Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Dmitry Khametshin. The Banco de España is not responsible for their content.
Dmitry Khametshin
Staff Economist
Financial Analysis Division
Macro-financial Analysis and Monetary Policy Department
DG Economics, Statistics and Research
Contact Information
- Address: Calle Alcalá, 48, 28014 Madrid, Spain
-
Personal web-page:
https://dmitrykhametshin.github.io/
Fields of Interest
Banking, Monetary Policy, Corporate Finance, Financial Markets
JEL Codes
G21, G23, G28, E4, E5, G31, G11, G12
Curriculum Vitae
(116 KB)
Selected Publications and Working Papers
-
“Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles ”
Rodrigo Gonzalez, Dmitry Khametshin, José-Luis Peydró, and Andrea Polo
BIS Working Papers No 832, BdE Working Papers No 2014
JEL codes: E5, F3, G01, G2
-
“Asset Encumbrance and Bank Risk: Theory and First Evidence from Public Disclosures in Europe”
Albert Banal-Estañol, Enrique Benito, Dmitry Khametshin, and Jianxing Wei
BdE Working Papers No 2131
JEL codes: G01, G21, G28
-
“High-Yield Bond Markets During The Covid-19 Crisis: The Role of Monetary Policy”
BdE Occasional Papers No 2110
JEL codes: E58, E43, G12
-
“Asset Encumbrance and CDS Premia of European Banks: Do Capital and Liquidity Tell the Whole Story? ”
Albert Banal-Estañol, Enrique Benito, and Dmitry Khametshin in "Finance and Investment: The European Case" edited by C. Mayer, et al., Oxford, UK: Oxford University Press, 2018
JEL codes: G01, G21, G28