Irma Alonso Alvarez

Bank of Spain

Calle Alcala, 48

Madrid, 28014

Spain

SCHOLARLY PAPERS

6

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591

SSRN CITATIONS
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Top 15,076

in Total Papers Citations

73

CROSSREF CITATIONS

22

Scholarly Papers (6)

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1.

How Do Central Banks Identify Risks? A Survey of Indicators

Banco de Espana Occasional Paper No. 2125
Number of pages: 56 Posted: 06 Oct 2021
Carmen Broto, José Alonso, Esther Cáceres García, Luis Gonzalo Fernandez Lafuerza, Jorge Galán, Matias Lamas, Jose Ramon Martinez Resano, Mariya Melnychuk, Silvia Merino, Patricia Stupariu, María Luisa Tejedor, Irma Alonso Alvarez, Mario Alloza, Pablo Burriel, Sandra Garcia, Maria Gil, Luis Molina, Maria Rodriguez-Moreno, Ernesto Villanueva, Andrés Alonso, Teresa Caminero, Clara I. Gonzalez, Maria T. Gonzalez-Perez, Maria Nalda Tomas and Pedro Javier Martínez-Valero
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Downloads 231 (243,244)
Citation 1

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risk identification, systemic risk, systemic risk indicators, standard risk indicators, financial stability

2.

Strategic Interactions and Price Dynamics in the Global Oil Market

Downloads 94 (503,030)
Citation 46

Strategic Interactions and Price Dynamics in the Global Oil Market

Banco de Espana Working Paper No. 2006 (2020)
Number of pages: 41 Posted: 05 Mar 2020
Irma Alonso Alvarez, Virginia Di Nino and Fabrizio Venditti
Bank of Spain, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 55 (689,464)
Citation 46

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OPEC, shale, oil, VAR

Strategic Interactions and Price Dynamics in the Global Oil Market

Number of pages: 38 Posted: 31 Jan 2020
Irma Alonso Alvarez, Virginia Di Nino and Fabrizio Venditti
Bank of Spain, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 39 (799,845)

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oil, OPEC, shale, VAR

3.

The Impact of Heterogeneous Unconventional Monetary Policies on Market Uncertainty

Number of pages: 74 Posted: 29 May 2020
Irma Alonso Alvarez, Pedro Serrano and Antoni Vaello-Sebastià
Bank of Spain, University Carlos III of Madrid - Department of Business Administration and University of the Balearic Islands
Downloads 90 (517,154)

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unconventional monetary policy, risk-neutral density, tail risk, event study, SVAR

4.

A GPS Navigator to Monitor Risks in Emerging Economies: The Vulnerability Dashboard

Banco de Espana Occasional Paper No 2111
Number of pages: 33 Posted: 09 Apr 2021
Irma Alonso Alvarez and Luis Molina
Bank of Spain and Banco de España
Downloads 67 (612,885)
Citation 1

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emerging economies, crisis, vulnerabilities, heat maps, risks

5.

The Impact of Unconventional Monetary Policies on Perceptions of Extreme Events at Times of Crisis

Banco de Espana Article No. 42/20
Number of pages: 10 Posted: 18 Dec 2020
Irma Alonso Alvarez
Bank of Spain
Downloads 57 (664,522)

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unconventional monetary policy, tail risk, uncertainty, risk-neutral densities, extreme events

6.

The Impact of Heterogeneous Unconventional Monetary Policies on the Expectations of Market Crashes

Banco de Espana Working Paper No. 2127
Number of pages: 77 Posted: 25 Aug 2021
Irma Alonso Alvarez, Pedro Serrano and Antoni Vaello-Sebastià
Bank of Spain, University Carlos III of Madrid - Department of Business Administration and University of the Balearic Islands
Downloads 52 (693,003)
Citation 1

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unconventional monetary policy, risk-neutral density, tail risk, event study, SVAR