Maurizio Michael Habib

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 10,292

in Total Papers Citations

61

CROSSREF CITATIONS

64

Scholarly Papers (15)

1.

Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries

ECB Working Paper No. 839
Number of pages: 41 Posted: 17 Dec 2007
Maurizio Michael Habib and Margarita M. Kalamova
European Central Bank (ECB) and Organisation for Economic Co-Operation and Development
Downloads 759 (51,729)
Citation 10

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Real exchange rate, oil price, purchasing power parity, terms of trade, oil exporting countries

2.

The Real Exchange Rate and Economic Growth: Revisiting the Case Using External Instruments

ECB Working Paper No. 1921
Number of pages: 33 Posted: 19 Jun 2016
Maurizio Michael Habib, Elitza Mileva and Livio Stracca
European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 306 (153,793)
Citation 6

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real exchange rate, economic growth, instrumental variables, panel data

3.

The Global Capital Flows Cycle: Structural Drivers and Transmission Channels

ECB Working Paper No. 2280 (2019); ISBN 978-92-899-3542-5
Number of pages: 54 Posted: 17 May 2019
Maurizio Michael Habib and Fabrizio Venditti
European Central Bank (ECB) and Bank of Italy
Downloads 289 (163,211)
Citation 15

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global financial cycle, capital flows, monetary policy, international spillover, global risk

4.

Global Exchange Rate Configurations: Do Oil Shocks Matter?

ECB Working Paper No. 1442
Number of pages: 34 Posted: 09 Jul 2012
Sascha Bützer, Maurizio Michael Habib and Livio Stracca
International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 273 (173,153)
Citation 12

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Oil, structural VAR, exchange rate, exchange market pressure, global imbalances

5.

Financial Contagion, Interest Rates and the Role of the Exchange Rate as Shock Absorber in Central and Eastern Europe

BOFIT Discussion Paper No. 7/2002
Number of pages: 46 Posted: 08 Nov 2002
Maurizio Michael Habib
European Central Bank (ECB)
Downloads 215 (218,383)
Citation 7

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exchange rates, short-term interest rates, volatility, Czech Republic, Hungary, Poland

6.

Getting Beyond Carry Trade: What Makes a Safe Haven Currency?

ECB Working Paper No. 1288
Number of pages: 41 Posted: 16 Jan 2011
Maurizio Michael Habib and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 199 (235,431)
Citation 9

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VIX, global risk aversion, safe haven currencies, carry trade, globalisation

7.

Excess Returns on Net Foreign Assets: The Exorbitant Privilege From a Global Perspective

ECB Working Paper No. 1158
Number of pages: 52 Posted: 10 Mar 2010
Maurizio Michael Habib
European Central Bank (ECB)
Downloads 172 (266,297)

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net foreign assets, excess returns, exorbitant privilege, leverage

8.

The Fundamentals of Safe Assets

Number of pages: 42 Posted: 08 Jan 2020
Maurizio Michael Habib, Livio Stracca and Fabrizio Venditti
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 131 (332,219)
Citation 9

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fundamentals, global risk, monetary policy, safe assets

9.

Foreign-Currency Bonds: Currency Choice and the Role of Uncovered and Covered Interest Parity

ECB Working Paper No. 947
Number of pages: 49 Posted: 04 Nov 2008
Maurizio Michael Habib and Mark Joy
European Central Bank (ECB) and University of Glasgow - Department of Economics
Downloads 107 (384,298)
Citation 5

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foreign exchange, currency choice, international debt securities, bonds, interest-rate parity

10.

Financial Stability Challenges in Candidate Countries: Managing the Transition to Deeper and More Market-Oriented Financial Systems

ECB Occasional Paper No. 95
Number of pages: 66 Posted: 13 Oct 2008
European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), Bank of Italy, affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 94 (419,181)

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Europe, banking sector, vulnerability indicators, capital inflows, emerging markets

11.

Financial Exposure to the Euro Area Before and After the Crisis: Home Bias and Institutions at Home

ECB Working Paper No. 1799
Number of pages: 50 Posted: 24 Jun 2015
Vincent Floreani and Maurizio Michael Habib
World Bank - South Asia Chief Economist Office and European Central Bank (ECB)
Downloads 85 (446,141)
Citation 1

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Cross-border portfolio holdings; home bias; institutions; international finance gravity model

12.

Oil Exporters: In Search of an External Anchor

ECB Working Paper No. 958
Number of pages: 43 Posted: 20 Nov 2008
Maurizio Michael Habib and Jan Strasky
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 78 (469,148)

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oil exporting countries, exchange rate regimes, basket, model simulation

13.

Foreign Investors and Risk Shocks: Seeking a Safe Haven or Running for the Exit?

ECB Working Paper No. 1609
Number of pages: 38 Posted: 09 Nov 2013
Maurizio Michael Habib and Livio Stracca
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 62 (530,386)

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safe haven, portfolio flows, information, risk aversion, home bias

14.

The Portfolio of Euro Area Fund Investors and ECB Monetary Policy Announcements

ECB Working Paper No. 2116, ISBN: 978-92-899-3039-0
Number of pages: 47 Posted: 08 Dec 2017
Johannes Bubeck, Maurizio Michael Habib and Simone Manganelli
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 45 (611,238)
Citation 5

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monetary policy, euro area, European Central Bank, asset allocation, investment funds

15.

Leaning Against the Global Financial Cycle

ECB Working Paper No. 2022/2763
Number of pages: 57 Posted: 27 Dec 2022
Andrea Ferrero, Maurizio Michael Habib, Livio Stracca and Fabrizio Venditti
University of Oxford - Department of Economics, European Central Bank (ECB), European Central Bank (ECB) and Bank of Italy
Downloads 29 (709,128)

Abstract:

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capital controls, emerging markets, foreign-exchange intervention, Global Financial Cycle, institutions., macro-prudential policies, monetary policy