Work in Progress Publications (Refereed Journals)
3. “Financial Crisis and the Composition of Cross-border Lending,” Journal of
International Money and Finance, vol. 52, pp. 60-81, 2015 (with C. Minoiu
and G. Hale).
2. “Ring Fencing and Consolidated Banks’ Stress Tests,” Journal of Financial Stability, Vol. 11, pp. 1-12, 2014 (With. C.
Schmieder). Also as chapter 5 in "Stress Testing: Principles, Concepts, and Frameworks", edited by A. Jobst and L.L. Ong, 2020, IMF.
Publications (Book Chapters)
“Measuring
Systemic Risks in a Global Banking Sector: What Can Available Data Tell Us and
What More Data are Needed?,” in M. Brunnermeier and A. Krishnamurthy (editors)
“Risk Topography: Systemic Risk and Macro Modeling,” NBER, 2014 (with S. Claessens and P. McGuire). Also in IMF
WP 11/222, BIS WP 376, and NBER WP 18531
“Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks,” in P. Backé, E. Gnan and P.
Hartmann (editors): “Contagion and Spillovers: New Insights from the Crisis”, SUERF
Study 2010/5. (with A. Ilyina, Y. Makarova and C. Schmieder). Also in IMF WP 247, November 2010.
"Twin Crises and Fixed-Exchange-Rate Regimes: Theory and Related Empirical Studies", by Eugenio Cerutti, Ph.D. Dissertation, Johns Hopkins University, October 2005.
“Intra-industry trade between Mercosur, the European Union (EU) and the
North American Free Trade Agreement (NAFTA),” in R. Eisen (editor):
“Supranational Cooperation and Integration: Goods and Services vs. Information”,
Frankfurt am Main; Peter Lang, 2002. (With Hebe de Marega)
Other Publications (IMF WP, BIS WP, IMF SDN, and Others)
“Export Performance in the Context of Global Trade Tensions,” Philippines 2019 Art IV, Selected Issues Papers, Chapter 1, February 2020 (with A. Isnawangsih) “Are Foreign Banks a 'Safe Haven'? Evidence from Past Banking Crises” (with Gustavo Adler) [IMF WP/15/43] “Cross-Border Linkages and Spillovers,” Guatemala 2014 Art IV, Selected Issues and Analytical
Notes, Chapter 2, August 2014 (with E. Gradzka, A. Ivanova, R. Mariscal, and J.
Puig)
“Spillovers from a Potential Reversal of Fortune in Emerging Market Economies,” 2014 Spillover Report, Chapter 3, July 2014 (as part of a RES/MCM/SPR/APD/ WHD/AFR team)
“Colombia: Assessing Spillover Risks,”
Colombia 2014 Art IV, Selected Issues, Chapter 1, June 2014. (with P. Morra, M.
Ruiz, and C. Goes)
“Sweden and the Global Banking System: Links and Vulnerabilities,” Sweden 2013 Art IV, Selected Issues, Chapter 2, August
2013.
“Covered Bonds and Financial Stability,”
Sweden 2013 Art IV, Selected Issues, Chapter 3, August 2013 (with R. Agarwal)
“House prices and Household Debt,” 2013
Nordic Regional Report, Selected Issues, Chapter 2, August 2013 (with R.
Agarwal and K. Shirono).
“Spillovers Analysis,”
Guatemala 2013 Art IV, Selected Issues and Analytical Notes, Chapter 2, July
2013 (with C. Rondon, L. Erickson, Y. Ustygova).
“A Banking Union for the Euro Area,” IMF SDN 13/1, February 2013 (as part of a
EUR/LEG/MCM/RES team).
“International Spillovers:Banking and Sovereign Stress Spillovers,” Costa Rica 2013 Art IV, Selected
Issues, Chapter 1.D, February 2013 (with Y. Ustygova)
“Banks’ Foreign Credit Exposures and Borrowers’ Rollover Risks: Measurement, Evolution
and Determinants,” IMF WP/13/9, January 2013.
“The Need to Unconsolidated Consolidated Bank Stress Tests,” IMF WP 12/288, December
2012 (With. C. Schmieder)
“European Bank Deleveraging: An Update”
Global Financial Stability Report, Chapter 2, October 2012 (with S. Antoshin, A. Ilyina, W. Kerry, and N.
Oulidi)
“Financial Spillovers from Euro Area and UK Global Systemically Important Banks 2012 Spillover Report,
Background Papers, Chapter 7, July 2012 (with A. Ilyina, S. Mitra, M.
Ruiz-Arranz, and T. Tressel)
“Methodology for the EU Bank Deleveraging Exercise,” Global Financial Stability Report, Chapter 2 and Annex
2.1, April 2012 (with S. Antoshin, J.
Gobat, A. Ilyina, and W. Kerry)
“TheHydrocarbons Boom and the Risk of Dutch Disease,” IMF WP 08/154, June 2008
(with M. Mansilla).
“IMF Drawing Programs: Participation Determinants and Forecasting,” IMF WP 07/152,
July 2007.
“The Natural Gas Sector and Dutch Disease,” Bolivia 2007 Art IV, Selected Issues, Chapter 1, June 2007.
“¿Es factible una unión monetaria en el MERCOSUR? (Is a MERCOSUR Monetary Union possible?)”, Actualidad
Económica, IX (46), 1999. (With
Hebe de Marega)
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 Updating...
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