Access Statistics for Hans Dewachter

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chaotic Monetary Model of the Exchange Rate 0 1 4 196 0 3 11 453
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 2 239 0 2 8 633
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 1 34 0 0 4 89
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 2 88 0 1 7 165
A Structural Macro Model of the Yield Curve 0 0 0 0 0 0 1 232
A macro-financial analysis of the corporate bond market 0 2 6 37 3 10 53 101
A macro-financial analysis of the corporate bond market 0 0 2 11 0 2 16 44
A macro-financial analysis of the euro area sovereign bond market 0 0 9 122 0 2 26 231
A multi-factor model for the valuation and risk managment of demand deposits 0 2 6 668 1 5 16 1,877
Ageing and the Relative Price of Nontradeables 0 0 1 50 0 0 6 146
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 262 0 0 6 759
An Affine Model for International Bond Markets 0 0 0 9 0 0 2 46
An Affine Model for International Bond Markets 0 0 0 250 0 0 2 769
An Extended Macro-Finance Model with Financial Factors 0 0 0 97 0 0 4 277
An Extended Macro-Finance Model with Financial Factors 1 3 7 150 2 8 19 576
An Extended Macro-Finance Model with Financial Factors 0 0 0 106 0 0 2 197
An extended macro-finance model with financial factors 0 0 0 54 0 0 3 265
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 3 7 83 5 16 40 220
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 1 5 1,164
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 0 0 1 3
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 0 0 1 324
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 1 83 1 2 6 145
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 1 2 5 426 2 4 23 780
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 232 0 0 2 562
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 170 0 0 2 552
Fiscal activism and the cost of debt financing 0 0 0 46 0 0 4 167
Fitting Correlations Within and Between Bond Markets 0 0 1 75 0 0 4 208
Identification of Macroeconomic Factors in Large Panels 0 0 0 21 0 0 2 165
Identification of Macroeconomic Factors in Large Panels 0 0 0 114 0 0 2 225
Identification of macroeconomic factors in large panels 0 1 4 64 0 1 7 411
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 108 0 2 4 338
Information in the Yield Curve: A Macro-Finance Approach 0 0 2 99 1 3 14 256
Information in the yield curve: A Macro-Finance approach 0 0 0 82 0 2 10 179
Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 0 0 0 66 0 0 10 149
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 22 0 0 7 123
Macro Factors and the Term Structure of Interest Rates 0 0 1 110 0 3 15 245
Macro Factors and the Term Structure of Interest Rates 0 0 0 474 1 5 13 1,670
Macro Factors and the Term Structure of Interest Rates 0 0 1 395 0 3 18 996
Macro factors and the Term Structure of Interest Rates 0 0 0 444 0 4 12 1,015
Macro factors and the term structure of interest rates 0 0 0 238 0 3 26 593
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 1 17 0 0 4 102
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 0 0 0 215
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 1 1 2 173
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 1 6 0 0 9 58
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 1 1 65 0 1 3 304
Real and financial cycles in EU countries - Stylised facts and modelling implications 2 5 18 96 44 97 212 413
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 0 8 2 3 19 24
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 2 12 2 4 22 49
Some borrowers are more equal than others: bank funding shocks and credit reallocation 2 2 5 12 4 7 24 66
Spatial propagation of macroeconomic shocks in Europe 0 1 4 108 1 5 17 203
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 0 0 3 41
Stochastic Process Switching and Stage III of EMU 0 0 0 26 0 0 8 160
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 0 0 4 824
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 0 0 2 4
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 1 166 0 1 7 452
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 201 0 0 4 557
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 0 1 2 296
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 1 4 605
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 0 1 4 220
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 1 15 1 2 10 82
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 2 147 0 0 9 604
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 4 6
The Information Content of Options on the IBEX-35 0 0 0 0 0 0 3 504
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 1 1 3 47 8 9 52 88
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 1 2 7 35 6 10 39 99
The response of euro area sovereign spreads to the ECB unconventional monetary policies 1 2 4 55 2 5 17 97
Total Working Papers 10 28 112 7,029 87 230 898 23,596


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A chaotic model of the exchange rate: The role of fundamentalists and chartists 0 0 1 192 1 3 13 416
A joint model for the term structure of interest rates and the macroeconomy 0 0 2 166 0 1 8 477
A macro-financial analysis of the euro area sovereign bond market 2 3 13 70 6 12 41 205
A macro–financial analysis of the corporate bond market 0 0 4 8 1 3 25 32
An Extended Macro-Finance Model with Financial Factors 0 0 1 25 0 0 3 66
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 6 9 9 8 16 39 39
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 2 157 0 1 6 374
Charts as signals in Markov switching world 0 0 0 3 0 0 1 14
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 1 2 6 0 1 9 19
Do asymmetries matter for European monetary policy? 0 3 7 293 0 3 20 777
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 2 47
Effectiveness of Monetary Policy in Euroland 0 0 1 15 0 0 5 76
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 2 7 20 173 7 17 57 383
Expectation revisions and jumps in asset prices 0 0 1 12 0 0 4 49
Explaining Recent European Exchange‐Rate Stability 1 2 2 36 1 3 6 169
Fiscal activism and the cost of debt financing 0 0 0 0 0 1 5 171
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 0 23 0 1 11 82
Introduction 0 0 0 0 0 1 4 49
Limits to international arbitrage: an empirical evaluation 0 0 1 54 0 1 9 206
Macro Factors and the Term Structure of Interest Rates 0 2 13 458 1 11 48 1,130
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 21 0 1 5 100
Measuring convergence speed of asset prices toward a pre-announced target 0 0 1 36 0 1 6 189
Modelling interest rate volatility: Regime switches and level links 0 1 1 8 0 1 4 34
Monetary unification and the price of risk: An unconditional analysis 0 1 1 5 0 1 4 47
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 0 1 133
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 1 16 0 1 3 111
Setting futures margins: the extremes approach 0 0 0 46 0 0 3 133
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 0 0 3 167
Spatial propagation of macroeconomic shocks in Europe 0 0 3 54 1 1 10 148
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 1 2 91
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 0 2 10 167
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 0 0 2 223
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 1 35 0 2 14 151
Total Journal Articles 6 26 87 2,091 26 86 383 6,475


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 1 4 71 0 2 7 187
Total Chapters 0 1 4 71 0 2 7 187


Statistics updated 2021-01-03