Toni Ahnert : Citation Profile


Are you Toni Ahnert?

Bank of Canada (98% share)
London School of Economics (LSE) (1% share)
Centre for Economic Policy Research (CEPR) (1% share)

6

H index

1

i10 index

70

Citations

RESEARCH PRODUCTION:

4

Articles

29

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 14
   Journals where Toni Ahnert has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 9 (11.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah162
   Updated: 2020-05-16    RAS profile: 2020-04-06    
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Relations with other researchers


Works with:

Chapman, James (9)

Anand, Kartik (7)

Reinhardt, Dennis (4)

Friedrich, Christian (4)

Perotti, Enrico (3)

Elamin, Mahmoud (2)

Bertsch, Christoph (2)

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

Is cited by:

Matta, Rafael (7)

Lelyveld, Iman (5)

Perotti, Enrico (5)

Deidda, Luca (4)

Panetti, Ettore (4)

van Wijnbergen, Sweder (4)

Vlahu, Razvan (4)

Trautmann, Stefan (3)

Wang, Dieter (3)

Schaumburg, Julia (3)

Brown, Martin (3)

Cites to:

Rochet, Jean (24)

van Damme, Eric (21)

Vives, Xavier (21)

Morris, Stephen (19)

Pauzner, Ady (17)

Shleifer, Andrei (17)

Diamond, Douglas (16)

Carlsson, Hans (14)

Shin, Hyun Song (14)

Perotti, Enrico (12)

Hellwig, Christian (11)

Main data


Where Toni Ahnert has published?


Journals with more than one article published# docs
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada12
ESRB Working Paper Series / European Systemic Risk Board2
Discussion Papers / Deutsche Bundesbank2
Annual Conference 2016 (Augsburg): Demographic Change / Verein für Socialpolitik / German Economic Association2

Recent works citing Toni Ahnert (2019 and 2018)


YearTitle of citing document
2019The spread of a financial virus through Europe and beyond. (2019). , Delfim ; Rodrigues, Helena Sofia ; Kostylenko, Olena. In: Papers. RePEc:arx:papers:1901.07241.

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2018Prudential Liquidity Regulation in Banking-A Literature Review. (2018). Mordel, Adi. In: Discussion Papers. RePEc:bca:bocadp:18-8.

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2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, José. In: Technical Reports. RePEc:bca:bocatr:111.

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2020Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2020). Corneli, Flavia ; buono, ines ; di Stefano, Enrica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1262_20.

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2018Optimal Forbearance of Bank Resolution. (2018). Schilling, Linda. In: Working Papers. RePEc:bfi:wpaper:2018-15.

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2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: BIS Working Papers. RePEc:bis:biswps:782.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2019MACROPRUDENTIAL POLICY: IMPLEMENTATION, EFFECTS, AND LESSONS. (2019). Tzur-Ilan, Nitzan. In: Israel Economic Review. RePEc:boi:isrerv:v:17:y:2019:i:1:p:39-71.

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2018Banks Liquidity Management and Financial Fragility. (2018). Panetti, Ettore ; Deidda, LG. In: Working Paper CRENoS. RePEc:cns:cnscwp:201809.

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2017Asset encumbrance and bank risk: First evidence from public disclosures in Europe. (2017). Banal-Estanol, Albert ; Khametshin, Dmitry ; Benito, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12168.

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2017Contingent Convertibles: Can the Market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; Dieter, Iman Paul ; Kiewiet, Gera. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12359.

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2019Capital Controls: A Survey of the New Literature. (2019). Rebucci, Alessandro ; Ma, Chang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14186.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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2019Effects of QE on sovereign bond spreads through the safe asset channel. (2019). End, Jan Willem ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:647.

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2020Bank instability: Interbank linkages and the role of disclosure. (2020). Vlahu, Razvan ; Trautmann, Stefan T ; Konig-Kersting, Christian. In: DNB Working Papers. RePEc:dnb:dnbwpp:665.

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2017Safe assets: a review. (2017). Perotti, Enrico ; Golec, Pascal . In: Working Paper Series. RePEc:ecb:ecbwps:20172035.

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2019In the face of spillovers: prudential policies in emerging economies. (2019). Lloyd, Simon ; Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20192339.

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2018Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience. (2018). Bhanot, Karan ; Larsson, Carl F. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:84-110.

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2019Strategic uncertainty and the power of extrinsic signals– evidence from an experimental study of bank runs. (2019). Jiang, Janet Hua ; Arifovic, Jasmina. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:167:y:2019:i:c:p:1-17.

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2018Government guarantees and financial stability. (2018). leonello, agnese ; Goldstein, Itay ; Carletti, Elena ; Allen, Franklin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:518-557.

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2017Rollover risk as market discipline: A two-sided inefficiency. (2017). Eisenbach, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:2:p:252-269.

