Kartik Anand : Citation Profile


Are you Kartik Anand?

Deutsche Bundesbank

7

H index

5

i10 index

238

Citations

RESEARCH PRODUCTION:

9

Articles

24

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 17
   Journals where Kartik Anand has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 7 (2.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan386
   Updated: 2020-09-14    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

Ahnert, Toni (5)

Chapman, James (4)

Silva, Thiago (2)

Fique, José (2)

Garratt, Rodney (2)

Silvestri, Laura (2)

Salakhova, Dilyara (2)

Banai, Adam (2)

Halaj, Grzegorz (2)

Nobili, Stefano (2)

Lelyveld, Iman (2)

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

Is cited by:

Tabak, Benjamin (7)

Silva, Thiago (7)

Kirman, Alan (7)

Hafner, Christian (6)

Horst, Ulrich (6)

Bougheas, Spiros (6)

Härdle, Wolfgang (6)

Iori, Giulia (5)

Faia, Ester (5)

Molinari, Massimo (5)

Gaffeo, Edoardo (4)

Cites to:

Shin, Hyun Song (10)

Vives, Xavier (10)

Rochet, Jean (10)

Yorulmazer, Tanju (8)

Pauzner, Ady (8)

Kapadia, Sujit (8)

Morris, Stephen (7)

Heinemann, Frank (7)

van Damme, Eric (6)

Acharya, Viral (6)

Upper, Christian (5)

Main data


Where Kartik Anand has published?


Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank5
Staff Working Papers / Bank of Canada4
ESRB Working Paper Series / European Systemic Risk Board3
Papers / arXiv.org3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Kartik Anand (2020 and 2019)


YearTitle of citing document
2019Econophysics: Still fringe after 30 years?. (2019). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1901.03691.

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2019Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V. In: Papers. RePEc:arx:papers:1912.05273.

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2019A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field. (2019). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1912.08695.

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2020A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2019Bank Runs, Portfolio Choice, and Liquidity Provision. (2019). Elamin, Mahmoud ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:19-37.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2020Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

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2020Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

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2020Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico. In: Post-Print. RePEc:hal:journl:hal-02323098.

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2019“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:201914.

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2020Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin. In: NBER Working Papers. RePEc:nbr:nberwo:26814.

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2019Introduction to the special issue on sovereign debt restructuring. (2019). Miller, Marcus ; Ghosal, Sayantan. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:71:y:2019:i:2:p:309-319..

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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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2020On the distribution of links in financial networks: structural heterogeneity and functional form. (2020). Lux, Thomas. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1569-6.

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2019Understanding the consequences of diversification on financial stability. (2019). Harrald, Paul ; Banwo, Opeoluwa ; Medda, Francesca. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:2:d:10.1007_s11403-018-0216-9.

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2019Interbank credit and the money manufacturing process: a systemic perspective on financial stability. (2019). Biondi, Yuri ; Zhou, Feng. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:3:d:10.1007_s11403-018-0230-y.

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Works by Kartik Anand:


YearTitleTypeCited
2009Financial crises and the evaporation of trust In: Papers.
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paper1
2017A Structural Model for Fluctuations in Financial Markets In: Papers.
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paper0
2006Phase Transitions in Operational Risk In: Papers.
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paper2
2013The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk In: Staff Working Papers.
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paper1
2013The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk.(2013) In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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This paper has another version. Agregated cites: 1
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2013The Safety of Government Debt In: Staff Working Papers.
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paper0
2014Filling in the Blanks: Network Structure and Interbank Contagion In: Staff Working Papers.
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paper59
2014Filling in the Blanks: Network Structure and Interbank Contagion.(2014) In: BIS Working Papers.
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This paper has another version. Agregated cites: 59
paper
2014Filling in the Blanks: Network Structure and Interbank Contagion.(2014) In: Working Papers (Old Series).
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paper
2015Filling in the blanks: network structure and interbank contagion.(2015) In: Quantitative Finance.
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article
2014Filling in the blanks: Network structure and interbank contagion.(2014) In: Discussion Papers.
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paper
2015Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach In: Staff Working Papers.
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paper4
2012A network model of financial system resilience In: Bank of England working papers.
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paper55
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 55
article
2011A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 55
paper
2012Rollover risk, network structure and systemic financial crises In: Journal of Economic Dynamics and Control.
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article52
2011Rollover risk, network structure and systemic financial crises.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 52
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2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
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article23
2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2014Guarantees, transparency and the interdependency between sovereign and bank default risk In: Journal of Banking & Finance.
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article11
2013Epidemics of rules, rational negligence and market crashes In: Post-Print.
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paper7
2013Epidemics of rules, rational negligence and market crashes.(2013) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 7
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2010Epidemics of rules, information aggregation failure and market crashes In: Working Papers.
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paper8
2019Pre-emptive sovereign debt restructuring and holdout litigation In: Oxford Economic Papers.
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article1
2018Pre-emptive sovereign debt restructuring and holdout litigation.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
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2019Asset Encumbrance, Bank Funding, and Fragility In: Review of Financial Studies.
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article5
2017Asset encumbrance, bank funding and fragility.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 5
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2009Stability and dynamical properties of material flow systems on random networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article2
2020Leaping into the dark: A theory of policy gambles In: Discussion Papers.
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2016Asset encumbrance, bank funding and financial fragility In: Discussion Papers.
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paper7
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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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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2016Capturing information contagion in a stress-testing framework In: Discussion Papers.
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