8
H index
8
i10 index
439
Citations
HEC Paris (École des Hautes Études Commerciales) | 8 H index 8 i10 index 439 Citations RESEARCH PRODUCTION: 11 Articles 39 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Edouard Colliard. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Review of Finance | 2 |
Review of Financial Studies | 2 |
Journal of Finance | 2 |
Management Science | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / HAL | 9 |
Working Paper Series / European Central Bank | 6 |
Post-Print / HAL | 5 |
PSE-Ecole d'conomie de Paris (Postprint) / HAL | 2 |
PSE Working Papers / HAL | 2 |
Year | Title of citing document | |
---|---|---|
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025. Full description at Econpapers || Download paper | |
2020 | Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:049. Full description at Econpapers || Download paper | |
2021 | Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079. Full description at Econpapers || Download paper | |
2021 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2021 | Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375. Full description at Econpapers || Download paper | |
2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
2021 | Lessons from the Early Establishment of Banking Supervision in Italy (1926-1936). (2021). Pellegrino, Dario ; Molteni, Marco. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_48. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2022 | Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113. Full description at Econpapers || Download paper | |
2020 | Relationship Trading in Over?the?Counter Markets. (2020). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:683-734. Full description at Econpapers || Download paper | |
2021 | Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754. Full description at Econpapers || Download paper | |
2021 | Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539. Full description at Econpapers || Download paper | |
2020 | Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for Gâ€SIIs vs Nonâ€Gâ€SIIs. (2020). Sun, Tao ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:285-318. Full description at Econpapers || Download paper | |
2021 | Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148. Full description at Econpapers || Download paper | |
2020 | Network-Based Measures of Systemic Risk in Korea. (2020). Lee, Jieun ; Choi, Jaewon. In: Working Papers. RePEc:bok:wpaper:2008. Full description at Econpapers || Download paper | |
2020 | La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es. Full description at Econpapers || Download paper | |
2020 | The effect of the trading activities of banks on systemic risk: does banking industry concentration matter?. (2020). Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00798. Full description at Econpapers || Download paper | |
2021 | How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260. Full description at Econpapers || Download paper | |
2020 | How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets. (2020). Marques, Aurea Ponte ; Cappelletti, Giuseppe ; Martin, Diego Vila ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20202497. Full description at Econpapers || Download paper | |
2021 | A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556. Full description at Econpapers || Download paper | |
2021 | Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x. Full description at Econpapers || Download paper | |
2020 | What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683. Full description at Econpapers || Download paper | |
2021 | Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609. Full description at Econpapers || Download paper | |
2021 | Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522. Full description at Econpapers || Download paper | |
2020 | Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658. Full description at Econpapers || Download paper | |
2020 | Bank systemic risk and CEO overconfidence. (2020). Zhao, Yang ; Lin, James Juichia ; Lee, Jin-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830487x. Full description at Econpapers || Download paper | |
2020 | Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455. Full description at Econpapers || Download paper | |
2021 | Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x. Full description at Econpapers || Download paper | |
2021 | TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772. Full description at Econpapers || Download paper | |
2021 | Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838. Full description at Econpapers || Download paper | |
2021 | Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343. Full description at Econpapers || Download paper | |
2020 | The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | |
2020 | Systemic risk in European financial and energy sectors: Dynamic factor copula approach. (2020). Nevrla, Matj. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304904. Full description at Econpapers || Download paper | |
2021 | Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277. Full description at Econpapers || Download paper | |
2020 | The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332. Full description at Econpapers || Download paper | |
2021 | Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38. Full description at Econpapers || Download paper | |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers || Download paper | |
2020 | Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283. Full description at Econpapers || Download paper | |
2020 | Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386. Full description at Econpapers || Download paper | |
2021 | Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830. Full description at Econpapers || Download paper | |
2021 | Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629. Full description at Econpapers || Download paper | |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper | |
2021 | Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?. (2021). Fenech, Jean-Pierre ; Contessi, Silvio ; Halili, Alba. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000118. Full description at Econpapers || Download paper | |
