Jorge Abad : Citation Profile


Are you Jorge Abad?

Centro de Estudios Monetarios y Financieros (CEMFI)

2

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

6

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 21
   Journals where Jorge Abad has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 3 (6.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pab367
   Updated: 2019-07-14    RAS profile: 2018-12-05    
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Relations with other researchers


Works with:

Peltonen, Tuomas (3)

Killeen, Neill (3)

Portes, Richard (3)

Suarez, Javier (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Abad.

Is cited by:

Langfield, Sam (3)

Aldasoro, Iñaki (3)

Cenedese, Gino (3)

Timmer, Yannick (2)

Lelyveld, Iman (2)

Ehlers, Torsten (2)

Halaj, Grzegorz (2)

Barth, Andreas (2)

Kroon, Sinziana (2)

Bellia, Mario (2)

Ranaldo, Angelo (2)

Cites to:

Langfield, Sam (5)

Ongena, Steven (4)

Peltonen, Tuomas (3)

Gropp, Reint (3)

Wix, Carlo (3)

Frost, Jon (2)

Schoenmaker, Dirk (2)

Houben, Aerdt (2)

Suarez, Gustavo (2)

Claessens, Stijn (2)

Pagano, Marco (2)

Main data


Where Jorge Abad has published?


Recent works citing Jorge Abad (2018 and 2017)


YearTitle of citing document
2017Compressing Over-the-Counter Markets. (2017). D'Errico, Marco ; Roukny, Tarik . In: Papers. RePEc:arx:papers:1705.07155.

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2017Euro-area derivatives markets: structure, dynamics and challenges. (2017). Ascolese, Mario ; Perez-Duarte, Sebastien ; Cerniauskas, Julius ; Skrzypczynski, Grzegorz ; Molino, Annalisa. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-28.

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2017The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29.

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2018The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1806b.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:679.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Klingler, Sven ; Sundaresan, Suresh. In: BIS Working Papers. RePEc:bis:biswps:705.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0795.

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2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Cielinska, Olga ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0041.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:05/18.

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2019Securitisation special purpose entities use of derivatives: New evidence from Ireland. (2019). Killeen, Neill ; Fiedor, Pawel . In: Financial Stability Notes. RePEc:cbi:fsnote:3/fs/19.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/18.

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2019Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Pawel . In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/19.

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2017Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2018Counterparty credit risk and the effectiveness of banking regulation. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:599.

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2017How does risk flow in the credit default swap market?. (2017). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172041.

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2018Who bears interest rate risk?. (2018). Langfield, Sam ; Vuillemey, Guillaume ; Pierobon, Federico ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20182176.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20192273.

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2017Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:1-17.

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2018How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:136-158.

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2018How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2018The Impact of Pensions and Insurance on Global Yield Curves. (2018). Greenwood, Robin ; Vissing-Jorgensen, Annette. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:18-109.

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2017Az ipar 4.0 komplexitása - I.. (2017). Kovacs, Oliver . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1714.

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2017Compressing over-the-counter markets. (2017). Derrico, Marco ; Roukny, Tarik . In: ESRB Working Paper Series. RePEc:srk:srkwps:201744.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: ESRB Working Paper Series. RePEc:srk:srkwps:201758.

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2017Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761.

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2017The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762.

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2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł. In: ESRB Working Paper Series. RePEc:srk:srkwps:201872.

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2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: Working and Discussion Papers. RePEc:svk:wpaper:1048.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2017Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Golub, Benjamin ; Georg, Co-Pierre ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:10.

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2018OTC Premia. (2018). Cenedese, Gino ; Vasios, Michalis ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

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2018The demand for central clearing: To clear or not to clear, that is the question. (2018). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: SAFE Working Paper Series. RePEc:zbw:safewp:193.

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Works by Jorge Abad:


YearTitleTypeCited
2018The Procyclicality of Expected Credit Loss Provisions In: Working Papers.
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paper0
2018The Procyclicality of Expected Credit Loss Provisions.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2017Mapping the interconnectedness between EU banks and shadow banking entities In: CEPR Discussion Papers.
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paper5
2017Mapping the Interconnectedness between EU Banks and Shadow Banking Entities.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Mapping the interconnectedness between EU banks and shadow banking entities.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
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paper38

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