Gyuri Venter

Warwick Business School

University of Warwick, Gibbet Hill Road

Coventry, CV4 7AL

United Kingdom

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

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 18,450

in Total Papers Downloads

3,399

SSRN CITATIONS
Rank 15,494

SSRN RANKINGS

Top 15,494

in Total Papers Citations

24

CROSSREF CITATIONS

50

Scholarly Papers (6)

1.
Downloads 1,052 ( 26,072)
Citation 13

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 Copenhagen Business School
Downloads 1,051 (25,715)
Citation 17

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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 Copenhagen Business School
Downloads 1 (822,468)
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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
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 821 (36,492)
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
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 99 (332,099)

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Liquidity, Market Frictions, Capital Constraints, International CAPM

3.
Downloads 697 ( 46,178)
Citation 17

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
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 632 (51,885)
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
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School
Downloads 65 (424,440)
Citation 6

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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 473 (75,517)
Citation 8

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

5.

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 145 (248,568)
Citation 2

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

6.

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 112 (301,368)
Citation 1

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