Helmut Elsinger : Citation Profile

Are you Helmut Elsinger?

Oesterreichische Nationalbank

8

H index

7

i10 index

1014

Citations

RESEARCH PRODUCTION:

19

Articles

11

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 50
   Journals where Helmut Elsinger has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 9 (0.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pel56
   Updated: 2022-06-25    RAS profile: 2021-08-02    
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Relations with other researchers

Works with:

Zulehner, Christine (4)

Schmidt-Dengler, Philipp (4)

Fessler, Pirmin (3)

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

Is cited by:

battiston, stefano (23)

León, Carlos (21)

Aldasoro, Iñaki (19)

Tabak, Benjamin (18)

Gallegati, Mauro (14)

Kok, Christoffer (14)

Kapadia, Sujit (12)

BORIO, Claudio (11)

Yoon, Seong-Min (11)

Silva, Thiago (11)

Guerra, Solange (10)

Cites to:

Matilla-García, Mariano (9)

Summer, Martin (7)

Degryse, Hans (7)

Lehar, Alfred (6)

Ruiz Marin, Manuel (5)

Rochet, Jean (5)

FREIXAS, XAVIER (5)

Upper, Christian (4)

Angelini, Paolo (4)

DE BANDT, OLIVIER (3)

Noe, Thomas (3)

Main data

Where Helmut Elsinger has published?

Journals with more than one article published# docs
Financial Stability Report7
Monetary Policy & the Economy4

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)6

Recent works citing Helmut Elsinger (2021 and 2020)

YearTitle of citing document
2020An 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.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2021Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

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2021Computation of systemic risk measures: a mixed-integer linear programming approach. (2019). Meimanjanov, Nurtai ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:1903.08367.

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2020Risk-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.

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2021Equilibria and Systemic Risk in Saturated Networks. (2019). Fagnani, Fabio ; Como, Giacomo ; Massai, Leonardo . In: Papers. RePEc:arx:papers:1912.04815.

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2020Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07566.

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2020Real implications of Quantitative Easing in the euro area: a complex-network perspective. (2020). battiston, stefano ; Perillo, Chiara . In: Papers. RePEc:arx:papers:2004.09418.

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2020The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399.

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2021A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2020Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066.

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2020An 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.

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2020Sequential Defaulting in Financial Networks. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2011.10485.

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2021The 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.

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2022Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872.

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2021Limit Theorems for Default Contagion and Systemic Risk. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2104.00248.

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2021Financial Network Games. (2021). Zhou, Hao ; Kyropoulou, Maria ; Kanellopoulos, Panagiotis . In: Papers. RePEc:arx:papers:2107.06623.

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2022Decentralized Payment Clearing using Blockchain and Optimal Bidding. (2021). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: Papers. RePEc:arx:papers:2109.00446.

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2021Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2021Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824.

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2022When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2022Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898.

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2022Propagation 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.

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2022Bankruptcy 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.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2021Does 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.

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2021Network 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.

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2020Las 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.

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2020Securities 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.

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2020A Continuous-Time Model of Financial Clearing. (2020). Sonin, Konstantin. In: Working Papers. RePEc:bfi:wpaper:2020-101.

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2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

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2020Comparison 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.

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2020Network 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.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897.

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2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

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2021Solvency 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.

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2020Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274.

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2020Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220.

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2020Cross-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.

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2020Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499.

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2021Banks’ 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.

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2020Business 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.

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2020What 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.

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2021Network 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.

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2020Collateral 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.

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2020Interconnectedness 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.

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2020Spillovers 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.

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2020Risk 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.

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2020Characteristics 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.

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2020The 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.

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2020Does 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.

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2020Do 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.

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2020The 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.

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2020A 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.

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2020Credit 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.

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2021Tail 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.

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2021Leverage 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.

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2020Financial 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.

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2020The 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.

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2021From 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.

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2021The 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.

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2021Quantification 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.

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2021Systemic 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.

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2021CoMap: 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.

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2021Exchange 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.

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2021Pan-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.

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2020Interbank 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.

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2021Complexity, 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.

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2021Network 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.

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2021A 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.

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2021Arbitrage 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.

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2022Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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2021Systemically 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.

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2021Citation 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.

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2021A 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.

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2021Solvency 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.

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2022Defense 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.

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2022From 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.

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2020Liquidity 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.

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2020Credit 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.

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2021In 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.

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2021On 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.

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2020Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868.

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2021Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185.

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2022Collateralized networks. (2020). Young, Hobart ; Glasserman, Paul ; Ghamami, Samim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107496.

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2020Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581.

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2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17.

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2020Controlled 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.

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2020From 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.

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2021Modeling 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.

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2021.

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2021.

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2020Bank 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.

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2021Systemic 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.

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2020Liquidity, 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.

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2020Liquidity, Interbank Network Topology and Bank Capital. (2020). Mahdavi Ardekani, Aref. In: Post-Print. RePEc:hal:journl:halshs-02967226.

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2021Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599.

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2020Default 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.

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More than 100 citations found, this list is not complete...

Works by Helmut Elsinger:

YearTitleTypeCited
2019Competition in Treasury Auctions In: American Economic Journal: Microeconomics.
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2015Competition in Treasury Auctions.(2015) In: CEPR Discussion Papers.
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2016Competition in Treasury Auctions.(2016) In: Working Papers.
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2016Competition in Treasury Auctions.(2016) In: WIFO Working Papers.
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2016Competition in treasury auctions.(2016) In: SAFE Working Paper Series.
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2013Comment on: A new test for chaos and determinism based on symbolic dynamics In: Journal of Economic Behavior & Organization.
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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]		article153
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
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2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]		article346
2002Risk Assessment for Banking Systems.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 346		paper
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article27
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
[Full Text][Citation analysis]		article7
2004An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report.
[Full Text][Citation analysis]		article50
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]		article2
2018Nonperforming exposures of Austrian banks – decomposing aggregate measures In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2021The calm before the storm? Insolvencies during the COVID-19 pandemic 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]		article8
2010Determinants of Price Comparison and Supplier Switching Rates in Selected Sectors In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article2
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]		paper42
2010Independence Tests based on Symbolic Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper5
2020Serial Correlation in Contingency Tables In: Working Papers.
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2001Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers.
[Full Text][Citation analysis]		paper13
2018The Strategic Role of Dividends and Debt in Markets with Imperfect Competition In: Dynamic Games and Applications.
[Full Text][Citation analysis]		article2
2004Network topology of the interbank market In: Quantitative Finance.
[Full Text][Citation analysis]		article354
2013Competition in Austrian Treasury Auctions In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]		paper0

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