Adrian Alter
Finance · 2012–2019
A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 43 citations into it; #3,286 of 10,518 by trust here, #3,517 by citations
- Economics and Econometrics — 31 citations into it
- Statistics and Probability — 6 citations into it
Whom Adrian Alter trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis X. Diebold
- Donald B. Keim
- Kamil Yilmaz
- L. Svensson
- Helmut Ltkepohl
- Kristin J. Forbes
- Antje Berndt
- Christiane Nickel
- V. Acharya
Who trusts Adrian Alter overall
- Tomohiro Ando
- R. Brüggemann
- J. Beirne
- Nikolaos Antonakakis
- Matthew Greenwood‐Nimmo
- Juan Carlos Reboredo
- Patrick Augustin
- Carsten Jentsch
- Ioannis Chatziantoniou
- Yongcheol Shin
Papers from Adrian Alter's perspective
Ordered by how strongly the researchers Adrian Alter trusts endorse each paper. Same corpus, a different order for every researcher.
- The Determinants of Credit Spread Changes
- Macroprudential Policies and Housing Prices-A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe (Social Science Research Network)
- What Explains the Surge in Euro Area Sovereign Spreads during the Financial Crisis of 2007–09? (Social Science Research Network)
- Cost-benefit analysis of leaning against the wind
- The costs of macroprudential policy (Journal of International Economics)
- Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
- Explaining the Rate Spread on Corporate Bonds
- Measuring Systematic Risk in EMU Government Yield Spreads
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
Their papers
- Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database (2019) — 385 citations
- The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2014) — 374 citations
- Credit Spread Interdependencies of European States and Banks During the Financial Crisis (2012) — 280 citations