Alin Marius Andries

Alexandru Ioan Cuza University of Iasi

Professor

Bvd. Carol nr. 22

Iasi, 700505

Romania

http://www.feaa.uaic.ro/faculty/marius-alin-andries/

Romanian Academy - Institute for Economic Forecasting

Research Fellow

Calea 13 Septembrie nr. 13

Bucharest, 050711

Romania

  • Alexandru Ioan Cuza University of Iasi

  • Romanian Academy - Institute for Economic Forecasting

SCHOLARLY PAPERS

27

DOWNLOADS

5,541

SSRN CITATIONS

23

CROSSREF CITATIONS

8

Ideas:
“  My research interests are focused on financial intermediation, household finance, corporate governance, bank performance and empirical finance.  ”

  • Alexandru Ioan Cuza University of Iasi

  • Romanian Academy - Institute for Economic Forecasting

Scholarly Papers (27)

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1.

ESG and Systemic Risk

Swiss Finance Institute Research Paper No. 22-25
Number of pages: 40 Posted: 15 Mar 2022 Last Revised: 26 Jul 2022
George-Marian Aevoae, Alin Marius Andries, Steven Ongena and Nicu Sprincean
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iasi, University of Zurich - Department of Banking and Finance and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 804 (48,082)

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Systemic Risk, Financial Stability, Corporate Social Responsibility (CSR), Environmental, Social and Governance (ESG) Scores

2.

The COVID-19 Pandemic and Sovereign Bond Risk

Swiss Finance Institute Research Paper No. 20-42, North American Journal of Economics and Finance, forthcoming
Number of pages: 41 Posted: 21 May 2020 Last Revised: 03 Aug 2021
Alin Marius Andries, Steven Ongena and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, University of Zurich - Department of Banking and Finance and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 624 (67,192)
Citation 5

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3.

The Relationship between Exchange Rates and Interest Rates in a Small Open Emerging Economy: The Case of Romania

Economic Modelling, Forthcoming
Number of pages: 44 Posted: 14 Mar 2016 Last Revised: 02 Feb 2017
Alin Marius Andries, Iulian Ihnatov, Bogdan CĂPRARU and Aviral Kumar Tiwari
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași and Rajagiri Business School
Downloads 389 (119,580)
Citation 1

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interest rates; exchange rates; Purchasing Power Parity theory; monetary policy; wavelet

4.

Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking

Czech Journal of Economics and Finance, Forthcoming
Number of pages: 62 Posted: 21 Aug 2017 Last Revised: 03 Feb 2018
Alin Marius Andries, Florentina Melnic and Simona Nistor
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Babes-Bolyai University - Department of Finance
Downloads 308 (153,230)
Citation 2

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macroprudential policy, systemic risk, bank risk taking

5.

Corporate Governance and Efficiency in Banking: Evidence from Emerging Economies

Applied Economics, 2018
Number of pages: 39 Posted: 06 Mar 2016 Last Revised: 03 Feb 2018
Alin Marius Andries, Bogdan CĂPRARU and Simona Nistor
Alexandru Ioan Cuza University of Iasi, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași and Babes-Bolyai University - Department of Finance
Downloads 305 (154,857)
Citation 4

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bank efficiency, corporate governance, crisis, capitalization

6.

Impact of Financial Liberalization on Banking Sectors Performance from CEEC

PLoS ONE (2013) 8(3): e59686
Number of pages: 21 Posted: 27 Aug 2012 Last Revised: 19 Feb 2015
Alin Marius Andries and Bogdan CĂPRARU
Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 303 (155,922)
Citation 1

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financial liberalization, efficiency, banking industry, CEE countries, banks productivity

7.

Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Management

University of St. Gallen, School of Finance Research Paper No. 2014/14, 28th Australasian Finance and Banking Conference
Number of pages: 42 Posted: 19 Jan 2015 Last Revised: 12 Feb 2017
Alin Marius Andries and Martin Brown
Alexandru Ioan Cuza University of Iasi and University of St. Gallen
Downloads 263 (180,306)
Citation 3

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Credit boom and busts, corporate governance, risk management

8.

The Impact of Board Gender on Bank Performance and Risk in Emerging Markets

Number of pages: 21 Posted: 25 Sep 2017
Alin Marius Andries, Seyed M. Mehdian and Ovidiu Stoica
Alexandru Ioan Cuza University of Iasi, University of Michigan at Flint and Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Downloads 235 (201,311)

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women; risk; financial crisis; bank performance; board of directors.

9.

