5
H index
1
i10 index
139
Citations
Banque Centrale du Luxembourg | 5 H index 1 i10 index 139 Citations RESEARCH PRODUCTION: 7 Articles 16 Papers 3 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gastón Andrés Giordana. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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BCL working papers / Central Bank of Luxembourg | 11 |
Year | Title of citing document |
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2021 | CREWS: 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 |
2022 | Calibrating 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 |
2022 | When 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 |
2021 | A 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 |
2022 | When 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 |
2021 | Interaction 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 |
2021 | A 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 |
2022 | Can 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 |
2021 | Identifying 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 |
2022 | Economic 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 |
2021 | Predicting 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 |
2021 | Does 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 |
2022 | Why 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 |
2022 | Measuring 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 |
2021 | The 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 |
2021 | Idiosyncratic 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 |
2021 | Modeling 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 |
2022 | COVID-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 |
2021 | Liquidity 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 |
2021 | Can 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 |
2022 | Early 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 |
2021 | Systemic 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 |
2022 | A 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 |
2021 | Banks 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 |
2021 | Are 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 |
2021 | Early 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 |
2021 | Model-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 |
2021 | When 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 |
2021 | The 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 |
Year | Title | Type | Cited |
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2010 | Do 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] | article | 5 |
2010 | Do 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 | |
2007 | Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation In: Economic Theory and Applications Working Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Fixed 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 | |
2007 | Fixed 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 | |
2011 | The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study In: BCL working papers. [Full Text][Citation analysis] | paper | 5 |
2011 | The Leverage Cycle in Luxembourg?s Banking Sector In: BCL working papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 2 |
2012 | An 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] | paper | 9 |
2017 | An 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 | |
2016 | La provision forfaitaire permet-elle de réduire la procyclicalité de lactivité bancaire au Luxembourg ? In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Characterising the financial cycle in Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Household debt burden and financial vulnerability in Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Household 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 | |
2018 | Stress testing household balance sheets in Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Stress testing household balance sheets in Luxembourg.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2020 | Stress 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 | |
2019 | Why do social networks introduce virtual currencies? In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Using household-level data to guide borrower-based macro-prudential policy In: BCL working papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Regulatory instruments for monitoring ambient pollution In: Chapters. [Full Text][Citation analysis] | chapter | 4 |
2008 | Wealthy 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] | paper | 1 |
2013 | What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 87 |
2013 | Bank 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] | article | 4 |
2016 | Welfare 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] | article | 0 |
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