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)

5

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

3

Articles

22

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 11
   Journals where Toni Ahnert has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 8 (14.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah162
   Updated: 2019-02-13    RAS profile: 2019-01-03    
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Relations with other researchers


Works with:

Chapman, James (5)

Reinhardt, Dennis (3)

Anand, Kartik (3)

Bertsch, Christoph (2)

Friedrich, Christian (2)

Perotti, Enrico (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 (5)

Panetti, Ettore (4)

van Wijnbergen, Sweder (4)

Lelyveld, Iman (4)

Perotti, Enrico (4)

Vlahu, Razvan (3)

Trautmann, Stefan (3)

Brown, Martin (3)

Bekaert, Geert (2)

Mehl, Arnaud (2)

Cabrales, Antonio (2)

Cites to:

van Damme, Eric (21)

Rochet, Jean (15)

Morris, Stephen (15)

Carlsson, Hans (14)

Vives, Xavier (14)

Pauzner, Ady (13)

Perotti, Enrico (11)

Shleifer, Andrei (11)

Shin, Hyun Song (11)

Diamond, Douglas (10)

Hellwig, Christian (9)

Main data


Where Toni Ahnert has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada10

Recent works citing Toni Ahnert (2018 and 2017)


YearTitle of citing document
2017An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274705.

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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, Jose. In: Technical Reports. RePEc:bca:bocatr:111.

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

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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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2017Banks Liquidity Management and Systemic Risk. (2017). Panetti, Ettore ; Deidda, Luca. In: Working Paper CRENoS. RePEc:cns:cnscwp:201705.

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

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2017Government guarantees and financial stability. (2017). leonello, agnese ; Carletti, Elena ; Goldstein, Itay ; Allen, Franklin. In: Working Paper Series. RePEc:ecb:ecbwps:20172032.

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

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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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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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2017Banks’ Liquidity Management and Systemic Risk. (2017). Panetti, Ettore ; Deidda, Luca G. In: Working Papers. RePEc:ptu:wpaper:w201713.

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2017An Overview of the Canadian Banking System: 1996 to 2015. (2017). McKeown, Robert . In: Working Papers. RePEc:qed:wpaper:1379.

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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, Xuewen. 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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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). Lelyveld, Iman ; Schaumburg, Julia ; 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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paper6
2014Rollover risk, liquidity, and macro-prudential regulation.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 6
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2016Rollover Risk, Liquidity and Macroprudential Regulation.(2016) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 6
article
2014Information, Amplification and Financial Crisis In: Staff Working Papers.
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paper2
2017Information Choice and Amplification of Financial Crises.(2017) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 2
article
2015A Wake-Up-Call Theory of Contagion In: Staff Working Papers.
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paper10
2014A wake-up call: information contagion and strategic uncertainty.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
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
paper
2015Cheap but Flighty: How Global Imbalances create Financial Fragility.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2016Asset Encumbrance, Bank Funding and Financial Fragility In: Staff Working Papers.
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paper7
2017Asset encumbrance, bank funding and fragility.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2016Asset encumbrance, bank funding and financial fragility.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2015Safe, or not safe? Covered bonds and Bank Fragility.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has another version. Agregated cites: 7
paper
2016Asset Encumbrance, Bank Funding, and Financial Fragility.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
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This paper has another version. Agregated cites: 7
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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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2018Information contagion and systemic risk.(2018) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 11
article
2018Seeking Safety In: Staff Working Papers.
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paper0
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: 1
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2018Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
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2018Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
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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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team