Stefan Avdjiev

Names

Contact

Affiliations

• Bank for International Settlements (BIS)
  • website
  • location: Basel, Switzerland

Research profile

author of:

• Sovereign creditworthiness and financial stability:an international perspective.
  by Caruana, J. & Avdjiev, S.
• News driven business cycles and data on asset prices in estimated DSGE models
  by Stefan Avdjiev
• Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations
  by Stefan Avdjiev & Nathan Balke
• Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment
  by Avdjiev, Stefan & Zeng, Zheng
• Rapid credit growth and international credit: Challenges for Asia
  by Stefan Avdjiev & Robert McCauley & Patrick McGuire
• The Social Value of Policy Signals
  by Stefan Avdjiev & Patrick McGuire
• The euro area crisis and cross-border bank lending to emerging markets
  by Stefan Afdjiev & Zsolt Kuti & Elod Takáts
• CoCos: a primer
  by Stefan Avdjiev & Anastasia Kartasheva & Bilyana Bogdanova
• Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals
  by Stefan Avdjiev & Elod Takáts
• Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model
  by Stefan Avdjiev & Zheng Zeng
• Credit growth, monetary policy and economic activity in a three-regime TVAR model
  by Stefan Avdjiev & Zheng Zeng
• Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"
  by Stefan Avdjiev
• Non-financial corporations from emerging market economies and capital flows
  by Stefan Avdjiev & Michael Chui & Hyun Song Shin
• News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models
  by Stefan Avdjiev
• Enhancements to the BIS international banking statistics
  by Stefan Avdjiev & Patrick McGuire & Philip Wooldridge
  edited by
• Breaking free of the triple coincidence in international finance
  by Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin
• Enhanced data to analyse international banking
  by Stefan Avdjiev & Patrick McGuire & Philip Wooldridge
• Gross Capital Flows by Banks, Corporates and Sovereigns
  by Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Ozcan & Luis Servén
• The ECB's QE and euro cross-border bank lending
  by Stefan Avdjiev & Agnė Subelytė & Előd Takáts
• Gross Capital Inflows to Banks, Corporates and Sovereigns
  by Avdjiev, Stefan & Hardy, Bryan & Kalemli-Ozcan, Sebnem & Serv�n, Luis
• The dollar, bank leverage and the deviation from covered interest parity
  by Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin
• Breaking free of the triple coincidence in international finance
  by Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin
• International prudential policy spillovers: a global perspective
  by Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter
• Monetary policy spillovers and currency networks in cross-border bank lending
  by Stefan Avdjiev & Elod Takats
• The shifting drivers of global liquidity
  by Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano
• Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network
  by Claudia M. Buch & Linda S. Goldberg
• External debt composition and domestic credit cycles
  by Stefan Avdjiev & Stephan Binder & Ricardo Sousa
• The shifting drivers of global liquidity
  by Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi
• What drives local lending by global banks?
  by Uluc Aysun & Stefan Avdjiev & Ralf Hepp
• The Shifting Drivers of Global Liquidity
  by Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi
• The shifting drivers of global liquidity
  by Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano
• CoCo Issuance and Bank Fragility
  by Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva
• CoCo Issuance and Bank Fragility
  by Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia
• CoCo issuance and bank fragility
  by Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva
• U.S. Monetary Policy and Fluctuations of International Bank Lending
  by Avdjiev, Stefan & Hale, Galina
• The dollar exchange rate as a global risk factor: evidence from investment
  by Stefan Avdjiev & Valentina Bruno & Catherine Koch
• Tracking the international footprints of global firms
  by Stefan Avdjiev & Mary Everett & Philip R. Lane & Hyun Song Shin
• US monetary policy and fluctuations of international bank lending
  by Stefan Avdjiev & Galina Hale
• Gross capital flows by banks, corporates, and sovereigns
  by Avdjiev, Stefan & Hardy, Bryan James & Kalemli-Ozcan, Sebnem & Serven, Luis
• Transmission of monetary policy through global banks: whose policy matters?
  by Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter
• Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics
  by Stefan Avdjiev & Bat-el Berger & Hyun Song Shin
• International Prudential Policy Spillovers: A Global Perspective
  by Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter
• What drives local lending by global banks?
  by Stefan Avdjiev & Uluc Aysun & Ralf Hepp
• External debt composition and domestic credit cycles
  by Stefan Avdjiev & Stephan Binder & Ricardo Sousa
• Gross capital flows by banks, corporates and sovereigns
  by Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén
• Transmission of monetary policy through global banks: Whose policy matters?
  by Avdjiev, Stefan & Koch, Cathérine & McGuire, Patrick & von Peter, Goetz
• What drives local lending by global banks?
  by Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf
• Following the imprint of the ECB's asset purchase programme on global bond and deposit flows
  by Stefan Avdjiev & Mary Everett & Hyun Song Shin
• The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment
  by Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin
• Measuring contagion risk in international banking
  by Stefan Avdjiev & Paolo Giudici & Alessandro Spelta
• U.S. monetary policy and fluctuations of international bank lending
  by Avdjiev, Stefan & Hale, Galina
• The Dollar, Bank Leverage, and Deviations from Covered Interest Parity
  by Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin
• Measuring contagion risk in international banking
  by Avdjiev, S. & Giudici, P. & Spelta, A.