutul National de Cercetari Economice (INCE).
- Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016.
"Securitization and lending standards: Evidence from the European wholesale loan market,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and lending standards: Evidence from the European wholesale loan market," International Finance Discussion Papers 1141, Board of Governors of the Federal Reserve System (U.S.).
- Buchanan, Bonnie G., 2016. "Securitization: a financing vehicle for all seasons?," Bank of Finland Research Discussion Papers 31/2016, Bank of Finland.
- Kraemer-Eis, Helmut & Lang, Frank & Gvetadze, Salome, 2013. "European Small Business Finance Outlook: December 2013," EIF Working Paper Series 2013/20, European Investment Fund (EIF).
- Thomas Wainwright, 2015. "Circulating financial innovation: new knowledge and securitization in Europe," Environment and Planning A, , vol. 47(8), pages 1643-1660, August.
- Kraemer-Eis, Helmut & Passaris, George & Tappi, Alessandro, 2013. "SME Loan Securitisation 2.0: Market Assessment and Policy Options," EIF Working Paper Series 2013/19, European Investment Fund (EIF).
- Iancu, Aurel, 2013. "Financialisation: Structure, Extent, Consequences," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 172-192, June.
- Miroslav Titze, 2017. "Kríza likvidity a finančná nákaza v rokoch 20072009: ponaučenie do budúcnosti [Liquidity Crisis and Financial Contagion in 2007-2009: Another Lesson]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(6), pages 690-708.
- Andres Almazan & Alfredo Martín-Oliver & Jesús Saurina, 2015. "Securitization and Banks’ Capital Structure," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 4(2), pages 206-238.
- Andres Almazan & Alfredo Martín-Oliver & Jesús Saurina, 2015. "Securization and banks´ capital structure," Working Papers 1506, Banco de España.
- Arif, Ahmed, 2020. "Effects of securitization and covered bonds on bank stability," Research in International Business and Finance, Elsevier, vol. 53(C).
- Hans J. Blommestein & Eylem Vayvada Derya & Perla Ibarlucea Flores, 2011.
"OECD Sovereign Borrowing Outlook No.3,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2010(2), pages 1-15.
Cited by:
- Huthaifa Sameeh Alqaralleh, 2024. "From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 665-707, September.
- JESSICA JEWELL & ALEH CHERP & VADIM VINICHENKO & NICO BAUER & TOM KOBER & DAVID McCOLLUM & DETLEF P. VAN VUUREN & BOB VAN DER ZWAAN, 2013. "ENERGY SECURITY OF CHINA, INDIA, THE E.U. AND THE U.S. UNDER LONG-TERM SCENARIOS: RESULTS FROM SIX IAMs," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-33.
- Elmar Kriegler & Massimo Tavoni & Tino Aboumahboub & Gunnar Luderer & Katherine Calvin & Gauthier Demaere & Volker Krey & Keywan Riahi & Hilke Rösler & Michiel Schaeffer & Detlef P. Van Vuuren, 2013. "What Does The 2°C Target Imply For A Global Climate Agreement In 2020? The Limits Study On Durban Platform Scenarios," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 1-30.
- Hans J. Blommestein & Arzu Gok, 2010.
"The surge in borrowing needs of OECD governments: Revised estimates for 2009 and 2010 Outlook,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2009(2), pages 1-15.
Cited by:
- Bank for International Settlements, 2011. "Interactions of sovereign debt management with monetary conditions and financial stability," CGFS Papers, Bank for International Settlements, number 42, december.
- António Afonso, & Manish K. Singh, 2016. "Is the supply of long-term debt independent of the term premia? Evidence from Portugal," Working Papers Department of Economics 2016/11, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Blommestein, Hans, 2010.
"Risk Management after the Great Crash,"
Journal of Financial Transformation, Capco Institute, vol. 28, pages 1-19.
Cited by:
- Hans J. Blommestein & Anja Hubig, 2012. "A Critical Analysis of the Technical Assumptions of the Standard Micro Portfolio Approach to Sovereign Debt Management," OECD Working Papers on Sovereign Borrowing and Public Debt Management 4, OECD Publishing.