Analyzing Time-Frequency Relationship between Interest Rate, Stock Price and Exchange Rate Through Continuous Wavelet

Economic Modelling, Vol. 41, 2014
Number of pages: 22 Posted: 01 Jun 2013 Last Revised: 01 Apr 2020
Aviral Kumar Tiwari, Alin Marius Andries and Iulian Ihnatov
Rajagiri Business School, Alexandru Ioan Cuza University of Iasi and Alexandru Ioan Cuza University
Downloads 235 (201,311)
Citation 2

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cyclical effects, anti-cyclical effects, Granger-causality, phase difference, cross wavelets, wavelet coherency

10.

Gender Diversity on Boards and Bank Efficiency Across Emerging Europe

Number of pages: 44 Posted: 25 Sep 2017 Last Revised: 07 Mar 2022
Alin Marius Andries, Bogdan CĂPRARU, Antonio Minguez-Vera and Simona Nistor
Alexandru Ioan Cuza University of Iasi, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași, University of Murcia - Faculty of Business and Economics and Babes-Bolyai University - Department of Finance
Downloads 199 (235,108)
Citation 1

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bank efficiency, gender, governance, supervisory boards, managing boards

11.

Convergence of Bank Efficiency in Emerging Markets: The Central and Eastern European Countries’ Experience

Emerging Markets Finance and Trade, Vol. 50, No. 4, 2014
Number of pages: 31 Posted: 25 Aug 2012 Last Revised: 03 Feb 2018
Alin Marius Andries and Bogdan CĂPRARU
Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 193 (241,632)
Citation 3

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frontier analysis, banking, convergence, efficiency, CEE countries

12.

Systemic Risk, Corporate Governance and Regulation of Banks Across Emerging Countries

Economics Letters, 144, 2016
Number of pages: 9 Posted: 06 Mar 2016 Last Revised: 05 Dec 2016
Alin Marius Andries and Simona Nistor
Alexandru Ioan Cuza University of Iasi and Babes-Bolyai University - Department of Finance
Downloads 192 (242,799)
Citation 2

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systemic risk, corporate governance, risk management, supervision

13.

Risk Spillovers and Interconnectedness between Systemically Important Institutions

Swiss Finance Institute Research Paper No. 20-40
Number of pages: 69 Posted: 16 May 2020 Last Revised: 08 Sep 2021
Alin Marius Andries, Steven Ongena, Nicu Sprincean and Radu Tunaru
Alexandru Ioan Cuza University of Iasi, University of Zurich - Department of Banking and Finance, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași and University of Sussex
Downloads 162 (281,257)

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systemic risk, interconnectedness, bank networks, Bayesian graphical VAR, textual analysis

14.

Comovement of Exchange Rates: A Wavelet Analysis

Emerging Markets Finance and Trade, 2015
Number of pages: 18 Posted: 08 Jun 2013 Last Revised: 23 May 2015
Alin Marius Andries, Iulian Ihnatov and Aviral Kumar Tiwari
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University and Rajagiri Business School
Downloads 153 (294,827)

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Exchange rate, Co-movements, Wavelet multiple correlation

15.

External Wealth of Nations and Systemic Risk

Swiss Finance Institute Research Paper No. 22-74
Number of pages: 49 Posted: 16 Sep 2022 Last Revised: 19 Sep 2022
Alin Marius Andries, Alexandra-Maria Chiper, Steven Ongena and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, Alexandru Ioan Cuza University of Iasi, University of Zurich - Department of Banking and Finance and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 151 (298,036)

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External Wealth of Nations, External Imbalances, Net International Investment Position, Systemic Risk, Financial Stability

16.

The Nexus between Competition and Efficiency: The European Banking Industries Experience

International Business Review, 2014, 23(3), 26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 12 Sep 2012 Last Revised: 05 Dec 2016
Alin Marius Andries and Bogdan CĂPRARU
Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 151 (298,036)
Citation 2

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bank competition, efficiency, H-statistic, convergence, Competition-Efficiency Hypothesis

17.

The Impact of Central Bank Transparency on Systemic Risk. Evidence from Central and Eastern Europe

Number of pages: 31 Posted: 05 Dec 2017 Last Revised: 02 May 2018
Alin Marius Andries, Simona Nistor and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, Babes-Bolyai University - Department of Finance and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 126 (343,149)
Citation 7

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systemic risk, central bank transparency, supervisory framework

18.

On Becoming an O-SII ('Other Systemically Important Institution')

Number of pages: 60 Posted: 17 Aug 2017 Last Revised: 10 May 2020
Alin Marius Andries, Simona Nistor, Steven Ongena and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, Babes-Bolyai University - Department of Finance, University of Zurich - Department of Banking and Finance and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 125 (345,177)
Citation 2

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Other Systemically Important Institutions, Bank Stock Prices, CDS Spreads, Event Study, Abnormal Returns

19.

