Helmut Elsinger : Citation Profile

Are you Helmut Elsinger?

Oesterreichische Nationalbank

7

H index

6

i10 index

637

Citations

RESEARCH PRODUCTION:

18

Articles

10

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 37
   Journals where Helmut Elsinger has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 6 (0.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel56
   Updated: 2019-11-16    RAS profile: 2019-03-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Schmidt-Dengler, Philipp (5)

Zulehner, Christine (5)

Fessler, Pirmin (2)

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

Is cited by:

León, Carlos (17)

Tabak, Benjamin (15)

Kapadia, Sujit (12)

Aldasoro, Iñaki (11)

Guerra, Solange (10)

Gallegati, Mauro (10)

BORIO, Claudio (10)

Delli Gatti, Domenico (10)

Lelyveld, Iman (9)

Drehmann, Mathias (8)

Stiglitz, Joseph (8)

Cites to:

Matilla-García, Mariano (9)

Summer, Martin (6)

Lehar, Alfred (6)

FREIXAS, XAVIER (5)

Degryse, Hans (5)

Ruiz Marin, Manuel (5)

Rochet, Jean (5)

Angelini, Paolo (4)

Upper, Christian (3)

DE BANDT, OLIVIER (3)

Noe, Thomas (3)

Main data

Where Helmut Elsinger has published?

Journals with more than one article published# docs
Financial Stability Report6
Monetary Policy & the Economy4

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)5

Recent works citing Helmut Elsinger (2019 and 2018)

YearTitle of citing document
2019Obligations with Physical Delivery in a Multi-Layered Financial Network. (2019). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1702.07936.

Full description at Econpapers || Download paper

2018Corporate payments networks and credit risk rating. (2018). Lillo, Fabrizio ; Letizia, Elisa. In: Papers. RePEc:arx:papers:1711.07677.

Full description at Econpapers || Download paper

2018Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

Full description at Econpapers || Download paper

2018Optimization of Fire Sales and Borrowing in Systemic Risk. (2018). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1802.04232.

Full description at Econpapers || Download paper

2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

Full description at Econpapers || Download paper

2018A dynamic network model to measure exposure diversification in the Austrian interbank market. (2018). Rastelli, Riccardo ; Hledik, Juraj. In: Papers. RePEc:arx:papers:1804.01367.

Full description at Econpapers || Download paper

2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1805.08544.

Full description at Econpapers || Download paper

2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

Full description at Econpapers || Download paper

2018Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

Full description at Econpapers || Download paper

2018Systemic Greeks: Measuring risk in financial networks. (2018). Stobbe, Julian ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:1810.11849.

Full description at Econpapers || Download paper

2019Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

Full description at Econpapers || Download paper

2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

Full description at Econpapers || Download paper

2018It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications. (2018). Kosenko, Konstantin ; Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.11.

Full description at Econpapers || Download paper

2018Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016024.

Full description at Econpapers || Download paper

2019Heterogeneity in Decentralized Asset Markets. (2019). Lester, Benjamin ; Weill, Pierre-Olivier ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14014.

Full description at Econpapers || Download paper

2019Overpricing in Spanish Treasury Auctions. (2019). Mazon, Cristina ; Alvarez, Francisco. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:alvarezmazon.

Full description at Econpapers || Download paper

2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Candelon, Bertrand ; Jots, Marc ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2.

Full description at Econpapers || Download paper

2019A flow network analysis of direct balance-sheet contagion in financial networks. (2019). Eboli, Mario. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:205-233.

Full description at Econpapers || Download paper

2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

Full description at Econpapers || Download paper

2019Modeling, analysis and mitigation of contagion in financial systems. (2019). Cheng, Xian ; Zhao, Haichuan. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:281-292.

Full description at Econpapers || Download paper

2018Trade credit contracting under asymmetric credit default risk: Screening, checking or insurance. (2018). Wang, Kai ; Peng, Jin ; Zhao, Ruiqing. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:554-568.

Full description at Econpapers || Download paper

2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

Full description at Econpapers || Download paper

2019Sharp asymptotics for large portfolio losses under extreme risks. (2019). Yang, Yang ; Tang, Zhaofeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:710-722.

Full description at Econpapers || Download paper

2018Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

Full description at Econpapers || Download paper

2018Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

Full description at Econpapers || Download paper

2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52.

Full description at Econpapers || Download paper

2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

Full description at Econpapers || Download paper

2018Interconnectedness as a source of uncertainty in systemic risk. (2018). Stiglitz, Joseph ; Battiston, Stefano ; Roukny, Tarik . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:93-106.

Full description at Econpapers || Download paper

2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

Full description at Econpapers || Download paper

2018The dark side of stress tests: Negative effects of information disclosure. (2018). Goncharenko, Roman ; Pinto, Roberto ; Hledik, Juraj. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:49-59.

