Jorge Abad : Citation Profile


Are you Jorge Abad?

Centro de Estudios Monetarios y Financieros (CEMFI)

4

H index

4

i10 index

140

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 23
   Journals where Jorge Abad has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 4 (2.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab367
   Updated: 2022-08-06    RAS profile: 2022-02-10    
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Relations with other researchers


Works with:

Killeen, Neill (4)

Portes, Richard (3)

Suarez, Javier (3)

Peltonen, Tuomas (3)

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

Is cited by:

Huizinga, Harry (6)

Laeven, Luc (6)

Peydro, Jose-Luis (6)

Hodula, Martin (6)

battiston, stefano (6)

Cenedese, Gino (5)

Sarmiento, Miguel (5)

Pelizzon, Loriana (5)

Fiedor, Paweł (5)

Vasios, Michalis (4)

Koulischer, Francois (4)

Cites to:

battiston, stefano (9)

Claessens, Stijn (8)

Langfield, Sam (8)

Cetorelli, Nicola (7)

Goldberg, Linda (5)

Ongena, Steven (5)

Portes, Richard (5)

Adrian, Tobias (5)

Acharya, Viral (5)

Buch, Claudia (4)

Peltonen, Tuomas (4)

Main data


Where Jorge Abad has published?


Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
ESRB Occasional Paper Series / European Systemic Risk Board2

Recent works citing Jorge Abad (2022 and 2021)


YearTitle of citing document
2021Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:066.

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2022Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153.

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2021The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_625_21.

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2021Forward Looking Loan Provisions: Credit Supply and Risk-Taking. (2021). Peydro, Jose-Luis ; Roa, Monica ; Ormazabal, Gaizka ; Morais, Bernardo ; Sarmiento, Miguel. In: Borradores de Economia. RePEc:bdr:borrec:1159.

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2022On the Choice of Central Counterparties in the EU. (2022). Piquard, Thibaut ; Demange, Gabrielle. In: Working papers. RePEc:bfr:banfra:868.

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2022When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995.

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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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2021Switching from Incurred to Expected Loan Loss Provisioning: Early Evidence. (2021). Ormazabal, Gaizka ; Lopezespinosa, German ; Sakasai, Yuki. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:3:p:757-804.

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2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

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2021Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5.

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2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278.

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2021Simulating liquidity stress in the derivatives market. (2021). Yoganayagam, Michael ; Vause, Nicholas ; Ferrara, Gerardo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100161x.

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2022Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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2022OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514.

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2021Inspecting the mechanism of quantitative easing in the euro area. (2021). Yogo, Motohiro ; Koulischer, Francois ; Nguyen, Benoit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:1-20.

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2021Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171.

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2021Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis. (2021). Leuz, Christian ; Laux, Christian ; Bischof, Jannis. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1188-1217.

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2021Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334.

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2021Assessing cross-border interconnectedness between shadow banking systems. (2021). Ho, Edmund ; Wan, Angela Kin ; Wing, Tom Pak. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302345.

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2021Accounting and auditing of credit loss estimates: The hard and the soft. (2021). Rodriguez, Pablo Perez. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000077.

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2021Should we fear transition risks - A review of the applied literature. (2021). Daumas, Louis. In: Working Papers. RePEc:fae:wpaper:2021.05.

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2021COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework. (2021). Wix, Carlo ; Wang, Ke ; Warusawitharana, Missaka ; Mooney, Timothy ; Martinez, Francis ; Loudis, Bert ; Iercosan, Diana A ; Horvath, Akos ; Duncan, Elizabeth ; Abboud, Alice ; Ranish, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-24.

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2021Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network. (2021). Goldberg, Linda ; Buch, Claudia M. In: Staff Reports. RePEc:fip:fednsr:91625.

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2022Are Incurred Loss Standards Countercyclical? A Case Study Using U.S. Bank Holding Company Data. (2022). Du, Fang ; von Hafften, Alexander H ; Hancock, Diana. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:111-:d:760871.

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2022Zombification and Industry 4.0—Directional Financialisation against Doomed Industrial Revolution. (2022). Kovacs, Oliver. In: Social Sciences. RePEc:gam:jscscx:v:11:y:2022:i:5:p:218-:d:817217.

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2021Efficient credit portfolios under IFRS 9. (2021). Corte, Pedro Maria ; Gonalves, Rui Pedro. In: CeBER Working Papers. RePEc:gmf:papers:2021-07.

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2021On the market structure of central counterparties in the EU. (2021). Demange, Gabrielle ; Piquard, Thibaut. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03107812.

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2021On the market structure of central counterparties in the EU. (2021). Demange, Gabrielle ; Piquard, Thibaut. In: Working Papers. RePEc:hal:wpaper:halshs-03107812.

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2021IFRS 9 AND IT´S BEHAVIOUR IN THE CYCLE: THE EVIDENCE ON THE EU COUNTRIES. (2021). Witzany, Jiří ; Pastiranova, Oga. In: FFA Working Papers. RePEc:prg:jnlwps:v:3:y:2021:id:3.003.

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2021Cross-border credit derivatives linkages. (2021). Bianchi, Benedetta. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021115.

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2021A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector. (2021). Gauci, Stephanie ; Meglioli, Francesco. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021124.

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Works by Jorge Abad:


YearTitleTypeCited
2018The Procyclicality of Expected Credit Loss Provisions In: Working Papers.
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paper15
2018The Procyclicality of Expected Credit Loss Provisions.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2017Mapping the interconnectedness between EU banks and shadow banking entities In: CEPR Discussion Papers.
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paper26
2017Mapping the Interconnectedness between EU Banks and Shadow Banking Entities.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
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: 26
paper
2020IFRS 9 and COVID-19: Delay and freeze the transitional arrangements clock In: Vox eBook Chapters.
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chapter2
2022Mapping exposures of EU banks to the global shadow banking system In: Journal of Banking & Finance.
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article2
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
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paper75
2017Assessing the cyclical implications of IFRS 9 – a recursive model In: ESRB Occasional Paper Series.
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paper20

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