Hector Perez Saiz
Personal Details
First Name: | Hector |
Middle Name: | |
Last Name: | Perez Saiz |
Suffix: | |
RePEc Short-ID: | ppe456 |
| |
http://www.bankofcanada.ca/profile/hector-perez-saiz/ | |
Financial Stability Department, Bank of Canada, 234 Wellington St., Ottawa, Ontario, Canada K1A 0G9 | |
+1 613-782-7184 |
Affiliation
Bank of Canada
Ottawa, Canadahttp://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Santiago Carbo-Valverde & Héctor Pérez Saiz & Hongyu Xiao, 2023. "Geographical and Cultural Proximity in Retail Banking," Staff Working Papers 23-2, Bank of Canada.
- Héctor Pérez Saiz & Siddharth Untawala & Gabriel Xerri, 2018. "A Calibrated Model of Intraday Settlement," Discussion Papers 18-3, Bank of Canada.
- Héctor Pérez Saiz & Blair Williams & Gabriel Xerri, 2018. "Tail Risk in a Retail Payment System: An Extreme-Value Approach," Discussion Papers 18-2, Bank of Canada.
- Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
- Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi, 2015. "Emergency Liquidity Facilities, Signalling and Funding Costs," Staff Working Papers 15-44, Bank of Canada.
- James Chapman & Jonathan Chiu & Sajjad Jafri & Héctor Pérez Saiz, 2015. "Public Policy Objectives and the Next Generation of CPA Systems: An Analytical Framework," Discussion Papers 15-6, Bank of Canada.
- Aggey Semenov & Hector Perez Saiz, 2014. "The Effect Of Campaign Contributions On State Banking Regulation And Bank Expansion In U.S," 2014 Meeting Papers 1265, Society for Economic Dynamics.
- Stacey Anderson & Jean-Philippe Dion & Héctor Pérez Saiz, 2013. "To Link or Not To Link? Netting and Exposures Between Central Counterparties," Staff Working Papers 13-6, Bank of Canada.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
- Hector Perez-Saiz, 2010.
"Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry,"
Working Papers
10-08, Center for Economic Studies, U.S. Census Bureau.
- Héctor Pérez Saiz, 2011. "Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry," Staff Working Papers 11-1, Bank of Canada.
Articles
- Hector Perez-Saiz, 2015. "Building new plants or entering by acquisition? Firm heterogeneity and entry barriers in the U.S. cement industry," RAND Journal of Economics, RAND Corporation, vol. 46(3), pages 625-649, September.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012.
"Access, Competition and Risk in Centrally Cleared Markets,"
Bank of Canada Review, Bank of Canada, vol. 2012(Autumn), pages 14-22.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "Access, Competition and Risk in Centrally Cleared Markets," Bank of Canada Review, Bank of Canada, vol. 2012(Autumn), pages 3-13.
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
- Héctor Pérez Saiz & Siddharth Untawala & Gabriel Xerri, 2018.
"A Calibrated Model of Intraday Settlement,"
Discussion Papers
18-3, Bank of Canada.
Cited by:
- Nellie Zhang, 2023. "Simulating Intraday Transactions in the Canadian Retail Batch System," Staff Working Papers 23-1, Bank of Canada.
- Héctor Pérez Saiz & Gabriel Xerri, 2016.
"Credit Risk and Collateral Demand in a Retail Payment System,"
Discussion Papers
16-16, Bank of Canada.
Cited by:
- Leonard Sabetti & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2018.
"Tail Risk in a Retail Payments System,"
Post-Print
hal-03573058, HAL.
- Sabetti Leonard & Jacho-Chávez David T. & Petrunia Robert & Voia Marcel C., 2018. "Tail Risk in a Retail Payments System," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(3-4), pages 353-369, July.
- Héctor Pérez Saiz & Siddharth Untawala & Gabriel Xerri, 2018. "A Calibrated Model of Intraday Settlement," Discussion Papers 18-3, Bank of Canada.
- Héctor Pérez Saiz & Blair Williams & Gabriel Xerri, 2018. "Tail Risk in a Retail Payment System: An Extreme-Value Approach," Discussion Papers 18-2, Bank of Canada.