2021 | Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355. Full description at Econpapers || Download paper | |
2021 | Broker routing decisions in limit order markets. (2021). Cimon, David A. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300719. Full description at Econpapers || Download paper | |
2020 | Strategic scope and bank performance. (2020). Schmid, Markus ; Walter, Ingo ; Saunders, Anthony. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306667. Full description at Econpapers || Download paper | |
2020 | The contribution of shadow insurance to systemic risk. (2020). Urga, Giovanni ; Pellegrini, Carlo Bellavite ; Leong, Soon Heng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300772. Full description at Econpapers || Download paper | |
2021 | Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383. Full description at Econpapers || Download paper | |
2021 | ESG investing: A chance to reduce systemic risk. (2021). Nicolosi, Marco ; Dalo, Ambrogio ; Ciciretti, Rocco ; Cerqueti, Roy. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000474. Full description at Econpapers || Download paper | |
2020 | Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (2020). Heidinger, Dinah ; Gatzert, Nadine ; Eckert, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:72-83. Full description at Econpapers || Download paper | |
2021 | Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664. Full description at Econpapers || Download paper | |
2021 | Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499. Full description at Econpapers || Download paper | |
2020 | Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression. (2020). Kurz, Christopher ; Ghysels, Eric ; Chabot, Ben ; Brownlees, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300030. Full description at Econpapers || Download paper | |
2020 | Does uniqueness in banking matter?. (2020). Norden, Lars ; Spargoli, Fabrizio ; Liu, Frank Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s037842662030203x. Full description at Econpapers || Download paper | |
2020 | Regulatory competition in banking: Curse or blessing?. (2020). Gersbach, Hans ; Papageorgiou, Stylianos ; Haller, Hans. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302168. Full description at Econpapers || Download paper | |
2021 | Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636. Full description at Econpapers || Download paper | |
2022 | Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685. Full description at Econpapers || Download paper | |
2022 | Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727. Full description at Econpapers || Download paper | |
2022 | Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909. Full description at Econpapers || Download paper | |
2022 | Internal models for deposits: Effects on banks capital and interest rate risk of assets. (2022). Dal Borgo, Mariela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302028. Full description at Econpapers || Download paper | |
2020 | Regulatory arbitrage and the efficiency of banking regulation. (2020). Boyer, Pierre ; Kempf, Hubert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:41:y:2020:i:c:s1042957317300566. Full description at Econpapers || Download paper | |
2020 | Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability. (2020). Sedunov, John ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300129. Full description at Econpapers || Download paper | |
2021 | Should bank capital regulation be risk sensitive?. (2021). Ahnert, Toni ; Wilkins, Carolyn ; Chapman, James. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300243. Full description at Econpapers || Download paper | |
2021 | Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205. Full description at Econpapers || Download paper | |
2021 | Corporate Governance and Banking Systemic Risk: A Test of the Bundling Hypothesis. (2021). Hussain, Nazim ; Addo, Kwabena Aboah ; Iqbal, Jamshed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302837. Full description at Econpapers || Download paper | |
2021 | The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890. Full description at Econpapers || Download paper | |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773. Full description at Econpapers || Download paper | |
2021 | A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110. Full description at Econpapers || Download paper | |
2021 | Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery. (2021). Prakash, OM ; Nurujjaman, MD ; Rai, Anish ; Mahata, Ajit. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002806. Full description at Econpapers || Download paper | |
2021 | Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196. Full description at Econpapers || Download paper | |
2021 | Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365. Full description at Econpapers || Download paper | |
2021 | Political corruption and legislative complexity: Two sides of same coin?. (2021). di Vita, Giuseppe. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:136-147. Full description at Econpapers || Download paper | |
2022 | Tail risk and systemic risk of finance and technology (FinTech) firms. (2022). Benjasak, Chonlakan ; Duc, Toan Luu ; Ahmed, Rizwan ; Chaudhry, Sajid M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006247. Full description at Econpapers || Download paper | |
2021 | Artificial intelligence and systemic risk. (2021). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111601. Full description at Econpapers || Download paper | |
2020 | Banking Supervision: The Perspective from Economics. (2020). Hirtle, Beverly. In: Staff Reports. RePEc:fip:fednsr:89213. Full description at Econpapers || Download paper | |
2021 | Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431. Full description at Econpapers || Download paper | |
2021 | Buy Now and Pay (Dearly) Later: Unraveling Consumer Financial Spinning. (2021). Mesly, Olivier. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:4:p:55-:d:646563. Full description at Econpapers || Download paper | |
2021 | Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965. Full description at Econpapers || Download paper | |
