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Stefan Avdjiev

Personal Details

First Name:Stefan
Middle Name:
Last Name:Avdjiev
Suffix:
RePEc Short-ID:pav41
[This author has chosen not to make the email address public]
http://www.bis.org/author/stefan_avdjiev.htm
Terminal Degree:2009 Department of Economics; Southern Methodist University (from RePEc Genealogy)

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Stefan Avdjiev & John Burger & Bryan Hardy, 2024. "New spare tires: local currency credit as a global shock absorber," BIS Working Papers 1199, Bank for International Settlements.
  2. Stefan Avdjiev & Maximilian Jager, 2022. "Bank opacity - patterns and implications," BIS Working Papers 992, Bank for International Settlements.
  3. Stefan Avdjiev & Tsvetana Spasova, 2022. "Financial openness and inequality," BIS Working Papers 1010, Bank for International Settlements.
  4. Stefan Avdjiev & José María Serena Garralda, 2020. "Regulatory capital, market capital and risk taking in international bank lending," BIS Working Papers 912, Bank for International Settlements.
  5. Stefan Avdjiev & Egemen Eren & Patrick McGuire, 2020. "Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market," BIS Bulletins 1, Bank for International Settlements.
  6. Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2020. "Home sweet host: Prudential and monetary policy spillovers through global banks," BIS Working Papers 853, Bank for International Settlements.
  7. Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2020. "Global and domestic financial cycles: variations on a theme," BIS Working Papers 864, Bank for International Settlements.
  8. Stefan Avdjiev & Paolo Giudici & Alessandro Spelta, 2019. "Measuring contagion risk in international banking," BIS Working Papers 796, Bank for International Settlements.
  9. Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
  10. Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2018. "Transmission of monetary policy through global banks: whose policy matters?," BIS Working Papers 737, Bank for International Settlements.
  11. Stefan Avdjiev & Galina Hale, 2018. "US monetary policy and fluctuations of international bank lending," BIS Working Papers 730, Bank for International Settlements.
  12. Stefan Avdjiev & Valentina Bruno & Catherine Koch, 2018. "The dollar exchange rate as a global risk factor: evidence from investment," BIS Working Papers 695, Bank for International Settlements.
  13. Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
  14. Stefan Avdjiev & Sebnem Kalemli-Ozcan & Luis Servén, 2018. "Gross capital flows by banks, corporates and sovereigns," BIS Working Papers 760, Bank for International Settlements.
  15. Kalemli-Özcan, Sebnem & Servén, Luis & Avdjiev, Stefan & Hardy, Bryan, 2017. "Gross Capital Inflows to Banks, Corporates and Sovereigns," CEPR Discussion Papers 11806, C.E.P.R. Discussion Papers.
  16. Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
  17. Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "U.S. Monetary Policy as a Changing Driver of Global Liquidity," Liberty Street Economics 20171011, Federal Reserve Bank of New York.
  18. Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
  19. Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017. "CoCo issuance and bank fragility," BIS Working Papers 678, Bank for International Settlements.
  20. Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2016. "International prudential policy spillovers: a global perspective," BIS Working Papers 589, Bank for International Settlements.
  21. Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016. "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers 592, Bank for International Settlements.
  22. Stefan Avdjiev & Elod Takats, 2016. "Monetary policy spillovers and currency networks in cross-border bank lending," BIS Working Papers 549, Bank for International Settlements.
  23. Stefan Avdjiev & Christian Dembiermont & Blaise Gadanecz & Branimir Gruić & Patrick McGuire & Swapan Kumar Pradhan & Paul Van den Bergh & Philip Wooldridge & Bruno Tissot & Marie-Céline Bard & Xavier-, 2015. "IAG Reference document on Consolidation and corporate groups: an overview of methodological and practical issues," IFC Reports 1, Bank for International Settlements.
  24. Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015. "Breaking free of the triple coincidence in international finance," BIS Working Papers 524, Bank for International Settlements.
  25. Stefan Avdjiev & Zheng Zeng, 2014. "Credit Growth, Monetary Policy, and Economic Activity in a Three-Regime TVAR Model," BIS Working Papers 449, Bank for International Settlements.
  26. Stefan Avdjiev & Robert McCauley & Patrick McGuire, 2012. "Rapid credit growth and international credit: Challenges for Asia," BIS Working Papers 377, Bank for International Settlements.
  27. Stefan Avdjiev & Patrick McGuire, 2012. "The Social Value of Policy Signals," BIS Working Papers 386, Bank for International Settlements.
  28. Stefan Avdjiev, 2011. "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers 358, Bank for International Settlements.
  29. Stefan Avdjiev & Nathan Balke, 2010. "Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations," BIS Working Papers 323, Bank for International Settlements.

