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Hans Dewachter

Institution: KU Leuven

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1993

Most Recent: 2020

RePEc ID: pde388 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 1.08 0.00 1.08 30%
All Time 0.00 0.00 9.82 1.01 10.83 89%

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 11.85

Publications (14)

Year Article Journal Tier Authors
2020 Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions Journal of Corporate Finance B 3
2020 Financial constraints risk Review of Finance B 5
2015 A macro-financial analysis of the euro area sovereign bond market Journal of Banking & Finance B 4
2014 Endogenous risk in a DSGE model with capital-constrained financial intermediaries Journal of Economic Dynamics and Control B 2
2014 The intra-day impact of communication on euro-dollar volatility and jumps Journal of International Money and Finance B 4
2014 Information in the Yield Curve: a Macro‐finance Approach Journal of Applied Econometrics B 3
2012 An Extended Macro-Finance Model with Financial Factors Journal of Financial and Quantitative Analysis B 2
2006 The cost of technical trading rules in the Forex market: A utility-based evaluation Journal of International Money and Finance B 2
2006 A joint model for the term structure of interest rates and the macroeconomy Journal of Applied Econometrics B 3
2002 Do asymmetries matter for European monetary policy? European Economic Review B 3
2001 Can Markov switching models replicate chartist profits in the foreign exchange market? Journal of International Money and Finance B 1
1999 Price dynamics under stochastic process switching: some extensions and an application to EMU1 Journal of International Money and Finance B 3
1998 Expectation revisions and jumps in asset prices Economics Letters C 2
1993 A chaotic model of the exchange rate: The role of fundamentalists and chartists Open Economies Review C 2