Antonio Moreno

School of Economics and Business, University of Navarra

Ed. Amigos

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 19,386

SSRN RANKINGS

Top 19,386

in Total Papers Downloads

4,926

SSRN CITATIONS
Rank 3,088

SSRN RANKINGS

Top 3,088

in Total Papers Citations

258

CROSSREF CITATIONS

327

Scholarly Papers (24)

1.
Downloads 833 (55,651)
Citation 9

Macroeconomic Regimes

Journal of Monetary Economics, Vol. 70, pp. 51-71, 2015
Number of pages: 55 Posted: 26 May 2011 Last Revised: 23 Jun 2015
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 734 (64,991)

Abstract:

Loading...

Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy

Macroeconomic Regimes

Netspar Discussion Paper No. 05/2011-071
Number of pages: 54 Posted: 31 Aug 2011
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 67 (632,287)
Citation 4

Abstract:

Loading...

monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve

Macroeconomic Regimes

NBER Working Paper No. w17090
Number of pages: 54 Posted: 31 May 2011 Last Revised: 13 Mar 2023
Tilburg University - Department of Finance, Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 32 (870,268)

Abstract:

Loading...

2.
Downloads 647 (77,447)
Citation 79

New-Keynesian Macroeconomics and the Term Structure

Journal of Money, Credit and Banking, Forthcoming
Number of pages: 49 Posted: 07 Jun 2005 Last Revised: 28 Jun 2011
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 484 (109,792)

Abstract:

Loading...

Phillips curve, term structure, New-Keynesian model

New Keynesian Macroeconomics and the Term Structure

Journal of Money, Credit and Banking, Vol. 42, No. 1, 33-62, 2010, Columbia Business School Research Paper No. 11-29
Number of pages: 49 Posted: 21 Oct 2011
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 73 (602,650)

Abstract:

Loading...

New-Keynesian Macroeconomics and the Term Structure

NBER Working Paper No. w11340
Number of pages: 62 Posted: 16 Jun 2005 Last Revised: 28 Dec 2022
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 60 (670,312)

Abstract:

Loading...

New-Keynesian Macroeconomics and the Term Structure

CEPR Discussion Paper No. 5956
Number of pages: 51 Posted: 03 Jan 2007
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia University - Columbia Business School, Finance, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 30 (888,428)
Citation 9
  • Add to Cart

Abstract:

Loading...

Monetary policy, inflation target, term structure of interest rates, Phillips curve

3.

Asymmetric Covar: An Application to International Banking

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 35 Posted: 02 Mar 2011
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 382 (146,172)

Abstract:

Loading...

Systemic risk, Global banking, CoVaR

Bank Capital Requirements, Loan Guarantees and Firm Performance

Swiss Finance Institute Research Paper No. 19-28
Number of pages: 46 Posted: 06 Jun 2019 Last Revised: 09 Jun 2019
Banco de España, School of Economics and Business, University of Navarra, University of Zurich - Department Finance and Banco de España
Downloads 263 (215,691)
Citation 41

Abstract:

Loading...

Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements

'Keeping it Personal' or 'Getting Real'? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees

Banco de Espana Working Paper No. 1715
Number of pages: 54 Posted: 09 May 2017
Banco de España, School of Economics and Business, University of Navarra, University of Zurich - Department Finance and Banco de España
Downloads 63 (653,560)
Citation 19

Abstract:

Loading...

banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements

5.

A Structural Estimation and Interpretation of the New Keynesian Macro Model

Number of pages: 57 Posted: 15 Nov 2002
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 252 (226,287)
Citation 4

Abstract:

Loading...

New Keynesian Model, Rational Expectations Solution, Monetary Policy, Structural Shocks, FIML Estimation

6.

Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach

IMF Working Paper No. NO.12/46
Number of pages: 36 Posted: 28 Feb 2012
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 233 (244,255)
Citation 22

Abstract:

Loading...

Systemic Risk, Wholesale Funding, Liquidity Risk, Macroprudential Regulation, Economic Models, Financial Institutions, Financial Risk, International Banks, General Financial Markets

7.