- Hans J Blommestein & Anja Hubig, 2012. "Is the standard micro portfolio approach to sovereign debt management still appropriate?," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155, Bank for International Settlements.
- Hans J. Blommestein & Vincenzo Guzzo & Allison Holland & Yibin Mu, 2010.
"Debt Markets: Policy Challenges in the Post-Crisis Landscape,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2010(1), pages 143-169.
Cited by:
- International Monetary Fund, 2012. "Italy: Selected Issues," IMF Staff Country Reports 2012/168, International Monetary Fund.
- Hans J. Blommestein, 2012. "The Debate over Sovereign Risk, Safe Assets, and the Risk-Free Rate: What are the Implications for Sovereign Issuers?," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 1(3), pages 55-70, September.
- Ranaldo, Angelo & Rossi, Enzo, 2016.
"Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution,"
Working Papers on Finance
1609, University of St. Gallen, School of Finance.
- Angelo Ranaldo & Dr. Enzo Rossi, 2016. "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies 2016-10, Swiss National Bank.
- Hans J Blommestein & Anja Hubig, 2012. "Is the standard micro portfolio approach to sovereign debt management still appropriate?," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155, Bank for International Settlements.
- Carlos A. Primo Braga & Gallina A. Vincelette, 2011. "Sovereign Debt and the Financial Crisis : Will This Time Be Different?," World Bank Publications - Books, The World Bank Group, number 2534.
- Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.
- Hans J. Blommestein, 2009.
"New challenges in the use of governement debt issuance procedures, techniques and policies in OECD markets,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2009(1), pages 197-208.
Cited by:
- Guglielmo Maria Caporale & Alessandro Girardi, 2011.
"Fiscal Spillovers in the Euro Area,"
Discussion Papers of DIW Berlin
1164, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Alessandro Girardi, 2013. "Fiscal Spillovers in the Euro Area," Working Papers LuissLab 13109, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Fiscal Spillovers in the Euro Area," CESifo Working Paper Series 3693, CESifo.
- Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Fiscal spillovers in the Euro area," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 84.1-84.16.
- Layna Mosley & Victoria Paniagua & Erik Wibbels, 2020. "Moving markets? Government bond investors and microeconomic policy changes," Economics and Politics, Wiley Blackwell, vol. 32(2), pages 197-249, July.
- Andrea Coppola & Alessandro Girardi & Gustavo Piga, 2013.
"Overcrowding Versus Liquidity In The Euro Sovereign Bond Markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 307-318, October.
- Andrea Coppola & Alessandro Girardi & Gustavo Piga, 2012. "Overcrowding Versus Liquidity in the Euro Sovereign Bond Markets," CEIS Research Paper 222, Tor Vergata University, CEIS, revised 20 Feb 2012.
- Alessandro Girardi & Claudio Impenna, 2013.
"Price Discovery In The Italian Sovereign Bonds Market: The Role Of Order Flow,"
Working Papers LuissLab
13108, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Alessandro Girardi & Claudio Impenna, 2013. "Price discovery in the Italian sovereign bonds market: the role of order flow," Temi di discussione (Economic working papers) 906, Bank of Italy, Economic Research and International Relations Area.
- Guglielmo Maria Caporale & Alessandro Girardi, 2011.
"Fiscal Spillovers in the Euro Area,"
Discussion Papers of DIW Berlin
1164, DIW Berlin, German Institute for Economic Research.
- Hans J. Blommestein & Pascal Janssen & Niels Kortleve & Juan Yermo, 2009.
"Evaluating risk sharing in private pensions plans,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2009(1), pages 163-184.
Cited by:
- Niels Kortleve & Eduard Ponds, 2009.
"Dutch Pension Funds in Underfunding: Solving Generational Dilemmas,"
Working Papers, Center for Retirement Research at Boston College
wp2009-29, Center for Retirement Research, revised Nov 2009.
- Kortleve, N. & Ponds, E.H.M., 2009. "Dutch Pension Funds in Underfunding : Solving Generational Dilemmas," Other publications TiSEM 7f9822f1-9704-4a13-9bfe-c, Tilburg University, School of Economics and Management.
