Carlos Castro Iragorri : Citation Profile


Universidad del Rosario

4

H index

2

i10 index

106

Citations

RESEARCH PRODUCTION:

6

Articles

17

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 4
   Journals where Carlos Castro Iragorri has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 4 (3.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1068
   Updated: 2025-12-20    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Castro Iragorri.

Is cited by:

Napoletano, Mauro (11)

Roventini, Andrea (11)

Lucas, Andre (5)

Popoyan, Lilit (4)

Mandel, Antoine (4)

Schwaab, Bernd (3)

Angel-Urdinola, Diego (3)

Nucera, Federico Calogero (3)

Koopman, Siem Jan (3)

Guerra, Solange (2)

de Roux, Nicolás (2)

Cites to:

Lehar, Alfred (6)

Scaillet, Olivier (6)

Hartmann, Philipp (6)

de Vries, Casper (5)

gourieroux, christian (5)

Elsinger, Helmut (4)

Ait-Sahalia, Yacine (4)

Chan-Lau, Jorge (4)

Caporin, Massimiliano (4)

Summer, Martin (4)

Stein, Jeremy (3)

Main data


Where Carlos Castro Iragorri has published?


Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Universidad del Rosario8
Archivos de Economía / Departamento Nacional de Planeación6

Recent works citing Carlos Castro Iragorri (2025 and 2024)


YearTitle of citing document
2024Extraneous Shocks Affecting Agribusiness Loans Default Rate in Agricultural Finance Corporation, Mount Kenya Region. (2024). Miriti, Mmuruku Salesio ; Kingori, Gathungu Geofrey ; Nkatha, Mwirigi Rael. In: Asian Journal of Agricultural Extension, Economics & Sociology. RePEc:ags:ajaees:367966.

Full description at Econpapers || Download paper

2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

Full description at Econpapers || Download paper

2024A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

Full description at Econpapers || Download paper

2024Are “too big to fail†banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954.

Full description at Econpapers || Download paper

2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

Full description at Econpapers || Download paper

2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

Full description at Econpapers || Download paper

2024Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach. (2024). Amiri, Sajjad Pashay ; Rouz, Omid Farkhondeh ; Vafa, Hossein Sohrabi ; Khoojine, Arash Sioofy. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-024-00142-8.

Full description at Econpapers || Download paper

Works by Carlos Castro Iragorri:


YearTitleTypeCited
2001Eficiencia-X en el sector bancario colombiano In: Revista Desarrollo y Sociedad.
[Full Text][Citation analysis]
article20
2004Eficiencia -X en el sector bancario colombiano..(2004) In: Archivos de Economía.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2014Stock return comovements and integration within the Latin American integrated market In: Borradores de Investigación.
[Full Text][Citation analysis]
paper0
2014Stock return comovements and integration within the Latin American integrated market.(2014) In: Documentos de Trabajo.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Measuring and testing for the systemically important financial institutions In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper65
2014Measuring and testing for the systemically important financial institutions.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
article
2012Measuring and testing for the systemically important financial institutions.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2012A Network model of systemic risk: identifying the sources of dependence across institutions In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
2014La Administración Cuantitativa del Riesgo Financiero en la provisión de un Plan de Salud In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
2016Network externalities across financial institutions In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
2016Racial and spatial interaction for neighborhood dynamics in Chicago In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
2017Measuring the effectiveness of volatility call auctions In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper3
2025Stability focused end to end frameworks for risk budgeting portfolios In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
2006El comercio internacional y la productividad total de los factores en Colombia In: Archivos de Economía.
[Full Text][Citation analysis]
paper0
2003Sistema de modelos multivariados para la proyección del Producto Interno Bruto. In: Archivos de Economía.
[Full Text][Citation analysis]
paper0
2005Un Modelo Gravitacional para la Agenda Interna In: Archivos de Economía.
[Full Text][Citation analysis]
paper5
2003Yet another lagging, coincident and leading index for the Colombian economy. In: Archivos de Economía.
[Full Text][Citation analysis]
paper0
2009Administración de riesgos en los Fondos Privados de Pensiones In: Archivos de Economía.
[Full Text][Citation analysis]
paper2
2012Confidence sets for asset correlations in portfolio credit risk In: Revista de Economía del Rosario.
[Full Text][Citation analysis]
article2
2014Default risk in agricultural lending, the effects of commodity price volatility and climate In: Agricultural Finance Review.
[Full Text][Citation analysis]
article6
2010Portfolio choice under local industry and country factors In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article1
2010Measuring the systemic importance of financial institutions using market information In: Financial Stability Review.
[Full Text][Citation analysis]
article2
2010Essays in dependence and optimality in large portfolios In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team