Adrian Alter : Citation Profile

Are you Adrian Alter?

International Monetary Fund (IMF)

5

H index

4

i10 index

305

Citations

RESEARCH PRODUCTION:

4

Articles

14

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 38
   Journals where Adrian Alter has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 4 (1.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal673
   Updated: 2019-11-10    RAS profile: 2019-05-07    
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Relations with other researchers

Works with:

Raupach, Peter (4)

Ghilardi, Matteo (3)

Beyer, Andreas (2)

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

Is cited by:

Sosvilla-Rivero, Simon (15)

Gómez-Puig, Marta (14)

Allegret, Jean-Pierre (12)

Peltonen, Tuomas (8)

Schienle, Melanie (8)

Ohls, Jana (7)

Hautsch, Nikolaus (7)

Fratzscher, Marcel (7)

Gadea, María (6)

Rieth, Malte (6)

Arghyrou, Michael (6)

Cites to:

Yilmaz, Kamil (10)

Diebold, Francis (9)

Levine, Ross (9)

Gertler, Mark (6)

Mian, Atif (6)

Reinhart, Carmen (5)

Rigobon, Roberto (5)

Claeys, Peter (5)

Pesaran, M (5)

Vašíček, Bořek (5)

Kalemli-Ozcan, Sebnem (4)

Main data

Where Adrian Alter has published?

Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund8

Recent works citing Adrian Alter (2019 and 2018)

YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Santucci de Magistris, Paolo ; Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Aste, Tomaso ; Caccioli, Fabio ; Tungsong, Sachapon . In: Papers. RePEc:arx:papers:1702.05944.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2019A copula based Markov Reward approach to the credit spread in European Union. (2019). Storchi, Loriano ; Scocchera, Stefania ; Regnault, Philippe ; Petroni, Filippo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:1902.00691.

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2018Les instruments de politique macroprudentielle : un rempart contre les risques de contagion interbancaire. (2018). Piquard, Thibaut ; Salakhova, Dilyara. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2018:218:03.

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

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2019Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’. (2019). Shevchuk, Ivan ; Sinyakov, Andrey ; Andreev, Mikhail ; Ivanova, Nadezhda. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:89-121.

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2018What Do We Know About the Effects of Macroprudential Policy?. (2018). Moessner, Richhild ; Galati, Gabriele. In: Economica. RePEc:bla:econom:v:85:y:2018:i:340:p:735-770.

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2017SHARE REPURCHASES AND THE FLEXIBILITY HYPOTHESIS. (2017). Rao, Ramesh ; Iyer, Subramanian Rama. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:287-313.

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2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

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2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George. In: Working Papers. RePEc:bog:wpaper:240.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2017Financial Stability in Europe: Banking and Sovereign Risk. (2017). Kočenda, Evžen ; Bruha, Jan ; Kocenda, Even . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6453.

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2017Eigenvalue Productivity: Measurement of Individual Contributions in Teams. (2017). Müller, Julia ; Upmann, Thorsten ; Mller, Julia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6679.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2018Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2018-18.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Sulewski, Christoph ; Siklos, Pierre L ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2018Vulnerability and policy responses in the face of natural resource discoveries and climate change: introduction. (2018). Tiberti, Luca ; Maisonnave, Helene ; Henseler, Martin ; Cockburn, John. In: Environment and Development Economics. RePEc:cup:endeec:v:23:y:2018:i:05:p:517-526_00.

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2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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2018Beyond spreads: measuring sovereign market stress in the euro area. (2018). Kremer, Manfred ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20182185.

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2018Gambling traps. (2018). Ari, Anil. In: Working Paper Series. RePEc:ecb:ecbwps:20182217.

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2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

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2019Do political factors influence banking crisis?. (2019). Hasanov, Rashad ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:305-318.

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2019Economic policy uncertainty in the US and China and their impact on the global markets. (2019). Zhang, Dayong ; Ji, Qiang ; Lei, Lei ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:47-56.

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2018Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef ; Kehlik, Toma. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:208-218.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets. (2018). Prasad, Nalin ; Kim, Suk-Joong ; Grant, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:115-126.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017What determines bank CDS spreads? Evidence from European and US banks. (2017). Thornton, John ; di Tommaso, Caterina ; Drago, Danilo. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:140-145.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

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2017On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces. (2017). Ohls, Jana ; Dull, Robert ; Konig, Felix. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:93-106.

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2017Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?. (2017). Maccaferri, Sara ; Benczur, Peter ; Giudici, Marco Petracco ; Di Girolamo, Francesca ; Cariboni, Jessica ; Cannas, Giuseppina . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:207-223.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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2018Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

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2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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2017Bank-sovereign contagion in the Eurozone: A panel VAR Approach. (2017). Georgoutsos, Dimitris ; Moratis, George . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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2018The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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2017The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112.

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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2018Sector spillovers in credit markets. (2018). Collet, Jerome ; Ielpo, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:267-278.

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2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2018Fiscal crises. (2018). Poghosyan, Tigran ; Gerling, Kerstin ; Farah-Yacoub, Juan ; Xu, Yizhi ; Medas, Paulo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:191-207.

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2019Credit default swaps as indicators of bank financial distress. (2019). Cotter, John ; Conlon, Thomas ; Avino, Davide E. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139.