- Catherine Donnelly, 2017. "A Discussion of a Risk-Sharing Pension Plan," Risks, MDPI, vol. 5(1), pages 1-20, February.
- Niels Kortleve & Eduard Ponds, 2009.
"Dutch Pension Funds in Underfunding: Solving Generational Dilemmas,"
Working Papers, Center for Retirement Research at Boston College
wp2009-29, Center for Retirement Research, revised Nov 2009.
- Hans J. Blommestein & Arzu Gok, 2009.
"OECD sovereign borrowing outlook 2009,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2009(1), pages 187-195.
Cited by:
- Norbert Kiss M. & István Mák, 2009. "Developments in sovereign bond issuance in the Central and Eastern European region after the Lehman collapse," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 4(4), pages 13-23, December.
- Hans J. Blommestein & Das Udaibir & Alison Harwood & Ceyla Pazarbasiogl & Anderson Silva, 2008.
"Use of derivatives for debt management and domestic debt market development: Key conclusions,"
OECD Journal: Financial Market Trends, OECD Publishing, vol. 2008(1), pages 223-235.
Cited by:
- Thordur Jonasson & Mr. Michael G. Papaioannou, 2018. "A Primer on Managing Sovereign Debt-Portfolio Risks," IMF Working Papers 2018/074, International Monetary Fund.
- Mauro Bucci & Ilaria De Angelis & Emilio Vadalà, 2020. "Don’t look back in anger: The use of derivatives in public debt management in Italy," Questioni di Economia e Finanza (Occasional Papers) 550, Bank of Italy, Economic Research and International Relations Area.
- Pablo Antolin & Hans J. Blommestein, 2007.
"Governments and the Market for Longevity-indexed Bonds,"
Financial Market Trends, OECD Publishing, vol. 2007(1), pages 153-175.
See citations under working paper version above.
- Pablo Antolín & Hans J. Blommestein, 2007. "Governments and the Market for Longevity-Indexed Bonds," OECD Working Papers on Insurance and Private Pensions 4, OECD Publishing.
- Blommestein Hans J & Santiso Javier, 2007.
"New Strategies for Emerging Domestic Sovereign Bond Markets in the Global Financial Landscape,"
Global Economy Journal, De Gruyter, vol. 7(2), pages 1-58, June.
Cited by:
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2015. "Local currency bond market development in Sub-Saharan Africa: A stock-taking exercise and analysis of key drivers," MPRA Paper 65320, University Library of Munich, Germany, revised Jun 2015.
- Dennis Essers & Hans J. Blommestein & Danny Cassimon & Perla Ibarlucea Flores, 2016. "Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1167-1194, May.
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- George von Furstenberg, 2007. "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," CAEPR Working Papers 2007-024, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Fritz, Barbara & Mühlich, Laurissa, 2007. "South-south monetary integration: the case for a research framework beyond the theory of optimum currency area," Discussion Papers 2007/20, Free University Berlin, School of Business & Economics.
- Imide Israel O. & University Edih O. & Osadume Richard C. & Fidelia Igemohia, 2022. "Globalization, Transportation and Marketing of Goods Made in Africa: The New Paradigm," LOGI – Scientific Journal on Transport and Logistics, Sciendo, vol. 13(1), pages 152-162, January.
- Ahmed Abdullahi D., 2011. "International Financial Integration, Investment and Economic Performance in Sub-Saharan African Countries," Global Economy Journal, De Gruyter, vol. 11(4), pages 1-28, December.
- M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011.
"Credit Default Swaps and Sovereign Debt Markets,"
NFI Working Papers
2011-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
- Hassan, M. Kabir & Ngene, Geoffrey M. & Yu, Jung-Suk, 2015. "Credit default swaps and sovereign debt markets," Economic Systems, Elsevier, vol. 39(2), pages 240-252.
- Jonathan A. Batten & Warren P. Hogan & Peter G Szilagyi, 2010.
"Foreign Bond Markets and Financial Market Development: International Perspectives,"
Working Papers
id:3042, eSocialSciences.
- Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2012. "Foreign Bond Markets and Financial Market Development: International Perspectives," Chapters, in: Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 12, Edward Elgar Publishing.
