8
H index
7
i10 index
1014
Citations
Oesterreichische Nationalbank | 8 H index 7 i10 index 1014 Citations RESEARCH PRODUCTION: 19 Articles 11 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Helmut Elsinger. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Financial Stability Report | 7 |
Monetary Policy & the Economy | 4 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 6 |
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2020 | An approach to measuring credit risk in a banking institution from Romania. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:65-78. Full description at Econpapers || Download paper | |
2022 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129. Full description at Econpapers || Download paper | |
2022 | Dynamic 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 | |
2021 | Pricing 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 | |
2021 | Computation of systemic risk measures: a mixed-integer linear programming approach. (2019). Meimanjanov, Nurtai ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:1903.08367. Full description at Econpapers || Download paper | |
2020 | Risk-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 | |
2021 | Equilibria and Systemic Risk in Saturated Networks. (2019). Fagnani, Fabio ; Como, Giacomo ; Massai, Leonardo . In: Papers. RePEc:arx:papers:1912.04815. Full description at Econpapers || Download paper | |
2020 | Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07566. Full description at Econpapers || Download paper | |
2020 | Real implications of Quantitative Easing in the euro area: a complex-network perspective. (2020). battiston, stefano ; Perillo, Chiara . In: Papers. RePEc:arx:papers:2004.09418. Full description at Econpapers || Download paper | |
2020 | The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399. Full description at Econpapers || Download paper | |
2021 | A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364. Full description at Econpapers || Download paper | |
2020 | Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066. Full description at Econpapers || Download paper | |
2020 | An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212. Full description at Econpapers || Download paper | |
2020 | Sequential Defaulting in Financial Networks. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2011.10485. Full description at Econpapers || Download paper | |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper | |
2022 | Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper | |
2021 | Limit Theorems for Default Contagion and Systemic Risk. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2104.00248. Full description at Econpapers || Download paper | |
2021 | Financial Network Games. (2021). Zhou, Hao ; Kyropoulou, Maria ; Kanellopoulos, Panagiotis . In: Papers. RePEc:arx:papers:2107.06623. Full description at Econpapers || Download paper | |
2022 | Decentralized Payment Clearing using Blockchain and Optimal Bidding. (2021). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: Papers. RePEc:arx:papers:2109.00446. Full description at Econpapers || Download paper | |
2021 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2021 | Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824. Full description at Econpapers || Download paper | |
2022 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
2022 | Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898. Full description at Econpapers || Download paper | |
2022 | Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk. (2022). Hinterplattner, Melanie ; Diem, Christian ; Schueller, William ; Thurner, Stefan ; Gerschberger, Markus ; Conrady, Beate ; Stangl, Johannes. In: Papers. RePEc:arx:papers:2201.13325. Full description at Econpapers || Download paper | |
2022 | Bankruptcy Prediction via Mixing Intra-Risk and Spillover-Risk. (2022). Zhao, YU ; Kou, Gang ; Liu, JI ; Zhuang, Fuzhen ; Yang, Qing ; Guo, YU ; Wei, Shaopeng. In: Papers. RePEc:arx:papers:2202.03874. Full description at Econpapers || Download paper | |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488. Full description at Econpapers || Download paper | |
2021 | Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557. Full description at Econpapers || Download paper | |
2021 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2021). Forte, Federico ; Montes-Rojas, Gabriel ; Elosegui, Pedro. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202196. Full description at Econpapers || Download paper | |
2020 | Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Cadena-Silva, Carlos ; Leon, Carlos ; Mario-Martinez, Ricardo. In: Borradores de Economia. RePEc:bdr:borrec:1101. Full description at Econpapers || Download paper | |
2020 | Securities cross-holding in the Colombian financial system: A topological approach. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1134. Full description at Econpapers || Download paper | |
2020 | A Continuous-Time Model of Financial Clearing. (2020). Sonin, Konstantin. In: Working Papers. RePEc:bfi:wpaper:2020-101. Full description at Econpapers || Download paper | |
2020 | Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908. Full description at Econpapers || Download paper | |
2020 | Comparison of Two Network-Theory-Based Methods for detecting Functional Regions. (2020). Miha, Konjar ; Eloy, Hontoria ; Alberto, Garre ; Samo, Drobne. In: Business Systems Research. RePEc:bit:bsrysr:v:11:y:2020:i:2:p:21-35:n:3. Full description at Econpapers || Download paper | |
2020 | Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1181-1204. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897. Full description at Econpapers || Download paper | |
2021 | On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906. Full description at Econpapers || Download paper | |
2021 | Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience. (2021). Nahai-Williamson, Paul ; Abduraimova, Kumushoy. In: Bank of England working papers. RePEc:boe:boeewp:0909. Full description at Econpapers || Download paper | |