2022 | The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Cortes, Ariana Paola ; Eratalay, Mustafa Hakan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555. Full description at Econpapers || Download paper | |
2020 | The Leaders, the Laggers, and the “Vulnerablesâ€. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532. Full description at Econpapers || Download paper | |
2020 | A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector. (2020). Wanat, Stanisław ; Denkowska, Anna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:39-:d:348740. Full description at Econpapers || Download paper | |
2020 | Research into the Mechanism for the Impact of Climate Change on Systemic Risk—A Case Study of China’s Small- and Medium-sized Commercial Banks. (2020). Zou, Zongbao ; Huang, Chunzhong ; Liu, Yongping ; Chu, Xuan ; Chen, Qiao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9582-:d:446612. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2020 | Non-Value-Added Tax to Improve Market Fairness. (2020). Jonath, Arthur ; Veryzhenko, Iryna ; Harb, Etienne. In: Working Papers. RePEc:hal:wpaper:hal-02881064. Full description at Econpapers || Download paper | |
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780. Full description at Econpapers || Download paper | |
2021 | Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699. Full description at Econpapers || Download paper | |
2020 | THE DETERMINANTS OF SYSTEMIC RISK: EVIDENCE FROM INDONESIAN COMMERCIAL BANKS. (2020). Koesrindartoto, Deddy Priatmodjo ; Aini, Mutiara. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:1e:p:101-120. Full description at Econpapers || Download paper | |
2021 | Optimal Market Asset Pricing. (2021). Rindi, Barbara ; Ricco, Roberto ; Seppi, Duane J. In: Working Papers. RePEc:igi:igierp:675. Full description at Econpapers || Download paper | |
2020 | Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:863-886. Full description at Econpapers || Download paper | |
2021 | Supervisory Incentives in a Banking Union. (2021). Marquez, Robert ; Dellariccia, Giovanni ; Carletti, Elena. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:455-470. Full description at Econpapers || Download paper | |
2021 | Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198. Full description at Econpapers || Download paper | |
2020 | The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: The systemic importance of a financial institution is generally assessed by the effect on the. (2020). Lamouchi, Ali ; Derbali, Abdelkader. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:87-122. Full description at Econpapers || Download paper | |
2021 | Exchange rates and the global transmission of equity market shocks. (2021). Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Working Papers. RePEc:jrs:wpaper:202105. Full description at Econpapers || Download paper | |
2021 | Systemic risk measurement: bucketing global systemically important banks. (2021). Riccetti, Luca ; Lagasio, Valentina ; Brogi, Marina. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00391-7. Full description at Econpapers || Download paper | |
2020 | Measuring CoVaR: An Empirical Comparison. (2020). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09901-2. Full description at Econpapers || Download paper | |
2022 | The impact of make-take fees on market efficiency. (2022). Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01016-w. Full description at Econpapers || Download paper | |
2020 | Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2003. Full description at Econpapers || Download paper | |
2020 | Bank resolution and multinational banks. (2020). Cerasi, Vittoria ; Montoli, Stefano. In: Working Papers. RePEc:mib:wpaper:447. Full description at Econpapers || Download paper | |
2022 | THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2017 | Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance. [Full Text][Citation analysis] | article | 27 |
2017 | Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2007 | Une brève histoire de limpôt In: Regards croisés sur l'économie. [Full Text][Citation analysis] | article | 0 |
2018 | Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2015 | Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2016 | Multinational Banks and Supranational Supervision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2017 | Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Multinational Banks and Supranational Supervision.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2020 | Measuring Regulatory Complexity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Measuring Regulatory Complexity.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2011 | Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2015 | Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 159 |
2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | article | |
2017 | Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 5 |
2019 | Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 25 |
2015 | Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2020 | Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2018 | Financial Restructuring and Resolution of Banks In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 10 |
2018 | Financial Restructuring and Resolution of Banks.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | Asset Dissemination Through Dealer Markets In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Asset Dissemination Through Dealer Markets.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | The impact of financial transaction taxes: new evidence In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | Catching falling knives: speculating on market overreaction In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2014 | Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2019 | The architecture of supervision In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2016 | Banking Reform In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
2016 | The SSM at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Where the Risks Lie: A Survey on Systemic Risk* In: Post-Print. [Citation analysis] | paper | 102 |
2017 | Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team