Articles

  1. Iñaki Aldasoro & Stefan Avdjiev & Claudio Borio & Piti Disyatat, 2023. "Global and Domestic Financial Cycles: Variations on a Theme," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 49-98, December.
  2. Stefan Avdjiev & Bryan Hardy & Şebnem Kalemli-Özcan & Luis Servén, 2022. "Gross Capital Flows by Banks, Corporates, and Sovereigns," Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 2098-2135.
  3. Avdjiev, Stefan & Aysun, Uluc & Tseng, Michael C., 2022. "Regulatory arbitrage behavior of internationally active banks and global financial market conditions," Economic Modelling, Elsevier, vol. 112(C).
  4. Stefan AVDJIEV & Bat-el BERGER & Hyun Song SHIN, 2021. "International Credit To Emerging Market Economies During The Covid-19 Crisis," Financial Stability Review, Banque de France, pages 61-70, March.
  5. Stefan Avdjiev & Bryan Hardy & Patrick McGuire & Goetz von Peter, 2021. "Home sweet host: A cross‐country perspective on prudential and monetary policy spillovers through global banks," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 20-36, February.
  6. Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021. "External debt composition and domestic credit cycles," Journal of International Money and Finance, Elsevier, vol. 115(C).
  7. Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2020. "The shifting drivers of global liquidity," Journal of International Economics, Elsevier, vol. 125(C).
  8. Stefan Avdjiev & Patrick McGuire & Goetz von Peter, 2020. "International dimensions of EME corporate debt," BIS Quarterly Review, Bank for International Settlements, June.
  9. Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia, 2020. "CoCo issuance and bank fragility," Journal of Financial Economics, Elsevier, vol. 138(3), pages 593-613.
  10. Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019. "The Dollar, Bank Leverage, and Deviations from Covered Interest Parity," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 193-208, September.
  11. Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019. "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
  12. Stefan Avdjiev & Előd Takáts, 2019. "Monetary Policy Spillovers and Currency Networks in Cross-Border Bank Lending: Lessons from the 2013 Fed Taper Tantrum," Review of Finance, European Finance Association, vol. 23(5), pages 993-1029.
  13. Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin, 2019. "The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 151-173, March.
  14. Avdjiev, Stefan & Hale, Galina, 2019. "U.S. monetary policy and fluctuations of international bank lending," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 251-268.
  15. Stefan Avdjiev & Mary Everett & Hyun Song Shin, 2019. "Following the imprint of the ECB's asset purchase programme on global bond and deposit flows," BIS Quarterly Review, Bank for International Settlements, March.
  16. Avdjiev, S. & Giudici, P. & Spelta, A., 2019. "Measuring contagion risk in international banking," Journal of Financial Stability, Elsevier, vol. 42(C), pages 36-51.
  17. Stefan Avdjiev & Mary Everett & Philip R Lane & Hyun Song Shin, 2018. "Tracking the international footprints of global firms," BIS Quarterly Review, Bank for International Settlements, March.
  18. Avdjiev, Stefan & Koch, Cathérine & McGuire, Patrick & von Peter, Goetz, 2018. "Transmission of monetary policy through global banks: Whose policy matters?," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 67-82.
  19. Claudia M Buch & Linda S Goldberg, 2017. "Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 505-558, March.
  20. Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter, 2017. "International Prudential Policy Spillovers: A Global Perspective," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 5-33, March.
  21. Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016. "Breaking free of the triple coincidence in international finance," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
  22. Stefan Avdjiev, 2016. "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April.
  23. Stefan Avdjiev & Agnė Subelytė & Előd Takáts, 2016. "The ECB's QE and euro cross-border bank lending," BIS Quarterly Review, Bank for International Settlements, September.
  24. Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhanced data to analyse international banking," BIS Quarterly Review, Bank for International Settlements, September.
  25. Stefan Avdjiev & Zheng Zeng, 2014. "Credit growth, monetary policy and economic activity in a three-regime TVAR model," Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2936-2951, August.
  26. Stefan Avdjiev & Elod Takáts, 2014. "Cross-border bank lending during the taper tantrum: the role of emerging market fundamentals," BIS Quarterly Review, Bank for International Settlements, September.
  27. Stefan Avdjiev & Michael Chui & Hyun Song Shin, 2014. "Non-financial corporations from emerging market economies and capital flows," BIS Quarterly Review, Bank for International Settlements, December.
  28. Stefan Avdjiev & Anastasia Kartasheva & Bilyana Bogdanova, 2013. "CoCos: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  29. Caruana, J. & Avdjiev, S., 2012. "Sovereign creditworthiness and financial stability:an international perspective," Financial Stability Review, Banque de France, issue 16, pages 71-85, April.
  30. Stefan Afdjiev & Zsolt Kuti & Elod Takáts, 2012. "The euro area crisis and cross-border bank lending to emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
  31. Avdjiev, Stefan & Zeng, Zheng, 2009. "Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment," Finance Research Letters, Elsevier, vol. 6(4), pages 187-201, December.

