Andreas A. Jobst : Citation Profile


Are you Andreas A. Jobst?

International Monetary Fund (IMF) (51% share)
World Bank Group (26% share)
Bermuda Monetary Authority (23% share)

9

H index

9

i10 index

399

Citations

RESEARCH PRODUCTION:

12

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 23
   Journals where Andreas A. Jobst has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 10 (2.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo109
   Updated: 2020-11-21    RAS profile: 2020-08-30    
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Relations with other researchers


Works with:

Aiyar, Shekhar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas A. Jobst.

Is cited by:

Guidolin, Massimo (9)

Rose, Andrew (8)

De Pace, Pierangelo (6)

Wieladek, Tomasz (6)

Turk Ariss, Rima (6)

Flavin, Thomas (6)

Hussain, Mumtaz (5)

Ongena, Steven (5)

Lehnert, Thorsten (5)

Hesse, Heiko (5)

Molyneux, Philip (4)

Cites to:

Babus, Ana (10)

Carletti, Elena (10)

Allen, Franklin (8)

Thakor, Anjan (7)

merton, robert (7)

santos, joao (7)

Diebold, Francis (7)

Acharya, Viral (6)

Hellwig, Martin (5)

Andersen, Torben (4)

Jarrow, Robert (4)

Main data


Where Andreas A. Jobst has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
Asian-Pacific Economic Literature2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund19
CFS Working Paper Series / Center for Financial Studies (CFS)3
IMF Staff Discussion Notes / International Monetary Fund2

Recent works citing Andreas A. Jobst (2020 and 2019)


YearTitle of citing document
2020Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832.

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2020Implications of negative interest rates for the net interest margin and lending of euro area banks. (2020). Klein, Melanie . In: BIS Working Papers. RePEc:bis:biswps:848.

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2019Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012.

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2019Supervisory governance, capture and non‑performing loans. (2019). Fraccaroli, Nicolò. In: Bank of England working papers. RePEc:boe:boeewp:0820.

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2020Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187.

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2020Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe. (2020). Staehr, Karsten ; Reigl, Nicolas. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:24-30.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2019Liquidity contagion with a “first-in/first-out†seniority of claims. (2019). Molinari, Massimo ; Gobbi, Lucio ; Gaffeo, Edoardo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00991.

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2020COVID-19 and non-performing loans: lessons from past crises. (2020). Ratnovski, Lev. In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0071:.

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2019Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

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2019Activity strategies, information asymmetry, and bank opacity. (2019). Houston, Reza ; Hassan, Kabir M ; Tran, Dung Viet. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:160-172.

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2020Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

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2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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2020Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015. (2019). Wong, Alfred. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:7-16.

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2020An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318.

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2019Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks. (2019). King, Michael R. In: Journal of Financial Stability. RePEc:eee:finsta:v:41:y:2019:i:c:p:55-72.

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2019Bank margins and profits in a world of negative rates. (2019). Reghezza, Alessio ; Molyneux, Philip ; Xie, RU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:2.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2020Is the negative interest rate policy effective?. (2020). Czudaj, Robert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:75-86.

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2019The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Ikizlerli, Deniz ; Anderson, Keith. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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2020Market quality around macroeconomic news announcements: Evidence from the Australian stock market. (2020). Indriawan, Ivan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300428.

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2020The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks. (2020). Pappas, Vasileios ; Hassan, Kabir M ; Izzeldin, Marwan ; Saeed, Momna . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19305992.

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2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

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2019Intraday price discovery and volatility spillovers in an emerging market. (2019). Fassas, Athanasios P ; SIRIOPOULOS, COSTAS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:333-346.

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2020Sukuk market development and Islamic banks’ capital ratios. (2020). Smaoui, Houcem ; Ghouma, Hatem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310614.

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2019Sukuk Market Development and Islamic Banks’ Capital Ratios. (2019). Ghouma, Hatem ; Smaou, Houcem. In: Working Papers. RePEc:erg:wpaper:1329.

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2019Negative interest rate, bank profitability and risk-taking. (2019). BOUNGOU, Whelsy. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1910.

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2019Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Globalization Institute Working Papers. RePEc:fip:feddgw:324.

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2020Haste Makes Waste: Banking Organization Growth and Operational Risk. (2020). Frame, W ; Mihov, Atanas ; McLemore, Ping. In: Working Papers. RePEc:fip:feddwp:88596.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2019Flighty liquidity. (2019). Shachar, Or ; Giannone, Domenico ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:870.

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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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2020Non-Performing loans, financial stability, and banking competition: evidence for listed and non-listed Eurozone banks. (2020). Mansilla-Fernandez, Jose Manuel. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2020:v:232:i:1:p:29-52.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2020). Guidolin, Massimo ; de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Working Papers. RePEc:igi:igierp:667.

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2019Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models. (2019). Han, Fei ; Leika, Mindaugas. In: IMF Working Papers. RePEc:imf:imfwpa:19/250.

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2020Do CDS markets care about the G-SIB status?. (2020). Heynderickx, Wouter ; Bellia, Mario ; Schich, Sebastian ; Maccaferri, Sara. In: Working Papers. RePEc:jrs:wpaper:202002.

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2019The Signalling Channel of Negative Interest Rates. (2019). de Groot, Oliver ; Haas, Alexander ; DeGroot, Oliver . In: Working Papers. RePEc:liv:livedp:201905.

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2019On the stability of Stock-bond comovements across market conditions in the Eurozone periphery. (2019). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n295-19.pdf.

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2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment. (2019). Wright, Jonathan ; Stock, James ; Eberly, Janice. In: NBER Working Papers. RePEc:nbr:nberwo:26002.

