Ana Babus : Citation Profile


Are you Ana Babus?

Washington University in St. Louis

7

H index

7

i10 index

436

Citations

RESEARCH PRODUCTION:

5

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 31
   Journals where Ana Babus has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 13 (2.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba397
   Updated: 2020-09-14    RAS profile: 2020-07-07    
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Relations with other researchers


Works with:

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

Is cited by:

Weill, Pierre-Olivier (9)

Gallegati, Mauro (9)

Vasios, Michalis (8)

Yilmaz, Kamil (7)

Wagner, Wolf (6)

Ranaldo, Angelo (6)

Agur, Itai (6)

Diebold, Francis (6)

Cabrales, Antonio (6)

Vander Vennet, Rudi (5)

Gottardi, Piero (5)

Cites to:

Allen, Franklin (9)

Carletti, Elena (8)

Reinhart, Carmen (6)

Rogoff, Kenneth (5)

Gale, Douglas (5)

Acharya, Viral (4)

Jackson, Matthew (4)

Vives, Xavier (4)

Weill, Pierre-Olivier (4)

FREIXAS, XAVIER (4)

Flannery, Mark (3)

Main data


Where Ana Babus has published?


Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pennsylvania, Wharton School, Weiss Center3
Economics Working Papers / European University Institute2
Tinbergen Institute Discussion Papers / Tinbergen Institute2
2015 Meeting Papers / Society for Economic Dynamics2

Recent works citing Ana Babus (2020 and 2019)


YearTitle of citing document
2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; von Sachs, R ; Barigozzi, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019024.

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2019Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco. In: Papers. RePEc:arx:papers:1705.07155.

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2019Mean field systems on networks, with singular interaction through hitting times. (2019). Shkolnikov, Mykhaylo ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1807.02015.

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2020Contagion in Dealer Networks. (2020). Walton, Adrian ; Fontaine, Jean-Sebastien. In: Staff Working Papers. RePEc:bca:bocawp:20-1.

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2019Tail risk interdependence. (2019). Chiu, Ching-Wai ; Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0815.

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2019A structural model of interbank network formation and contagion. (2019). Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0833.

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2020Systemic Risk-Shifting in Financial Networks. (2020). Hazell, J ; Georg, C-P., ; Elliott, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2068.

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2019Swing Pricing and Fragility in Open-end Mutual Funds. (2019). Suntheim, Felix ; Kahraman, Bige ; Kacperczyk, Marcin ; Jin, Dunhong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13929.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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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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2019Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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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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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2020How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

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2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

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2020OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2019Customers and investors: A framework for understanding the evolution of financial institutions. (2019). Thakor, Richard T ; Merton, Robert C. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:4-18.

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2019Drivers of systemic risk: Do national and European perspectives differ?. (2019). Buch, Claudia M ; Tonzer, Lena ; Krause, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:160-176.

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2019Identifying Systemically Important Banks: A temporal approach for macroprudential policies. (2019). Kaltwasser, Rovira P ; Pecora, N ; Spelta, A. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:1:p:197-218.

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2019Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity. (2019). Tong, MU ; Wu, Shan ; He, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119306144.

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2020Financial reforms and banking system vulnerability: The role of regulatory frameworks. (2020). Maktouf, Samir ; Hamdaoui, Mekki. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:184-205.

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2020Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581.

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2019Regulating Financial Networks Under Uncertainty. (2019). Ramirez, Carlos. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-56.

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2019Strategic Liquidity Mismatch and Financial Sector Stability. (2019). Silva, Andre. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-82.

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2019Collateralized Debt Networks with Lender Default. (2019). Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-83.

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2020The Economics of Platforms in a Walrasian Framework. (2020). Townsend, Robert ; Jain, Anil K. In: International Finance Discussion Papers. RePEc:fip:fedgif:1280.

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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: Working Papers. RePEc:fip:fedlwp:2019-002.

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2019An Information-Based Theory of Financial Intermediation. (2019). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: Working Paper. RePEc:fip:fedrwp:19-12.

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2020A fistful of dollars:Transmission of global funding shocks to EMs. (2020). Mathur, Aakriti ; Kumar, Shekhar Hari. In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2020.

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2019Trust somebody but choose carefully : an empirical analysis of social relationships on an exchange market. (2019). Vignes, Annick ; Mignot, Sylvain. In: Working Papers. RePEc:hal:wpaper:hal-02005026.

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2019Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach. (2019). Valdez, L D ; Stanley, H E ; Zhang, X ; Braunstein, L A. In: Complexity. RePEc:hin:complx:9209345.

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2019Swing Pricing and Fragility in Open-end Mutual Funds. (2019). Kacperczyk, Marcin ; Suntheim, Felix ; Kahraman, Bige ; Jin, Dunhong. In: IMF Working Papers. RePEc:imf:imfwpa:19/227.

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2020Financial Contagion in Core–Periphery Networks and Real Economy. (2020). Chiba, Asako. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09916-9.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers. RePEc:lan:wpaper:257939806.

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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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2020The search theory of OTC markets. (2020). Weill, Pierre-Olivier. In: NBER Working Papers. RePEc:nbr:nberwo:27354.

