5
H index
3
i10 index
86
Citations
Filippo Curti : Citation Profile
Federal Reserve Bank of Richmond | RESEARCH PRODUCTION: 7 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2016 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Filippo Curti. | Is cited by:
| Cites to:
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Main data
Where Filippo Curti has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Money, Credit and Banking | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 4 |
Recent works citing Filippo Curti (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper |
| 2023 | The credit risk of Chinese households: A micro?level assessment. (2022). Funke, Michael ; Zhu, Linxu ; Sun, Rongrong. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:3:p:254-276. Full description at Econpapers || Download paper |
| 2023 | Leading Operational Risk Events For South African Banks: A Reputational Risk Perspective. (2023). Ferreira-Schenk, Sune. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-3. Full description at Econpapers || Download paper |
| 2023 | Cyber-attacks and banking intermediation. (2023). BOUNGOU, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523003798. Full description at Econpapers || Download paper |
| 2023 | A Bayesian approach for more reliable tail risk forecasts. (2023). Drovandi, Christopher ; Clements, Adam ; Li, Dan. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s157230892200119x. Full description at Econpapers || Download paper |
| 2024 | Financial intermediation services and competition analyses: Review and paths forward for improvement. (2024). , Arnoud ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:57:y:2024:i:c:s1042957324000019. Full description at Econpapers || Download paper |
| 2023 | Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042. Full description at Econpapers || Download paper |
| 2023 | Less disagreement, better forecasts: adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118451. Full description at Econpapers || Download paper |
| 2023 | The Regulatory Quality and ESG Model at World Level. (2023). COSTANTIELLO, ALBERTO ; Leogrande, Angelo. In: Working Papers. RePEc:hal:wpaper:hal-04029322. Full description at Econpapers || Download paper |
| 2024 | The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Zimmermann, Heinz ; Boni, Pascal. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00443-0. Full description at Econpapers || Download paper |
| 2023 | Can Regulation Affect the Solvency of Insurers? New Evidence from European Insurers. (2023). Agiropoulos, Charalampos ; Chen, James Ming ; Poufinas, Thomas ; Siopi, Evaggelia. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09867-w. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | The Regulatory Quality and ESG Model at World Level. (2023). LEOGRANDE, ANGELO ; Costantiello, Alberto. In: MPRA Paper. RePEc:pra:mprapa:116663. Full description at Econpapers || Download paper |
| 2023 | Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Sahiner, Mehmet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09629-8. Full description at Econpapers || Download paper |
| 2024 | An empirical examination of the impact of country?level corporate governance on profitability of Indian banks. (2022). Alahdal, Waleed M ; Tabash, Mosab I ; Hashid, Abdulwahid ; Almaqtari, Faozi A ; al Maqtari, Faozi A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1912-1932. Full description at Econpapers || Download paper |
| 2023 | Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372. Full description at Econpapers || Download paper |
Works by Filippo Curti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2018 | Fraud recovery and the quality of country governance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2023 | Central bank communication and website characteristics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2023 | Lets face it: Quantifying the impact of nonverbal communication in FOMC press conferences In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Are the Largest Banking Organizations Operationally More Risky? In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2022 | Are the Largest Banking Organizations Operationally More Risky?.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2016 | Predicting Operational Loss Exposure Using Past Losses In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Benchmarking Operational Risk Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 34 |
| 2019 | Benchmarking Operational Risk Stress Testing Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2023 | The Information Value of Past Losses in Operational Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Coming to Terms with Operational Risk In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Quantifying and Stress Testing Operational Risk with Peer Banks’ Data In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 3 |
| 2020 | U.S. Banking Sector Operational Losses and the Macroeconomic Environment In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team