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2018Volatility spillover in seafood markets. (2018). Jonsson, Erlendur ; Dahl, Roy Endre . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:44-59.

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2018Sovereign bond holdings and monetary policy operations in the euro area. (2018). , Ivo ; Soederhuizen, Beau. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1243-1254.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2017Sovereign and bank Interdependencies—Evidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84.

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2018Bank stability and refinancing operations during the crisis: Which way causality?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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2018Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:49-63.

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2018Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads. (2018). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:324-341.

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2018Exports and bank shocks: Evidence from matched firm-bank data. (2018). Spatareanu, Mariana ; Kabiri, Ali ; Manole, Vlad. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:47:y:2018:i:c:p:46-56.

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2017Box dynamics: A sectoral approach to analyse containerized port throughput interdependencies. (2017). Paflioti, Persa ; Tsamourgelis, Ioannis ; Teye, Collins ; Vitsounis, Thomas K. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:106:y:2017:i:c:p:396-413.

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2017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52.

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2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian. In: CAMA Working Papers. RePEc:een:camaaa:2019-43.

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2019Building an effective financial stability policy framework: lessons from the post-crisis decade. (2019). Demekas, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100483.

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2017On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1. (2017). Ohls, Jana ; Konig, Felix ; Dull, Robert . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83195.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne . In: ECMI Papers. RePEc:eps:ecmiwp:13956.

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2017The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hammoudeh, Shawkat ; Hussain, Syed Jawad. In: Working Papers. RePEc:erg:wpaper:1129.

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2018Sovereign risk and asset market dynamics in the euro area. (2018). Perego, Erica. In: Documents de recherche. RePEc:eve:wpaper:18-01.

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

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2018Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach. (2018). Gomez-Fernandez, Pilar ; Partal-Urea, Antonio ; Parrado-Martinez, Purificacion . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1259-:d:142120.

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2018Monetary Policy, Oil Stabilization Fund and the Dutch Disease. (2018). Razafindrabe, Tovonony ; Allegret, Jean-Pierre ; Benkhodja, Mohamed Tahar. In: GREDEG Working Papers. RePEc:gre:wpaper:2018-06.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Post-Print. RePEc:hal:journl:hal-01589269.

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2018Brexit and CDS spillovers across UK and Europe. (2018). Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01736525.

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2018Vulnerability and policy responses in the face of natural resource discoveries and climate change: introduction. (2018). Tiberti, Luca ; Maisonnave, Helene ; Henseler, Martin ; Cockburn, John. In: Post-Print. RePEc:hal:journl:hal-02313304.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). Hmaied, Dorra ; de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2018Brexit and CDS spillovers across UK and Europe. (2018). . In: Working Papers. RePEc:hal:wpaper:hal-01736525.

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2018Monetary Policy, Oil Stabilization Fund and the Dutch Disease. (2018). Razafindrabe, Tovonony ; Allegret, Jean-Pierre ; Benkhodja, Mohamed. In: Working Papers. RePEc:hal:wpaper:hal-01796312.

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2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

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2017Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201703.

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2018“The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201804.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2018Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

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2019Inflation and the Boom-Bust Cycle in Corporate Leverage. (2019). Brown, Brendan. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:1:d:10.1007_s11293-019-09604-x.

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2019Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach. (2019). Tiwari, Aviral Kumar ; Hammoudeh, Shawkat ; Naifar, Nader. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9838-1.

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2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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2019Banks and Financial Discrimination: What Can Be Learnt from the Spanish Experience?. (2019). Matilla-Garcia, M ; Cuesta-Gonzalez, M ; Ruza, C ; Fernandez-Olit, B. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:42:y:2019:i:2:d:10.1007_s10603-019-09412-5.

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2019The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6.

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More than 100 citations found, this list is not complete...

Works by Adrian Alter:

YearTitleTypeCited
2013The dynamics of spillover effects during the European sovereign debt crisis In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2012Credit spread interdependencies of European states and banks during the financial crisis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article149
2011Credit Spead Interdependencies of European States and Banks during the Financial Crisis.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 149		paper
2014The dynamics of spillover effects during the European sovereign debt turmoil In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article114
2012The dynamics of spillover effects during the European sovereign debt turmoil.(2012) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114		paper
2015Centrality-based Capital Allocations In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper15
2015Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2014Centrality-based Capital Allocations.(2014) In: IMF Working Papers.
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This paper has another version. Agregated cites: 15		paper
2015Centrality-based capital allocations.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015Sustaining more Inclusive Growth in the Republic of Congo In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper0
2015Financial Inclusion and Development in the CEMAC In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2015Public Investment in a Developing Country Facing Resource Depletion In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
2016Emerging Market Corporate Leverage and Global Financial Conditions In: IMF Working Papers.
[Full Text][Citation analysis]		paper2
2018House Price Synchronicity, Banking Integration, and Global Financial Conditions In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2018Understanding the Macro-Financial Effects of Household Debt: A Global Perspective In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
2019Growth at Risk: Concept and Application in IMF Country Surveillance In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2019Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database In: IMF Working Papers.
[Full Text][Citation analysis]		paper5
2017Public Investment in a Developing Country Facing Natural Resource Depletion In: Journal of African Economies.
[Full Text][Citation analysis]		article4

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