Gastón Andrés Giordana : Citation Profile


Are you Gastón Andrés Giordana?

Banque Centrale du Luxembourg

5

H index

1

i10 index

139

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

3

Chapters

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 9
   Journals where Gastón Andrés Giordana has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 8 (5.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi135
   Updated: 2023-01-28    RAS profile: 2022-11-08    
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Relations with other researchers


Works with:

Ziegelmeyer, Michael (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gastón Andrés Giordana.

Is cited by:

Drehmann, Mathias (6)

Lang, Jan Hannes (6)

Juselius, John (5)

GARAPIN, Alexis (5)

Pirovano, Mara (5)

Ambec, Stefan (5)

Reynaud, Arnaud (4)

BORIO, Claudio (4)

Klaus, Benjamin (3)

Bolle, Friedel (3)

Duprey, Thibaut (3)

Cites to:

Reinhart, Carmen (12)

Bernanke, Ben (10)

Gertler, Mark (10)

Drehmann, Mathias (9)

Terrones, Marco (9)

Kaminsky, Graciela (8)

Gambacorta, Leonardo (8)

Vermeulen, Philip (7)

Albacete, Nicolas (7)

Chatelain, Jean-Bernard (7)

Segerson, Kathleen (6)

Main data


Where Gastón Andrés Giordana has published?


Working Papers Series with more than one paper published# docs
BCL working papers / Central Bank of Luxembourg11

Recent works citing Gastón Andrés Giordana (2022 and 2021)


YearTitle of citing document
2021CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132.

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2022Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22.

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2022When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2022When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004.

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2021Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/03.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2022Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2022Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229.

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2021Predicting bankruptcy of local government: A machine learning approach. (2021). Lagravinese, Raffaele ; Resce, Giuliano ; Antulov-Fantulin, Nino. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:681-699.

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2021Does investor sentiment affect bank stability? International evidence from lending behavior. (2021). Suarez, Nuria ; Ferrer, Elena ; Cubillas, Elena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620303077.

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2021.

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2022Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023.

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2022Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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2021The Effect of Liquidity According to the Requirements of the Basel III Committee on the Profitability of Banks: Evidence from Saudi Banks. (2021). Alyousef, Shikhah ; Altahtamouni, Farouq. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:ix:y:2021:i:2:p:439-463.

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2021Idiosyncratic Viral Loss Theory: Systemic Operational Losses in Banks. (2021). Velez, Sophia Beckett. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:82-:d:501400.

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2021Modeling of Bank Credit Risk Management Using the Cost Risk Model. (2021). Drobyazko, Svetlana ; Nehoda, Yuliia ; Yanenkova, Iryna ; Berezovska, Lyudmyla ; Zavhorodnii, Andrii. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:211-:d:549906.

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2022COVID-19 and the Mortgage Market in Luxembourg. (2022). Huyen, Thi Thu ; Perray, Pauline ; Koulischer, Franois. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:114-:d:762162.

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2021Liquidity Regulation and Bank Risk. (2021). TARAZI, Amine ; Ananou, Foly ; Wilson, John ; Chronopoulos, Dimitris. In: Working Papers. RePEc:hal:wpaper:hal-03366418.

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2021Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197.

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2022Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-007.

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2021Systemic risk, real GDP growth, and sentiment. (2021). Zervopoulos, Panagiotis ; Kanas, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00952-3.

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2022A stress testing framework for the Maltese household sector. (2022). Georgakopoulus, Ilias ; Abela, Kirsten. In: CBM Working Papers. RePEc:mlt:wpaper:0422.

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2021Banks behavior patterns as a response to the population financial activity in the macroeconomic shocks in Russia. (2021). Tregubova, A ; Alifanova, E ; Evlakhova, YU. In: Journal of the New Economic Association. RePEc:nea:journl:y:2021:i:50:p:74-95.

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2021Are CESEE borrowers at risk? COVID-19 implications in a stress test analysis. (2021). Riedl, Aleksandra. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2021:i:q1/21:b:2.

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2021Early Warning Models of Banking Crises: VIX and High Profits. (2021). Pietrzak, Marcin ; Babua, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:4:p:381-403.

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2021Model-based indicators for the identification of cyclical systemic risk. (2021). Mencia, Javier ; Galan, Jorge E. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-01993-2.

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2021When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:5-39.

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2021The impact of borrower-based instruments on household vulnerability in Germany. (2021). Ludwig, Johannes ; Vogel, Edgar ; Barasinska, Nataliya. In: Discussion Papers. RePEc:zbw:bubdps:202021.

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Works by Gastón Andrés Giordana:


YearTitleTypeCited
2010Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources In: Agricultural and Resource Economics Review.
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article5
2010Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources.(2010) In: Agricultural and Resource Economics Review.
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This paper has another version. Agregated cites: 5
article
2007Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation In: Economic Theory and Applications Working Papers.
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paper6
2013Fixed instruments to cope with stock externalities: an experimental evaluation.(2013) In: Chapters.
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This paper has another version. Agregated cites: 6
chapter
2007Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2011The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study In: BCL working papers.
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paper5
2011The Leverage Cycle in Luxembourg?s Banking Sector In: BCL working papers.
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paper2
2012Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg In: BCL working papers.
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paper2
2012An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg In: BCL working papers.
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paper9
2017An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg.(2017) In: JRFM.
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This paper has another version. Agregated cites: 9
article
2016La provision forfaitaire permet-elle de réduire la procyclicalité de lactivité bancaire au Luxembourg ? In: BCL working papers.
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2016Characterising the financial cycle in Luxembourg In: BCL working papers.
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paper1
2017Household debt burden and financial vulnerability in Luxembourg In: BCL working papers.
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paper3
2017Household debt burden and financial vulnerability in Luxembourg.(2017) In: IFC Bulletins chapters.
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chapter
2018Stress testing household balance sheets in Luxembourg In: BCL working papers.
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paper9
2019Stress testing household balance sheets in Luxembourg.(2019) In: Working Paper Series.
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paper
2020Stress testing household balance sheets in Luxembourg.(2020) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 9
article
2019Why do social networks introduce virtual currencies? In: BCL working papers.
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paper0
2022Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg In: BCL working papers.
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2022Using household-level data to guide borrower-based macro-prudential policy In: BCL working papers.
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2013Regulatory instruments for monitoring ambient pollution In: Chapters.
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chapter4
2008Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation In: Working Papers.
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paper1
2013What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg In: Empirical Economics.
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article1
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
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paper87
2013Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III liquidity standards In: International Review of Applied Economics.
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article4
2016Welfare and Stochastic Dominance for the Measurement of Banks Domestic Systemic Importance: Analytical Framework and Application In: International Journal of Finance & Economics.
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