- Leonard Sabetti & David Jacho-Chávez & Robert Petrunia & Marcel Voia, 2018.
"Tail Risk in a Retail Payments System,"
Post-Print
hal-03573058, HAL.
- Fuchun Li & Héctor Pérez Saiz, 2016.
"Measuring Systemic Risk Across Financial Market Infrastructures,"
Staff Working Papers
16-10, Bank of Canada.
Cited by:
- Alexandra-Maria Chiper, 2023. "Financial Risk Optimisation Methods: A Survey," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 31, pages 155-168, June.
- Giudici, Paolo & Abu-Hashish, Iman, 2019. "What determines bitcoin exchange prices? A network VAR approach," Finance Research Letters, Elsevier, vol. 28(C), pages 309-318.
- Xiaofeng Hui & Aoran Zhang, 2020. "Construction and Empirical Research on the Dynamic Provisioning Model of China’s Banking Sector under the Macro-Prudential Framework," Sustainability, MDPI, vol. 12(20), pages 1-26, October.
- Faia, Ester & Ottaviano, Gianmarco & Laffitte, Sébastien, 2018.
"Foreign Expansion, Competition and Bank Risk,"
CEPR Discussion Papers
13150, C.E.P.R. Discussion Papers.
- Ester Faia & Sebastien Laffitte & Gianmarco Ottaviano, 2018. "Foreign Expansion, Competition and Bank Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 179-199, National Bureau of Economic Research, Inc.
- Faia, Ester & Laffitte, Sebastien & Ottaviano, Gianmarco I.P., 2019. "Foreign expansion, competition and bank risk," Journal of International Economics, Elsevier, vol. 118(C), pages 179-199.
- Ester Faia & Sebastien Laffitte & Gianmarco Ottaviano, 2018. "Foreign expansion, competition and bank risk," CEP Discussion Papers dp1567, Centre for Economic Performance, LSE.
- Faia, Ester & Laffitte, Sebastien & Ottaviano, Gianmarco I. P., 2018. "Foreign expansion, competition and bank risk," LSE Research Online Documents on Economics 91689, London School of Economics and Political Science, LSE Library.
- Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021.
"Why did bank stocks crash during COVID-19?,"
CEPR Discussion Papers
15901, C.E.P.R. Discussion Papers.
- Viral V Acharya & Robert Engle & Maximilian Jager & Sascha Steffen, 2024. "Why Did Bank Stocks Crash during COVID-19?," The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2627-2684.
- Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021. "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers 28559, National Bureau of Economic Research, Inc.
- Chen, Qihao & Huang, Zhuo & Liang, Fang, 2023. "Measuring systemic risk with high-frequency data: A realized GARCH approach," Finance Research Letters, Elsevier, vol. 54(C).
- Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020.
"Financial Vulnerability and Risks to Growth in Emerging Markets,"
NBER Working Papers
27411, National Bureau of Economic Research, Inc.
- Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers 14962, C.E.P.R. Discussion Papers.
- Albert J Menkveld, 2017. "Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 7(2), pages 209-242.
- Gupta, Aparna & Wang, Runzu & Lu, Yueliang, 2021. "Addressing systemic risk using contingent convertible debt – A network analysis," European Journal of Operational Research, Elsevier, vol. 290(1), pages 263-277.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2023.
"Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2022. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Other publications TiSEM b83f43a7-0f39-4d07-babc-9, Tilburg University, School of Economics and Management.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Working Paper Research 369, National Bank of Belgium.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Post-Print hal-02059939, HAL.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers hal-01636253, HAL.
- Frame, W. Scott & Mihov, Atanas & Sanz, Leandro, 2020.
"Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(3), pages 955-988, May.
- W. Scott Frame & Atanas Mihov & Leandro Sanz, 2017. "Foreign Investment, Regulatory Arbitrage, and the Risk of U.S. Banking Organizations," FRB Atlanta Working Paper 2017-2, Federal Reserve Bank of Atlanta.
- Liu, Frank Hong & Norden, Lars & Spargoli, Fabrizio, 2020. "Does uniqueness in banking matter?," Journal of Banking & Finance, Elsevier, vol. 120(C).