- Batten, Jonathan A. & Hogan, Warren P. & Szilagyi, Peter G., 2009. "Foreign Bond Markets and Financial Market Development: International Perspectives," ADBI Working Papers 173, Asian Development Bank Institute.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018.
"Sovereign debt in emerging market countries: not all of them are serial defaulters,"
Post-Print
hal-01890440, HAL.
- Gilles Dufrénot & Anne-Charlotte Paret, 2018. "Sovereign debt in emerging market countries: not all of them are serial defaulters," Applied Economics, Taylor & Francis Journals, vol. 50(59), pages 6406-6443, December.
- Shanaka J. Peiris, 2013. "Foreign Participation In Local Currency Bond Markets Of Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-15.
- Laurissa Mühlich, 2011. "South–South Regional Monetary Cooperation: Potential Gains for Developing Countries and Emerging Markets," Chapters, in: Ulrich Volz (ed.), Regional Integration, Economic Development and Global Governance, chapter 13, Edward Elgar Publishing.
- Jamel Boukhatem, 2009. "Essai sur les déterminants empiriques de développement des marchés obligataires," Working Papers hal-04140858, HAL.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Hans J. Blommestein & Greg Horman, 2007.
"Government Debt Management and Bond Markets in Africa,"
Financial Market Trends, OECD Publishing, vol. 2007(1), pages 217-244.
Cited by:
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2015. "Local currency bond market development in Sub-Saharan Africa: A stock-taking exercise and analysis of key drivers," MPRA Paper 65320, University Library of Munich, Germany, revised Jun 2015.
- Dennis Essers & Hans J. Blommestein & Danny Cassimon & Perla Ibarlucea Flores, 2016. "Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(5), pages 1167-1194, May.
- Dafe, Florence & Essers, Dennis & Volz, Ulrich, 2018.
"Localising sovereign debt: the rise of local currency bond markets in sub‐Saharan Africa,"
LSE Research Online Documents on Economics
87636, London School of Economics and Political Science, LSE Library.
- Ulrich Volz & Dafe Florence & Dennis Essers, 2017. "Localising Sovereign Debt: The Rise of Local Currency Bond Markets in Sub-Saharan Africa," Working Papers 202, Department of Economics, SOAS University of London, UK.
- Florence Dafe & Dennis Essers & Ulrich Volz, 2018. "Localising sovereign debt: The rise of local currency bond markets in sub‐Saharan Africa," The World Economy, Wiley Blackwell, vol. 41(12), pages 3317-3344, December.
- Aleksandr V. Gevorkyan & Ingrid Harvold Kvangraven, 2016. "Assessing Recent Determinants of Borrowing Costs in Sub-Saharan Africa," Review of Development Economics, Wiley Blackwell, vol. 20(4), pages 721-738, November.
- Essers, Dennis & Blommestein, Hans & Cassimon, Danny & Ibarlucea Flores, Perla, 2014.
"Local currency bond market development in Sub-Saharan Africa: a stock-taking exercise and analysis of key drivers,"
IOB Working Papers
2014.08, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Hans J. Blommestein & Gert Wehinger, 2007.
"Public Debt Management and the Evolving Market for (Ultra-)Long Government Bonds,"
Financial Market Trends, OECD Publishing, vol. 2007(2), pages 201-238.
Cited by:
- Ranaldo, Angelo & Rossi, Enzo, 2016.
"Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution,"
Working Papers on Finance
1609, University of St. Gallen, School of Finance.
- Angelo Ranaldo & Dr. Enzo Rossi, 2016. "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies 2016-10, Swiss National Bank.
- Endo, Tadashi, 2020. "The primary dealer system in lower-income economies," Emerging Markets Review, Elsevier, vol. 45(C).
- Endo, Tadashi, 2022. "Endogenous market development for government securities in lower-income economies," Emerging Markets Review, Elsevier, vol. 50(C).
- Ranaldo, Angelo & Rossi, Enzo, 2016.
"Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution,"
Working Papers on Finance
1609, University of St. Gallen, School of Finance.
- Blommestein, Hans J. & Koper, Nick A. M., 1998.