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2020Investigating the Asymmetric Effect of Sukuk Returns on Economic Growth - Evidence from Indonesia, a NARDL Perspective. (2020). joof, Foday ; Jallow, Ousman. In: MPRA Paper. RePEc:pra:mprapa:102939.

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2019Time series analysis of interest rates volatility and stock returns in Ghana. (2019). Ahiadorme, Johnson ; Ahiase, Godwin ; Sonyo, Emmanuel. In: MPRA Paper. RePEc:pra:mprapa:94292.

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2019.

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2019Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Finta, Marinela Adriana. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1.

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2019Is the negative interest rate policy effective?. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep034.

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2020Banking Sector Performance During the COVID-19 Crisis. (2020). Pedraza, Alvaro ; Ortega, Claudia Ruiz ; Ruizortega, Claudia ; Demirguc-Kunt, Asli. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9363.

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2019The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

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2020U.S. Banking Sector Operational Losses and the Macroeconomic Environment. (2020). Abdymomunov, Azamat ; Mihov, Atanas ; Curti, Filippo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:1:p:115-144.

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2020Monetary Policy Implementation in a Negative Rate Environment. (2020). Witmer, Jonathan ; Boutros, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:441-470.

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2020Implications of negative interest rates for the net interest margin and lending of euro area banks. (2020). Klein, Melanie. In: Discussion Papers. RePEc:zbw:bubdps:102020.

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Works by Andreas A. Jobst:


YearTitleTypeCited
2019Greater transparency and better policy for climate finance In: Financial Stability Review.
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article0
2014ASEAN-5 bond market development: Where does it stand? Where is it going? In: Asian-Pacific Economic Literature.
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article3
2014Developing ASEAN-5 bond markets: what needs to be done? In: Asian-Pacific Economic Literature.
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article0
2019Market-implied systemic risk and shadow capital adequacy In: Bank of England working papers.
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paper0
2013Multivariate dependence of implied volatilities from equity options as measure of systemic risk In: International Review of Financial Analysis.
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article10
2012Market response to policy initiatives during the global financial crisis In: Journal of International Economics.
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article113
2010Market Response to Policy Initiatives during the Global Financial Crisis.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 113
paper
2011Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets In: Journal of Banking & Finance.
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article31
2014Measuring systemic risk-adjusted liquidity (SRL)—A model approach In: Journal of Banking & Finance.
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article9
2002Loan securitisation: default term structure and asset pricing based on loss prioritisation In: LSE Research Online Documents on Economics.
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paper0
2002Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation.(2002) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2014The Islamic debate on derivatives In: Chapters.
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chapter0
2008Islamic bond issuance: what sovereign debt managers need to know In: International Journal of Islamic and Middle Eastern Finance and Management.
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article23
2008Islamic Bond Issuance; What Sovereign Debt Managers Need to Know.(2008) In: IMF Policy Discussion Papers.
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This paper has another version. Agregated cites: 23
paper
2007Its all in the data – consistent operational risk measurement and regulation In: Journal of Financial Regulation and Compliance.
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article6
2015Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe In: IMF Staff Discussion Notes.
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paper0
2015A Strategy for Resolving Europes Problem Loans In: IMF Staff Discussion Notes.
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paper7
2006Asian Equity Markets; Growth, Opportunities, and Challenges In: IMF Working Papers.
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paper7
2007The Economics of Islamic Finance and Securitization In: IMF Working Papers.
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paper38
2007Public Debt Markets in Central America, Panama, and the Dominican Republic In: IMF Working Papers.
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paper3
2007Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose In: IMF Working Papers.
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paper17
2007Consistent Quantitative Operational Risk Measurement and Regulation; Challenges of Model Specification, Data Collection and Loss Reporting In: IMF Working Papers.
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paper3
2009Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets In: IMF Working Papers.
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paper6
2009How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis In: IMF Working Papers.
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paper26
2011Developing Asean5 Bond Markets; What Still Needs to Be Done? In: IMF Working Papers.
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paper4
2011Asean Bond Market Development; Where Does it Stand? Where is it Going? In: IMF Working Papers.
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paper6
2012Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach In: IMF Working Papers.
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paper5
2014Macroprudential Solvency Stress Testing of the Insurance Sector In: IMF Working Papers.
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paper1
2016Negative Interest Rate Policy (NIRP); Implications for Monetary Transmission and Bank Profitability in the Euro Area In: IMF Working Papers.
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paper37
2016Profitability and Balance Sheet Repair of Italian Banks In: IMF Working Papers.
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paper3
2017Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems In: IMF Working Papers.
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paper4
2019Sovereign Risk in Macroprudential Solvency Stress Testing In: IMF Working Papers.
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paper0
2009An Investigation of Some Macro-Financial Linkages of Securitization In: IMF Working Papers.
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paper0
2012Operative Principles of Islamic Derivatives; Towards a Coherent Theory In: IMF Working Papers.
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paper0
2013Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk In: IMF Working Papers.
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paper2
2013A Framework for Macroprudential Bank Solvency Stress Testing; Application to S-25 and Other G-20 Country FSAPs In: IMF Working Papers.
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paper0
2014Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article6
2008Asian equity markets: growth, opportunities, and challenges In: Macroeconomics and Finance in Emerging Market Economies.
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article8
2018Credit risk dynamics of infrastructure investment : considerations for financial regulators In: Policy Research Working Paper Series.
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paper0
2008Trends and Challenges in Islamic Finance In: World Economics.
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article17
2002Collateralised loan obligations (CLOs): A primer In: CFS Working Paper Series.
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2002The Pricing puzzle: The default term structure of collateralised loan obligations In: CFS Working Paper Series.
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paper2
2005The Basle scuritisation framework explained: The regulatory treatment of asset securitisation In: CFS Working Paper Series.
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paper2

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