- Radoslav Raykov, 2021. "Systemic Risk and Portfolio Diversification: Evidence from the Futures Market," Staff Working Papers 21-50, Bank of Canada.
- Colleen Baker & Christine M. Cumming & Julapa Jagtiani, 2017.
"The Impacts Of Financial Regulations: Solvency And Liquidity In The Post-Crisis Period,"
Working Papers
17-10, Federal Reserve Bank of Philadelphia.
- Colleen Baker & Christine Cummings & Julapa Jagtiani, 2017. "The impacts of financial regulations: solvency and liquidity in the post-crisis period," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 25(3), pages 253-270, July.
- Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016.
"Credit risk interconnectedness: What does the market really know?,"
Discussion Papers
09/2016, Deutsche Bundesbank.
- Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017. "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, vol. 29(C), pages 1-12.
- López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2017. "Sovereign tail risk," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 174-188.
- Jalan, Akanksha & Matkovskyy, Roman, 2023.
"Systemic risks in the cryptocurrency market: Evidence from the FTX collapse,"
Finance Research Letters, Elsevier, vol. 53(C).
- Akanksha Jalan & Roman Matkovskyy, 2023. "Systemic risks in the cryptocurrency market: Evidence from the FTX collapse," Post-Print hal-04047924, HAL.
- Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023.
"Macro-financial spillovers,"
Journal of International Money and Finance, Elsevier, vol. 133(C).
- John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
- Leonard Sabetti & Ronald Heijmans, 2020. "Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder," Working Papers 681, DNB.
- Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung, 2017. "Do political factors affect stock returns during presidential elections?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 180-198.
- Carsten Chong & Claudia Kluppelberg, 2017. "Contagion in financial systems: A Bayesian network approach," Papers 1702.04287, arXiv.org, revised Jul 2017.
- Sedunov, John, 2016. "What is the systemic risk exposure of financial institutions?," Journal of Financial Stability, Elsevier, vol. 24(C), pages 71-87.
- Irresberger, Felix & Bierth, Christopher & Weiß, Gregor N.F., 2017. "Size is everything: Explaining SIFI designations," Review of Financial Economics, Elsevier, vol. 32(C), pages 7-19.
- Biswas, Swarnava S. & Gómez, Fabiana, 2018. "Contagion through common borrowers," Journal of Financial Stability, Elsevier, vol. 39(C), pages 125-132.
- Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
- Yadav, Jayant, 2020. "Flight to Safety in Business cycles," MPRA Paper 104093, University Library of Munich, Germany.
- Aleksy Leeuwenkamp, 2022. "Making heads or tails of systemic risk measures," Papers 2206.02582, arXiv.org, revised Apr 2023.
- Kurter, Zeynep O., 2024. "How macroeconomic conditions affect systemic risk in the short and long-run?," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Md Abdul Wasi & Thu Phuong Pham & Ralf Zurbruegg, 2023. "Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 411-440, January.
- Natalya Zelenyuk & Robert Faff, 2022. "Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar," Empirical Economics, Springer, vol. 63(6), pages 3289-3311, December.
- Ghufran Ahmad & Muhammad Suhail Rizwan & Dawood Ashraf, 2021. "Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1420-1443, December.
- Rauf, Asad, 2023. "Bank stability and the price of loan commitments," Journal of Financial Intermediation, Elsevier, vol. 54(C).
- Wang, Wei & Xu, Huifu & Ma, Tiejun, 2023. "Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation," European Journal of Operational Research, Elsevier, vol. 306(1), pages 322-347.
- Martin Holmén & Felix Holzmeister & Michael Kirchler & Matthias Stefan & Erik Wengström, 2023.
"Economic Preferences and Personality Traits Among Finance Professionals and the General Population,"
The Economic Journal, Royal Economic Society, vol. 133(656), pages 2949-2977.
- Martin Holmen & Felix Holzmeister & Michael Kirchler & Matthias Stefan & Erik Wengström, 2021. "Economic Preferences and Personality Traits Among Finance Professionals and the General Population," Working Papers 2021-03, Faculty of Economics and Statistics, Universität Innsbruck.
