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Hoerova, Marie's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,964 |
Total
Citations
71 |
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1.
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Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB) Holthausen, Cornelia
European Central Bank (ECB)
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Posted:
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22 Mar 09
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Last Revised:
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08 Jul 10
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1,435
(5,051)
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43
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB) Holthausen, Cornelia
European Central Bank (ECB)
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5
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43
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Asymmetric information, Counterparty risk, Financial crisis, Interbank market, Liquidity
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB) Holthausen, Cornelia
European Central Bank (ECB)
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176
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43
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Financial crisis, Interbank market, Liquidity, Counterparty risk, Asymmetric information
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB) Holthausen, Cornelia
European Central Bank (ECB)
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22 Mar 09
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Last Revised:
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08 Jul 10
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1,254
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43
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Interbank market, Liquidity, Counterparty risk, Asymmetric information, Financial crisis
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2.
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Risk, Uncertainty and Monetary Policy
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Versions (5)
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Lo Duca, Marco
European Central Bank (ECB)
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Posted:
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08 Mar 10
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Last Revised:
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13 Oct 12
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1,275
(6,221)
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17
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Lo Duca, Marco
European Central Bank (ECB)
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34
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17
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Monetary policy, Option implied volatility, Risk aversion, Uncertainty, Business cycle, Stock market volatility dynamics
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Lo Duca, Marco
European Central Bank (ECB)
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65
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17
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Monetary policy, option implied volatility, risk aversion, uncertainty, business cycle, stock market volatility dynamics
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Lo Duca, Marco
European Central Bank (ECB)
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3
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17
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business cycle, monetary policy, option implied volatility, risk aversion, stock market volatility dynamics, uncertainty
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Lo Duca, Marco
European Central Bank (ECB)
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12
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17
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Lo Duca, Marco
European Central Bank (ECB)
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08 Mar 10
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Last Revised:
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04 Sep 12
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1,161
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17
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Monetary policy, Option implied volatility, Risk aversion, Uncertainty, Business cycle, Stock market volatility dynamics
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3.
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB) Scheicher, Martin
European Central Bank (ECB)
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328
(43,423)
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3
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Economic uncertainty, Risk aversion, Time variation in risk and return, Credit spread, Volatility dynamics
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4.
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The VIX, the Variance Premium and Stock Market Volatility
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Versions (2)
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB)
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Posted:
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17 Apr 13
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Last Revised:
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01 May 13
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241
(61,549)
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB)
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4
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Bekaert, Geert
Columbia Business School - Finance and Economics Hoerova, Marie
European Central Bank (ECB)
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237
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option implied volatility, realized volatility, VIX, variance risk premium, risk aversion, stock return predictability, risk-return trade-off, economic uncertainty, financial instability
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5.
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Interbank Lending, Credit Risk Premia and Collateral
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Versions (2)
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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Posted:
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13 Nov 09
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Last Revised:
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10 Dec 09
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240
(61,867)
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2
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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110
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2
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Financial crisis, Interbank market, Liquidity, Credit risk, Collateral
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Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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130
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2
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Financial crisis, Interbank market, Liquidity, Credit risk, Collateral
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6.
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Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives and Margins
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Versions (2)
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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Posted:
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16 Mar 10
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Last Revised:
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22 Feb 12
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227
(65,682)
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3
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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110
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3
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insurance, moral hazard, counterparty risk, margin requirements, derivatives
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Biais, Bruno
Centre for Economic Policy Research (CEPR) Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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16 Mar 10
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Last Revised:
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22 Feb 12
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117
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3
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Hedging; Insurance, Derivatives, Moral hazard, Risk management, Counterparty risk, Contagion, Margin requirements
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7.
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Bussière, Matthieu
Banque de France Hoerova, Marie
European Central Bank (ECB) Klaus, Benjamin
Banque de France
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84
(151,750)
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1
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Hedge funds, commonality, financial stability
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8.
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Money Talks
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Versions (3)
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Hoerova, Marie
European Central Bank (ECB) Monnet, Cyril
Federal Reserve Bank of Philadelphia Temzelides, Ted P.
University of Pittsburgh - Department of Economics
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Posted:
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22 Aug 09
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Last Revised:
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28 Apr 12
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58
(187,005)
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1
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Hoerova, Marie
European Central Bank (ECB) Monnet, Cyril
Federal Reserve Bank of Philadelphia Temzelides, Ted P.
University of Pittsburgh - Department of Economics
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6
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1
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Information, Interest rates, Monetary policy
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Hoerova, Marie
European Central Bank (ECB) Monnet, Cyril
Federal Reserve Bank of Philadelphia Temzelides, Ted P.
University of Pittsburgh - Department of Economics
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23
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1
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information, interest rates, monetary policy
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Hoerova, Marie
European Central Bank (ECB) Monnet, Cyril
Federal Reserve Bank of Philadelphia Temzelides, Ted P.
University of Pittsburgh - Department of Economics
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| Posted: |
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22 Aug 09
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Last Revised:
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25 Apr 12
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29
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1
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Information, Interest rates, Monetary policy
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9.
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Hoerova, Marie
European Central Bank (ECB)
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53
(195,292)
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1
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Bank runs, Asset markets, Liquidity, Financial stability, Mechanism design
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10.
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Clearing, Counterparty Risk, and Aggregate Risk
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Versions (2)
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Biais, Bruno
University of Toulouse 1 - Toulouse School of Economics (TSE) Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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Posted:
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30 Jun 12
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Last Revised:
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18 Oct 12
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23
(264,982)
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Biais, Bruno
University of Toulouse 1 - Toulouse School of Economics (TSE) Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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23
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Risk-sharing, moral hazard, optimal contracting, counterparty risk, central clearing counterparty, mutualization, aggregate and idiosyncratic risk
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Biais, Bruno
University of Toulouse 1 - Toulouse School of Economics (TSE) Heider, Florian
European Central Bank (ECB) Hoerova, Marie
European Central Bank (ECB)
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0
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