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2020Dynamic interventions and informational linkages. (2020). Hu, Yunzhi ; Grenadier, Steven R ; Cong, Lin William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:1-15.

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2018On the predictability of emerging market sovereign credit spreads. (2018). Audzeyeva, Alena ; Fuertes, Ana-Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:140-157.

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2018Collateral Runs. (2018). Vardoulakis, Alexandros ; Infante, Sebastian. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-22.

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2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-45.

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2019Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach. (2019). Valdez, L D ; Stanley, H E ; Zhang, X ; Braunstein, L A. In: Complexity. RePEc:hin:complx:9209345.

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2018TAIWAN AND U.S. EQUITY MARKET INTERDEPENDENCE AND CONTAGION: EVIDENCE FROM FOUR-FACTOR MODEL. (2018). Li, Chun-An ; Huang, Chin-Sheng ; Lee, Min-Ching. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:12:y:2018:i:2:p:95-115.

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2018Managerial ability, information quality, and the design and pricing of corporate debt. (2018). Petkevich, Alex ; Prevost, Andrew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0696-z.

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2020Capital Flow Waves—or Ripples? Extreme Capital Flow Movements Since the Crisis. (2020). Forbes, Kristin ; Warnock, Francis E. In: NBER Working Papers. RePEc:nbr:nberwo:26851.

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2017Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun. In: MPRA Paper. RePEc:pra:mprapa:83617.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: Working Papers. RePEc:pre:wpaper:201759.

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2018Prudential Capital Controls and Risk Misallocation: Bank Lending Channel. (2018). Keller, Lorena. In: 2018 Meeting Papers. RePEc:red:sed018:129.

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2018Banks Liquidity Management and Financial Fragility. (2018). Panetti, Ettore ; Deidda, Luca. In: 2018 Meeting Papers. RePEc:red:sed018:671.

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2018Diversification and Systemic Bank Runs. (2018). Liu, Xue Wen. In: 2018 Meeting Papers. RePEc:red:sed018:739.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

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2017Contingent Convertibles: Can the Market Handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170095.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180100.

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Works by Toni Ahnert:


YearTitleTypeCited
2014Rollover Risk, Liquidity and Macroprudential Regulation In: Staff Working Papers.
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2014Rollover risk, liquidity, and macro-prudential regulation.(2014) In: Working Paper Series.
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2016Rollover Risk, Liquidity and Macroprudential Regulation.(2016) In: Journal of Money, Credit and Banking.
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article
2014Information, Amplification and Financial Crisis In: Staff Working Papers.
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paper1
2015A Wake-Up-Call Theory of Contagion In: Staff Working Papers.
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paper5
2015Cheap But Flighty: How Global Imbalances Create Financial Fragility In: Staff Working Papers.
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paper4
2015Cheap but flighty: how global imbalances create financial fragility.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 4
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2015Cheap but Flighty: How Global Imbalances create Financial Fragility.(2015) In: Tinbergen Institute Discussion Papers.
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2016Asset Encumbrance, Bank Funding and Financial Fragility In: Staff Working Papers.
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paper3
2016Asset encumbrance, bank funding and financial fragility.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
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2016Asset Encumbrance, Bank Funding, and Financial Fragility.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
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2016Opaque Assets and Rollover Risk In: Staff Working Papers.
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2017Information Contagion and Systemic Risk In: Staff Working Papers.
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paper15
2018Information contagion and systemic risk.(2018) In: Journal of Financial Stability.
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2018Seeking Safety In: Staff Working Papers.
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2018Should Bank Capital Regulation Be Risk Sensitive? In: Staff Working Papers.
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2018Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability? In: Staff Working Papers.
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2018Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?.(2018) In: Bank of England working papers.
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This paper has another version. Agregated cites: 8
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2018Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?.(2018) In: CEPR Discussion Papers.
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2018Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?.(2018) In: NBER Working Papers.
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2019Bank Runs, Portfolio Choice, and Liquidity Provision In: Staff Working Papers.
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2019Loan Insurance, Market Liquidity, and Lending Standards In: Staff Working Papers.
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2014The Effect of Safe Assets on Financial Fragility in a Bank-Run Model In: Working Papers (Old Series).
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2014A wake-up call: information contagion and strategic uncertainty In: Working Paper Series.
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2017Information Choice and Amplification of Financial Crises In: Review of Financial Studies.
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2019Asset Encumbrance, Bank Funding, and Fragility In: Review of Financial Studies.
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2017Asset encumbrance, bank funding and fragility.(2017) In: ESRB Working Paper Series.
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2019Anticipated Financial Contagion In: 2019 Meeting Papers.
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2015Safe, or not safe? Covered bonds and Bank Fragility In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2017Asset encumbrance, bank funding and fragility.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 7
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2016Asset encumbrance, bank funding and financial fragility.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
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2016Asset Encumbrance, Bank Funding, and Financial Fragility.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
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2019Loan Insurance, Adverse Selection and Screening In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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