- Apanisile Temitope Samuel, 2024. "The Justification of Complex Systems Analysis in Better Informing Project Decisions: A Study of the us Surface Transportation Board," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 11(8), pages 263-280, August.
- ZELDEA, Cristina Georgiana, 2019. "Systemic Risk: An Overview," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 23(3), pages 34-48, September.
- Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022. "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Liu, Bing-Yue & Fan, Ying & Ji, Qiang & Hussain, Nazim, 2022. "High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system," Energy Economics, Elsevier, vol. 105(C).
- Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021. "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 330-365.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure adjustment process?," Working Papers hal-01546995, HAL.
- Yufei Cao, 2021. "Modeling the dependence structure and systemic risk of all listed insurance companies in the Chinese insurance market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(4), pages 367-399, December.
- Tobias Fissler & Jana Hlavinová & Birgit Rudloff, 2021. "Elicitability and identifiability of set-valued measures of systemic risk," Finance and Stochastics, Springer, vol. 25(1), pages 133-165, January.
- Rivera-Castro, Miguel A. & Ugolini, Andrea & Arismendi Zambrano, Juan, 2018. "Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network," Emerging Markets Review, Elsevier, vol. 35(C), pages 164-189.
- McLemore, Ping & Mihov, Atanas & Sanz, Leandro, 2022. "Global banks and systemic risk: The dark side of country financial connectedness," Journal of International Money and Finance, Elsevier, vol. 129(C).
- Colonnello, Stefano & Koetter, Michael & Wagner, Konstantin, 2023. "Compensation regulation in banking: Executive director behavior and bank performance after the EU bonus cap," Journal of Accounting and Economics, Elsevier, vol. 76(1).
- Saunders, Anthony & Schmid, Markus & Walter, Ingo, 2020. "Strategic scope and bank performance," Journal of Financial Stability, Elsevier, vol. 46(C).
- Alessandro Doldi & Marco Frittelli, 2020. "Conditional Systemic Risk Measures," Papers 2010.11515, arXiv.org, revised May 2021.
- Ettlin, Nicolas & Farkas, Walter & Kull, Andreas & Smirnow, Alexander, 2020. "Optimal risk-sharing across a network of insurance companies," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 39-47.
- Qian, Qian & Yang, Yang & Gu, Jing & Feng, Hairong, 2019. "Information authenticity, spreading willingness and credit risk contagion – A dual-layer network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
- Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi, 2015.
"Emergency Liquidity Facilities, Signalling and Funding Costs,"
Staff Working Papers
15-44, Bank of Canada.
Cited by:
- Wang, Zijian, 2020. "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, vol. 190(C).
- Zhang, Hanzhe & Hu, Yunzhi, 2020.
"Overcoming Borrowing Stigma: The Design of Lending-of-Last-Resort Policies,"
Working Papers
2020-5, Michigan State University, Department of Economics.
- Zhang, Hanzhe & Hu, Yunzhi, 2020. "Overcoming Borrowing Stigma: The Design of Lending-of-Last-Resort Policies," Working Papers 2020-7, Michigan State University, Department of Economics.
- James Chapman & Jonathan Chiu & Sajjad Jafri & Héctor Pérez Saiz, 2015.
"Public Policy Objectives and the Next Generation of CPA Systems: An Analytical Framework,"
Discussion Papers
15-6, Bank of Canada.
Cited by:
- Ajit Desai & Jacob Sharples & Anneke Kosse, 2024.
"Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61,
Bank for International Settlements.
- Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
- Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
- Irving Fisher Committee, 2024. "Granular data: new horizons and challenges," IFC Bulletins, Bank for International Settlements, number 61.
- Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.
- Anneke Kosse & Zhentong Lu & Gabriel Xerri, 2020. "An Economic Perspective on Payments Migration," Staff Working Papers 20-24, Bank of Canada.
- Francisco Rivadeneyra & Nellie Zhang, 2022. "Payment Coordination and Liquidity Efficiency in the New Canadian Wholesale Payments System," Discussion Papers 2022-3, Bank of Canada.
- Ajit Desai & Jacob Sharples & Anneke Kosse, 2024.
"Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61,
Bank for International Settlements.
- Aggey Semenov & Hector Perez Saiz, 2014.
