Denisa BANULESCU-RADU : Citation Profile


Are you Denisa BANULESCU-RADU?

Université d'Orléans

2

H index

2

i10 index

34

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2013 - 2016). See details.
   Cites by year: 11
   Journals where Denisa BANULESCU-RADU has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1500
   Updated: 2020-02-22    RAS profile: 2017-05-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hurlin, Christophe (4)

Laurent, Sébastien (2)

Dumitrescu, Elena Ivona (2)

Candelon, Bertrand (2)

Tokpavi, Sessi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Denisa BANULESCU-RADU.

Is cited by:

Wang, Gang-Jin (4)

Giudici, Paolo (3)

Teglio, Andrea (2)

Mestel, Roland (2)

Sun, Edward (2)

Krygier, Dominika (2)

Wilhelmsson, Anders (2)

Gurgul, Henryk (2)

Raberto, Marco (2)

ROMOCEA TURCU, Camelia (2)

Yongoua Tchikanda, Gaelle Tatiana (1)

Cites to:

Bollerslev, Tim (17)

Andersen, Torben (13)

Drost, Feike C. (11)

Lunde, Asger (11)

Barndorff-Nielsen, Ole (11)

Engle, Robert (10)

Hansen, Peter (10)

Shephard, Neil (9)

gourieroux, christian (9)

Santa-Clara, Pedro (8)

Laurent, Sébastien (8)

Main data


Where Denisa BANULESCU-RADU has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL2
Working Papers / HAL2

Recent works citing Denisa BANULESCU-RADU (2018 and 2017)


YearTitle of citing document
2017MIDAS models in banking sector – systemic risk comparison. (2017). Mestel, Roland ; Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:2:p:165-181.

Full description at Econpapers || Download paper

2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

Full description at Econpapers || Download paper

2017Investment Fund Risk: The Tale in the Tails. (2017). Dunne, Peter ; Shaw, Frances . In: Research Technical Papers. RePEc:cbi:wpaper:01/rt/17.

Full description at Econpapers || Download paper

2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

Full description at Econpapers || Download paper

2017Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

Full description at Econpapers || Download paper

2017Sovereign debt and systemic risk in the eurozone. (2017). Popescu, Alexandra ; Turcu, Camelia. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:275-284.

Full description at Econpapers || Download paper

2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2019Sectoral contributions to systemic risk in the Chinese stock market. (2019). Wu, Fei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306949.

Full description at Econpapers || Download paper

2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

Full description at Econpapers || Download paper

2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

Full description at Econpapers || Download paper

2018Whats the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰. (2018). Dewenter, Kathryn L ; Riddick, Leigh A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:70-85.

Full description at Econpapers || Download paper

2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

Full description at Econpapers || Download paper

2019Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307.

Full description at Econpapers || Download paper

2019Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis. (2019). Drakeford, Benjamin M ; Huang, Zhehao ; Su, Yaya. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6222-:d:284326.

Full description at Econpapers || Download paper

2019Systemic Risk and Centrality Revisited: The Role of Interactions. (2019). Wilhelmsson, Anders ; Krygier, Dominika ; Vilhelmsson, Anders ; Asgharian, Hossein. In: Working Papers. RePEc:hhs:lunewp:2019_004.

Full description at Econpapers || Download paper

2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Hashem, Shatha ; Abedifar, Pejman. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134.

Full description at Econpapers || Download paper

2018Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework. (2018). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: MPRA Paper. RePEc:pra:mprapa:89779.

Full description at Econpapers || Download paper

2019Non-performing loans in European systemic and non-systemic banks. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:94008.

Full description at Econpapers || Download paper

2018Systemic risk, financial markets, and performance of financial institutions. (2018). Sun, Edward ; Yu, Min-Teh. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2113-8.

Full description at Econpapers || Download paper

Works by Denisa BANULESCU-RADU:


YearTitleTypeCited
2015Which are the SIFIs? A Component Expected Shortfall approach to systemic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article19
2015Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk In: Post-Print.
[Citation analysis]
paper15
2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
[Citation analysis]
paper0
2013High-Frequency Risk Measures In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Forecasting High‐Frequency Risk Measures In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team