Stefan Avdjiev
Cited by
Cited by
The dollar, bank leverage, and deviations from covered interest parity
S Avdjiev, W Du, C Koch, HS Shin
American Economic Review: Insights 1 (2), 193-208, 2019
The dollar exchange rate as a global risk factor: evidence from investment
S Avdjiev, V Bruno, C Koch, HS Shin
IMF Economic Review 67, 151-173, 2019
CoCos: a primer
S Avdjiev, AV Kartasheva, B Bogdanova
BIS Quarterly Review September, 2013
The shifting drivers of global liquidity
S Avdjiev, L Gambacorta, LS Goldberg, S Schiaffi
Journal of International Economics 125, 103324, 2020
Breaking free of the triple coincidence in international finance
S Avdjiev, RN McCauley, HS Shin
Economic Policy 31 (87), 409-451, 2016
Non-financial corporations from emerging market economies and capital flows
S Avdjiev, MKF Chui, HS Shin
BIS Quarterly Review December, 2014
Gross capital flows by banks, corporates and sovereigns
S Avdjiev, B Hardy, Ṣ Kalemli-Özcan, L Servén
National Bureau of Economic Research, 2017
Rapid credit growth and international credit: challenges for Asia
S Avdjiev, RN McCauley, P McGuire
BIS Working Paper, 2012
The euro area crisis and cross-border bank lending to emerging markets
S Avdjiev, Z Kuti, E Takáts
BIS Quarterly Review December, 2012
CoCo issuance and bank fragility
S Avdjiev, B Bogdanova, P Bolton, W Jiang, A Kartasheva
Journal of Financial Economics 138 (3), 593-613, 2020
Coco bond issuance and bank funding costs
S Avdjiev, P Bolton, W Jiang, A Kartasheva, B Bogdanova
BIS and Columbia University working paper 678, 2015
Sovereign creditworthiness and financial stability: an international perspective
J Caruana, S Avdjiev
Banque de France Financial Stability Review 16 (April), 71-85, 2012
Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals
S Avdjiev, E Takáts
BIS Quarterly Review September, 2014
US monetary policy and fluctuations of international bank lending
S Avdjiev, G Hale
Journal of International Money and Finance 95, 251-268, 2019
Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market
S Avdjiev, E Eren, P McGuire
BIS Bulletins, 2020
Tracking the international footprints of global firms
S Avdjiev, M Everett, PR Lane, HS Shin
BIS Quarterly Review, March, 2018
International prudential policy spillovers: a global perspective
S Avdjiev, C Casanova, P McGuire, G von Peter
BIS Working Paper, 2016
Credit growth, monetary policy and economic activity in a three-regime TVAR model
S Avdjiev, Z Zeng
Applied Economics 46 (24), 2936-2951, 2014
Measuring contagion risk in international banking
S Avdjiev, P Giudici, A Spelta
Journal of Financial Stability 42, 36-51, 2019
Global and domestic financial cycles: variations on a theme
I Aldasoro, S Avdjiev, CEV Borio, P Disyatat
Bis working paper, 2020
The system can't perform the operation now. Try again later.
Articles 1–20