"The influence of sample size on the degree of redundancy in spatial lag operators,"
Journal of Econometrics, Elsevier, vol. 82(2), pages 317-333, February.
Cited by:
- López-Hernández, Fernando A., 2013. "Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia," Economic Modelling, Elsevier, vol. 33(C), pages 270-279.
- Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
- Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
- Blommestein, H. J., 1985.
"Elimination of circular routes in spatial dynamic regression equations,"
Regional Science and Urban Economics, Elsevier, vol. 15(1), pages 121-130, February.
Cited by:
- Gupta, A & Robinson, PM, 2015.
"Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension,"
Economics Discussion Papers
22698, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.
- Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
- LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
- Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
- Andrés-Rosales, Roldán & Quintana-Romero, Luis & de Jesús-Almonte, Leobardo & del Río-Rama, María de la Cruz, 2021. "Spatial spillovers of economic growth and public spending in Mexico: Evidence from a SpVAR model, 1999–2019," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 660-673.
- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
- Anselin, Luc, 2007. "Spatial econometrics in RSUE: Retrospect and prospect," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 450-456, July.
- L W Hepple, 1998. "Exact Testing for Spatial Autocorrelation among Regression Residuals," Environment and Planning A, , vol. 30(1), pages 85-108, January.
- Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
- Hsieh, Chih-Sheng & Lin, Xu, 2017. "Gender and racial peer effects with endogenous network formation," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 135-147.
- Justin M. Ross & Sarah E. Larson & Chad Wall, 2012. "Are Surveys Of Experts Unbiased? Evidence From College Football Rankings," Contemporary Economic Policy, Western Economic Association International, vol. 30(4), pages 502-522, October.
- Blommestein, Hans J. & Koper, Nick A. M., 1998. "The influence of sample size on the degree of redundancy in spatial lag operators," Journal of Econometrics, Elsevier, vol. 82(2), pages 317-333, February.
- Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
- Gupta, A & Robinson, PM, 2015.
"Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension,"
Economics Discussion Papers
22698, University of Essex, Department of Economics.
- Blommestein, Hans J., 1983.
"Specification and estimation of spatial econometric models : A discussion of alternative strategies for spatial economic modelling,"
Regional Science and Urban Economics, Elsevier, vol. 13(2), pages 251-270, May.
Cited by:
- Gupta, Abhimanyu & Robinson, Peter M., 2015.
"Inference on higher-order spatial autoregressive models with increasingly many parameters,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
- Gupta, Abhimanyu & Robinson, Peter M., 2015. "Inference on higher-order spatial autoregressive models with increasingly many parameters," LSE Research Online Documents on Economics 60794, London School of Economics and Political Science, LSE Library.
- Gupta, A & Robinson, PM, 2013. "Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters," Economics Discussion Papers 23417, University of Essex, Department of Economics.
- Gupta, A & Robinson, PM, 2015.
"Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension,"
Economics Discussion Papers
22698, University of Essex, Department of Economics.
- Gupta, Abhimanyu & Robinson, Peter M., 2017. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," LSE Research Online Documents on Economics 84085, London School of Economics and Political Science, LSE Library.
- Gupta, Abhimanyu & Robinson, Peter M., 2018. "Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension," Journal of Econometrics, Elsevier, vol. 202(1), pages 92-107.
- Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003.
"Specification searches in spatial econometrics: the relevance of Hendry's methodology,"
Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September.
- Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, University Library of Munich, Germany.
- Bolduc, Denis & Laferrière, Richard & Santarossa, Gino, 1993.
"Modèle d’explication de flux à composantes d’erreurs spatialement corrélées,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(3), pages 193-201, septembre.
- Bolduc, D. & Fortin, P., 1990. "Modele D'Explication De Flux A Composantes D'Erreurs Spatialement Correlees," Cahiers de recherche 9010, Université Laval - Département d'économique.
- Bolduc, D. & Laferriere, R. & Santarossa, G., 1991. "Modele D'Explication De Flux A Composantes D'Erreurs Spatialement Correlees," Cahiers de recherche 9113, Université Laval - Département d'économique.
- Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
- Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
- Jesus Mur & Ana Angulo, 2005. "A closer look at the Spatial Durbin Model," ERSA conference papers ersa05p392, European Regional Science Association.
- Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
- L W Hepple, 1995. "Bayesian Techniques in Spatial and Network Econometrics: 1. Model Comparison and Posterior Odds," Environment and Planning A, , vol. 27(3), pages 447-469, March.
- Robert Garthoff & Philipp Otto, 2018. "Verfahren zur Überwachung räumlicher autoregressiver Prozesse mit externen Regressoren [Statistical surveillance of spatial autoregressive processes with exogenous regressors]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(2), pages 107-133, September.
- Harry H. Kelejian & Ingmar R. Prucha, 1997.
"Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem,"
International Regional Science Review, , vol. 20(1-2), pages 103-111, April.
- Harry H. Kelejian & Ingmar R. Prucha, 1997. "Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem," Electronic Working Papers 97-001, University of Maryland, Department of Economics.
- FUJII Daisuke, 2016. "Shock Propagations in Granular Networks," Discussion papers 16057, Research Institute of Economy, Trade and Industry (RIETI).
- Jesús Mur & Ana M. Angulo & Fernando A. López, 2012. "Looking for the Causes of Instability in Spatial Econometric Models," International Regional Science Review, , vol. 35(3), pages 303-338, July.
- Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.
- Suna Tatli & Ferda Yerdelen Tatoglu, 2022. "Spatial Econometric Models and The Analysis of the Determinants of Internal Migration in Turkey," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(36), pages 93-110, June.
- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
- Kelejian, Harry H & Prucha, Ingmar R, 1998.
"A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances,"
The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July.
- Harry H. Kelejian & Ingmar R. Prucha, 1997. "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Electronic Working Papers 97-002, University of Maryland, Department of Economics, revised Aug 1997.
- Anselin, Luc, 2007. "Spatial econometrics in RSUE: Retrospect and prospect," Regional Science and Urban Economics, Elsevier, vol. 37(4), pages 450-456, July.
- Peter H. Egger & Michaela Kesina & Sergey Nigai, 2013. "Contagious Energy Prices," The World Economy, Wiley Blackwell, vol. 36(3), pages 349-362, March.
- Abhimanyu Gupta, 2020.
"Efficient closed-form estimation of large spatial autoregressions,"
Papers
2008.12395, arXiv.org, revised May 2021.
- Gupta, Abhimanyu, 2023. "Efficient closed-form estimation of large spatial autoregressions," Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
- Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
- Hsieh, Chih-Sheng & Lin, Xu, 2017. "Gender and racial peer effects with endogenous network formation," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 135-147.
- Gupta, Abhimanyu & Robinson, Peter M., 2015.
"Inference on higher-order spatial autoregressive models with increasingly many parameters,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 19-31.
- Hans Blommestein & Peter Nijkamp, 1983.
"Causality Analysis In Soft Spatial Econometric Models,"
Papers in Regional Science, Wiley Blackwell, vol. 51(1), pages 65-77, January.
Cited by:
- Berndsen, R.J., 1992. "Qualitative reasoning and knowledge representation in economic models," Other publications TiSEM 81fd6886-b744-4c37-9dac-4, Tilburg University, School of Economics and Management.
- Aliaga, Javier & Herrera, Marcos & Leguía, Daniel & Mur, Jesús & Ruiz, Manuel & Villegas, Horacio, 2011. "Spatial Causality. An application to the Deforestation Process in Bolivia," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 183-198.
- Jes?s Mur, 2013. "Causality, Uncertainty and Identification: Three Issues on the Spatial Econometrics Agenda," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2013(1), pages 5-27.
Chapters
- Hans J Blommestein & Anja Hubig, 2012.
"Is the standard micro portfolio approach to sovereign debt management still appropriate?,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155,
Bank for International Settlements.
Cited by:
- Scott Regifère MOUANDAT, 2021. "dette optimale au Gabon," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 12(1), pages 132-149, June.
- Sónia Araújo & Stéphanie Guichard, 2018. "Costa Rica: Restoring fiscal sustainability and setting the basis for a more growth-friendly and inclusive fiscal policy," OECD Economics Department Working Papers 1484, OECD Publishing.
