Andreas Alexander Jobst : Citation Profile

Are you Andreas Alexander Jobst?

Central Bank of the United Arab Emirates

14

H index

18

i10 index

707

Citations

RESEARCH PRODUCTION:

16

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 37
   Journals where Andreas Alexander Jobst has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 14 (1.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo109
   Updated: 2024-11-08    RAS profile: 2024-10-03    
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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 Andreas Alexander Jobst.

Is cited by:

BOUNGOU, Whelsy (9)

Reghezza, Alessio (8)

Ongena, Steven (8)

Turk Ariss, Rima (7)

Sosvilla-Rivero, Simon (7)

Singh, Manish (7)

Gómez-Puig, Marta (7)

Molyneux, Philip (6)

Guidolin, Massimo (6)

Rose, Andrew (6)

Kolcunová, Dominika (5)

Cites to:

Babus, Ana (28)

Carletti, Elena (20)

Allen, Franklin (16)

Berger, Allen (12)

Thakor, Anjan (8)

Leland, Hayne (8)

merton, robert (8)

Mester, Loretta (8)

Diebold, Francis (7)

santos, joao (7)

Acharya, Viral (7)

Main data

Where Andreas Alexander Jobst has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
Asian-Pacific Economic Literature2
International Journal of Monetary Economics and Finance2
Journal of Financial Regulation and Compliance2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund18
IMF Departmental Papers / Policy Papers / International Monetary Fund3
CFS Working Paper Series / Center for Financial Studies (CFS)3
IMF Staff Discussion Notes / International Monetary Fund2

Recent works citing Andreas Alexander Jobst (2024 and 2023)

YearTitle of citing document
2023A semi-Lagrangian $\epsilon$-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate. (2023). Dang, Duy-Minh ; Lu, Yaowen. In: Papers. RePEc:arx:papers:2310.00606.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023Nonperforming loans and related lending: Evidence from Ukraine. (2023). Sohn, Wook ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000742.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2023Effect of COVID-19 on non-performing loans in China. (2023). Zhang, Jie ; Liu, Jinjing ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005499.

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2023Monetary policy as market stabilizer in the COVID-19 pandemic. (2023). Xiao, Yajun ; Chen, Yang ; Shan, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300332x.

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2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578.

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2023Bank resolution mechanisms revisited: Towards a new era of restructuring. (2023). Tsomocos, Dimitrios P ; Kryg, Natalia ; Hryckiewicz, Aneta. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300058x.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2023A bibliometric review of sukuk literature. (2023). Hassan, M. Kabir ; Paltrinieri, Andrea ; Khan, Ashraf ; Bahoo, Salman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:897-918.

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2023What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; Bouzgarrou, Houssam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028.

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2023Central bank digital currency and the effectiveness of negative interest rate policy: A DSGE analysis. (2023). Jiang, Kai ; Xin, Baogui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000272.

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2023The moderating role of market turbulence beyond the Covid-19 pandemic and Russia-Ukraine crisis on the relationship between intellectual capital and business sustainability. (2023). Bin, Mohd Rosli ; Ismail, Noor Azizi ; Ahmad, Roselina Binti ; Alqershi, Nagwan ; Hakimin, Mohd Nor ; Nik, Nik Maheran ; Ramayah, T. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006023.

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2023Negative Interest Rates and Its Impact on GDP, FDI and Banks’ Financial Performance: The Cases of Switzerland and Sweden. (2023). Traksel, Semen ; Wawrosz, Petr. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:69-:d:1149281.

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2023Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262.

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2023Islamic finance and governance indicators: empirical evidence from Islamic finance-permitting countries. (2023). Hersh, Nafez Fayez ; Balqis, Puteri Nur ; Kader, Nurhafiza Abdul ; Masron, Tajul Ariffin. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:20:y:2023:i:4:d:10.1057_s41310-023-00177-5.

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2023Environmental sustainability and financial stability: can macroprudential stress testing measure and mitigate climate-related systemic financial risk?. (2023). Demenno, Mercy Berman. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:4:d:10.1057_s41261-022-00207-2.

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2023Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT). (2023). Navarro, Angeles M ; Lopez-Martin, Carmen ; Benito, Sonia. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00106-w.

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2023Non-performing loans and bank lending behaviour. (2023). Rant, Vasja ; Marin, Matej ; Gjei, Ardit. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00111-z.

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2023Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

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2023Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22.

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2023Industrial accidents: The mediating effect of corporate social responsibility and environmental policy measures. (2023). Lattanzio, Gabriele ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1191-1203.

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2023Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China. (2023). Guo, Jiayi ; Lin, Dongtao ; Tang, Lin ; Liu, Chang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:187-192.