Sovereign Tail Risk

Number of pages: 44 Posted: 22 Jul 2014
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 227 (250,438)
Citation 1

Abstract:

Loading...

Sovereign Debt Crisis, Exposure, Panel Data

'Long GFC'? The Global Financial Crisis, Health Care, and COVID-19 Deaths

Swiss Finance Institute Research Paper No. 22-44, Economic Inquiry, Forthcoming
Number of pages: 59 Posted: 06 Jun 2022 Last Revised: 02 Nov 2023
School of Economics and Business, University of Navarra, University of Zurich - Department Finance, European Central Bank (ECB) and University of Zurich - Department of Finance
Downloads 222 (254,789)
Citation 1

Abstract:

Loading...

Global Financial Crisis (GFC); COVID-19; local sovereign debt; death ratio; curative beds

"Long Gfc"? The Global Financial Crisis, Health Care, and Covid-19 Deaths

CEPR Discussion Paper No. DP15900
Number of pages: 52 Posted: 15 Mar 2021 Last Revised: 23 Jun 2022
School of Economics and Business, University of Navarra, University of Zurich - Department Finance, European Central Bank (ECB) and University of Zurich - Department of Finance
Downloads 1 (1,182,095)
  • Add to Cart

Abstract:

Loading...

COVID-19, curative beds, death ratio, Global Financial Crisis, local sovereign debt

9.

Inflation Targeting in Western Europe

Number of pages: 32 Posted: 06 Jul 2005
Antonio Moreno and Luis Rey
School of Economics and Business, University of Navarra and University of Navarra - Faculty of Economics and Business
Downloads 215 (263,544)

Abstract:

Loading...

Inflation Targeting, Europe, Central Bank Policy, Structural Analysis, Shocks, Propagation

10.

When Does Relationship Lending Start to Pay?

Number of pages: 33 Posted: 15 Jan 2016 Last Revised: 19 Jan 2016
School of Economics - University of Navarra and IESE Business School, Banco de España and School of Economics and Business, University of Navarra
Downloads 169 (326,895)
Citation 31

Abstract:

Loading...

Asymmetric Information, Banks, Interest Rate spreads, Loans, Relationship Lending Dimensions

11.

The Forward Method as a Solution Refinement in Rational Expectations Models

Number of pages: 43 Posted: 12 Feb 2008 Last Revised: 13 Nov 2008
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 164 (335,540)
Citation 14

Abstract:

Loading...

Rational Expectations; Forward Method; Forward Solution; No-Bubble Condition

12.

Term Premium in a Fractionally Cointegrated Yield Curve

Number of pages: 43 Posted: 13 Dec 2017 Last Revised: 18 May 2020
Università degli Studi di Perugia, University of Navarra - School of Economics, University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 156 (350,098)

Abstract:

Loading...

U.S. yield curve, stochastic trend, fractional cointegration, term premium, international yield curves

13.

Generalizing Determinacy under Monetary and Fiscal Policy Switches: The Case of the Zero Lower Bound

Number of pages: 41 Posted: 07 Sep 2019 Last Revised: 01 Sep 2021
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 150 (361,561)
Citation 2

Abstract:

Loading...

Regime-Switching, Zero Lower Bound, Determinacy, Fiscal Policy, Discount Factor

14.

Downturns and Changes in the Yield Slope

Number of pages: 40 Posted: 02 Oct 2018 Last Revised: 11 Feb 2021
Università degli Studi di Perugia, University of Navarra, School of Economics and Business, University of Navarra and University of Navarra - School of Economics
Downloads 129 (407,220)

Abstract:

Loading...

yield curve, yield slope, term premium, risk-neutral spread, predictive power, economic activity, recessions, monetary policy

15.

Systemic Risk and Asymmetric Responses in the Financial Industry

IMF Working Paper No. 12/152
Number of pages: 39 Posted: 09 Aug 2012
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 109 (461,740)
Citation 2

Abstract:

Loading...

Value At Risk, Systemic Risk, Tail-risk Dependence, Downside Risk, Banking Systems, Commercial Banks, Economic Models, Financial Risk, Risk Management, Econometric Methods: - Multiple/simultaneous Equation Models, General Financial Markets, Financial Institutions And Services

16.