- Scott Régifère Mouandat, 2021. "Optimal debt in Gabon: an analysis in term of foreign currency compositions [La dette optimale au Gabon: une analyse en termes de composition en devises]," Post-Print hal-03326826, HAL.
- Hans J Blommestein & Philip Turner, 2012.
"Interactions between sovereign debt management and monetary policy under fiscal dominance and financial instability,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 213-237,
Bank for International Settlements.
See citations under working paper version above.
- Hans J. Blommestein & Philip Turner, 2012. "Interactions Between Sovereign Debt Management and Monetary Policy Under Fiscal Dominance and Financial Instability," OECD Working Papers on Sovereign Borrowing and Public Debt Management 3, OECD Publishing.
Books
- Morten Balling & Ernest Gnan & Johannes Holler & Ulrich Bindseil & Nicolas Sauter & Hans J. Blommestein & Maria Cannata & Juha Kilponen & Alessandro Missale & Ewald Nowotny & Guido Sandleris & Mark L., 2013.
"The Future of Sovereign Borrowing in Europe,"
SUERF Studies,
SUERF - The European Money and Finance Forum, number 2013/5 edited by Morten Balling & Ernest Gnan & Johannes Holler, May.
Cited by:
- A Desiree LaBeaud & Hannah McKeating, 2013. "The Largest Drought in American History: Funding for Science Is Drying Up," PLOS Neglected Tropical Diseases, Public Library of Science, vol. 7(8), pages 1-2, August.
- Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister, 2010.
"The Quest for Stability: the view of financial institutions,"
SUERF Studies,
SUERF - The European Money and Finance Forum, number 2010/3 edited by Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn, May.
Cited by:
- Laura Chiaramonte & Federica Poli & Marco Ercole Oriani, 2015. "Are Cooperative Banks a Lever for Promoting Bank Stability? Evidence from the Recent Financial Crisis in OECD Countries," European Financial Management, European Financial Management Association, vol. 21(3), pages 491-523, June.
- Oliver Pastré & Esther Jeffers & Hans Blommestein & Gael de Pontbriand (ed.), 2007.
"The New Banking Economics,"
Books,
Edward Elgar Publishing, number 12730.
Cited by:
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- George von Furstenberg, 2007. "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," CAEPR Working Papers 2007-024, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Setterfield, Mark, 2011.
"Anticipations of the Crisis: On the Similarities between post-Keynesian Economics and Regulation Theory,"
Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 10.
- Mark Setterfield, 2010. "Anticipations of the Crisis: On the Similarities Between Post Keynesian Economics and Regulation Theory," Working Papers 1007, Trinity College, Department of Economics.
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- Hans J. Blommestein, 2006.
"Visions about the Future of Banking,"
SUERF Studies,
SUERF - The European Money and Finance Forum, number 2006/2 edited by Morten Balling, May.
Cited by:
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- George von Furstenberg, 2007. "Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives," CAEPR Working Papers 2007-024, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Sõrg, Mart & Tuusis, Danel, 2008. "Foreign banks increase the social orientation of Estonian financial sector," Wirtschaftswissenschaftliche Diskussionspapiere 01/2008, University of Greifswald, Faculty of Law and Economics.
- Dick Wensveen, 2008. "Notes And Communications," De Economist, Springer, vol. 156(3), pages 307-338, September.
- Emeka Okereke & Ufuoma Earnest Ofierohor, 2021. "Digitalization as vehicle for Financial Institutions’ Growth and Effectiveness," International Journal of Science and Business, IJSAB International, vol. 5(1), pages 105-114.
- George Furstenberg, 2008.
"Assessing the Competitiveness of International Financial Services in Particular Locations: A Survey of Methods and Perspectives,"
Open Economies Review, Springer, vol. 19(4), pages 539-556, September.
- Blommestein, Hans J., 2000.
"The new global financial landscape under stress,"
Libros de la CEPAL,
Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 2224, May.
Cited by:
- Hans J. Blommestein & Javier Santiso, 2007. "New Strategies for Emerging Domestic Sovereign Bond Markets," OECD Development Centre Working Papers 260, OECD Publishing.