2020 | Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274. Full description at Econpapers || Download paper | |
2020 | Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220. Full description at Econpapers || Download paper | |
2020 | Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242. Full description at Econpapers || Download paper | |
2020 | Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499. Full description at Econpapers || Download paper | |
2021 | Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179. Full description at Econpapers || Download paper | |
2020 | Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476. Full description at Econpapers || Download paper | |
2020 | What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683. Full description at Econpapers || Download paper | |
2021 | Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609. Full description at Econpapers || Download paper | |
2020 | Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645. Full description at Econpapers || Download paper | |
2020 | Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047. Full description at Econpapers || Download paper | |
2020 | Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169. Full description at Econpapers || Download paper | |
2020 | Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704. Full description at Econpapers || Download paper | |
2020 | Characteristics of the global copper raw materials and scrap trade systems and the policy impacts of Chinas import ban. (2020). Chen, Wei-Qiang ; Lim, Ming K ; Wang, Chao ; Hu, Xiaoqian. In: Ecological Economics. RePEc:eee:ecolec:v:172:y:2020:i:c:s0921800919314119. Full description at Econpapers || Download paper | |
2020 | The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | |
2020 | Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145. Full description at Econpapers || Download paper | |
2020 | Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803. Full description at Econpapers || Download paper | |
2020 | The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332. Full description at Econpapers || Download paper | |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers || Download paper | |
2020 | Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks. (2020). Kanno, Masayasu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302003. Full description at Econpapers || Download paper | |
2021 | Tail risk contagion between international financial markets during COVID-19 pandemic. (2021). Li, Aihua ; Guo, Yanhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302908. Full description at Econpapers || Download paper | |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper | |
2020 | Financial networks and systemic risk in Chinas banking system. (2020). Sun, Lixin. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930368x. Full description at Econpapers || Download paper | |
2020 | The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556. Full description at Econpapers || Download paper | |
2021 | From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029. Full description at Econpapers || Download paper | |
2021 | The intrafirm complexity of systemically important financial institutions. (2021). Leibon, G ; Foti, N J ; Rockmore, D N ; Lumsdaine, R L ; Farmer, J D. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301030. Full description at Econpapers || Download paper | |
2021 | Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108. Full description at Econpapers || Download paper | |
2021 | Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121. Full description at Econpapers || Download paper | |
2021 | CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170. Full description at Econpapers || Download paper | |
2021 | Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486. Full description at Econpapers || Download paper | |
2021 | Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU. (2021). Kanga, Kouame Desire ; Sene, Babacar ; Saidane, Dhafer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001220. Full description at Econpapers || Download paper | |
2020 | Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942. Full description at Econpapers || Download paper | |
2021 | Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800. Full description at Econpapers || Download paper | |
2021 | Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2021 | A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156. Full description at Econpapers || Download paper | |
2021 | Arbitrage concepts under trading restrictions in discrete-time financial markets. (2021). Runggaldier, Wolfgang J ; Fontana, Claudio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:66-80. Full description at Econpapers || Download paper | |
2022 | Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77. Full description at Econpapers || Download paper | |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773. Full description at Econpapers || Download paper | |
2021 | Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172. Full description at Econpapers || Download paper | |
2021 | A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883. Full description at Econpapers || Download paper | |
2021 | Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015. Full description at Econpapers || Download paper | |
2022 | Defense strategies against cascading failures in networks: “Too-big-to-fail” and “too-small-to-fail”. (2022). Kim, Beom Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007615. Full description at Econpapers || Download paper | |
2022 | From random failures to targeted attacks in network dismantling. (2022). Zanin, Massimiliano ; Sun, Xiaoqian ; Lin, Wei ; Wandelt, Sebastian. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:218:y:2022:i:pa:s0951832021006335. Full description at Econpapers || Download paper | |
2020 | Liquidity policies and financial fragility. (2020). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:135-153. Full description at Econpapers || Download paper | |
