Helmut Elsinger : Citation Profile

Are you Helmut Elsinger?

Oesterreichische Nationalbank

7

H index

6

i10 index

588

Citations

RESEARCH PRODUCTION:

14

Articles

10

Papers

RESEARCH ACTIVITY:

   15 years (2001 - 2016). See details.
   Cites by year: 39
   Journals where Helmut Elsinger has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 6 (1.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pel56
   Updated: 2018-06-16    RAS profile: 2017-07-03    
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Relations with other researchers

Works with:

Zulehner, Christine (5)

Schmidt-Dengler, Philipp (5)

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

Is cited by:

Tabak, Benjamin (15)

León, Carlos (13)

Kapadia, Sujit (12)

BORIO, Claudio (11)

Aldasoro, Iñaki (10)

Gallegati, Mauro (10)

Delli Gatti, Domenico (10)

Guerra, Solange (10)

battiston, stefano (9)

Drehmann, Mathias (8)

von Peter, Goetz (8)

Cites to:

Matilla-García, Mariano (9)

Summer, Martin (7)

Rochet, Jean (6)

FREIXAS, XAVIER (6)

Lehar, Alfred (6)

Kastl, Jakub (5)

Angelini, Paolo (5)

Ruiz Marin, Manuel (5)

Noe, Thomas (4)

Eisenberg, Larry (4)

Degryse, Hans (3)

Main data

Where Helmut Elsinger has published?

Journals with more than one article published# docs
Financial Stability Report4
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 (2018 and 2017)

YearTitle of citing document
2017The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1511.08068.

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2017Systemic Risk Management in Financial Networks with Credit Default Swaps. (2017). Leduc, Matt V ; Thurner, Stefan ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1601.02156.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Chong, Carsten ; Kluppelberg, Claudia . In: Papers. RePEc:arx:papers:1702.04287.

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2017Obligations with Physical Delivery in a Multi-Layered Financial Network. (2017). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1702.07936.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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

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

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

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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.

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

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2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, Jose . In: Staff Working Papers. RePEc:bca:bocawp:17-30.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2017Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes. (2017). Ortega, Fabio ; León, Carlos ; Leon, Carlos . In: Borradores de Economia. RePEc:bdr:borrec:990.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2017The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo. In: Bank of England working papers. RePEc:boe:boeewp:0662.

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2017The Balancing Act: Household Indebtedness Over the Lifecycle. (2017). McIndoe-Calder, Tara ; Fasianos, Apostolos ; Lydon, Reamonn . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:04:p:46-61.

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2017The Role of Macroprudential Indicators in Monitoring Systemic Risk and Setting Policy. (2017). Ryan, Ellen . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:04:p:62-80.

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2017Monitoring Ireland’s Payments using TARGET2. (2017). O'Malley, Terry ; Lyons, Paul ; Downey, Claire . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:04:p:81-95.

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

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

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2017Incentivizing resilience in financial networks. (2017). Leduc, Matt V ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:44-66.

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2017Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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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.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Temizsoy, Asena ; Montes-Rojas, Gabriel ; Iori, Giulia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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

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

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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.

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

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

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2017Systemic interconnectedness among Asian Banks. (2017). Mensah, Jones Odei ; Premaratne, Gamini . In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:17-33.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017Bank networks: Contagion, systemic risk and prudential policy. (2017). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:164-188.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez. (2017). Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:68-70.

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2017Network topology analysis approach on China’s QFII stock investment behavior. (2017). He, Feng ; Cao, Xing ; Zhang, Yongjie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:77-88.

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2017From banks strategies to financial (in)stability. (2017). Tedeschi, Gabriele ; Berardi, Simone . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:255-272.

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2017Liquidity Networks in Banking. (2017). Orhun, Eda . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:2:p:104-118.

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2017Empirical network contagion for U.S. financial institutions. (2017). Duarte, Fernando ; Jones, Collin. In: Staff Reports. RePEc:fip:fednsr:826.

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2017Global Banking on the Financial Network Modelling: Sectorial Analysis. (2017). Said, Fathin Faizah. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9556-x.

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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.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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

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2017What is the financial sector’s contribution to the Austrian economy?. (2017). Beer, Christian ; Waschiczek, Walter . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2017:i:q2/17:b:3.

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2017Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

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2017Contagion in Derivatives Markets. (2017). Young, Peyton H ; Rajan, Sriram ; Paddrik, Mark. In: Economics Series Working Papers. RePEc:oxf:wpaper:839.

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2017Measuring bank contagion in Europe using binary spatial regression models. (2017). Calabrese, Raffaella ; Giudici, Paolo S ; Elkink, Johan A. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0189-4.

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

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2017Models of Insolvency Risk Analysis in Financial and Banking Institutions. (2017). Anghelache, Constantin ; Mirea, Maria ; Marinescu, Andreea Ioana . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:11:p:72-78.

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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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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.

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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.

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2017Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index. (2017). Li, Bing. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_5.

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2017Extreme Value Theory with an Application to Bank Failures through Contagion. (2017). Nikzad, Rashid ; McDonald, David . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_6.

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2017Can bank-specific variables predict contagion effects?. (2017). Sigmund, Michael ; Siebenbrunner, Christoph ; Kerbl, Stefan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:12:p:1805-1832.

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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.

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2018.

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2017The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20172.

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2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversification. (2017). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:166.

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Works by Helmut Elsinger:

YearTitleTypeCited
2015Competition in Treasury Auctions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Competition in Treasury Auctions.(2016) In: WIFO Working Papers.
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This paper has another version. Agregated cites: 0		paper
2016Competition in treasury auctions.(2016) In: SAFE Working Paper Series.
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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]		article66
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]		article160
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]		article21
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]		article1
2007Bidding Behavior in Austrian Treasury Bond Auctions In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article3
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.
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2009Financial Networks, Cross Holdings, and Limited Liability In: Working Papers.
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2010Independence Tests based on Symbolic Dynamics In: Working Papers.
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2016Competition in Treasury Auctions In: Working Papers.
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2001Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers.
[Full Text][Citation analysis]		paper7
2002Risk Assessment for Banking Systems In: Working Papers.
[Full Text][Citation analysis]		paper80
2004Network topology of the interbank market In: Quantitative Finance.
[Full Text][Citation analysis]		article214
2013Competition in Austrian Treasury Auctions In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]		paper0

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