Full description at Econpapers || Download paper

2019Network structures and credit risk in cross-shareholdings among listed Japanese companies. (2019). Kanno, Masayasu. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:17-31.

Full description at Econpapers || Download paper

2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

Full description at Econpapers || Download paper

2019Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

Full description at Econpapers || Download paper

2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

Full description at Econpapers || Download paper

2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:255-267.

Full description at Econpapers || Download paper

2018Network topology and systemic risk in Peer-to-Peer lending market. (2018). Li, Yuelei ; Xiong, Xiong ; Zhang, Xiaotao ; Hao, Aiting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:118-130.

Full description at Econpapers || Download paper

2019Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915.

Full description at Econpapers || Download paper

2019Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment. (2019). He, Yuanping ; Liu, Haifei ; Wang, Jiepeng ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:458-480.

Full description at Econpapers || Download paper

2018Exploring international economic integration through sukuk market connectivity: A network perspective. (2018). Asutay, Mehmet ; Hakim, Amira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:77-94.

Full description at Econpapers || Download paper

2018Macroprudential Regulation for the Chinese Banking Network System with Complete and Random Structures. (2018). Gao, Qianqian ; Jiang, Shanshan ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:69-:d:192698.

Full description at Econpapers || Download paper

2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

Full description at Econpapers || Download paper

2018Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

Full description at Econpapers || Download paper

2018Transfers processed by ACH Colombia: a network topology analysis. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Lecturas de Economía. RePEc:lde:journl:y:2018:i:88:p:109-153.

Full description at Econpapers || Download paper

2018Capital markets union: a more diverse financial landscape in the EU?. (2018). Beer, Christian ; Waschiczek, Walter. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2018:i:q2/18:b:4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019From sovereigns to banks: evidence on cross-border contagion. (2019). Mateus, Cesario ; Kalbaska, Alesia . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0068-1.

Full description at Econpapers || Download paper

2018Shock Diffusion in Regular Networks: The Role of Transitive Cycles. (2018). Tran, Dan ; Navarro, Noemí. In: MPRA Paper. RePEc:pra:mprapa:86267.

Full description at Econpapers || Download paper

2019Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize. (2019). Hanousek, Jan ; Trel, Jii ; Hukova, Marie ; Antoch, Jaromir. In: Politická ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1233:p:3-19.

Full description at Econpapers || Download paper

2018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

Full description at Econpapers || Download paper

2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

Full description at Econpapers || Download paper

2018A functional perspective on financial networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0210-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio. In: DEM Working Papers. RePEc:trn:utwprg:2018/06.

Full description at Econpapers || Download paper

2019Integration Among US Banks. (2019). Cotter, John ; Anand, Abhinav. In: Working Papers. RePEc:ucd:wpaper:201913.

Full description at Econpapers || Download paper

2019Interrelation between dividend policy and corporate reputation in Russian companies. (2019). Tkachenko, Irina N ; Levanova, Lidiya N ; Vavilina, Alla V. In: Upravlenets. RePEc:url:upravl:v:10:y:2019:i::p:14-23.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2019High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro. In: SAFE Working Paper Series. RePEc:zbw:safewp:244.

Full description at Econpapers || Download paper

Works by Helmut Elsinger:

YearTitleTypeCited
2019Competition in Treasury Auctions In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]		article0
2015Competition in Treasury Auctions.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Competition in Treasury Auctions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Competition in Treasury Auctions.(2016) In: WIFO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Competition in treasury auctions.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013Comment on: A new test for chaos and determinism based on symbolic dynamics In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2013Comment on: A non-parametric spatial independence test using symbolic entropy In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article1
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]		article73
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]		article253
2002Risk Assessment for Banking Systems.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 253		paper
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article21
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
[Full Text][Citation analysis]		article4
2004An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report.
[Full Text][Citation analysis]		article23
2010The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2016Corporate financing in Austria in the run-up to capital markets union (This study is also available in German) In: Financial Stability Report.
[Full Text][Citation analysis]		article2
2018Digitalization in financial services and household finance: fintech, financial literacy and financial stability In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2018Nonperforming exposures of Austrian banks – decomposing aggregate measures In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2007Bidding Behavior in Austrian Treasury Bond Auctions In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article4
2010Determinants of Price Comparison and Supplier Switching Rates in Selected Sectors In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1
2010Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2014Toward a European Banking Union: Taking Stock Summary of the 42nd OeNB Economics Conference in Vienna on May 12 and 13, 2014 In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2009Financial Networks, Cross Holdings, and Limited Liability In: Working Papers.
[Full Text][Citation analysis]		paper10
2010Independence Tests based on Symbolic Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2001Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers.
[Full Text][Citation analysis]		paper7
2018The Strategic Role of Dividends and Debt in Markets with Imperfect Competition In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article1
2004Network topology of the interbank market In: Quantitative Finance.
[Full Text][Citation analysis]		article237
2013Competition in Austrian Treasury Auctions In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]		paper0

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