Maurizio Michael Habib

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

13

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CITATIONS
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Top 15,759

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22

Scholarly Papers (13)

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 556 (47,298)
Citation 9

Abstract:

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

2.

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 195 (152,091)
Citation 4

Abstract:

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

3.

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
Ludwig-Maximilians-University, Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 180 (163,549)

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

4.

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 174 (169,416)
Citation 2

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

5.

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 118 (230,924)

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

6.

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 115 (235,306)
Citation 3

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net foreign assets, excess returns, exorbitant privilege, leverage

7.

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 92 (273,901)
Citation 2

Abstract:

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

8.

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 gemeinnützige GmbH, 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 82 (294,173)

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

9.

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 60 (348,888)

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

10.

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 54 (367,083)
Citation 2

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

11.

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 38 (422,834)

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

12.

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
affiliation not provided to SSRN, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 22 (498,494)

Abstract:

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

13.

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 4 (633,052)

Abstract:

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