Access Statistics for Hans Dewachter

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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 0 0 200 0 3 4 465
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 0 0 244 0 0 2 649
A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation 0 0 0 0 2 2 2 2
A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation 0 0 0 89 1 2 2 176
A Structural Macro Model of the Yield Curve 0 0 0 0 0 0 9 254
A macro-financial analysis of the corporate bond market 0 0 0 13 0 0 1 62
A macro-financial analysis of the corporate bond market 0 0 0 48 2 3 9 184
A macro-financial analysis of the euro area sovereign bond market 0 0 0 131 0 0 5 269
A macro-financial analysis of the euro area sovereign bond market 0 0 0 0 3 3 5 13
A multi-factor model for the valuation and risk managment of demand deposits 0 0 1 685 2 2 5 1,926
Ageing and the Relative Price of Nontradeables 0 0 0 51 2 4 4 157
An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates 0 0 0 265 1 1 3 776
An Affine Model for International Bond Markets 0 0 0 250 0 1 1 773
An Affine Model for International Bond Markets 0 0 0 9 0 1 2 51
An Extended Macro-Finance Model with Financial Factors 0 0 0 0 0 3 5 18
An Extended Macro-Finance Model with Financial Factors 0 0 0 108 2 2 2 210
An Extended Macro-Finance Model with Financial Factors 0 0 0 155 0 0 2 602
An Extended Macro-Finance Model with Financial Factors 0 0 0 98 0 0 1 283
An extended macro-finance model with financial factors 0 0 0 55 1 1 1 279
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 0 0 3 111 6 8 19 302
Dependent or Independent Nonlinearity in Speculative Returns 0 0 0 3 0 0 0 1,174
Dependent or Independent Nonlinearity in Speculative Returns? 0 0 0 0 1 2 3 10
Do Exchange Rates Convert Prices of Risk Across Countries? 0 0 0 48 1 1 2 332
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 0 0 0
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 439 0 1 11 830
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy 0 1 1 233 1 2 3 571
Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve 0 0 0 171 0 0 1 558
Fiscal activism and the cost of debt financing 1 1 1 48 1 1 3 192
Fitting Correlations Within and Between Bond Markets 0 0 0 75 1 1 4 214
Identification of Macroeconomic Factors in Large Panels 0 0 0 117 0 1 2 235
Identification of Macroeconomic Factors in Large Panels 0 0 0 24 0 0 2 181
Identification of macroeconomic factors in large panels 0 0 0 73 3 4 5 443
Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model 0 0 0 109 0 1 3 357
Information in the Yield Curve: A Macro-Finance Approach 0 0 0 0 0 0 1 1
Information in the yield curve: A Macro-Finance approach 0 0 0 85 1 2 5 210
Information in the yield curve: A macro-finance approach 0 0 0 0 0 0 4 15
Limits to International Arbitrage: an Empirical Evaluation 0 0 0 25 2 2 3 136
Macro Factors and the Term Structure of Interest Rates 0 0 0 112 3 6 8 261
Macro Factors and the Term Structure of Interest Rates 0 0 0 396 1 3 6 1,010
Macro Factors and the Term Structure of Interest Rates 0 0 0 476 3 3 4 1,694
Macro factors and the Term Structure of Interest Rates 0 0 0 444 3 4 7 1,032
Macro factors and the term structure of interest rates 0 0 4 247 0 1 11 627
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? 0 0 0 17 2 3 5 38
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 0 0 0 0 0 1 4 31
Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target 0 0 0 17 0 0 0 104
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 43 2 2 4 221
Monetary Unification and the Price of Risk: An Unconditional Analysis 0 0 0 27 0 1 3 178
Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 0 0 0 9 1 2 4 68
Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 0 0 0 66 0 2 3 312
Real and financial cycles in EU countries - Stylised facts and modelling implications 0 0 4 124 2 4 19 620
Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation 0 0 10 41 2 5 18 102
Some borrowers are more equal than others: Bank funding shocks and credit reallocation 0 0 4 26 9 10 22 110
Some borrowers are more equal than others: bank funding shocks and credit reallocation 0 0 3 37 0 2 8 124
Spatial propagation of macroeconomic shocks in Europe 0 0 0 109 1 1 2 215
Sticky Prices and the Nominal Effects of Real Shocks 0 0 0 1 1 3 6 49
Stochastic Process Switching and Stage III of EMU 0 0 0 26 1 1 1 170
Testing for Forecasting Poential in the Bispectrum 0 0 0 0 0 0 0 826
Testing for the Forecasting Potential in the Bispectrum 0 0 0 0 0 0 1 6
The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation 0 0 0 166 3 3 4 465
The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach 0 0 0 202 0 0 0 570
The Effect of Monetary Unification on German Bond Markets 0 0 0 89 0 2 5 615
The Effect of Monetary Unification on German Bond Markets 0 0 0 37 3 5 6 231
The Effect of Monetary Unification on German Bond Markets 0 0 0 40 4 4 6 309
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 150 1 2 3 616
The European Central Bank: Decision Rules and Macroeconomic Performance 0 0 0 15 2 3 4 88
The Information Content of Options on the IBEX-35 0 0 0 0 2 4 7 19
The Information Content of Options on the IBEX-35 0 0 0 0 2 3 3 512
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 1 47 1 1 7 142
The benefits and costs of adjusting bank capitalisation: evidence from euro area countries 0 0 0 53 1 1 7 159
The response of euro area sovereign spreads to the ECB unconventional monetary policies 0 0 2 62 3 4 8 122
Total Working Papers 1 2 35 7,041 86 140 332 24,556
4 registered items for which data could not be found