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2020Interbank Networks in the Shadows of the Federal Reserve Act. (2020). Ordonez, Guillermo ; Ordoez, Guillermo ; Erol, Selman ; Anderson, Haelim. In: NBER Working Papers. RePEc:nbr:nberwo:27721.

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2019Testing for moderate explosiveness. (2019). Wang, Shaoping ; Sun, Yixiao ; Guo, Gangzheng. In: Econometrics Journal. RePEc:oup:emjrnl:v:22:y:2019:i:1:p:73-95..

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2019Dynamic Interpretation of Emerging Risks in the Financial Sector. (2019). Hoberg, Gerard ; Hanley, Kathleen Weiss. In: Review of Financial Studies. RePEc:oup:rfinst:v:32:y:2019:i:12:p:4543-4603..

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2019Asset commonality of European banks. (2019). Dissem, Sonia. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0064-5.

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2019A Pareto Criterion on Systemic Risk. (2019). Wang, Weijia. In: MPRA Paper. RePEc:pra:mprapa:93699.

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2019Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers. (2019). Neklyudov, Artem. In: Review of Economic Dynamics. RePEc:red:issued:18-286.

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2019The Hidden Costs of Strategic Opacity. (2019). Farboodi, Maryam ; Babus, Ana. In: 2019 Meeting Papers. RePEc:red:sed019:1508.

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2019An Information-based Theory of Financial Intermediation. (2019). Trachter, Nicholas ; Sultanum, Bruno ; Bethune, Zachary. In: 2019 Meeting Papers. RePEc:red:sed019:403.

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2020Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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2020Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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2020The network of firms implied by the news. (2020). Schwenkler, Gustavo ; Zheng, Hannan. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020108.

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2019Overall effects of financial liberalization: financial crisis versus economic growth. (2019). Maktouf, Samir ; Hamdaoui, Mekki. In: International Review of Applied Economics. RePEc:taf:irapec:v:33:y:2019:i:4:p:568-595.

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2019Aggregation and design of information in asset markets with adverse selection. (2019). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Economics Working Papers. RePEc:upf:upfgen:1573.

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2020Trader networks and options risk management. (2020). Locke, Peter ; Boyd, Naomi ; Sun, LI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1031-1048.

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2019On the Contagion Effect in the US Banking Sector. (2019). Pino Saldías, Gabriel ; Sharma, Subhash C. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:1:p:261-280.

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2020(In)Efficient Interbank Networks. (2020). Navarro, Noemí ; Castiglionesi, Fabio. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:365-407.

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2019OTC discount. (2019). Schneider, Michael ; de Roure, Calebe ; Pelizzon, Loriana ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:422019.

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Works by Ana Babus:


YearTitleTypeCited
2009Financial Crises: Theory and Evidence In: Annual Review of Financial Economics.
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article93
2016The formation of financial networks In: RAND Journal of Economics.
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article43
2007The Formation of Financial Networks.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 43
paper
2006The Formation of Financial Networks.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 43
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2012Trading and Information Diffusion in Over-the-Counter Markets In: CEU Working Papers.
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paper50
2013Trading and Information Diffusion in Over-the-Counter Markets.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 50
paper
2015Endogenous Intermediation in Over-the-Counter Markets In: CEPR Discussion Papers.
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paper17
2017Endogenous intermediation in over-the-counter markets.(2017) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 17
article
2016Strategic Fragmented Markets In: CEPR Discussion Papers.
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paper0
2016Strategic Fragmented Markets.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 0
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2011Asset Commonality, Debt Maturity and Systemic Risk In: CEPR Discussion Papers.
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paper141
2013Asset Commonality, Debt Maturity and Systemic Risk.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 141
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2011Asset Commonality, Debt Maturity and Systemic Risk.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 141
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2012Asset commonality, debt maturity and systemic risk.(2012) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 141
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2013Trading and information diffusion in OTC markets In: CEPR Discussion Papers.
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paper25
2010Financial Connections and Systemic Risk In: Working Papers.
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paper64
2010Financial Connections and Systemic Risk.(2010) In: Economics Working Papers.
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This paper has another version. Agregated cites: 64
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2010Financial Connections and Systemic Risk.(2010) In: Economics Working Papers.
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2010Financial Connections and Systemic Risk.(2010) In: NBER Chapters.
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This paper has another version. Agregated cites: 64
chapter
2010Financial Connections and Systemic Risk.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 64
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2010Financial Connections and Systemic Risk.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 64
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2010Global stochastic properties of dynamic models and their linear approximations In: Journal of Economic Dynamics and Control.
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article1
2010Global Stochastic Properties of Dynamic Models and their Linear Approximations.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1
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2019Markets for Financial Innovation In: NBER Working Papers.
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2020The Hidden Costs of Strategic Opacity In: NBER Working Papers.
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2011Strategic Relationships in Over-the-Counter Markets In: 2011 Meeting Papers.
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2015Information Asymmetry and Market Fragmentation In: 2015 Meeting Papers.
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2015Strategic Opaqueness: A Cautionary Take on Securitization In: 2015 Meeting Papers.
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