Software components

  1. Stefan Avdjiev, 2014. "Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"," Computer Codes 12-186, Review of Economic Dynamics.

Chapters

  1. Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021. "Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262, World Scientific Publishing Co. Pte. Ltd..
  2. Stefan Avdjiev & Patrick McGuire & Philip Wooldridge, 2015. "Enhancements to the BIS international banking statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  10. h-index
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Closeness measure in co-authorship network
  14. Betweenness measure in co-authorship network
  15. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (20) 2012-04-23 2015-10-25 2016-04-04 2016-10-30 2017-02-12 2017-06-18 2017-07-09 2017-07-16 2017-08-27 2018-02-12 2018-08-20 2018-09-03 2018-10-08 2018-12-17 2019-08-12 2020-04-20 2020-05-04 2020-05-25 2021-03-22 2024-08-19. Author is listed
  2. NEP-BAN: Banking (18) 2012-04-23 2016-10-30 2017-05-07 2017-06-18 2017-07-09 2017-07-16 2017-08-27 2017-11-26 2017-12-03 2017-12-11 2018-08-20 2018-09-03 2018-10-08 2018-12-17 2019-08-12 2020-05-04 2021-02-01 2022-04-11. Author is listed
  3. NEP-MON: Monetary Economics (15) 2014-08-09 2015-10-25 2016-04-04 2017-06-18 2017-07-09 2017-07-16 2017-07-16 2018-08-13 2018-09-03 2018-12-17 2020-03-02 2020-04-20 2020-05-04 2021-03-22 2023-11-27. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (13) 2012-04-23 2015-10-25 2017-02-12 2017-02-12 2017-06-18 2017-07-09 2017-07-16 2018-02-12 2018-08-13 2018-12-17 2020-04-20 2020-05-25 2021-03-22. Author is listed
  5. NEP-CBA: Central Banking (11) 2011-11-21 2012-04-23 2014-08-09 2016-04-04 2016-10-30 2017-12-11 2018-08-13 2018-09-03 2020-04-20 2021-02-01 2023-11-27. Author is listed
  6. NEP-MAC: Macroeconomics (10) 2011-11-21 2014-08-09 2016-04-04 2017-05-07 2017-06-18 2017-07-16 2017-08-27 2018-09-03 2018-10-08 2020-05-25. Author is listed
  7. NEP-FDG: Financial Development and Growth (4) 2018-10-08 2020-05-25 2022-04-11 2024-08-19
  8. NEP-CWA: Central and Western Asia (1) 2022-04-11
  9. NEP-DGE: Dynamic General Equilibrium (1) 2011-11-21
  10. NEP-ETS: Econometric Time Series (1) 2010-11-13
  11. NEP-EUR: Microeconomic European Issues (1) 2022-03-07
  12. NEP-NET: Network Economics (1) 2016-04-04
  13. NEP-ORE: Operations Research (1) 2020-05-04
  14. NEP-SEA: South East Asia (1) 2018-08-20

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