Hans Dewachter
Personal Details
First Name: | Hans |
Middle Name: | |
Last Name: | Dewachter |
Suffix: | |
RePEc Short-ID: | pde388 |
[This author has chosen not to make the email address public] | |
Affiliation
(33%) Nationale Bank van België/Banque national de Belqique (BNB)
Bruxelles/Brussel, Belgiumhttp://www.nbb.be/
RePEc:edi:bnbgvbe (more details at EDIRC)
(34%) Department of Economics
Faculteit Economie en Bedrijfswetenschappen
KU Leuven
Leuven, Belgiumhttps://feb.kuleuven.be/research/economics/ces
RePEc:edi:cekulbe (more details at EDIRC)
(33%) CESifo
München, Germanyhttps://www.cesifo.org/
RePEc:edi:cesifde (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021.
"Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?,"
LIDAM Discussion Papers LFIN
2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," Finance Research Letters, Elsevier, vol. 43(C).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2019.
"Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation,"
Swiss Finance Institute Research Paper Series
19-45, Swiss Finance Institute.
- Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2020. "Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation [A theory of systemic risk and design of prudential bank regulation]," Review of Finance, European Finance Association, vol. 24(1), pages 1-43.
- Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2018. "Some borrowers are more equal than others: Bank funding shocks and credit reallocation," Working Paper Research 361, National Bank of Belgium.
- De Jonghe, Olivier & Dewachter, Hans & Mulier, Klaas & Ongena, Steven & Schepens, Glenn, 2019. "Some borrowers are more equal than others: bank funding shocks and credit reallocation," Working Paper Series 2230, European Central Bank.
- Katarzyna Budnik & Gaia Barbic & Giulio Nicoletti & Massimiliano Affinito & Fabrizio Venditti & Saiffedine Ben Hadj & Hans Dewachter & Edouard Chretien & Clara Isabel González & Javier Mencía & Jenny , 2019.
"The benefits and costs of adjusting bank capitalisation: evidence from euro area countries,"
Working Papers
1923, Banco de España.
- Budnik, Katarzyna & Affinito, Massimiliano & Barbic, Gaia & Ben Hadj, Saiffedine & Chretien, Edouard & Dewachter, Hans & Gonzalez, Clara Isabel & Hu, Jenny & Jantunen, Lauri & Jimborean, Ramona & Mann, 2019. "The benefits and costs of adjusting bank capitalisation: evidence from euro area countries," Working Paper Series 2261, European Central Bank.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018.
"A macro-financial analysis of the corporate bond market,"
Working Paper Series
2214, European Central Bank.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2019. "A macro–financial analysis of the corporate bond market," Empirical Economics, Springer, vol. 57(6), pages 1911-1933, December.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Research 360, National Bank of Belgium.
- Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2019. "A Macro-Financial Analysis of the Corporate Bond Market," LIDAM Reprints LFIN 2019008, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Dewachter & Leonardo Iania & Jean-Charles Wijnandts, 2016. "The response of euro area sovereign spreads to the ECB unconventional monetary policies," Working Paper Research 309, National Bank of Belgium.
- Olivier De Jonghey & Hans Dewachter & Steven Ongenax, 2016.
"Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions,"
Working Paper Research
303, National Bank of Belgium.
- De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven, 2020. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Journal of Corporate Finance, Elsevier, vol. 60(C).
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015.
"A macro-financial analysis of the euro area sovereign bond market,"
LIDAM Reprints LFIN
2015009, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015. "A macro-financial analysis of the euro area sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 308-325.
- Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014. "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research 259, National Bank of Belgium.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014.
"Information in the yield curve: A macro-finance approach,"
LIDAM Reprints LFIN
2014007, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
- Hans Dewachter & Raf Wouters, 2012.
"Endogenous risk in a DSGE model with capital-constrained financial intermediaries,"
Working Paper Research
235, National Bank of Belgium.
- Dewachter, Hans & Wouters, Raf, 2014. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
- Dewachter, Hans & Iania, Leonardo, 2012.
"An Extended Macro-Finance Model with Financial Factors,"
LIDAM Reprints LFIN
2012001, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
- Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
- Hans Dewachter & Leonardo Iania, 2010. "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series 2950, CESifo.
- Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 18840, University Library of Munich, Germany.
- Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven ces09.19, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira, 2011.
"Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics,"
Insper Working Papers
wpe_260, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 454-472, December.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011.
"A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation,"
Insper Working Papers
wpe_250, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation," MPRA Paper 34461, University Library of Munich, Germany, revised Sep 2011.
- Hans DEWACHTER & Priscilla TOFFANO, 2010.
"Fiscal activism and the cost of debt financing,"
Working Papers of Department of Economics, Leuven
ces10.13, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Priscilla Toffano, 2012. "Fiscal activism and the cost of debt financing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 14-22, January.
- Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010.
"Spatial propagation of macroeconomic shocks in Europe,"
Working Papers of Department of Economics, Leuven
ces10.12, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012. "Spatial propagation of macroeconomic shocks in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
- Romain Houssa, 2010. "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers 1009, University of Namur, Department of Economics.
- Lazzarini, Sergio G. & Musacchio, Aldo, 2010.
"Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003,"
Insper Working Papers
wpe_221, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Sergio G. Lazzarini & Aldo Musacchio, 2011. "Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003," Harvard Business School Working Papers 11-073, Harvard Business School.
- Lasse Bork & Hans Dewachter & Romain Houssa, 2009.
"Identification of Macroeconomic Factors in Large Panels,"
CREATES Research Papers
2009-43, Department of Economics and Business Economics, Aarhus University.
- Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009. "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven ces09.18, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Romain Houssa & Lasse Bork & Hans Dewachter, 2008. "Identification of Macroeconomic Factors in Large Panels," Working Papers 1010, University of Namur, Department of Economics.
- Hans Dewachter, 2008. "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Working Paper Research 144, National Bank of Belgium.
- Leon Bettendorf & Hans Dewachter, 2007. "Ageing and the Relative Price of Nontradeables," Tinbergen Institute Discussion Papers 07-064/2, Tinbergen Institute.
- Hans Dewachter & Marco Lyrio, 2006. "A Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2006 236, Society for Computational Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research 83, National Bank of Belgium.
- Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics.
- Hans Dewachter & Kristien Smedts, 2004.
"Limits to International Arbitrage: an Empirical Evaluation,"
Working Papers of Department of Economics, Leuven
ces0401, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Kristien Smedts, 2007. "Limits to international arbitrage: an empirical evaluation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 273-285.
- Dewachter, H.D.R. & Lyrio, M., 2003.
"The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation,"
ERIM Report Series Research in Management
ERS-2003-052-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Dewachter, Hans & Lyrio, Marco, 2006. "The cost of technical trading rules in the Forex market: A utility-based evaluation," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1072-1089, November.
- Dewachter, H.D.R. & Lyrio, M., 2003.
"Macro factors and the Term Structure of Interest Rates,"
ERIM Report Series Research in Management
ERS-2003-037-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002.
"The Effect of Monetary Unification on German Bond Markets,"
Working Papers of Department of Economics, Leuven
ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series ces0205, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio, 2002.
"The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach,"
International Economics Working Papers Series
ces0203, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio, 2005. "The economic value of technical trading rules: a nonparametric utility-based approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 41-62.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Do Exchange Rates Convert Prices of Risk Across Countries?," International Economics Working Papers Series wpie003, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans DEWACHTER & Konstantijn MAES, 2001.
"An Affine Model for International Bond Markets,"
Working Papers of Department of Economics, Leuven
ces0106, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Konstantijn Maes, 2001. "An Affine Model for International Bond Markets," International Economics Working Papers Series ces0106, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001.
"Monetary Unification and the Price of Risk: An Unconditional Analysis,"
International Economics Working Papers Series
ces0201, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003. "Monetary unification and the price of risk: An unconditional analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(2), pages 276-305, June.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series wpie006, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Konstantijn Maes, 2001. "An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates," International Economics Working Papers Series wpie001, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Konstantijn Maes, 2001. "Fitting Correlations Within and Between Bond Markets," International Economics Working Papers Series wpie004, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series ces0118, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001.
"A Joint Model for the Term Structure of Interest Rates and the Macroeconomy,"
International Economics Working Papers Series
wpie002, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462, May.
- Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462.