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2023Bank lending margins in a negative interest rate environment. (2023). Mawusi, Charles ; Boungou, Whelsy. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:886-901.

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2023Who drives whom ? sukuk or bond? A new evidence from granger causality and wavelet approach. (2018). Masih, Abul ; Haque, Md. Mahmudul ; Chowdhury, Mohammad Ashraful Ferdous ; Bacha, Obiyathulla ; Buriev, Abdul Aziz. In: Review of Financial Economics. RePEc:wly:revfec:v:36:y:2018:i:2:p:117-132.

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Works by Andreas Alexander Jobst:

YearTitleTypeCited
2019Greater transparency and better policy for climate finance In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2014ASEAN-5 bond market development: Where does it stand? Where is it going? In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]		article14
2011Asean Bond Market Development: Where Does it Stand? Where is it Going?.(2011) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2014Developing ASEAN-5 bond markets: what needs to be done? In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]		article1
2019Market-implied systemic risk and shadow capital adequacy In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2013Multivariate dependence of implied volatilities from equity options as measure of systemic risk In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2012Market response to policy initiatives during the global financial crisis In: Journal of International Economics.
[Full Text][Citation analysis]		article158
2010Market Response to Policy Initiatives during the Global Financial Crisis.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		paper
2011Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article50
2014Measuring systemic risk-adjusted liquidity (SRL)—A model approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2012Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach.(2012) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2002Loan securitisation: default term structure and asset pricing based on loss prioritisation In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2014The Islamic debate on derivatives In: Chapters.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article29
2008Islamic Bond Issuance: What Sovereign Debt Managers Need to Know.(2008) In: IMF Policy Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2005The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article0
2007Its all in the data – consistent operational risk measurement and regulation In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article7
2009Islamic derivatives In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article1
2009Islamic securitisation: An ethical remedy to incentive problems? In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article3
2020Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper2
2020Sectoral Policies for Climate Change Mitigation in the EU In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper3
2021COVID-19: How Will European Banks Fare? In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper6
2015Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe In: IMF Staff Discussion Notes.
[Full Text][Citation analysis]		paper14
2015A Strategy for Resolving Europes Problem Loans In: IMF Staff Discussion Notes.
[Full Text][Citation analysis]		paper31
2006Asian Equity Markets: Growth, Opportunities, and Challenges In: IMF Working Papers.
[Full Text][Citation analysis]		paper10
2008Asian equity markets: growth, opportunities, and challenges.(2008) In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2007The Economics of Islamic Finance and Securitization In: IMF Working Papers.
[Full Text][Citation analysis]		paper52
2007Public Debt Markets in Central America, Panama, and the Dominican Republic In: IMF Working Papers.
[Full Text][Citation analysis]		paper3
2007Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose In: IMF Working Papers.
[Full Text][Citation analysis]		paper21
2007Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting In: IMF Working Papers.
[Full Text][Citation analysis]		paper3
2009An Investigation of Some Macro-Financial Linkages of Securitization In: IMF Working Papers.
[Full Text][Citation analysis]		paper11
2011Developing Asean5 Bond Markets: What Still Needs to Be Done? In: IMF Working Papers.
[Full Text][Citation analysis]		paper4
2012Operative Principles of Islamic Derivatives: Towards a Coherent Theory In: IMF Working Papers.
[Full Text][Citation analysis]		paper23
2013Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk In: IMF Working Papers.
[Full Text][Citation analysis]		paper62
2013A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs In: IMF Working Papers.
[Full Text][Citation analysis]		paper20
2014Macroprudential Solvency Stress Testing of the Insurance Sector In: IMF Working Papers.
[Full Text][Citation analysis]		paper6
2016Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area In: IMF Working Papers.
[Full Text][Citation analysis]		paper87
2016Profitability and Balance Sheet Repair of Italian Banks In: IMF Working Papers.
[Full Text][Citation analysis]		paper4
2017Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems In: IMF Working Papers.
[Full Text][Citation analysis]		paper7
2019Sovereign Risk in Macroprudential Solvency Stress Testing In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2020The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations In: IMF Working Papers.
[Full Text][Citation analysis]		paper2
2014Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article10
2018Credit Risk Dynamics of Infrastructure Investment In: World Bank Publications - Reports.
[Full Text][Citation analysis]		paper0
2018Credit risk dynamics of infrastructure investment : considerations for financial regulators In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2008Trends and Challenges in Islamic Finance In: World Economics.
[Full Text][Citation analysis]		article23
2002Collateralised loan obligations (CLOs): A primer In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper4
2002The Pricing puzzle: The default term structure of collateralised loan obligations In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper2
2005The Basle scuritisation framework explained: The regulatory treatment of asset securitisation In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team