"The Effect Of Campaign Contributions On State Banking Regulation And Bank Expansion In U.S,"
2014 Meeting Papers
1265, Society for Economic Dynamics.
Cited by:
- Gazi I. Kara & Youngsuk Yook, 2019.
"Policy Uncertainty and Bank Mortgage Credit,"
Finance and Economics Discussion Series
2019-066, Board of Governors of the Federal Reserve System (U.S.).
- Gazi I Kara & Youngsuk Yook, 2019. "Policy Uncertainty and Bank Mortgage Credit," BIS Working Papers 820, Bank for International Settlements.
- D. Brian Blank & Brandy Hadley & Omer Unsal, 2021. "Financial consequences of reputational damage: Evidence from government economic incentives," The Financial Review, Eastern Finance Association, vol. 56(4), pages 693-719, November.
- Gazi I. Kara & Youngsuk Yook, 2023. "Policy Uncertainty and Bank Mortgage Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 783-823, June.
- Gazi I. Kara & Youngsuk Yook, 2019.
"Policy Uncertainty and Bank Mortgage Credit,"
Finance and Economics Discussion Series
2019-066, Board of Governors of the Federal Reserve System (U.S.).
- Stacey Anderson & Jean-Philippe Dion & Héctor Pérez Saiz, 2013.
"To Link or Not To Link? Netting and Exposures Between Central Counterparties,"
Staff Working Papers
13-6, Bank of Canada.
Cited by:
- Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
- Massimiliano Affinito & Matteo Piazza, 2021.
"Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
- Massimiliano Affinito & Matteo Piazza, 2018. "Always look on the bright side? Central counterparties and interbank markets during the financial crisis," Temi di discussione (Economic working papers) 1181, Bank of Italy, Economic Research and International Relations Area.
- Scheicher, Martin & Vuillemey, Guillaume & Duffie, Darrell, 2014.
"Central clearing and collateral demand,"
Working Paper Series
1638, European Central Bank.
- Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2015. "Central clearing and collateral demand," Journal of Financial Economics, Elsevier, vol. 116(2), pages 237-256.
- Darrell Duffie & Martin Schneicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," Economics Working Papers 14104, Hoover Institution, Stanford University.
- Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," NBER Working Papers 19890, National Bureau of Economic Research, Inc.
- Li, Fuchun & Perez-Saiz, Hector, 2018. "Measuring systemic risk across financial market infrastructures," Journal of Financial Stability, Elsevier, vol. 34(C), pages 1-11.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Vuillemey, G. & Breton, R., 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Discussion Paper
2020-028, Tilburg University, Center for Economic Research.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Ronald W.Anderson & Karin Jõeveer, 2014.
"The Economics of Collateral,"
FMG Discussion Papers
dp732, Financial Markets Group.
- Anderson, Ronald W. & Jõeveer, Karin, 2014. "The economics of collateral," LSE Research Online Documents on Economics 59295, London School of Economics and Political Science, LSE Library.
- Garratt, Rodney & Zimmerman, Peter, 2020.
"Centralized netting in financial networks,"
Journal of Banking & Finance, Elsevier, vol. 112(C).
- Garratt, Rodney, 2016. "Centralized netting in financial networks," University of California at Santa Barbara, Economics Working Paper Series qt79t1q6cg, Department of Economics, UC Santa Barbara.
- James Hansen & Angus Moore, 2016. "The Efficiency of Central Clearing: A Segmented Markets Approach," RBA Research Discussion Papers rdp2016-07, Reserve Bank of Australia.
- Guillaume Vuillemey, 2015. "Derivatives markets : from bank risk management to financial stability [Les marchés de dérivés : gestion des risques bancaires et stabilité financière]," SciencePo Working papers Main tel-03507099, HAL.
- Cristina Di Luigi & Antonio Perrella & Alessio Ruggieri, 2024. "The fundamental role of the repo market and central clearing," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 48, Bank of Italy, Directorate General for Markets and Payment System.
- Nathanael Cox & Nicholas Garvin & Gerard Kelly, 2013. "Central Counterparty Links and Clearing System Exposures," RBA Research Discussion Papers rdp2013-12, Reserve Bank of Australia.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012.