- Marco LYRIO & Hans DEWACHTER, 1999.
"Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998,"
Working Papers of Department of Economics, Leuven
ces9919, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Marco Lyrio & Hans Dewachter, 2000. "Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998," International Finance, Wiley Blackwell, vol. 3(1), pages 1-23, April.
- Hans Dewachter & Marco Lyrio, 1999. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998," International Economics Working Papers Series ces9919, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 1999.
"The European Central Bank: Decision Rules and Macroeconomic Performance,"
CEPR Discussion Papers
2067, C.E.P.R. Discussion Papers.
- Paul Degrauwe & Hans Dewachter & Yunus Aksoy, 1998. "The European Central Bank: Decision Rules and Macroeconomic Performance," Working Papers of Department of Economics, Leuven ces9834, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Dirk Veestraeten, 1999. "Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target," Working Papers of Department of Economics, Leuven ces9902, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Hanno Lustig, 1998. "Sticky Prices and the Nominal Effects of Real Shocks," Working Papers of Department of Economics, Leuven ces9802, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1998. "Stochastic Process Switching and Stage III of EMU," CEPR Discussion Papers 1783, C.E.P.R. Discussion Papers.
- Hans Dewachter & Ángel M. León, 1994.
"The Information Content of Options on the IBEX-35,"
Working Papers
wp1994_9414, CEMFI.
- Dewachter, H. & Leon, A.M., 1994. "The Information Content of Options on the IBEX-35," Papers 9414, Centro de Estudios Monetarios Y Financieros-.
- Hans Dewachter, 1993.
"Testing for the Forecasting Potential in the Bispectrum,"
Working Papers
wp1993_9313, CEMFI.
- Dewachter, H., 1993. "Testing for Forecasting Poential in the Bispectrum," Papers 9313, Centro de Estudios Monetarios Y Financieros-.
- Hans Dewachter, 1993.
"Dependent or Independent Nonlinearity in Speculative Returns?,"
Working Papers
wp1993_9314, CEMFI.
- Dewachter, H., 1993. "Dependent or Independent Nonlinearity in Speculative Returns," Papers 9314, Centro de Estudios Monetarios Y Financieros-.
- De Grauwe, Paul & Dewachter, Hans, 1990.
"A Chaotic Monetary Model of the Exchange Rate,"
CEPR Discussion Papers
466, C.E.P.R. Discussion Papers.
- Paul Grauwe & Hans Dewachter, 1993. "A Chaotic Monetary Model of the Exchange Rate," International Economic Association Series, in: Helmut Frisch & Andreas Wörgötter (ed.), Open-Economy Macroeconomics, chapter 19, pages 353-376, Palgrave Macmillan.
Articles
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021.
"Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?,"
Finance Research Letters, Elsevier, vol. 43(C).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?," LIDAM Discussion Papers LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021. "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2020.
"Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation [A theory of systemic risk and design of prudential bank regulation],"
Review of Finance, European Finance Association, vol. 24(1), pages 1-43.
- Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2019. "Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation," Swiss Finance Institute Research Paper Series 19-45, Swiss Finance Institute.
- Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2018. "Some borrowers are more equal than others: Bank funding shocks and credit reallocation," Working Paper Research 361, National Bank of Belgium.
- De Jonghe, Olivier & Dewachter, Hans & Mulier, Klaas & Ongena, Steven & Schepens, Glenn, 2019. "Some borrowers are more equal than others: bank funding shocks and credit reallocation," Working Paper Series 2230, European Central Bank.
- De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven, 2020.
"Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions,"
Journal of Corporate Finance, Elsevier, vol. 60(C).
- Olivier De Jonghey & Hans Dewachter & Steven Ongenax, 2016. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Working Paper Research 303, National Bank of Belgium.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2019.
"A macro–financial analysis of the corporate bond market,"
Empirical Economics, Springer, vol. 57(6), pages 1911-1933, December.
- Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Research 360, National Bank of Belgium.
- Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2019. "A Macro-Financial Analysis of the Corporate Bond Market," LIDAM Reprints LFIN 2019008, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2018. "A macro-financial analysis of the corporate bond market," Working Paper Series 2214, European Central Bank.
- Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015.
