Fabio Castiglionesi : Citation Profile


Are you Fabio Castiglionesi?

Universiteit van Tilburg

9

H index

9

i10 index

287

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 22
   Journals where Fabio Castiglionesi has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 8 (2.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca408
   Updated: 2022-11-19    RAS profile: 2018-09-10    
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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 Fabio Castiglionesi.

Is cited by:

León, Carlos (17)

Carletti, Elena (16)

Hasman, Augusto (11)

Babus, Ana (10)

Sarmiento, Miguel (10)

Gallegati, Mauro (9)

Allen, Franklin (8)

leonello, agnese (7)

Georg, Co-Pierre (5)

Kapadia, Sujit (5)

Tedeschi, Gabriele (5)

Cites to:

Rochet, Jean (20)

FREIXAS, XAVIER (14)

Tirole, Jean (10)

Feriozzi, Fabio (7)

Carletti, Elena (6)

Allen, Franklin (6)

Acharya, Viral (5)

Gale, Douglas (5)

Brusco, Sandro (5)

Babus, Ana (4)

Lorenzoni, Guido (4)

Main data


Where Fabio Castiglionesi has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking2

Recent works citing Fabio Castiglionesi (2022 and 2021)


YearTitle of citing document
2021Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466.

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2021Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil. (2021). Tonzer, Lena ; Ossandon Busch, Matias ; Becker, Chris. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002182.

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2021Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077.

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2022It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626.

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2021A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2021Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

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2022Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207.

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2021Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks. (2021). Deng, Chao ; Chen, Jing ; Li, Zhiyong ; Tang, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000305.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021Modeling the contagion of bank runs with a Markov model. (2021). Parnes, Dror. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:174-187.

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2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17.

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2021Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:351-:d:606264.

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2021Bagehot for Central Bankers. (2021). Le Maux, Laurent. In: Working Papers. RePEc:hal:wpaper:hal-03201509.

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2022The Impact of TARP Capital Infusion on Bank Liquidity Creation: Does Bank Size Matter?. (2022). Cronje, Tom ; Cheung, Adrian ; Zheng, Chen. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:7.

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2022The financial network channel of monetary policy transmission: An agent-based model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel. In: Working Papers. RePEc:jau:wpaper:2022/01.

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2022Dangerous liasons and hot customers for banks. (2022). Cerqueti, Roy ; Pampurini, Francesca ; Pezzola, Annagiulia ; Quaranta, Anna Grazia. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:1:d:10.1007_s11156-022-01039-x.

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2021Counterparty Choice, Bank Interconnectedness, and Systemic Risk. (2021). Kim, Dasol ; Ellul, Andrew. In: Working Papers. RePEc:ofr:wpaper:21-03.

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2022The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2022wpecon1.

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2021Risk sharing and financial stability: a welfare analysis. (2021). Huang, Shaoan ; Wang, Weijia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00291-5.

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2022.

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Works by Fabio Castiglionesi:


YearTitleTypeCited
2007Liquidity Coinsurance, Moral Hazard, and Financial Contagion In: Journal of Finance.
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article78
2005Liquidity Coinsurance, Moral Hazard and Financial Contagion.(2005) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 78
paper
2012Liquidity Coinsurance and Bank Capital In: CEPR Discussion Papers.
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paper11
2014Liquidity coinsurance and bank capital.(2014) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 11
paper
2014Liquidity Coinsurance and Bank Capital.(2014) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 11
article
2014Liquidity coinsurance and bank capital.(2014) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2013ON THE DETERMINANTS OF TOTAL FACTOR PRODUCTIVITY GROWTH: EVIDENCE FROM SPANISH MANUFACTURING FIRMS In: Macroeconomic Dynamics.
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article0
2007Financial contagion and the role of the central bank In: Journal of Banking & Finance.
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article18
2013On the efficiency of bilateral interbank insurance In: Journal of Financial Intermediation.
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article38
2016(In)Efficient Interbank Networks In: Cahiers du GREThA (2007-2019).
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paper9
2012Turning Bagehot on His Head: Lending at Penalty Rates When Banks Can Become Insolvent In: Journal of Money, Credit and Banking.
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article15
2017Financial Integration and Liquidity Crises In: NBER Working Papers.
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paper32
2018Liquidity Flows in Interbank Networks In: Review of Finance.
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article11
2013Financial Intermediation and Liquidity In: Rivista di Politica Economica.
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article11
2007Optimal Fragile Financial Networks In: Discussion Paper.
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paper63
2014Discussion of Hakenes and Schnabel In: Journal of Money, Credit and Banking.
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article1

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