Stefan Avdjiev
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Stefan |
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Avdjiev |
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Affiliations
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Bank for International Settlements (BIS)
Research profile
author of:
- The Dollar, Bank Leverage, and Deviations from Covered Interest Parity (RePEc:aea:aerins:v:1:y:2019:i:2:p:193-208)
by Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin - Sovereign creditworthiness and financial stability:an international perspective (RePEc:bfr:fisrev:2011:16:07)
by Caruana, J. & Avdjiev, S. - International Credit To Emerging Market Economies During The Covid-19 Crisis (RePEc:bfr:fisrev:2021:24:7)
by Stefan AVDJIEV & Bat-el BERGER & Hyun Song SHIN - Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market (RePEc:bis:bisblt:1)
by Stefan Avdjiev & Egemen Eren & Patrick McGuire - Enhancements to the BIS international banking statistics (RePEc:bis:bisifc:39-33)
by Stefan Avdjiev & Patrick McGuire & Philip Wooldridge - IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues (RePEc:bis:bisifr:1)
by Stefan Avdjiev & Christian Dembiermont & Blaise Gadanecz & Branimir Gruić & Patrick McGuire & Swapan Kumar Pradhan & Paul Van den Bergh & Philip Wooldridge & Bruno Tissot & Marie-Céline Bard & Xavier- - The euro area crisis and cross-border bank lending to emerging markets (RePEc:bis:bisqtr:1212f)
by Stefan Afdjiev & Zsolt Kuti & Elod Takáts - CoCos: a primer (RePEc:bis:bisqtr:1309f)
by Stefan Avdjiev & Anastasia Kartasheva & Bilyana Bogdanova - Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals (RePEc:bis:bisqtr:1409g)
by Stefan Avdjiev & Elod Takáts - Non-financial corporations from emerging market economies and capital flows (RePEc:bis:bisqtr:1412h)
by Stefan Avdjiev & Michael Chui & Hyun Song Shin - Enhanced data to analyse international banking (RePEc:bis:bisqtr:1509f)
by Stefan Avdjiev & Patrick McGuire & Philip Wooldridge - The ECB's QE and euro cross-border bank lending (RePEc:bis:bisqtr:1609h)
by Stefan Avdjiev & Agnė Subelytė & Előd Takáts - Tracking the international footprints of global firms (RePEc:bis:bisqtr:1803f)
by Stefan Avdjiev & Mary Everett & Philip R Lane & Hyun Song Shin - Following the imprint of the ECB's asset purchase programme on global bond and deposit flows (RePEc:bis:bisqtr:1903g)
by Stefan Avdjiev & Mary Everett & Hyun Song Shin - International dimensions of EME corporate debt (RePEc:bis:bisqtr:2006b)
by Stefan Avdjiev & Patrick McGuire & Goetz von Peter - Financial openness and inequality (RePEc:bis:biswps:1010)
by Stefan Avdjiev & Tsvetana Spasova - New spare tires: local currency credit as a global shock absorber (RePEc:bis:biswps:1199)
by Stefan Avdjiev & John Burger & Bryan Hardy - Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations (RePEc:bis:biswps:323)
by Stefan Avdjiev & Nathan Balke - News driven business cycles and data on asset prices in estimated DSGE models (RePEc:bis:biswps:358)
by Stefan Avdjiev - Rapid credit growth and international credit: Challenges for Asia (RePEc:bis:biswps:377)
by Stefan Avdjiev & Robert McCauley & Patrick McGuire - The Social Value of Policy Signals (RePEc:bis:biswps:386)
by Stefan Avdjiev & Patrick McGuire - Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model (RePEc:bis:biswps:449)
by Stefan Avdjiev & Zheng Zeng - Breaking free of the triple coincidence in international finance (RePEc:bis:biswps:524)
by Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin - Monetary policy spillovers and currency networks in cross-border bank lending (RePEc:bis:biswps:549)
by Stefan Avdjiev & Elod Takats - International prudential policy spillovers: a global perspective (RePEc:bis:biswps:589)
by Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter - The dollar, bank leverage and the deviation from covered interest parity (RePEc:bis:biswps:592)
by Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin - External debt composition and domestic credit cycles (RePEc:bis:biswps:627)
by Stefan Avdjiev & Stephan Binder & Ricardo Sousa - The shifting drivers of global liquidity (RePEc:bis:biswps:644)
by Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi - CoCo issuance and bank fragility (RePEc:bis:biswps:678)
by Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva - The dollar exchange rate as a global risk factor: evidence from investment (RePEc:bis:biswps:695)
by Stefan Avdjiev & Valentina Bruno & Catherine Koch - US monetary policy and fluctuations of international bank lending (RePEc:bis:biswps:730)
by Stefan Avdjiev & Galina Hale - Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics (RePEc:bis:biswps:735)
by Stefan Avdjiev & Bat-el Berger & Hyun Song Shin - Transmission of monetary policy through global banks: whose policy matters? (RePEc:bis:biswps:737)
by Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter - What drives local lending by global banks? (RePEc:bis:biswps:746)
by Stefan Avdjiev & Uluc Aysun & Ralf Hepp - Gross capital flows by banks, corporates and sovereigns (RePEc:bis:biswps:760)
by Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén - Measuring contagion risk in international banking (RePEc:bis:biswps:796)
by Stefan Avdjiev & Paolo Giudici & Alessandro Spelta - Home sweet host: Prudential and monetary policy spillovers through global banks (RePEc:bis:biswps:853)
by Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter - Global and domestic financial cycles: variations on a theme (RePEc:bis:biswps:864)
by Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat - Regulatory capital, market capital and risk taking in international bank lending (RePEc:bis:biswps:912)
by Stefan Avdjiev & José María Serena Garralda - Bank opacity - patterns and implications (RePEc:bis:biswps:992)
by Stefan Avdjiev & Maximilian Jager - Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks (RePEc:bla:reviec:v:29:y:2021:i:1:p:20-36)
by Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter - U.S. Monetary Policy and Fluctuations of International Bank Lending (RePEc:cdl:ucscec:qt8xv490v6)
by Avdjiev, Stefan & Hale, Galina - What drives local lending by global banks? (RePEc:cfl:wpaper:2017-02)
by Uluc Aysun & Stefan Avdjiev & Ralf Hepp - Gross Capital Flows by Banks, Corporates and Sovereigns (RePEc:cmf:wpaper:wp2020_2020)
by Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén - Gross Capital Inflows to Banks, Corporates and Sovereigns (RePEc:cpr:ceprdp:11806)
by Kalemli-Özcan, Sebnem & Servén, Luis & Avdjiev, Stefan & Hardy, Bryan - The shifting drivers of global liquidity (RePEc:cpr:ceprdp:12127)
by Gambacorta, Leonardo & Goldberg, Linda S. & Avdjiev, Stefan & Schiaffi, Stefano - CoCo Issuance and Bank Fragility (RePEc:cpr:ceprdp:12418)
by Bolton, Patrick & Avdjiev, Stefan & Bogdanova, Bilyana & Jiang, Wei & Kartasheva, Anastasia - Bank opacity - patterns and implications (RePEc:cpr:ceprdp:17024)
by Avdjiev, Stefan & , - Financial openness and inequality (RePEc:cpr:ceprdp:17279)
by Avdjiev, Stefan & Spasova, Tsvetana - Regulatory arbitrage behavior of internationally active banks and global financial market conditions (RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001031)
by Avdjiev, Stefan & Aysun, Uluc & Tseng, Michael C. - Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment (RePEc:eee:finlet:v:6:y:2009:i:4:p:187-201)
by Avdjiev, Stefan & Zeng, Zheng - Measuring contagion risk in international banking (RePEc:eee:finsta:v:42:y:2019:i:c:p:36-51)
by Avdjiev, S. & Giudici, P. & Spelta, A. - The shifting drivers of global liquidity (RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946)
by Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano - CoCo issuance and bank fragility (RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613)
by Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia - External debt composition and domestic credit cycles (RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000267)
by Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo - Transmission of monetary policy through global banks: Whose policy matters? (RePEc:eee:jimfin:v:89:y:2018:i:c:p:67-82)
by Avdjiev, Stefan & Koch, Cathérine & McGuire, Patrick & von Peter, Goetz - What drives local lending by global banks? (RePEc:eee:jimfin:v:90:y:2019:i:c:p:54-75)
by Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf - U.S. monetary policy and fluctuations of international bank lending (RePEc:eee:jimfin:v:95:y:2019:i:c:p:251-268)
by Avdjiev, Stefan & Hale, Galina - U.S. Monetary Policy and Fluctuations of International Bank Lending (RePEc:fip:fedfwp:2018-02)
by Stefan Avdjiev & Galina Hale - U.S. Monetary Policy as a Changing Driver of Global Liquidity (RePEc:fip:fednls:87218)
by Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi - The shifting drivers of global liquidity (RePEc:fip:fednsr:819)
by Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi - Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network (RePEc:ijc:ijcjou:y:2017:q:1:a:1)
by Claudia M Buch & Linda S Goldberg - International Prudential Policy Spillovers: A Global Perspective (RePEc:ijc:ijcjou:y:2017:q:1:a:18)
by Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter - Global and Domestic Financial Cycles: Variations on a Theme (RePEc:ijc:ijcjou:y:2023:q:5:a:2)
by Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat - Gross Capital Flows by Banks, Corporates and Sovereigns (RePEc:nbr:nberwo:23116)
by Stefan Avdjiev & Bryan Hardy & Ṣebnem Kalemli-Özcan & Luis Servén - The Shifting Drivers of Global Liquidity (RePEc:nbr:nberwo:23565)
by Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi - CoCo Issuance and Bank Fragility (RePEc:nbr:nberwo:23999)
by Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva - Breaking free of the triple coincidence in international finance (RePEc:oup:ecpoli:v:31:y:2016:i:87:p:409-451.)
by Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin - Gross Capital Flows by Banks, Corporates, and Sovereigns (RePEc:oup:jeurec:v:20:y:2022:i:5:p:2098-2135.)
by Stefan Avdjiev & Bryan Hardy & Şebnem Kalemli-Özcan & Luis Servén - Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum (RePEc:oup:revfin:v:23:y:2019:i:5:p:993-1029.)
by Stefan Avdjiev & Előd Takáts - The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment (RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00074-4)
by Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin - Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models" (RePEc:red:ccodes:12-186)
by Stefan Avdjiev - News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models (RePEc:red:issued:12-186)
by Stefan Avdjiev - External debt composition and domestic credit cycles (RePEc:stm:wpaper:28)
by Stefan Avdjiev & Stephan Binder & Ricardo Sousa - Credit growth, monetary policy and economic activity in a three-regime TVAR model (RePEc:taf:applec:v:46:y:2014:i:24:p:2936-2951)
by Stefan Avdjiev & Zheng Zeng - Gross capital flows by banks, corporates, and sovereigns (RePEc:wbk:wbrwps:8514)
by Avdjiev,Stefan & Hardy,Bryan James & Kalemli-Ozcan,Sebnem & Serven,Luis - Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics (RePEc:wsi:wschap:9789811238628_0006)
by Stefan Avdjiev & Bat-el Berger & Hyun Song Shin