"When Lower Risk Increases Profit: Competition and Control of a Central Counterparty,"
Staff Working Papers
12-35, Bank of Canada.
Cited by:
- Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017.
"CoMargin,"
Post-Print
hal-03579309, HAL.
- Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017. "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2183-2215, October.
- Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.
- Gai, Prasanna & Kemp, Malcolm & Sánchez Serrano, Antonio & Schnabel, Isabel, 2019. "Regulatory complexity and the quest for robust regulation," Report of the Advisory Scientific Committee 8, European Systemic Risk Board.
- Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017.
"CoMargin,"
Post-Print
hal-03579309, HAL.
- Hector Perez-Saiz, 2010.
"Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry,"
Working Papers
10-08, Center for Economic Studies, U.S. Census Bureau.
- Héctor Pérez Saiz, 2011. "Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry," Staff Working Papers 11-1, Bank of Canada.
Cited by:
- Timothy Dunne & Shawn Klimek & James Schmitz, Jr., 2010. "Competition and Productivity: Evidence from the Post WWII U.S. Cement Industry," Working Papers 10-29, Center for Economic Studies, U.S. Census Bureau.
- Guy Meunier & Jean-Pierre Ponssard & Catherine Thomas, 2014.
"Capacity Investment under Demand Uncertainty: The Role of Imports in the U.S. Cement Industry,"
Working Papers
hal-00816410, HAL.
- Guy Meunier & Jean‐Pierre Ponssard & Catherine Thomas, 2016. "Capacity Investment under Demand Uncertainty: The Role of Imports in the U.S. Cement Industry," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 25(2), pages 455-486, April.
Articles
- Hector Perez-Saiz, 2015.
"Building new plants or entering by acquisition? Firm heterogeneity and entry barriers in the U.S. cement industry,"
RAND Journal of Economics, RAND Corporation, vol. 46(3), pages 625-649, September.
Cited by:
- Jeffrey T. Macher & Nathan H. Miller & Matthew Osborne, 2021. "Finding Mr. Schumpeter: technology adoption in the cement industry," RAND Journal of Economics, RAND Corporation, vol. 52(1), pages 78-99, March.
- Guy Meunier & Jean-Pierre Ponssard & Francisco Ruiz-Aliseda, 2015.
"Antitrust versus industrial policies, entry and welfare,"
Working Papers
2015-01, Alimentation et Sciences Sociales.
- Guy Meunier & Jean-Pierre Ponssard & Francisco Ruiz-Alizeda, 2015. "Antitrust Versus Industrial Policies, Entry And Welfare," Working Papers hal-01117091, HAL.
- Sylwia Bialek & Alfons J. Weichenrieder, 2021.
"Do Stringent Environmental Policies Deter FDI? M&A versus Greenfield,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(3), pages 603-636, November.
- Bialek, Sylwia & Weichenrieder, Alfons J., 2015. "Do stringent environmental policies deter FDI? M&A versus Greenfi eld," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113179, Verein für Socialpolitik / German Economic Association.
- Sylwia Bialek & Alfons J. Weichenrieder & Alfons Weichenrieder, 2015. "Do Stringent Environmental Policies Deter FDI? M&A versus Greenfield," CESifo Working Paper Series 5262, CESifo.
- Matthias Hunold & Kai Hüschelrath & Ulrich Laitenberger & Johannes Muthers, 2020.
"Competition, Collusion, and Spatial Sales Patterns: Theory and Evidence,"
Journal of Industrial Economics, Wiley Blackwell, vol. 68(4), pages 737-779, December.
- Hunold, Matthias & Hüschelrath, Kai & Laitenberger, Ulrich & Muthers, Johannes, 2018. "Competition, collusion and spatial sales patterns: Theory and evidence," DICE Discussion Papers 302, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Hunold, Matthias & Hüschelrath, Kai & Laitenberger, Ulrich & Muthers, Johannes, 2017. "Competition, collusion and spatial sales patterns: Theory and evidence," ZEW Discussion Papers 17-035, ZEW - Leibniz Centre for European Economic Research, revised 2017.
- Matthias Hunold & Kai Hüschelrath & Ulrich Laitenberger & Johannes Muthers, 2020. "Competition, collusion and spatial sales patterns – theory and evidence," Post-Print hal-02436944, HAL.
