Gyuri Venter

Warwick Business School

University of Warwick, Gibbet Hill Road

Coventry, CV4 7AL

United Kingdom

http://sites.google.com/site/gyuriventer/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 19,687

SSRN RANKINGS

Top 19,687

in Total Papers Downloads

3,682

SSRN CITATIONS
Rank 14,881

SSRN RANKINGS

Top 14,881

in Total Papers Citations

22

CROSSREF CITATIONS

54

Scholarly Papers (6)

1.
Downloads 1,196 ( 24,917)
Citation 14

Central Bank Communication and the Yield Curve

Number of pages: 85 Posted: 22 Nov 2016 Last Revised: 15 Jun 2020
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School
Downloads 1,195 (24,535)
Citation 17

Abstract:

Loading...

interest rates, monetary policy, central bank communication, risk premia, Eurozone

Central Bank Communication and the Yield Curve

CEPR Discussion Paper No. DP12970
Number of pages: 63 Posted: 11 Jun 2018
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School
Downloads 1 (933,540)
  • Add to Cart

Abstract:

Loading...

central bank communication, Eurozone, interest rates, monetary policy, risk premia

Funding Illiquidity, Funding Risk, and Global Stock Returns

Number of pages: 60 Posted: 06 Apr 2014 Last Revised: 20 Nov 2018
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 844 (40,300)
Citation 4

Abstract:

Loading...

Liquidity, Market Frictions, Capital Constraints, International CAPM

International Illiquidity

FRB International Finance Discussion Paper No. 1201
Number of pages: 60 Posted: 26 Mar 2017
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 123 (316,518)

Abstract:

Loading...

Liquidity, Market Frictions, Capital Constraints, International CAPM

3.
Downloads 714 ( 51,099)
Citation 17

Mortgage Risk and the Yield Curve

The Review of Financial Studies, Forthcoming
Number of pages: 50 Posted: 21 Mar 2013 Last Revised: 23 Jan 2016
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 647 (57,335)
Citation 1

Abstract:

Loading...

Term Structure of Interest Rates, MBS, Supply Factor

Mortgage Risk and the Yield Curve

BIS Working Paper No. 532
Number of pages: 53 Posted: 15 Dec 2015
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 67 (464,231)
Citation 6

Abstract:

Loading...

Term structure of interest rates, MBS, supply factor

4.

Multiple Equilibria in Noisy Rational Expectations Economies

Number of pages: 57 Posted: 15 Nov 2014 Last Revised: 21 Feb 2015
Dömötör Pálvölgyi and Gyuri Venter
Eötvös Loránd University and Warwick Business School
Downloads 512 (78,031)
Citation 8

Abstract:

Loading...

asymmetric information, rational expectations, Grossman-Stiglitz, equilibrium multiplicity

5.

Short-Sale Constraints and Real Investments

Number of pages: 53 Posted: 12 Aug 2016 Last Revised: 27 May 2020
Gyuri Venter
Warwick Business School
Downloads 171 (242,750)
Citation 2

Abstract:

Loading...

asymmetric information, short-sale constraints, coordination, complementarities, efficiency

6.

On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies

Number of pages: 17 Posted: 18 Jul 2015
Dömötör Pálvölgyi and Gyuri Venter
Eötvös Loránd University and Warwick Business School
Downloads 122 (316,850)
Citation 1

Abstract:

Loading...

asymmetric information, noisy rational expectations, Grossman-Stiglitz, multiple assets, equilibrium uniqueness