Gyuri Venter

Warwick Business School

University of Warwick, Gibbet Hill Road

Coventry, CV4 7AL

United Kingdom

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

SCHOLARLY PAPERS

7

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4,543

SSRN CITATIONS
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SSRN RANKINGS

Top 10,644

in Total Papers Citations

104

CROSSREF CITATIONS

46

Scholarly Papers (7)

1.
Downloads 1,429 (25,326)
Citation 39

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 The Chinese University of Hong Kong
Downloads 1,428 (24,912)
Citation 42

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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 The Chinese University of Hong Kong
Downloads 1 (1,161,659)
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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
Queen Mary University of London - School of Economics and Finance, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 887 (49,485)
Citation 4

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Liquidity, Market Frictions, Capital Constraints, International CAPM

International Illiquidity

FRB International Finance Discussion Paper No. 1201
Number of pages: 60 Posted: 26 Mar 2017
Queen Mary University of London - School of Economics and Finance, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 204 (271,859)

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Liquidity, Market Frictions, Capital Constraints, International CAPM

3.
Downloads 760 (61,910)
Citation 27

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
Queen Mary University of London - School of Economics and Finance, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 673 (71,430)
Citation 1

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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
Queen Mary University of London - School of Economics and Finance, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 87 (534,323)
Citation 20

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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 628 (79,062)
Citation 8

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

5.

Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads

Number of pages: 98 Posted: 23 Dec 2022 Last Revised: 17 Jul 2023
Harvard University - Business School (HBS), Queen Mary University of London - School of Economics and Finance and Warwick Business School
Downloads 236 (237,754)
Citation 5

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swap spreads, limits to arbitrage, intermediary capital constraints

6.

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 233 (240,709)
Citation 2

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

7.

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 166 (327,420)
Citation 1

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