- Santiago Carbo-Valverde & Héctor Pérez Saiz & Hongyu Xiao, 2023. "Geographical and Cultural Proximity in Retail Banking," Staff Working Papers 23-2, Bank of Canada.
- Suguru Otani & Takuma Matsuda, 2023. "Unified Merger List in the Container Shipping Industry from 1966: A Structural Estimation of the Transition of Importance of a Firm's Age, Tonnage Capacity, and Geographical Proximity on Merger Decisi," Papers 2310.09938, arXiv.org, revised Nov 2023.
- Pagnozzi, Marco & Rosato, Antonio, 2016. "Entry by takeover: Auctions vs. bilateral negotiations," International Journal of Industrial Organization, Elsevier, vol. 44(C), pages 68-84.
- Chrysovalantou Milliou & Joel Sandonis, 2020. "Vertical foreign direct investment: Make, buy, and sell," Review of International Economics, Wiley Blackwell, vol. 28(3), pages 884-912, August.
- Suguru Otani, 2021. "Estimating Endogenous Coalitional Mergers: Merger Costs and Assortativeness of Size and Specialization," Papers 2108.12744, arXiv.org, revised Mar 2023.
- Milliou, Chrysovalantou & Petrakis, Emmanuel, 2019. "Vertical integration and knowledge disclosure," Economics Letters, Elsevier, vol. 177(C), pages 9-13.
- Hong Zhu & Qi Zhu, 2016. "Mergers and acquisitions by Chinese firms: A review and comparison with other mergers and acquisitions research in the leading journals," Asia Pacific Journal of Management, Springer, vol. 33(4), pages 1107-1149, December.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012.
"Access, Competition and Risk in Centrally Cleared Markets,"
Bank of Canada Review, Bank of Canada, vol. 2012(Autumn), pages 14-22.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "Access, Competition and Risk in Centrally Cleared Markets," Bank of Canada Review, Bank of Canada, vol. 2012(Autumn), pages 3-13.
Cited by:
- Lane, T. & Dion, J.-P. & Slive, J., 2013. "Access to central counterparties: why it matters and how it is changing," Financial Stability Review, Banque de France, issue 17, pages 169-177, April.
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Discussion Paper
2020-028, Tilburg University, Center for Economic Research.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican, 2016. "Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets," Working Papers hal-01253702, HAL.
- Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
- Cucic, Dominic, 2022. "Central clearing and loss allocation rules," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Joshua Slive & Jonathan Witmer & Elizabeth Woodman, 2012. "Liquidity and Central Clearing: Evidence from the CDS Market," Staff Working Papers 12-38, Bank of Canada.
- Paulo Pereira da Silva & Carlos Vieira & Isabel Vieira, 2018. "Central clearing and CDS market quality," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 731-753, June.
More information
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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 11 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-BAN: Banking (6) 2015-03-05 2015-12-08 2016-04-30 2016-08-07 2018-02-12 2023-01-30. Author is listed
- NEP-RMG: Risk Management (4) 2012-11-24 2016-04-30 2016-08-07 2018-02-12
- NEP-PAY: Payment Systems and Financial Technology (3) 2016-08-07 2018-02-12 2023-01-30
- NEP-CBA: Central Banking (2) 2015-03-05 2016-04-30
- NEP-COM: Industrial Competition (2) 2010-04-24 2011-02-05
- NEP-ENT: Entrepreneurship (2) 2010-04-24 2011-02-05
- NEP-CMP: Computational Economics (1) 2016-08-07
- NEP-CSE: Economics of Strategic Management (1) 2016-08-07
- NEP-EFF: Efficiency and Productivity (1) 2011-02-05
- NEP-FDG: Financial Development and Growth (1) 2023-01-30
- NEP-FLE: Financial Literacy and Education (1) 2023-01-30
- NEP-HME: Heterodox Microeconomics (1) 2011-02-05
- NEP-MAC: Macroeconomics (1) 2015-09-26
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MON: Monetary Economics (1) 2015-12-08
- NEP-POL: Positive Political Economics (1) 2015-03-05
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