Philipp Hartmann : Citation Profile


Are you Philipp Hartmann?

European Central Bank
Erasmus Universiteit Rotterdam
Centre for Economic Policy Research (CEPR)
Duisenberg School of Finance

14

H index

18

i10 index

1272

Citations

RESEARCH PRODUCTION:

13

Articles

20

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   16 years (1994 - 2010). See details.
   Cites by year: 79
   Journals where Philipp Hartmann has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 14 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha392
   Updated: 2021-03-01    RAS profile: 2017-09-22    
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Relations with other researchers


Works with:

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

Is cited by:

Chinn, Menzie (21)

Zhou, Chen (20)

Frankel, Jeffrey (19)

de Vries, Casper (18)

Papaioannou, Elias (17)

Portes, Richard (17)

Carletti, Elena (12)

Manganelli, Simone (12)

Dungey, Mardi (11)

Siourounis, Gregorios (11)

HERNANDO, IGNACIO (10)

Cites to:

Rochet, Jean (20)

FREIXAS, XAVIER (16)

de Vries, Casper (10)

Stulz, René (9)

Diamond, Douglas (9)

Reinhart, Carmen (7)

Bollerslev, Tim (7)

Rey, Helene (7)

Tirole, Jean (7)

Calomiris, Charles (7)

Kaminsky, Graciela (6)

Main data


Where Philipp Hartmann has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
Journal of Banking & Finance2

Recent works citing Philipp Hartmann (2021 and 2020)


YearTitle of citing document
2020Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2020TailCoR. (2020). Ley, Christophe ; Babi, Sladjana ; Veredas, David ; Ricci, Lorenzo. In: Papers. RePEc:arx:papers:2011.14817.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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2020Asset market linkages in crisis periods. (2001). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper. In: Working Paper Series. RePEc:ecb:ecbwps:20010071.

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2020Heterogeneity risks and negative externality. (2020). Yang, Chen ; Huang, Wenli ; Li, LU ; Ba, Shusong. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:401-415.

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2020Structural breaks in the correlations between Asian and US stock markets. (2020). Chou, Pei-I, ; Lee, Chia-Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830250x.

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2020Bank systemic risk and CEO overconfidence. (2020). Zhao, Yang ; Lin, James Juichia ; Lee, Jin-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830487x.

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2020Financial integration in Europe through the lens of composite indicators. (2020). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302226.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2020The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2020Vulnerability of fixed-rate funds-supplying operations to overbidding: An experimental approach. (2020). Shino, Junnosuke ; Uto, Nobuyuki ; Funaki, Yukihiko. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s104402831930078x.

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2020Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks. (2020). Platonova, Elena ; Dixon, Rob ; Asutay, Mehmet ; Mohammad, Sabri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300809.

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2020Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouras, Christos ; Bathia, Deven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030214x.

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2021What drives the commodity-sovereign risk dependence in emerging market economies?. (2021). Eichler, Stefan ; Boehm, Hannes ; Giessler, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302643.

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2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities. (2021). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298.

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2020Game Theory and Trade Tensions between Advanced Economies. (2020). Gordji, Madjid Eshaghi ; Askari, Gholamreza ; Filipe, Jose Antonio ; Shabani, Somayeh. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special1:p:50-65.

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2020Financial Stress Index and Economic Activity in South Africa: New Evidence. (2020). Tewari, Devi Datt ; Ilesanmi, Kehinde Damilola. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:110-:d:460239.

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2020A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector. (2020). Wanat, Stanisław ; Denkowska, Anna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:39-:d:348740.

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2020Modeling the Risk of Extreme Value Dependence in Chinese Regional Carbon Emission Markets. (2020). Zhang, Jeffrey ; Yang, Yuhong ; Hu, Genhua ; Qiu, Hong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:7911-:d:418785.

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2020THE DETERMINANTS OF SYSTEMIC RISK: EVIDENCE FROM INDONESIAN COMMERCIAL BANKS. (2020). Koesrindartoto, Deddy Priatmodjo ; Aini, Mutiara. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:1e:p:101-120.

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2020Fractional Differencing: (In)stability of Spectral Structure and Risk Measures of Financial Networks. (2020). Chakrabarti, Anindya S. In: IIMA Working Papers. RePEc:iim:iimawp:14629.

