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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi135
   Updated: 2023-01-28    RAS profile: 2022-11-08    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper6
2013Fixed instruments to cope with stock externalities: an experimental evaluation.(2013) In: Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		chapter
2007Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation.(2007) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper5
2011The Leverage Cycle in Luxembourg?s Banking Sector In: BCL working papers.
[Full Text][Citation analysis]		paper2
2012Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg In: BCL working papers.
[Full Text][Citation analysis]		paper2
2012An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg In: BCL working papers.
[Full Text][Citation analysis]		paper9
2017An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg.(2017) In: JRFM.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper0
2016Characterising the financial cycle in Luxembourg In: BCL working papers.
[Full Text][Citation analysis]		paper1
2017Household debt burden and financial vulnerability in Luxembourg In: BCL working papers.
[Full Text][Citation analysis]		paper3
2017Household debt burden and financial vulnerability in Luxembourg.(2017) In: IFC Bulletins chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		chapter
2018Stress testing household balance sheets in Luxembourg In: BCL working papers.
[Full Text][Citation analysis]		paper9
2019Stress testing household balance sheets in Luxembourg.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2020Stress testing household balance sheets in Luxembourg.(2020) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2019Why do social networks introduce virtual currencies? In: BCL working papers.
[Full Text][Citation analysis]		paper0
2022Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg In: BCL working papers.
[Full Text][Citation analysis]		paper0
2022Using household-level data to guide borrower-based macro-prudential policy In: BCL working papers.
[Full Text][Citation analysis]		paper0
2013Regulatory instruments for monitoring ambient pollution In: Chapters.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper1
2013What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg In: Empirical Economics.
[Full Text][Citation analysis]		article1
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper87
2013Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III liquidity standards In: International Review of Applied Economics.
[Full Text][Citation analysis]		article4
2016Welfare and Stochastic Dominance for the Measurement of Banks Domestic Systemic Importance: Analytical Framework and Application In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team