Global Factors in the Term Structure of Interest Rates

IMF Working Paper No. 13/223
Number of pages: 42 Posted: 10 Dec 2013
Università degli Studi di Perugia, University of Geneva - Graduate Institute of International Studies (HEI), School of Economics and Business, University of Navarra and International Monetary Fund (IMF)
Downloads 107 (467,947)
Citation 6

Abstract:

Loading...

Interest rate structures, Bonds, Monetary policy, Developed countries, Economic models, Yield Curve, Global Factors, FAVAR, Affine Term Structure Models, Term Premium, inflation, monetary economics, expansionary monetary policy, monetary policies, economic instability, inflation forecasts, expansionary monetary policies, monetary fund, real interest rate, reduction of inflation, monetary authorities, inflationary expectations

17.

The Sovereign-Bank Feedback Loop: Did European Policies Alleviate It?

Number of pages: 32 Posted: 07 Mar 2018
Judith Arnal and Antonio Moreno
University of Navarra and School of Economics and Business, University of Navarra
Downloads 100 (490,545)

Abstract:

Loading...

Feedback Loop, Sovereign-Bank, Policy Measures, Banking Regulation

18.

Uncovering the U.S. Term Premium: An Alternative Route

Number of pages: 43 Posted: 26 Mar 2008
Luis A. Gil-Alana and Antonio Moreno
University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 98 (497,223)
Citation 12

Abstract:

Loading...

Interest Rates, Term Premium, Fractional Integration

19.

An Alternative Approach to Measuring Financial Investor Decision Making

Number of pages: 38 Posted: 19 Mar 2015
Antonio Moreno, C. Orlando and Dulce Redin
School of Economics and Business, University of Navarra, University of Navarra - School of Economics and University of Navarra
Downloads 93 (514,409)

Abstract:

Loading...

Structural Equation Model, Risk Appetite, Latent Index, Europe

20.

Equity Home Bias When Firms are Indebted

Number of pages: 75 Posted: 04 Aug 2021 Last Revised: 29 Dec 2021
University of Navarra - Faculty of Economics and Business, School of Economics and Business, University of Navarra, affiliation not provided to SSRN and University of Navarra - School of Economics
Downloads 78 (572,406)

Abstract:

Loading...

risk sharing, country portfolios, contract enforcement, working capital, leverage

21.

Technology Shocks and Hours Worked: A Fractional Integration Perspective

Number of pages: 44 Posted: 10 Jan 2006
Luis A. Gil-Alana and Antonio Moreno
University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 71 (603,375)
Citation 1

Abstract:

Loading...

Technology shocks, hours worked, fractional integration

22.

The Deaton Paradox in a Long Memory Context with Structural Breaks

Number of pages: 28 Posted: 27 Apr 2009 Last Revised: 28 Apr 2009
Seonghoon Cho, Luis A. Gil-Alana and Antonio Moreno
School of Economics, Yonsei University, University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 69 (612,778)

Abstract:

Loading...

Consumption Smoothness, Permanent Income Hypothesis, Long Memory, Structural Breaks, Monthly Frequency

23.

Evaluating Central Bank Asset Purchases in a Term Structure Model With a Forward-looking Supply Factor

Banco de Espana Working Paper No. 2303
Number of pages: 33 Posted: 10 Jan 2023
University of Navarra, Banco de España, School of Economics and Business, University of Navarra and Banco de España
Downloads 56 (680,076)

Abstract:

Loading...

monetary policy, ECB, asset purchase programme, yield curve, term premium, risk-neutral rate

24.

Do Corruption Perceptions Impact the Pricing and Access of Euro Area Corporations to Bond Markets?

Number of pages: 28 Posted: 29 Jul 2022
University of Navarra, IESE Business School, School of Economics and Business, University of Navarra, University of Navarra - Faculty of Economics and Business and University of Navarra
Downloads 39 (790,912)

Abstract:

Loading...

Corruption, Transparency, Corporate Debt, Yields, Issuances