"A macro-financial analysis of the euro area sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 50(C), pages 308-325.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015. "A macro-financial analysis of the euro area sovereign bond market," LIDAM Reprints LFIN 2015009, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014. "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research 259, National Bank of Belgium.
- Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014.
"The intra-day impact of communication on euro-dollar volatility and jumps,"
Journal of International Money and Finance, Elsevier, vol. 43(C), pages 131-154.
- Hans DEWACHTER & Deniz ERDEMLIOGLU & Jean-Yves GNABO & Christelle LECOURT, 2013. "The intra-day impact of communication on euro-dollar volatility and jumps," Working Papers of Department of Economics, Leuven ces13.04, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, Hans & Wouters, Raf, 2014.
"Endogenous risk in a DSGE model with capital-constrained financial intermediaries,"
Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
- Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014.
"Information In The Yield Curve: A Macro‐Finance Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information in the yield curve: A Macro-Finance approach," Working Paper Research 254, National Bank of Belgium.
- Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2014. "Information in the yield curve: A macro-finance approach," LIDAM Reprints LFIN 2014007, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Dewachter & Priscilla Toffano, 2012.
"Fiscal activism and the cost of debt financing,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 14-22, January.
- Hans DEWACHTER & Priscilla TOFFANO, 2010. "Fiscal activism and the cost of debt financing," Working Papers of Department of Economics, Leuven ces10.13, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Romain Houssa & Priscilla Toffano, 2012.
"Spatial propagation of macroeconomic shocks in Europe,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 377-402, June.
- Romain Houssa, 2010. "Spatial Propagation of Macroeconomic Shocks in Europe," Working Papers 1009, University of Namur, Department of Economics.
- Hans DEWACHTER & Romain HOUSSA & Priscilla TOFFANO, 2010. "Spatial propagation of macroeconomic shocks in Europe," Working Papers of Department of Economics, Leuven ces10.12, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, Hans & Iania, Leonardo, 2011.
"An Extended Macro-Finance Model with Financial Factors,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
- Dewachter, Hans & Iania, Leonardo, 2012. "An Extended Macro-Finance Model with Financial Factors," LIDAM Reprints LFIN 2012001, Université catholique de Louvain, Louvain Finance (LFIN).
- Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
- Hans Dewachter & Leonardo Iania, 2010. "An Extended Macro-Finance Model with Financial Factors," CESifo Working Paper Series 2950, CESifo.
- Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 18840, University Library of Munich, Germany.
- Hans DEWACHTER & Leonardo IANIA, 2009. "An extended macro-finance model with financial factors," Working Papers of Department of Economics, Leuven ces09.19, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- H. Dewachter & R. Houssa & M. Lyrio & P. R. Kaltwasser, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Review of Business and Economic Literature, Intersentia, vol. 0(4), pages 454-472, December.
- H. Dewachter & R. Houssa & P. R. Kaltwasser, 2011. "Introduction," Review of Business and Economic Literature, Intersentia, vol. 0(4), pages 378-382, December.
- H. Dewachter & R. Houssa & P.R. Kaltwasser, 2011. "Introduction," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 378-382, December.
- H. Dewachter & R. Houssa & M. Lyrio & P. R. Kaltwasser, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Competition and Regulation in Network Industries, Intersentia, vol. 0(4), pages 454-472, December.
- H. Dewachter & R. Houssa & M. Lyrio & P.R. Kaltwasser, 2011.
"Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics,"
Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 454-472, December.
- Dewachter, Hans & Houssa, Romain & Lyrio, Marco & Kaltwasser, Pablo Rovira, 2011. "Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics," Insper Working Papers wpe_260, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- H. Dewachter & R. Houssa & P. R. Kaltwasser, 2011. "Introduction," Competition and Regulation in Network Industries, Intersentia, vol. 0(4), pages 378-382, December.
- Hans Dewachter & Kristien Smedts, 2007.
"Limits to international arbitrage: an empirical evaluation,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 273-285.
- Hans Dewachter & Kristien Smedts, 2004. "Limits to International Arbitrage: an Empirical Evaluation," Working Papers of Department of Economics, Leuven ces0401, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, Hans & Lyrio, Marco, 2006.
