Adrien Amzallag : Citation Profile


Are you Adrien Amzallag?

European Central Bank

2

H index

1

i10 index

20

Citations

RESEARCH PRODUCTION:

3

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 5
   Journals where Adrien Amzallag has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam117
   Updated: 2018-12-15    RAS profile: 2017-12-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kok, Christoffer (2)

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

Is cited by:

Halaj, Grzegorz (3)

Żochowski, Dawid (2)

Koziol, Philipp (2)

Ampudia Fraile, Miguel (2)

Beetsma, Roel (1)

Mitnik, Oscar (1)

Grigoli, Francesco (1)

Kok, Christoffer (1)

Demekas, Dimitri (1)

Gabrieli, Silvia (1)

Pancaro, Cosimo (1)

Cites to:

Diebold, Francis (4)

Yilmaz, Kamil (4)

Dieppe, Alistair (3)

Liedorp, Franka (3)

Liu, Zijun (3)

Gonzalez Pandiella, Alberto (3)

Willman, Alpo (3)

Langfield, Sam (3)

Acemoglu, Daron (2)

Manganelli, Simone (2)

Kok, Christoffer (2)

Main data


Where Adrien Amzallag has published?


Working Papers Series with more than one paper published# docs
Occasional Paper Series / European Central Bank3

Recent works citing Adrien Amzallag (2018 and 2017)


YearTitle of citing document
2018Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2018). Rojas, Helder ; Dias, David. In: Papers. RePEc:arx:papers:1809.07401.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

Full description at Econpapers || Download paper

2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

Full description at Econpapers || Download paper

2017Systemic Aspects of Pension Funds and the Role of Supervision. (2017). Beetsma, Roel ; Wanningen, Christiaan ; Vos, Siert . In: CESifo Forum. RePEc:ces:ifofor:v:17:y:2017:i:4:p:54-67.

Full description at Econpapers || Download paper

2017Macro stress testing euro area banks fees and commissions. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun . In: Working Paper Series. RePEc:ecb:ecbwps:20172029.

Full description at Econpapers || Download paper

2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

Full description at Econpapers || Download paper

2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

Full description at Econpapers || Download paper

2018Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †. (2018). Montesi, Giuseppe ; Papiro, Giovanni. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:82-:d:164289.

Full description at Econpapers || Download paper

Works by Adrien Amzallag:


YearTitleTypeCited
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]
paper18
2014The impact of regulating occupational pensions in Europe on investment and financial stability In: Occasional Paper Series.
[Full Text][Citation analysis]
paper2
2017Tracing European structured finance counterparty networks In: Occasional Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team