Fernando H. Avalos

Bank for International Settlements (BIS)

Senior Economist

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

http://www.bis.org/author/fernando_avalos.htm

SCHOLARLY PAPERS

5

DOWNLOADS

920

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (5)

When the Walk is Not Random: Commodity Prices and Exchange Rates

BIS Working Paper No. 551
Number of pages: 54 Posted: 08 Apr 2016
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 531 (65,659)
Citation 1

Abstract:

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commodities, exchange rates, interest rates

When the Walk is Not Random: Commodity Prices and Exchange Rates

International Journal of Central Banking, vol. 13(2), pages 121-158, June 2017
Number of pages: 38 Posted: 19 Mar 2021
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University
Downloads 87 (363,018)

Abstract:

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carry; commodities; exchange rate; export

2.

Hedging in Derivatives Markets: The Experience of Chile

BIS Quarterly Review March 2013
Number of pages: 11 Posted: 12 Apr 2013
Fernando H. Avalos and Ramon Moreno
Bank for International Settlements (BIS) and Self employed
Downloads 144 (253,086)

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3.

The Biofuel Connection: Impact of US Regulation on Oil and Food Prices

BIS Working Paper No. 487
Number of pages: 27 Posted: 13 Feb 2015
Fernando H. Avalos and Marco J. Lombardi
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 54 (463,713)

Abstract:

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oil price, corn price, food prices, ethanol, biofuel, VAR

4.

Leverage on the Buy Side

BIS Working Paper No. 517
Number of pages: 41 Posted: 08 Oct 2015
Fernando H. Avalos, Ramon Moreno and Tania Romero
Bank for International Settlements (BIS), Self employed and Bank for International Settlements (BIS)
Downloads 53 (467,601)
Citation 1

Abstract:

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leverage, hedge funds/mutual funds, portfolio management, capital structure, capital controls, macroprudential measures

5.

Euro Area Unconventional Monetary Policy and Bank Resilience

BIS Working Paper No. 754
Number of pages: 51 Posted: 07 Jan 2019
Fernando H. Avalos and Emmanuel C. Mamatzakis
Bank for International Settlements (BIS) and University of Sussex - School of Business, Management and Economics
Downloads 51 (475,611)

Abstract:

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Unconventional monetary policy, ECB, asset purchases, loss-absorbing buffer