2020 | Credit rating migration risk and interconnectedness in a corporate lending network. (2020). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310487. Full description at Econpapers || Download paper | |
2021 | In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829. Full description at Econpapers || Download paper | |
2021 | On the upside or flipside: Where is venture capital positioned in the era of digital disruptions?. (2021). Zada, Shehnaz Sahib ; Hameed, Affan ; Khan, Zafir Ullah. In: Technology in Society. RePEc:eee:teinso:v:65:y:2021:i:c:s0160791x21000300. Full description at Econpapers || Download paper | |
2020 | Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868. Full description at Econpapers || Download paper | |
2021 | Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185. Full description at Econpapers || Download paper | |
2022 | Collateralized networks. (2020). Young, Hobart ; Glasserman, Paul ; Ghamami, Samim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107496. Full description at Econpapers || Download paper | |
2020 | Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581. Full description at Econpapers || Download paper | |
2021 | Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17. Full description at Econpapers || Download paper | |
2020 | Controlled Impedance-Admittance-Torque Nonlinear Modeling and Analysis of Modern Power Systems. (2020). Alexandridis, Antonio T ; Papageorgiou, Panos C. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2461-:d:357703. Full description at Econpapers || Download paper | |
2020 | From Big Data to Econophysics and Its Use to Explain Complex Phenomena. (2020). , Hernane ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:153-:d:383955. Full description at Econpapers || Download paper | |
2021 | Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:351-:d:606264. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2020 | Bank Risk Determinants in Latin America. (2020). Baselga-Pascual, Laura ; Martinez-Malvar, Maria. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:94-:d:409891. Full description at Econpapers || Download paper | |
2021 | Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194. Full description at Econpapers || Download paper | |
2020 | Liquidity, Interbank Network Topology and Bank Capital. (2020). Mahdavi Ardekani, Aref. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02967226. Full description at Econpapers || Download paper | |
2020 | Liquidity, Interbank Network Topology and Bank Capital. (2020). Mahdavi Ardekani, Aref. In: Post-Print. RePEc:hal:journl:halshs-02967226. Full description at Econpapers || Download paper | |
2021 | Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599. Full description at Econpapers || Download paper | |
2020 | Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. (2020). Battiston, Stefano ; Seuken, Sven ; Schuldenzucker, Steffen. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:1981-1998. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2019 | Competition in Treasury Auctions In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 0 |
2015 | Competition in Treasury Auctions.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Competition in Treasury Auctions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Competition in Treasury Auctions.(2016) In: WIFO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Competition in treasury auctions.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Comment on: A new test for chaos and determinism based on symbolic dynamics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2013 | Comment on: A non-parametric spatial independence test using symbolic entropy In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 1 |
2006 | Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 153 |
2005 | Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 153 | paper | |
2006 | Risk Assessment for Banking Systems In: Management Science. [Full Text][Citation analysis] | article | 346 |
2002 | Risk Assessment for Banking Systems.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
2006 | Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 27 |
2002 | A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report. [Full Text][Citation analysis] | article | 7 |
2004 | An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report. [Full Text][Citation analysis] | article | 50 |
2010 | The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2016 | Corporate 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] | article | 2 |
2018 | Digitalization in financial services and household finance: fintech, financial literacy and financial stability In: Financial Stability Report. [Full Text][Citation analysis] | article | 2 |
2018 | Nonperforming exposures of Austrian banks – decomposing aggregate measures In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2021 | The calm before the storm? Insolvencies during the COVID-19 pandemic In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2007 | Bidding Behavior in Austrian Treasury Bond Auctions In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 8 |
2010 | Determinants of Price Comparison and Supplier Switching Rates in Selected Sectors In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 2 |
2010 | Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2014 | Toward 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] | article | 0 |
2009 | Financial Networks, Cross Holdings, and Limited Liability In: Working Papers. [Full Text][Citation analysis] | paper | 42 |
2010 | Independence Tests based on Symbolic Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Serial Correlation in Contingency Tables In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | The Strategic Role of Dividends and Debt in Markets with Imperfect Competition In: Dynamic Games and Applications. [Full Text][Citation analysis] | article | 2 |
2004 | Network topology of the interbank market In: Quantitative Finance. [Full Text][Citation analysis] | article | 354 |
2013 | Competition in Austrian Treasury Auctions In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team