Stefan Avdjiev

Names

first:	Stefan
last:	Avdjiev

Contact

email:
homepage:	http://www.bis.org/author/stefan_avdjiev.htm

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 & Ṣebnem Kalemli-Özcan & 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 & Servï¿½n, 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 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
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 Stefan Avdjiev & Galina Hale
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.
Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum*
by Stefan Avdjiev & Előd Takáts
U.S. Monetary Policy as a Changing Driver of Global Liquidity
by Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi
Home sweet host: Prudential and monetary policy spillovers through global banks
by Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter
Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market
by Stefan Avdjiev & Egemen Eren & Patrick McGuire
IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues
by 21 authors
Global and domestic financial cycles: variations on a theme
by Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat
International dimensions of EME corporate debt
by Stefan Avdjiev & Patrick McGuire & Goetz von Peter
The shifting drivers of global liquidity
by Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano
Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks
by Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter
CoCo issuance and bank fragility
by Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia
Regulatory capital, market capital and risk taking in international bank lending
by Stefan Avdjiev & José María Serena Garralda
Gross Capital Flows by Banks, Corporates and Sovereigns
by Stefan Avdjiev & Bryan Hardy & Sebnem Kalemli-Özcan & Luis Servén

Permanent link: https://authors.repec.org/pro/pav41/