Central Bank Independence and Systemic Risk

Downloads 107 (385,657)
Citation 1

Central Bank Independence and Systemic Risk

BOFIT Discussion Paper No. 13/2020
Number of pages: 48 Posted: 02 Jul 2020
Alin Marius Andries, Anca Maria Podpiera and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, World Bank and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 62 (540,354)

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Central Bank Independence and Systemic Risk

BOFIT Discussion Paper No. 13/2020
Number of pages: 48 Posted: 03 Mar 2021 Last Revised: 18 Nov 2021
Alin Marius Andries, Anca Maria Podpiera and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, World Bank and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 45 (626,749)
Citation 1

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systemic risk, central bank independence, supervisory framework

20.

The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates?

Number of pages: 25 Posted: 21 Aug 2017
Alin Marius Andries and Ioana Plescau
Alexandru Ioan Cuza University of Iasi and Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Downloads 106 (388,182)

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monetary policy, macroprudential regulation, financial crisis, bank risk, central bank independence

21.

Systemic Risk and Foreign Currency Positions of Banks: Evidence from Emerging Europe

Eastern European Economics, Forthcoming
Number of pages: 45 Posted: 05 Jan 2017 Last Revised: 11 Feb 2018
Alin Marius Andries and Simona Nistor
Alexandru Ioan Cuza University of Iasi and Babes-Bolyai University - Department of Finance
Downloads 93 (423,537)

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systemic risk, foreign currency assets, foreign currency liabilities, Swiss franc, governance

22.

ESG Performance and Banks’ Funding Costs

Downloads 91 (429,460)

ESG Performance and Banks’ Funding Costs

Number of pages: 21 Posted: 17 Feb 2023
Alin Marius Andries and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 72 (498,486)

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Banks, Funding costs, ESG ratings

ESG Performance and Banks’ Funding Costs

Number of pages: 22 Posted: 15 Feb 2023
Alin Marius Andries and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 19 (814,973)

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Banks, Funding costs, ESG ratings

23.

Institutional Determinants of Households’ Financial Investment Behaviour Across European Countries

Number of pages: 40 Posted: 26 Oct 2020 Last Revised: 02 Feb 2022
Alin Marius Andries, Aurelian P. Plopeanu and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi, The Department of Social Sciences and Humanities, The Institute of Interdisciplinary Research, Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 78 (470,833)

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Households, Investment Behaviour, Institutional Framework, Post-Communism, Capitalism

24.

When the Message Hurts the Unintended Impacts of Nudges on Saving

Number of pages: 47 Posted: 13 Dec 2021
Alin Marius Andries and Sarah Walker
Alexandru Ioan Cuza University of Iasi and UNSW Australia Business School, School of Economics
Downloads 70 (499,943)

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Saving, nudges, commitment devices, reminders, peer information, Romania

25.

Cyclical Behavior of Systemic Risk in the Banking Sector

Number of pages: 49 Posted: 02 Apr 2020
Alin Marius Andries and Nicu Sprincean
Alexandru Ioan Cuza University of Iasi and Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iași
Downloads 48 (597,668)

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Systemic risk, Business cycle, Financial cycle, Financial regulation, Bank fragility

26.

Recourse and (Strategic) Mortgage Defaults: Evidence from Changes in Housing Market Laws

De Nederlandsche Bank Working Paper No. 727, 2021
Number of pages: 51 Posted: 16 Nov 2021
Alin Marius Andries, Anca Copaciu, Radu Popa and Razvan Vlahu
Alexandru Ioan Cuza University of Iasi, National Bank of Romania, National Bank of Romania and Dutch Central Bank (De Nederlandsche Bank)
Downloads 30 (704,875)

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Mortgage market, Recourse, Mortgage default, Moral hazard, Negative equity

27.

The Asymmetric Effect of International Swap Lines on Banks in Emerging Markets

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The Asymmetric Effect of International Swap Lines on Banks in Emerging Markets

Journal of Banking and Finance, Vol. 75, 2017
Posted: 14 Aug 2015 Last Revised: 04 Mar 2020
Alin Marius Andries, Andreas M. Fischer and Pinar Yesin
Alexandru Ioan Cuza University of Iasi, Swiss National Bank and Swiss National Bank

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Swap lines, foreign currency loans, bank stocks, emerging markets

The Impact of International Swap Lines on Stock Returns of Banks in Emerging Markets

CEPR Discussion Paper No. DP11167
Posted: 18 Apr 2016
Alin Marius Andries, Andreas M. Fischer and Pinar Yesin
Alexandru Ioan Cuza University of Iasi, Swiss National Bank and Swiss National Bank

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emerging markets, foreign currency loans, International Swap lines