Bruno Eklund : Citation Profile


Are you Bruno Eklund?

5

H index

4

i10 index

164

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (1999 - 2011). See details.
   Cites by year: 13
   Journals where Bruno Eklund has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 1 (0.61 %)

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   Permalink: http://citec.repec.org/pek16
   Updated: 2019-11-16    RAS profile: 2016-10-09    
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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 Bruno Eklund.

Is cited by:

Teräsvirta, Timo (8)

Holt, Matthew (5)

Gersl, Adam (5)

Drehmann, Mathias (4)

Anand, Kartik (4)

Kapadia, Sujit (4)

Halaj, Grzegorz (4)

Seidler, Jakub (3)

Willison, Matthew (3)

Catani, Paul (3)

Alfarano, Simone (3)

Cites to:

Teräsvirta, Timo (5)

Pedersen, Lasse (4)

Hansen, Bruce (3)

Summer, Martin (2)

Shin, Hyun Song (2)

Enders, Walter (2)

Tse, Y. K. (2)

Lehar, Alfred (2)

Elsinger, Helmut (2)

Stringa, Marco (2)

Drehmann, Mathias (2)

Main data


Where Bruno Eklund has published?


Recent works citing Bruno Eklund (2018 and 2017)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2018A framework for simulating systemic risk and its application to the South African banking sector. (2018). van den Heever, Rolf ; van Zyl, Gusti ; Beyers, Conrad ; Walters, Nadine M. In: Papers. RePEc:arx:papers:1811.04223.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

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2017The Basel III net stable funding ratio adjustment speed and systemic risk. (2017). Ly, Kim Cuong ; Wang, Senyu ; Jiang, Yuxiang ; Chen, Zhizhen . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:169-182.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2018Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2018). Van Roy, Patrick ; Vespro, Cristina ; Ferrari, Stijn. In: Working Paper Research. RePEc:nbb:reswpp:201803-338.

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2018Macro stress testing in the banking system of China. (2018). Jiang, BO ; Wu, Zhongmin ; Philp, Bruce. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-017-0057-9.

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2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

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2018Measuring Systemic Risk on Indonesia’s Banking System. (2018). Mansur, Alfan. In: MPRA Paper. RePEc:pra:mprapa:93300.

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2018Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model. (2018). Tsoku, Johannes Tshepiso ; Moroke, Ntebogang Dinah ; Metsileng, Lebotsa Daniel. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:5:p:220-229.

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2017The impact of network inhomogeneities on contagion and system stability. (2017). Hubsch, Arnd ; Walther, Ursula . In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2401-y.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2017A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model. (2017). Teräsvirta, Timo ; Catani, Paul ; Yin, Meiqun ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:599-621.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2017A severity function approach to scenario selection. (2017). Mokinski, Frieder. In: Discussion Papers. RePEc:zbw:bubdps:342017.

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2018A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Roestel, Jan ; Herwartz, Helmut. In: Economics Working Papers. RePEc:zbw:cauewp:201808.

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Works by Bruno Eklund:


YearTitleTypeCited
2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
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paper116
2011Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has another version. Agregated cites: 116
chapter
2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
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This paper has another version. Agregated cites: 116
paper
2005Estimating confidence regions over bounded domains In: Computational Statistics & Data Analysis.
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article4
2003Estimating confidence regions over bounded domains.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1999A simple linear time series model with misleading nonlinear properties In: Economics Letters.
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article11
1999A Simple Linear Time Series Model with Misleading Nonlinear Properties.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2007Testing constancy of the error covariance matrix in vector models In: Journal of Econometrics.
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article8
2006Testing constancy of the error covariance matrix in vector models.(2006) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1999An ARCH Robust STAR Test In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
2003Testing the unit root hypothesis against the logistic smooth transition autoregressive model In: SSE/EFI Working Paper Series in Economics and Finance.
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paper10
2003A nonlinear alternative to the unit root hypothesis In: SSE/EFI Working Paper Series in Economics and Finance.
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paper11
2007Predicting recessions with leading indicators: An application on the Icelandic economy In: Economics.
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paper0
2007Forecasting the Icelandic business cycle using vector autoregressive models In: Economics.
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paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team