Dmitry Khametshin

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

221

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

High-Yield Bond Markets During the COVID-19 Crisis: The Role of Monetary Policy

Banco de Espana Occasional Paper No. 2110
Number of pages: 22 Posted: 09 Apr 2021
Dmitry Khametshin
Banco de España
Downloads 111 (330,917)
Citation 5

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corporate bond purchase programs, monetary policy, COVID-19

Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit, and Global Financial Cycles

Banco de Espana Working Paper No. 2014
Number of pages: 53 Posted: 02 Jun 2020 Last Revised: 06 Dec 2021
Banco Central do Brasil, Banco de España, Imperial College London and Luiss Guido Carli University - Department of Economics and Finance
Downloads 51 (518,217)
Citation 5

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foreign exchange, monetary policy, central bank, bank credit, hedging

Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles

BIS Working Paper No. 832
Number of pages: 50 Posted: 19 Dec 2019
Banco Central do Brasil, Banco de España, Imperial College London and Luiss Guido Carli University - Department of Economics and Finance
Downloads 28 (645,935)

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foreign exchange, monetary policy, central bank, bank credit, hedging

Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles

CEPR Discussion Paper No. DP12817
Number of pages: 56 Posted: 05 Apr 2018 Last Revised: 04 Feb 2022
Banco Central do Brasil, Banco de España, Imperial College London and Luiss Guido Carli University - Department of Economics and Finance
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Bank credit, central bank, foreign exchange, Hedging, monetary policy

3.

Asset Encumbrance and Bank Risk: Theory and First Evidence from Public Disclosures in Europe

Banco de Espana Working Paper No. 2131
Number of pages: 53 Posted: 27 Aug 2021
City University, City, University of London, Banco de España and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 30 (616,009)

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asset encumbrance, collateral, bank risk, credit default swaps

4.

Asset Encumbrance and Bank Risk: First Evidence from Public Disclosures in Europe

CEPR Discussion Paper No. DP12168
Number of pages: 29 Posted: 25 Jul 2017
Albert Banal-Estanol, Enrique Benito and Dmitry Khametshin
City University, City, University of London and Banco de España
Downloads 1 (858,496)
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Asset encumbrance, bank risk, Collateral, credit default swaps