Gregory H. Bauer
Personal Details
First Name: | Gregory |
Middle Name: | H. |
Last Name: | Bauer |
Suffix: | |
RePEc Short-ID: | pba468 |
[This author has chosen not to make the email address public] | |
https://www.uoguelph.ca/lang/people/gregory-bauer | |
Terminal Degree: | 1996 (from RePEc Genealogy) |
Affiliation
Department of Economics and Finance
Gordon Lang School of Business and Economics
University of Guelph
Guelph, Canadahttp://www.uoguelph.ca/economics/
RePEc:edi:degueca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Gregory Bauer & Eleonora Granziera, 2016.
"Monetary Policy, Private Debt and Financial Stability Risks,"
Staff Working Papers
16-59, Bank of Canada.
- Gregory H. Bauer & Eleonora Granziera, 2017. "Monetary Policy, Private Debt, and Financial Stability Risks," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016.
"The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies,"
Staff Working Papers
16-38, Bank of Canada.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
- Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
- Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
- Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
- Gregory Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
- Gregory Bauer & Clara Vega, 2004.
"The Monetary Origins of Asymmetric Information in International Equity Markets,"
Staff Working Papers
04-47, Bank of Canada.
- Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.).
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Staff Working Papers
04-42, Bank of Canada.
- Schneider, Martin & Albuquerque, Rui & Bauer, Gregory, 2005. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," CEPR Discussion Papers 5159, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005. "International equity flows and returns: a quantitative equilibrium approach," International Finance 0508006, University Library of Munich, Germany.
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "International Equity Flows and Returns: A Quantitative Equilibrium Approach," International Finance 0405006, University Library of Munich, Germany.
- Albuquerque, Rui & Bauer, Gregory H. & Schneider, Martin, 2004. "International equity flows and returns: a quantative equilibrium approach," Working Paper Series 310, European Central Bank.
Articles
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018.
"The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies,"
Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016. "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers 16-38, Bank of Canada.
- Gregory H. Bauer & Eleonora Granziera, 2017.
"Monetary Policy, Private Debt, and Financial Stability Risks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 337-373, September.
- Gregory Bauer & Eleonora Granziera, 2016. "Monetary Policy, Private Debt and Financial Stability Risks," Staff Working Papers 16-59, Bank of Canada.
- Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
- Gregory Bauer & Antonio Diez de los Rios, 2012. "Global Risk Premiums and the Transmission of Monetary Policy," Bank of Canada Review, Bank of Canada, vol. 2012(Summer), pages 12-20.
- Bauer, Gregory H. & Vorkink, Keith, 2011. "Forecasting multivariate realized stock market volatility," Journal of Econometrics, Elsevier, vol. 160(1), pages 93-101, January.
- Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009.
"Global private information in international equity markets,"
Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
- Schneider, Martin & Albuquerque, Rui & ,, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007. "International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(1), pages 1-30.
- Gregory Bauer & Scott Hendry, 2006. "A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006," Bank of Canada Review, Bank of Canada, vol. 2006(Winter), pages 27-36.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CBA: Central Banking (5) 2004-12-20 2007-01-02 2012-02-20 2016-08-28 2017-01-01. Author is listed
- NEP-FIN: Finance (5) 2004-05-09 2004-05-09 2004-11-22 2004-12-20 2005-09-29. Author is listed
- NEP-MAC: Macroeconomics (5) 2007-01-02 2012-02-20 2015-01-09 2016-08-28 2017-01-01. Author is listed
- NEP-FMK: Financial Markets (4) 2004-05-09 2004-05-09 2004-12-20 2005-09-29
- NEP-MON: Monetary Economics (4) 2007-01-02 2015-01-09 2016-08-28 2017-01-01
- NEP-BEC: Business Economics (2) 2004-11-22 2005-09-29
- NEP-BAN: Banking (1) 2016-08-28
- NEP-ECM: Econometrics (1) 2007-03-31
- NEP-ENE: Energy Economics (1) 2014-12-19
- NEP-ETS: Econometric Time Series (1) 2007-03-31
- NEP-FDG: Financial Development and Growth (1) 2017-01-01
- NEP-FOR: Forecasting (1) 2007-01-02
- NEP-MST: Market Microstructure (1) 2007-01-02
- NEP-OPM: Open Economy Macroeconomics (1) 2016-08-28
- NEP-RMG: Risk Management (1) 2007-03-31
- NEP-URE: Urban and Real Estate Economics (1) 2015-01-09
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