Lucas Marc Fuhrer : Citation Profile


Are you Lucas Marc Fuhrer?

Schweizerische Nationalbank (SNB)

2

H index

2

i10 index

33

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 5
   Journals where Lucas Marc Fuhrer has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 6 (15.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfu165
   Updated: 2021-11-28    RAS profile: 2021-10-08    
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Relations with other researchers


Works with:

Tenhofen, Jörn (3)

Guggenheim, Basil (3)

Müller, Benjamin (2)

Jüttner, Matthias (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lucas Marc Fuhrer.

Is cited by:

Monnet, Cyril (4)

Gottardi, Piero (4)

Vari, Miklos (4)

Fuster, Andreas (3)

Nguyen, Benoît (3)

Towbin, Pascal (3)

Schelling, Tan (3)

Müller, Benjamin (2)

Giri, Federico (1)

Schumacher, Silvio (1)

Monnet, Eric (1)

Cites to:

Nyborg, Kjell (15)

Kraenzlin, Sébastien (14)

Schumacher, Silvio (10)

Fecht, Falko (8)

Nellen, Thomas (8)

Vayanos, Dimitri (6)

Guggenheim, Basil (6)

BORIO, Claudio (5)

Ranaldo, Angelo (5)

Altavilla, Carlo (5)

Grisse, Christian (5)

Main data


Where Lucas Marc Fuhrer has published?


Journals with more than one article published# docs
Swiss Journal of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank8

Recent works citing Lucas Marc Fuhrer (2021 and 2020)


YearTitle of citing document
2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

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2021Covid-19 policy measures to support bank lending. (2021). Onen, Mert ; Hardy, Bryan ; Casanova, Catherine. In: BIS Quarterly Review. RePEc:bis:bisqtr:2109d.

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2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2021The new normal during normal times - liquidity regulation and conventional monetary policy. (2021). Wrampelmeyer, Jan ; van Lelyveld, Iman ; Bonner, Clemens ; Kroon, Sinziana. In: DNB Working Papers. RePEc:dnb:dnbwpp:703.

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2021The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area. (2021). Veghazy, Alexia Ventula ; Kedan, Danielle. In: Working Paper Series. RePEc:ecb:ecbwps:20212515.

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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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2020The scarcity effect of QE on repo rates: Evidence from the euro area. (2020). Vari, Miklos ; Rahmouni-Rousseau, Imene ; Nguyen, Benoit ; Arrata, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:837-856.

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2021The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations. (2021). Vojtech, Cindy M ; Styczynski, Mary-Frances ; Rezende, Marcelo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300140.

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2021Collateral reuse, collateral mismatch, and financial crises. (2021). Park, Hyejin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:367-380.

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2021Monetary Policy under Subjective Beliefs of Banks: Optimal Central Bank Collateral Requirements. (2021). Boser, Florian. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:21-357.

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2020Collateral Re-use, Liquidity and Financial Stability. (2020). Accornero, Matteo. In: Working Papers. RePEc:saq:wpaper:10/20.

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2021Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment. (2021). Towbin, Pascal ; Schelling, Tan ; Fuster, Andreas. In: Working Papers. RePEc:snb:snbwpa:2021-10.

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2021Safe asset shortage and collateral reuse. (2021). Schneider, Michael ; Monch, Emanuel ; Jank, Stephan. In: Discussion Papers. RePEc:zbw:bubdps:392021.

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Works by Lucas Marc Fuhrer:


YearTitleTypeCited
2021Gilt auctions and secondary market dynamics In: Finance Research Letters.
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article1
2017The Liquidity Coverage Ratio and security prices In: Journal of Banking & Finance.
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article10
2016The Liquidity Coverage Ratio and Security Prices.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2018Liquidity in the repo market In: Journal of International Money and Finance.
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article0
2017Liquidity in the Repo Market.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Re-use of collateral in the repo market In: Working Papers.
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paper18
2016Re‐Use of Collateral in the Repo Market.(2016) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2018What do Swiss franc Libor futures really tell us? In: Working Papers.
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paper0
2019A survey-based estimation of the Swiss franc forward term premium.(2019) In: Swiss Journal of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2020Firms participation in the COVID-19 loan programme In: Working Papers.
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paper1
2021Firms’ participation in the Swiss COVID-19 loan programme.(2021) In: Swiss Journal of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2021The dynamics of bank rates in a negative-rate environment - the Swiss case In: Working Papers.
[Full Text][Citation analysis]
paper1
2021Real interest rates and demographic developments across generations: A panel-data analysis over two centuries In: Working Papers.
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paper0
2021Reserve tiering and the interbank market In: Working Papers.
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paper1
2021Central bank reserves and bank lending spreads In: Applied Economics Letters.
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article1

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