Thibaut Duprey : Citation Profile


Are you Thibaut Duprey?

Bank of Canada (95% share)

5

H index

1

i10 index

95

Citations

RESEARCH PRODUCTION:

2

Articles

22

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 13
   Journals where Thibaut Duprey has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 10 (9.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu324
   Updated: 2020-11-21    RAS profile: 2020-08-06    
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Relations with other researchers


Works with:

Klaus, Benjamin (5)

Peltonen, Tuomas (3)

Ueberfeldt, Alexander (2)

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

Is cited by:

Foresti, Pasquale (3)

Peltonen, Tuomas (3)

Loisel, Stéphane (3)

Parisi, Laura (3)

Kisten, Theshne (3)

Davis, E (3)

Borel-Mathurin, Fabrice (3)

Napolitano, Oreste (3)

De Grauwe, Paul (3)

von Schweinitz, Gregor (3)

Canale, Rosaria Rita (3)

Cites to:

Drehmann, Mathias (13)

BORIO, Claudio (8)

Tsatsaronis, Kostas (7)

Taylor, Alan (6)

Jorda, Oscar (6)

Klaus, Benjamin (6)

CLERC, Laurent (6)

Schularick, Moritz (6)

Saurina, Jesús (5)

Shin, Hyun Song (5)

Repullo, Rafael (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 Canada4
Working Paper Series / European Central Bank2
Working Papers / HAL2
PSE-Ecole d'conomie de Paris (Postprint) / HAL2

Recent works citing Thibaut Duprey (2020 and 2019)


YearTitle of citing document
2019Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-02.

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2020Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04.

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2019Banking Sector Instability and Economic Growth: Evidence from Turkey. (2019). Author-Namemurat, Yilmaz Bayar. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:263-274.

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2019Technological Progress and Monetary Policy: Managing the Fourth Industrial Revolution. (2019). Poloz, Stephen S. In: Discussion Papers. RePEc:bca:bocadp:19-11.

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2020The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007.

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2019An indicator of macro-financial stress for Italy. (2019). Venditti, Fabrizio ; Miglietta, Arianna. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_497_19.

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2019Financial Conditions and Growth at Risk in Italy. (2019). Miglietta, Arianna ; del Vecchio, Leonardo ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1242_19.

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2019Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Raja, Akash ; Oneill, Cian ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0824.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2020SME lending and banking system stability: Some mechanisms at work. (2020). Mehrotra, Aaron ; Brei, Michael ; Gadanecz, Blaise. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014118303789.

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2019Does machine learning help us predict banking crises?. (2019). von Schweinitz, Gregor ; List, Sophia ; Beutel, Johannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308918305801.

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2019Regulatory responses to banking crisis: Lessons from Japan. (2019). Imai, Masami. In: Global Finance Journal. RePEc:eee:glofin:v:39:y:2019:i:c:p:10-16.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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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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2019Time-varying government spending multipliers in the UK. (2019). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:180-197.

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2019The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Barkat, Karim ; Jarallah, Shaif ; Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2019Assessment of Cross-Border Transmission of Systemic Financial Risk in EU Countries. (2019). Seryakova, Ekaterina V ; Karminsky, Alexander M. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190509:p:119-129.

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2019The OFR Financial Stress Index. (2019). Monin, Phillip J. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:25-:d:209064.

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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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2020A New Financial Stress Index for Ukraine. (2020). Filatov, Vladyslav. In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2020.

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2020Bank funding and liquidity in an emerging market. (2020). Dang, Van Dan. In: International Journal of Economic Policy in Emerging Economies. RePEc:ids:ijepee:v:13:y:2020:i:3:p:256-272.

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2019Reassessing the Role of State-Owned Enterprises in Central, Eastern and Southeastern Europe. (2019). Weber, Sebastian ; Richmond, Christine ; Turk, Rima ; Roaf, James ; Parodi, Francisco J ; Dohlman, Peter ; Benedek, Dora. In: IMF Departmental Papers / Policy Papers. RePEc:imf:imfdep:19/11.

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2019The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles. (2019). Theobald, Thomas ; Ruzicka, Josef ; Fiedler, Jakob. In: IMK Working Paper. RePEc:imk:wpaper:198-2019.

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2020Markov-Switching Model of Family Income Quintile Shares. (2020). Papanikolaou, Nikolaos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:2:d:10.1007_s11293-020-09664-4.

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2020The amplifier/divider mechanism of the financial cycle. (2020). CHAFIK, Omar. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00448-z.

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2019Identifying Networks in Social Media: The case of #Grexit. (2019). Magkonis, Georgios ; Jackson, Karen. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:1:d:10.1007_s11067-018-9399-9.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046.

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2019Reserve requirements as a financial stability instrument.. (2019). Gondo Mori, Rocio ; Martinez, Berenice ; Cantu, Carlos. In: Working Papers. RePEc:rbp:wpaper:2019-014.

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2019Real-time signals anticipating credit booms in Euro Area countries. (2019). Lucidi, Francesco Simone. In: Working Papers. RePEc:sap:wpaper:wp189.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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

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2019What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444.

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Works by Thibaut Duprey:


YearTitleTypeCited
2020Canadian Financial Stress and Macroeconomic Conditions In: Discussion Papers.
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paper4
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
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paper51
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: 51
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: 51
article
2016Bank Screening Heterogeneity In: Staff Working Papers.
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paper0
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
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paper5
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: 5
paper
2020Managing GDP Tail Risk In: Staff Working Papers.
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paper0
2017A Barometer of Canadian Financial System Vulnerabilities In: Staff Analytical Notes.
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paper0
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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paper6
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
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paper0
2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities In: Staff Analytical Notes.
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paper2
2013Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations. In: Working papers.
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paper0
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: PSE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
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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paper6
2017A financial stress index for the United Kingdom In: Bank of England working papers.
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paper3
2015Do publicly owned banks lend against the wind? In: Post-Print.
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paper7
2015Do publicly owned banks lend against the wind?.(2015) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has another version. Agregated cites: 7
paper
2015Do Publicly Owned Banks Lend Against the Wind?.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 7
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2015Do Publicly Owned Banks Lend Against the Wind? In: PSE-Ecole d'économie de Paris (Postprint).
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paper4
2013Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle In: Working Papers.
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paper3

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