Maria Teresa Valderrama

Österreichische Nationalbank - Department of Economics

Vienna, 1010

Austria

SCHOLARLY PAPERS

4

DOWNLOADS

306

SSRN CITATIONS
Rank 10,695

SSRN RANKINGS

Top 10,695

in Total Papers Citations

14

CROSSREF CITATIONS

103

Scholarly Papers (4)

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

Banco de Espana Working Paper No. 1241
Number of pages: 48 Posted: 23 Dec 2012
Matteo Ciccarelli, Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research and Österreichische Nationalbank - Department of Economics
Downloads 91 (344,979)
Citation 55

Abstract:

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financial crisis, macro-financial linkages, panel VAR models

Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages

ECB Working Paper No. 1498
Number of pages: 47 Posted: 15 Dec 2012
Matteo Ciccarelli, Eva Ortega and Maria Teresa Valderrama
European Central Bank (ECB), Bank of Spain, DG Economics, Statistics and Research and Österreichische Nationalbank - Department of Economics
Downloads 23 (626,954)
Citation 3

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financial crisis, macro-financial linkages, panel VAR models

2.

The Role of Credit Aggregates and Asset Prices in the Transmission Mechanism: A Comparison Between the Euro Area and the US

ECB Working Paper No. 816
Number of pages: 41 Posted: 02 Oct 2007
Sylvia Kaufmann and Maria Teresa Valderrama
Oesterreichische Nationalbank - Economic Studies Division and Österreichische Nationalbank - Department of Economics
Downloads 96 (330,778)
Citation 1

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Asymmetry, asset prices, financial system, lending, transmission mechanism

3.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, European Central Bank (ECB) - Directorate General Research, Bank of Spain, DG Economics, Statistics and Research, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 88 (349,535)
Citation 3

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities

Capital Regulations and the Management of Credit Commitments during Crisis Times

NHH Dept. of Business and Management Science Discussion Paper No. 2020/12
Number of pages: 73 Posted: 16 Oct 2020
Paul Pelzl and Maria Teresa Valderrama
NHH Norwegian School of Economics and Österreichische Nationalbank - Department of Economics
Downloads 8 (746,932)

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Capital Regulations, Credit Commitments, Financial Crisis