Tsvetelina Nenova

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Affiliations

• Bank for International Settlements (BIS)
  • EDIRC entry
  • location:

Research profile

author of:

• Global or Regional Safe Assets: Evidence from Bond Substitution Patterns (repec:bis:biswps:1254)
  by Tsvetelina Nenova
• Global portfolio investments and FX derivatives (repec:bis:biswps:1273)
  by Tsvetelina Nenova & Andreas Schrimpf & Hyun Song Shin
• A tale of two global monetary policies (repec:boe:boeewp:0972)
  by Silvia Miranda Agrippino & Tsvetelina Nenova
• The foreign exchange and over-the-counter interest rate derivatives market in the United Kingdom (repec:boe:qbullt:0126)
  by John Lowes & Tsvetelina Nenova
• Global Footprints of Monetary Policy (repec:cfm:wpaper:2004)
  by Silvia Miranda-Agrippino & Tsvetelina Nenova & Helene Rey
• A Tale of Two Global Monetary Policies (repec:cfm:wpaper:2117)
  by Silvia Miranda-Agrippino & Tsvetelina Nenova
• The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through (repec:cpr:ceprdp:13037)
  by Hjortsø, Ida & Forbes, Kristin & Nenova, Tsvetelina
• International Evidence on Shock-Dependent Exchange Rate Pass-Through (repec:cpr:ceprdp:15242)
  by Forbes, Kristin & Hjortsø, Ida & Nenova, Tsvetelina
• A Tale of Two Global Monetary Policies (repec:cpr:ceprdp:16485)
  by Miranda-Agrippino, Silvia & Nenova, Tsvetelina
• Global or regional safe assets: evidence from bond substitution patterns (repec:ecb:ecbwps:20253159)
  by Nenova, Tsvetelina
• The shocks matter: Improving our estimates of exchange rate pass-through (repec:eee:inecon:v:114:y:2018:i:c:p:255-275)
  by Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina
• A tale of two global monetary policies (repec:eee:inecon:v:136:y:2022:i:c:s0022199622000381)
  by Miranda-Agrippino, Silvia & Nenova, Tsvetelina
• The shocks matter: improving our estimates of exchange rate pass-through (repec:mpc:wpaper:0043)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• Current account deficits during heightened risk: menacing or mitigating? (repec:mpc:wpaper:0046)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• Shocks versus structure: explaining differences in exchange rate pass-through across countries and time (repec:mpc:wpaper:0050)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• A Tale of Two Global Monetary Policies (repec:nbr:nberch:14595)
  by Silvia Miranda-Agrippino & Tsvetelina Nenova
• Current Account Deficits During Heightened Risk: Menacing or Mitigating? (repec:nbr:nberwo:22741)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• The Shocks Matter: Improving Our Estimates of Exchange Rate Pass-Through (repec:nbr:nberwo:24773)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• International Evidence on Shock-Dependent Exchange Rate Pass-Through (repec:nbr:nberwo:27746)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• The Ins & Outs of Chinese Monetary Policy Transmission (RePEc:nbr:nberwo:34626)
  by Silvia Miranda-Agrippino & Tsvetelina Nenova & Hélène Rey
• International Evidence on Shock-Dependent Exchange Rate Pass-Through (repec:pal:imfecr:v:68:y:2020:i:4:d:10.1057_s41308-020-00124-2)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova
• Current Account Deficits During Heightened Risk: Menacing or Mitigating? (repec:wly:econjl:v::y:2017:i:601:p:571-623)
  by Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova