Thibaut Duprey : Citation Profile


Are you Thibaut Duprey?

Bank of Canada (95% share)

3

H index

1

i10 index

42

Citations

RESEARCH PRODUCTION:

2

Articles

15

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 8
   Journals where Thibaut Duprey has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 7 (14.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu324
   Updated: 2019-03-23    RAS profile: 2018-03-14    
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Relations with other researchers


Works with:

Klaus, Benjamin (5)

Peltonen, Tuomas (3)

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

Is cited by:

Napolitano, Oreste (3)

Foresti, Pasquale (3)

Canale, Rosaria Rita (3)

Peltonen, Tuomas (3)

Hodula, Martin (2)

von Schweinitz, Gregor (2)

DARPEIX, Pierre-Emmanuel (2)

Giudici, Paolo (2)

Weill, Laurent (2)

Fungáčová, Zuzana (2)

Loisel, Stéphane (2)

Cites to:

Drehmann, Mathias (13)

BORIO, Claudio (8)

Tsatsaronis, Kostas (7)

CLERC, Laurent (6)

Shin, Hyun Song (6)

Taylor, Alan (5)

Jorda, Oscar (5)

Repullo, Rafael (5)

Gambacorta, Leonardo (5)

Saurina, Jesús (5)

Schularick, Moritz (5)

Main data


Where Thibaut Duprey has published?


Working Papers Series with more than one paper published# docs
Staff Analytical Notes / Bank of Canada5
Staff Working Papers / Bank of Canada3
Working Paper Series / European Central Bank2

Recent works citing Thibaut Duprey (2018 and 2017)


YearTitle of citing document
2018Credibility, Flexibility and Renewal: The Evolution of Inflation Targeting in Canada. (2018). Mendes, Rhys ; Schembri, Lawrence ; Carter, Thomas J. In: Discussion Papers. RePEc:bca:bocadp:18-18.

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2018The Framework for Risk Identification and Assessment. (2018). MacDonald, Cameron ; Traclet, Virginie . In: Technical Reports. RePEc:bca:bocatr:113.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Cyclicality of bank liquidity creation. (2017). Weill, Laurent ; Fungáčová, Zuzana ; Davydov, Denis ; Fungaova, Zuzana. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_005.

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2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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2017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: Occasional Paper Series. RePEc:ecb:ecbops:2017194.

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2017Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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2018Assessing macroprudential tools in OECD countries within a cointegration framework. (2018). Carreras, Oriol ; Piggott, Rebecca ; Davis, Philip E. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:112-130.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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2018Cyclicality of bank liquidity creation. (2018). Weill, Laurent ; Fungáčová, Zuzana ; Fungaova, Zuzana ; Davydov, Denis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:81-93.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2018The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76.

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2018Analyzing the governance structure of French banking groups. (2018). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; ben Bouheni, Faten. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:40-48.

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2018Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86629.

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2018Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86976.

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2017Does the Policy Lending of the Government Financial Institution Mitigate the Credit Crunch? Evidence from the Loan Level Data in Japan. (2017). Sekino, Masahiro ; Watanabe, Wako . In: ESRI Discussion paper series. RePEc:esj:esridp:342.

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2017Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks?. (2017). TOMEC, MATEJ ; Jagric, Timotej. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:318-341.

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2018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution. (2019). Giudici, Paolo ; Parisi, Laura. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:3-:d:195087.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2018Implementing Macroprudential Policy in NiGEM. (2018). Warren, James ; Piggott, Rebecca ; Liadze, Iana ; Hurst, Ian ; Davis, Philip E ; Carreras, Oriol. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:490.

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2018Financial cycle and conduct of monetary policy: theory and empirical evidence. (2018). Chafik, Omar. In: MPRA Paper. RePEc:pra:mprapa:88995.

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2018Financial cycle and conduct of monetary policy: The amplifier/divider theory. (2018). CHAFIK, Omar. In: MPRA Paper. RePEc:pra:mprapa:89170.

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2018Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Pino Saldías, Gabriel ; Rubilar-Gonzalez, Marco. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:9:y:2018:i:2:d:10.1007_s13209-017-0170-0.

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2018Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; Grauwe, Paul. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:1:d:10.1007_s10290-017-0302-4.

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2017A new database for financial crises in European countries. (2017). lo Duca, Marco ; Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713.

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2018A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882.

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2018An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2018). Beutel, Johannes ; von Schweinitz, Gregor ; List, Sophia. In: Discussion Papers. RePEc:zbw:bubdps:482018.

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2019An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2019). Beutel, Johannes ; von Schweinitz, Gregor ; List, Sophia. In: IWH Discussion Papers. RePEc:zbw:iwhdps:22019.

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Works by Thibaut Duprey:


YearTitleTypeCited
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
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2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 24
paper
2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 24
article
2016Bank Screening Heterogeneity In: Staff Working Papers.
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2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
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paper2
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2017A Barometer of Canadian Financial System Vulnerabilities In: Staff Analytical Notes.
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2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation In: Staff Analytical Notes.
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paper1
2018How to Manage Macroeconomic and Financial Stability Risks: A New Framework In: Staff Analytical Notes.
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2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
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2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities In: Staff Analytical Notes.
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2013Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations. In: Working papers.
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2014Bank Capital Adjustment Process and Aggregate Lending. In: Working papers.
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paper3
2014Macroprudential framework:key questions applied to the French case. In: Occasional papers.
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paper5
2017A financial stress index for the United Kingdom In: Bank of England working papers.
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paper0
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations In: PSE Working Papers.
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2015Do Publicly Owned Banks Lend Against the Wind? In: International Journal of Central Banking.
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article5

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