Egemen Eren

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

  • Bank for International Settlements (BIS) - Monetary and Economic Department

SCHOLARLY PAPERS

13

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61

CROSSREF CITATIONS

37

Scholarly Papers (13)

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1.

Intermediary Funding Liquidity and Rehypothecation as Determinants of Repo Haircuts and Interest Rates

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 6
Number of pages: 37 Posted: 27 Jun 2014 Last Revised: 17 Nov 2015
Egemen Eren
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 477 (100,566)
Citation 18

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rehypothecation, liquidity, repo, haircuts, interest rates, over-collateralization, dealer banks, hedge funds, cash investors, money market funds, prime brokerage

2.

Dominant Currency Debt

Downloads 418 (117,461)
Citation 14

Dominant Currency Debt

Swiss Finance Institute Research Paper No. 18-55
Number of pages: 95 Posted: 22 Aug 2018 Last Revised: 11 Jan 2021
Egemen Eren and Semyon Malamud
Bank for International Settlements (BIS) - Monetary and Economic Department and Ecole Polytechnique Federale de Lausanne
Downloads 290 (174,105)
Citation 13

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Dollar debt, dominant currency, exchange rates, inflation

Dominant Currency Debt

BIS Working Paper No. 783
Number of pages: 96 Posted: 22 May 2019
Egemen Eren and Semyon Malamud
Bank for International Settlements (BIS) - Monetary and Economic Department and Ecole Polytechnique Federale de Lausanne
Downloads 127 (367,824)
Citation 1

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dollar debt, dominant currency, exchange rates, inflation, debt deflation

Dominant Currency Debt

CEPR Discussion Paper No. DP13391
Number of pages: 99 Posted: 17 Dec 2018
Egemen Eren and Semyon Malamud
Bank for International Settlements (BIS) - Monetary and Economic Department and Ecole Polytechnique Federale de Lausanne
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dollar debt, dominant currency, Exchange Rates, inflation

3.

Global Banks, Dollar Funding, and Regulation

Number of pages: 78 Posted: 08 May 2019
Iñaki Aldasoro, Torsten Ehlers and Egemen Eren
Bank for International Settlements (BIS), International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 376 (132,530)
Citation 10

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Global Banks, Dollar Funding, Regulation, Money Market Funds, Window-Dressing, US MMF Reform

4.

Matching Prime Brokers and Hedge Funds

Number of pages: 64 Posted: 07 Nov 2015 Last Revised: 06 Dec 2015
Egemen Eren
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 231 (219,593)
Citation 3

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Prime brokers, Hedge funds, Matching, Internalization, Collateral re-use, Financial Networks

5.

From Wood to Coal May Well Be from Malthus to Solow

Number of pages: 20 Posted: 11 Mar 2014
Egemen Eren and Daniel Garcia-Macia
Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF) - European Department
Downloads 176 (281,327)

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Industrial Revolution, Coal, Energy Transitions, Directed Technical Change

6.

The Changing Shape of Interest Rate Derivatives Markets

BIS Quarterly Review December 2016
Number of pages: 13 Posted: 22 Dec 2016
Torsten Ehlers and Egemen Eren
International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 172 (287,054)
Citation 3

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7.

Money Market Funds and the Pricing of Near-Money Assets

Swiss Finance Institute Research Paper No. 23-04
Number of pages: 69 Posted: 30 Jan 2023 Last Revised: 13 Apr 2023
Sebastian Doerr, Egemen Eren and Semyon Malamud
Bank for International Settlements, Bank for International Settlements (BIS) - Monetary and Economic Department and Ecole Polytechnique Federale de Lausanne
Downloads 155 (313,308)

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T-bills, repo, market power, price impact, liquidity premium, money market funds

8.

Signaling with Debt Currency Choice

Downloads 153 (316,882)
Citation 1

Signaling with Debt Currency Choice

Swiss Finance Institute Research Paper No. 22-15
Number of pages: 70 Posted: 09 Feb 2022 Last Revised: 02 Feb 2023
Egemen Eren, Semyon Malamud and Haonan Zhou
Bank for International Settlements (BIS) - Monetary and Economic Department, Ecole Polytechnique Federale de Lausanne and Princeton University - Department of Economics
Downloads 152 (318,963)

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Foreign currency debt, corporate debt, signaling, exchange rates

International Pecking Order

CEPR Discussion Paper No. DP17193
Number of pages: 71 Posted: 27 May 2022
Egemen Eren, Semyon Malamud and Haonan Zhou
Bank for International Settlements (BIS) - Monetary and Economic Department, Ecole Polytechnique Federale de Lausanne and Princeton University
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Citation 2
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Corporate Debt, Exchange Rates, foreign currency debt, Pecking order, signalling

9.

Business Models and Dollar Funding of Global Banks

BIS Working Paper No. 708
Number of pages: 49 Posted: 26 Mar 2018
Iñaki Aldasoro, Torsten Ehlers and Egemen Eren
Bank for International Settlements (BIS), International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 121 (380,139)
Citation 2

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global banks, dollar funding, money market funds, relationship frictions, US Money Market Fund reform

10.

Spillovers of Funding Dry-Ups

Downloads 111 (404,577)
Citation 3

Spillovers of Funding Dry-Ups

SAFE Working Paper No. 259 (2019)
Number of pages: 56 Posted: 10 Sep 2019
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 77 (517,869)
Citation 4

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funding dry-ups, competition, spillovers, money market funds, corporate deposits, dollar funding

Spillovers of Funding Dry-Ups

BIS Working Paper No. 810
Number of pages: 57 Posted: 09 Sep 2019
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 34 (756,580)

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funding dry-ups, competition, spillovers, money market funds, corporate deposits, dollar funding

11.

Spillovers of Funding Dry-Ups

Number of pages: 55 Posted: 08 Nov 2018 Last Revised: 06 Dec 2019
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 90 (466,268)

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funding dry-ups, spillovers, money market funds, corporate deposits, dollar funding, competition

12.

Non-bank Financial Institutions and the Functioning of Government Bond Markets

BIS Papers no 119
Number of pages: 26 Posted: 10 Jan 2022
Egemen Eren and Philip D. Wooldridge
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 76 (515,862)
Citation 1

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financial intermediation, market liquidity, leverage, hedge funds, principal trading firms, government bonds.

13.

The Demand for Government Debt

Number of pages: 68 Posted: 05 Jun 2023
Egemen Eren, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 51 (630,352)

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Government Debt, Demand, Yield Elasticity, Quantitative Easing, Quantitative Tightening