Maria Teresa Valderrama

Österreichische Nationalbank - Department of Economics

Vienna, 1010

Austria

  • Österreichische Nationalbank - Department of Economics

SCHOLARLY PAPERS

4

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563

TOTAL CITATIONS
Rank 41,341

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Top 41,341

in Total Papers Citations

23

Scholarly Papers (4)

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1.

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

Downloads 206 (314,715)
Citation 5

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

Banco de Espana Working Paper No. 1241
Number of pages: 48 Posted: 23 Dec 2012
Matteo Ciccarelli, Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research and Österreichische Nationalbank - Department of Economics
Downloads 160 (394,765)
Citation 2

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financial crisis, macro-financial linkages, panel VAR models

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

ECB Working Paper No. 1498
Number of pages: 47 Posted: 15 Dec 2012
Matteo Ciccarelli, Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research and Österreichische Nationalbank - Department of Economics
Downloads 46 (886,903)
Citation 3

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financial crisis, macro-financial linkages, panel VAR models

2.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Kirstin Hubrich, Antonello D'Agostino, Marianna Cervena, Matteo Ciccarelli, Paolo Guarda, Markus Haavio, Philippe Jeanfils, Caterina Mendicino, Eva Ortega, Maria Teresa Valderrama and Marianna Valentinyine Endresz
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, European Central Bank (ECB) - Directorate General Research, Bank of Spain, DG Economics, Statistics and Research, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 189 (340,843)
Citation 16

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities

3.

The Role of Credit Aggregates and Asset Prices in the Transmission Mechanism: A Comparison Between the Euro Area and the US

ECB Working Paper No. 816
Number of pages: 41 Posted: 02 Oct 2007
Sylvia Kaufmann and Maria Teresa Valderrama
Oesterreichische Nationalbank - Economic Studies Division and Österreichische Nationalbank - Department of Economics
Downloads 128 (473,353)
Citation 1

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Asymmetry, asset prices, financial system, lending, transmission mechanism

4.

Capital Regulations and the Management of Credit Commitments during Crisis Times

Downloads 40 (699,427)
Citation 1

Capital Regulations and the Management of Credit Commitments during Crisis Times

NHH Dept. of Business and Management Science Discussion Paper No. 2020/12
Number of pages: 73 Posted: 16 Oct 2020
Paul Pelzl and Maria Teresa Valderrama
NHH Norwegian School of Economics and Österreichische Nationalbank - Department of Economics
Downloads 40 (942,664)
Citation 1

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Capital Regulations, Credit Commitments, Financial Crisis