José Fique : Citation Profile


Are you José Fique?

European Commission

2

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 12
   Journals where José Fique has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi335
   Updated: 2020-06-20    RAS profile: 2019-05-12    
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Relations with other researchers


Works with:

Salakhova, Dilyara (2)

Lelyveld, Iman (2)

Banai, Adam (2)

Garratt, Rodney (2)

Nobili, Stefano (2)

Silvestri, Laura (2)

Anand, Kartik (2)

Halaj, Grzegorz (2)

Silva, Thiago (2)

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

Is cited by:

Kobayashi, Teruyoshi (3)

Silva, Thiago (2)

Tabak, Benjamin (2)

Lelyveld, Iman (2)

Fricke, Daniel (2)

Carreno, Jose (1)

Kojaku, Sadamori (1)

Bakoush, Mohamed (1)

Guerra, Solange (1)

Bräuning, Falk (1)

TARAZI, Amine (1)

Cites to:

Lelyveld, Iman (6)

Castiglionesi, Fabio (5)

Rochet, Jean (5)

Halaj, Grzegorz (4)

Upper, Christian (4)

Pelizzon, Loriana (4)

Anand, Kartik (4)

Feriozzi, Fabio (4)

FREIXAS, XAVIER (3)

Acharya, Viral (3)

Kok, Christoffer (3)

Main data


Where José Fique has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada2

Recent works citing José Fique (2018 and 2017)


YearTitle of citing document
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1708.01561.

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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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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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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.

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2018The Framework for Risk Identification and Assessment. (2018). Traclet, Virginie ; MacDonald, Cameron. In: Technical Reports. RePEc:bca:bocatr:113.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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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.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Distinguin, Isabelle ; Ardekani, Aref Mahdavi. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2020Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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2019Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

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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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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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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.

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2018Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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Works by José Fique:


YearTitleTypeCited
2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0 In: Technical Reports.
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paper2
2016A Microfounded Design of Interconnectedness-Based Macroprudential Policy In: Staff Working Papers.
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paper0
2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data In: Staff Working Papers.
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paper0
2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
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article22
2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
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