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2020When the penny doesnt drop - Macroeconomic tail risk and currency crises. (2020). Gai, Prasanna ; Duley, Chanelle. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:520.

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2020An Optimal Islamic Investment Decision in Two-region Economy: The Case of Indonesia and Malaysia. (2020). Syarifuddin, Ferry. In: MPRA Paper. RePEc:pra:mprapa:104809.

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2020Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach. (2020). Kyei, Clement ; GUPTA, RANGAN ; Olson, Eric ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202008.

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2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities. (2020). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202078.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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2021The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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Works by Philipp Hartmann:


YearTitleTypeCited
2000The Euro and International Capital Markets In: International Finance.
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article43
2000The Euro and International Capital Markets.(2000) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 43
paper
2000The Euro and International Capital Markets.(2000) In: EUI-RSCAS Working Papers.
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This paper has another version. Agregated cites: 43
paper
2000Systemic Risk: A Survey In: CEPR Discussion Papers.
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paper268
2001Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers.
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paper313
2001Asset Market Linkages in Crisis Periods..(2001) In: Quebec a Montreal - Recherche en gestion.
[Citation analysis]
This paper has another version. Agregated cites: 313
paper
2004Asset Market Linkages in Crisis Periods.(2004) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 313
article
2001The Microstructure of the Euro Money Market In: CEPR Discussion Papers.
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paper119
2001The microstructure of the euro money market.(2001) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 119
article
2004Bank Mergers, Competition and Liquidity In: CEPR Discussion Papers.
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paper71
2005Bank Mergers, Competition and Liquidity.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 71
paper
2007Bank Mergers, Competition, and Liquidity.(2007) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 71
article
2004Fundamentals and Joint Currency Crises In: CEPR Discussion Papers.
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paper8
2007Welfare Effects of Financial Integration In: CEPR Discussion Papers.
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paper3
2007Welfare effects of financial integration.(2007) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 3
paper
2007Currency Competition and Foreign Exchange Markets In: Cambridge Books.
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book57
1998Currency Competition and Foreign Exchange Markets.(1998) In: Cambridge Books.
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This paper has another version. Agregated cites: 57
book
2010Heavy tails and currency crises In: Journal of Empirical Finance.
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article17
1999Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data In: Journal of Banking & Finance.
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article34
2010Interaction of market and credit risk In: Journal of Banking & Finance.
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article14
1998Do Reuters spreads reflect currencies differences in global trading activity? In: Journal of International Money and Finance.
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article22
1997Does Reuters Spreads Reflect Currencies Differences in Global Trading Activity?.(1997) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 22
paper
2007Financial globalization and integration In: Journal of International Money and Finance.
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article0
1998The Currency Denomination of World Trade after European Monetary Union In: Journal of the Japanese and International Economies.
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article33
2002The international role of the euro In: Journal of Policy Modeling.
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article11
1996Trading Volumes and Transaction Costs in the Foreign Market - Evidence from Daily Dollar-Yen Spot Data In: FMG Discussion Papers.
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paper1
1998The Cost of Conservatism: Extreme Returns, Value-at Risk, and the Basle Multiplicaiton Factor In: FMG Special Papers.
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paper11
2002Competition and Stability: Whats Special about Banking? In: FMG Special Papers.
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paper26
1995Capital Adequacy and Foreign Exchange Risk Regulation - Recent Developments in Industrial Countries In: FMG Special Papers.
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paper0
1996The Future of the Euro as an International Currency: a Transactions Perspective In: FMG Special Papers.
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paper12
1994Foreign Exchange Risk Regulation; Issues for Industrial and Developing Countries In: IMF Working Papers.
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paper4
2002Comments on Claessens, Glaessner, and Klingebiel In: Journal of Financial Services Research.
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article0
2007Banking System Stability. A Cross-Atlantic Perspective In: NBER Chapters.
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chapter60
2005Banking System Stability: A Cross-Atlantic Perspective.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 60
paper
2003The Euro-area Financial System: Structure, Integration, and Policy Initiatives In: Oxford Review of Economic Policy.
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article121
2008Financial integration, specialization and systemic risk In: Discussion Paper Series 1: Economic Studies.
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paper24

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