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Working Papers


The Anatomy of Cyber Risk
Jamilov, R, Rey, H, Tahoun, A


Central Bank Policy and the Concentration of Risk: Empirical Estimates*
Coimbra, N, Kim, D, Rey, H.
Abstract    Paper    Slides   


Answering the Queen: Machine Learning and Financial Crises
Fouliard, J., Howell, M., Rey, H.
Abstract    Paper    Slides   


Granular Credit Risk*
Galaasen, S., Jamilov, R., Juelsrud, R., Rey, H.
Abstract    Paper    Slides   


Global Real Rates: A Secular Approach
Gourinchas, P.O., Rey, H., Sauzet, M.
First Draft: 09 Nov 2016
Abstract    Paper   


Financial Cycles with Heterogeneous Intermediaries*
Coimbra, N, Rey, H
Latest Draft: 13 Apr 2020
Abstract    Paper    Slides   


Global Footprints of Monetary Policies
Miranda-Agrippino, S., Nenova, T., Rey, H.
Abstract   


Global Portfolio Rebalancing and Exchange Rates*
Camanho, N., Hau H., Rey H.
Latest Draft: 10 Jun 2020
Abstract    Paper   


Exorbitant Privilege and Exorbitant Duty*
Gourinchas, P.O., Rey, H., Govillot, N.
Latest Draft: 23 Oct 2017,   First Draft: 01 Aug 2010
Abstract    Paper   


'Aggregation Bias' DOES Explain the PPP Puzzle
Imbs J., Mumtaz H., Ravn M., Rey H.
Date Published: 26 Aug 2005
Abstract    Paper   


 
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