"Macro Factors and the Term Structure of Interest Rates,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio, 2002. "Macro Factors and the Term Structure of Interest Rates," International Economics Working Papers Series wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter, 2004. "Macro factors and the term structure of interest rates," Money Macro and Finance (MMF) Research Group Conference 2003 25, Money Macro and Finance Research Group.
- Hans Dewachter & Marco Lyrio, 2003. "Macro Factors and the Term Structure of Interest Rates," Working Papers of Department of Economics, Leuven ces0304, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," ERIM Report Series Research in Management ERS-2003-037-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Dewachter, Hans & Lyrio, Marco, 2006.
"The cost of technical trading rules in the Forex market: A utility-based evaluation,"
Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1072-1089, November.
- Dewachter, H.D.R. & Lyrio, M., 2003. "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," ERIM Report Series Research in Management ERS-2003-052-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006.
"A joint model for the term structure of interest rates and the macroeconomy,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462, May.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "A Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series wpie002, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio, 2005.
"The economic value of technical trading rules: a nonparametric utility-based approach,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 41-62.
- Hans Dewachter & Marco Lyrio, 2002. "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series ces0203, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens, 2005. "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 23-48.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004.
"The Effect of Monetary Unification on German Bond Markets,"
European Financial Management, European Financial Management Association, vol. 10(3), pages 487-509, September.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2002. "The Effect of Monetary Unification on German Bond Markets," Working Papers of Department of Economics, Leuven ces0205, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series ces0205, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003.
"Monetary unification and the price of risk: An unconditional analysis,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 139(2), pages 276-305, June.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series ces0201, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series wpie006, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 2002.
"Do asymmetries matter for European monetary policy?,"
European Economic Review, Elsevier, vol. 46(3), pages 443-469, March.
- Yunus Aksoy & Paul De Grauwe & Hans Dewachter, 2014. "Do Asymmetries Matter for European Monetary Policy?," World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 13, pages 321-353, World Scientific Publishing Co. Pte. Ltd..
- Dewachter, Hans, 2001. "Can Markov switching models replicate chartist profits in the foreign exchange market?," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 25-41, February.
- Marco Lyrio & Hans Dewachter, 2000.
"Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998,"
International Finance, Wiley Blackwell, vol. 3(1), pages 1-23, April.
- Marco LYRIO & Hans DEWACHTER, 1999. "Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998," Working Papers of Department of Economics, Leuven ces9919, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Hans Dewachter & Marco Lyrio, 1999. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998," International Economics Working Papers Series ces9919, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
- De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1999. "Price dynamics under stochastic process switching: some extensions and an application to EMU1," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 195-224, February.
- Paul De Grauwe & Hans Dewachter & Dirk Veestraeten, 1999. "Explaining Recent European Exchange‐Rate Stability," International Finance, Wiley Blackwell, vol. 2(1), pages 1-31, April.
- Paul De Grauwe & Hans Dewachter & Yunus Aksoy, 1999. "Effectiveness of Monetary Policy in Euroland," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(4), pages 299-318, December.
- Dewachter, Hans & Veestraeten, Dirk, 1998. "Expectation revisions and jumps in asset prices," Economics Letters, Elsevier, vol. 59(3), pages 367-372, June.
- Hans Dewachter, 1997. "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 133(1), pages 39-55, March.
- Hans Dewachter, 1996. "Charts as signals in Markov switching world," Applied Economics Letters, Taylor & Francis Journals, vol. 3(6), pages 405-407.
- Hans Dewachter, 1996. "Modelling interest rate volatility: Regime switches and level links," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(2), pages 236-258, September.
- Paul Grauwe & Hans Dewachter, 1993.
"A chaotic model of the exchange rate: The role of fundamentalists and chartists,"
Open Economies Review, Springer, vol. 4(4), pages 351-379, December.
RePEc:taf:apfiec:v:9:y:1999:i:2:p:173-181 is not listed on IDEAS
RePEc:taf:apfiec:v:11:y:2001:i:6:p:591-601 is not listed on IDEAS
Chapters
- Yunus Aksoy & Paul De Grauwe & Hans Dewachter, 2014.
"Do Asymmetries Matter for European Monetary Policy?,"
World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 13, pages 321-353,
World Scientific Publishing Co. Pte. Ltd..
- Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 2002. "Do asymmetries matter for European monetary policy?," European Economic Review, Elsevier, vol. 46(3), pages 443-469, March.
- Paul De Grauwe & Hans Dewachter, 2014. "Chaos in the Dornbusch Model of the Exchange Rate," World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 1, pages 3-32, World Scientific Publishing Co. Pte. Ltd..
- Hans Dewachter & Marco Lyrio, 2008. "Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates," NBER Chapters, in: Asset Prices and Monetary Policy, pages 191-245, National Bureau of Economic Research, Inc.
- Paul Grauwe & Hans Dewachter & Yunus Aksoy, 1999. "On the Conduct of Monetary Policy in an Asymmetric Euroland," Palgrave Macmillan Books, in: David Cobham & George Zis (ed.), From EMS to EMU: 1979 to 1999 and Beyond, chapter 9, pages 208-225, Palgrave Macmillan.
- Paul Grauwe & Hans Dewachter, 1993.
"A Chaotic Monetary Model of the Exchange Rate,"
International Economic Association Series, in: Helmut Frisch & Andreas Wörgötter (ed.), Open-Economy Macroeconomics, chapter 19, pages 353-376,
Palgrave Macmillan.
- De Grauwe, Paul & Dewachter, Hans, 1990. "A Chaotic Monetary Model of the Exchange Rate," CEPR Discussion Papers 466, C.E.P.R. Discussion Papers.
More information
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This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Recursive Impact Factor
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 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-MAC: Macroeconomics (20) 2003-04-09 2003-12-07 2008-04-12 2008-04-12 2008-11-11 2009-10-10 2009-10-10 2009-12-05 2010-04-17 2010-12-23 2011-02-12 2011-11-07 2012-10-20 2014-04-11 2014-06-28 2018-03-26 2018-12-24 2019-01-21 2019-07-29 2021-05-03. Author is listed
- NEP-CBA: Central Banking (14) 2008-02-23 2008-04-12 2008-04-12 2008-04-12 2008-11-11 2009-10-10 2010-12-23 2010-12-23 2011-11-07 2011-11-14 2012-10-20 2016-10-30 2019-04-22 2019-07-29. Author is listed
- NEP-MON: Monetary Economics (8) 2003-12-07 2008-04-12 2008-04-12 2011-11-07 2011-12-19 2014-04-11 2014-06-28 2016-10-30. Author is listed
- NEP-EEC: European Economics (6) 2014-06-28 2016-10-30 2018-12-24 2019-01-21 2019-04-22 2019-07-29. Author is listed
- NEP-BAN: Banking (5) 2012-10-20 2019-01-21 2019-04-22 2019-07-29 2019-09-23. Author is listed
- NEP-FMK: Financial Markets (5) 2003-04-02 2006-05-20 2008-04-12 2009-12-05 2019-01-21. Author is listed
- NEP-FIN: Finance (4) 2003-04-02 2003-04-09 2003-12-07 2006-05-20
- NEP-OPM: Open Economy Macroeconomics (4) 2008-02-23 2010-12-23 2014-06-28 2016-10-30
- NEP-RMG: Risk Management (3) 2003-04-09 2006-05-20 2012-10-20
- NEP-ACC: Accounting and Auditing (2) 2006-05-20 2016-10-30
- NEP-BEC: Business Economics (2) 2009-10-10 2009-12-05
- NEP-CFN: Corporate Finance (2) 2003-04-02 2016-10-30
- NEP-ECM: Econometrics (2) 2009-10-10 2010-12-23
- NEP-FOR: Forecasting (2) 2011-12-19 2014-04-11
- NEP-URE: Urban and Real Estate Economics (2) 2010-12-23 2018-03-26
- NEP-AGE: Economics of Ageing (1) 2008-02-23
- NEP-DGE: Dynamic General Equilibrium (1) 2012-10-20
- NEP-ETS: Econometric Time Series (1) 2009-10-10
- NEP-FDG: Financial Development and Growth (1) 2019-04-22
- NEP-GEO: Economic Geography (1) 2010-12-23
- NEP-GER: German Papers (1) 2014-04-11
- NEP-IFN: International Finance (1) 2003-04-02
- NEP-UPT: Utility Models and Prospect Theory (1) 2011-02-12
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