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 2 202 0 2 5 445
A joint model for the term structure of interest rates and the macroeconomy 0 0 0 3 1 1 5 16
A joint model for the term structure of interest rates and the macroeconomy 0 0 2 173 1 1 5 497
A macro-financial analysis of the euro area sovereign bond market 5 5 5 108 9 12 15 294
A macro–financial analysis of the corporate bond market 0 0 0 13 3 4 7 62
An Extended Macro-Finance Model with Financial Factors 0 0 0 29 1 2 6 88
Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions 1 4 16 97 5 11 32 253
Can Markov switching models replicate chartist profits in the foreign exchange market? 0 0 0 160 3 3 5 389
Charts as signals in Markov switching world 0 0 0 3 1 2 2 16
Credit gaps in Belgium: identification, characteristics and lessons for macroprudential policy 0 1 2 25 0 2 7 57
Do asymmetries matter for European monetary policy? 0 0 0 298 4 9 10 813
Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics 0 0 0 0 0 1 7 62
Effectiveness of Monetary Policy in Euroland 0 0 0 15 1 2 2 86
Endogenous risk in a DSGE model with capital-constrained financial intermediaries 0 0 1 186 2 3 9 429
Expectation revisions and jumps in asset prices 0 0 0 12 0 1 1 53
Explaining Recent European Exchange‐Rate Stability 0 0 0 37 0 0 0 174
Fiscal activism and the cost of debt financing 0 0 0 0 1 4 6 199
INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 0 0 1 28 2 3 6 105
Introduction 0 0 0 0 1 2 2 53
Limits to international arbitrage: an empirical evaluation 0 0 1 56 0 0 1 215
Macro Factors and the Term Structure of Interest Rates 1 2 9 516 4 6 21 1,272
Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? 1 1 1 11 1 1 1 24
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 2 3 4 112
Measuring convergence speed of asset prices toward a pre-announced target 0 0 0 36 2 4 6 199
Modelling interest rate volatility: Regime switches and level links 0 0 0 9 2 3 4 39
Monetary unification and the price of risk: An unconditional analysis 0 0 0 5 0 0 1 50
Multiple Equilibria and the Credibility of the Brazilian ‘Crawling Peg’, 1995–1998 0 0 0 29 0 1 3 140
Price dynamics under stochastic process switching: some extensions and an application to EMU1 0 0 0 18 0 2 3 120
Setting futures margins: the extremes approach 0 0 0 46 1 3 3 137
Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences 0 0 0 30 2 2 4 176
Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation* 1 2 15 54 3 4 24 108
Spatial propagation of macroeconomic shocks in Europe 0 1 2 62 1 6 13 178
The Effect of Monetary Unification on German Bond Markets 0 0 0 11 0 0 1 101
The cost of technical trading rules in the Forex market: A utility-based evaluation 0 0 0 38 2 2 4 174
The economic value of technical trading rules: a nonparametric utility-based approach 0 0 0 62 1 2 6 234
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 3 4 6 186
Total Journal Articles 9 16 57 2,437 59 108 237 7,556
4 registered items for which data could not be found

Chapter 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 0 0 0 1 2 3 6
Chaos in the Dornbusch Model of the Exchange Rate 0 0 0 12 1 2 4 40
Do Asymmetries Matter for European Monetary Policy? 0 0 0 4 0 1 3 19
Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates 0 0 0 76 0 0 1 204
On the Conduct of Monetary Policy in an Asymmetric Euroland 0 0 0 0 0 1 3 9
Total Chapters 0 0 0 92 2 6 14 278

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Statistics updated 2025-12-06