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)

12

H index

15

i10 index

518

Citations

RESEARCH PRODUCTION:

12

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 27
   Journals where Andreas A. Jobst has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 11 (2.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo109
   Updated: 2022-05-14    RAS profile: 2021-03-28    
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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 A. Jobst.

Is cited by:

Turk Ariss, Rima (6)

Rose, Andrew (6)

Guidolin, Massimo (6)

Ongena, Steven (6)

Gómez-Puig, Marta (5)

Sosvilla-Rivero, Simon (5)

Nguyen, Duc Khuong (5)

Lehnert, Thorsten (5)

De Pace, Pierangelo (5)

Wieladek, Tomasz (4)

Otsubo, Yoichi (4)

Cites to:

Babus, Ana (11)

Carletti, Elena (11)

Allen, Franklin (9)

santos, joao (7)

Diebold, Francis (7)

Thakor, Anjan (7)

Bernanke, Ben (6)

Acharya, Viral (6)

Chen, Zhiwu (6)

merton, robert (6)

Cao, Charles (6)

Main data


Where Andreas A. Jobst has published?


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

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

Recent works citing Andreas A. Jobst (2021 and 2020)


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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2021EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Mora-Bajen, Victor. In: Working Papers. RePEc:bde:wpaper:2103.

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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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2021The value relevance of fair value and historical cost measurements during the financial crisis. (2021). Morris, Richard D ; Kang, Helen ; Liao, Lin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2069-2107.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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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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2022The Signalling Channel of Negative Interest Rates. (2022). Haas, Alexander ; DeGroot, Oliver ; de Groot, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1990.

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2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
2021Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ
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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2021Quantifying the vulnerabilities of China’s corporate sector with contingent claims. (2021). Sun, Lixin. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000440.

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2021Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534.

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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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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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2021The impact of non-performing loans on bank lending in Europe: An empirical analysis. (2021). Serrano, Antonio Sanchez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030200x.

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2021Effects of quantitative easing on firm performance in the euro area. (2021). Korab, Petr ; Dibooglu, Sel ; Mallek, Ray Saadaoui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000814.

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2021How much do non-performing loans hinder loan growth in Europe?. (2021). Viren, Matti ; Tolo, Eero. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001264.

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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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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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2020Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

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2020Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Dionisio, Andreia ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Pradhan, H K. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800.

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2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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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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2021Do economic news releases affect tail risk? Evidence from an emerging market. (2021). Siriopoulos, Costas ; Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030297x.

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2021New insights into bank asset securitization: The impact of religiosity. (2021). Mollah, Sabur ; Batten, Jonathan A ; Elnahass, Marwa ; Abdelsalam, Omneya. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000139.

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2022Asset securitizations and bank stability: Evidence from different banking systems. (2022). Williams, Julian ; Ahmed, Habib ; Elnahass, Marwa ; Abdelsalam, Omneya. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028319302856.

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2022Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation. (2022). Ly, Kim Cuong ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001906.

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2021Who is the center of local currency Asian government bond markets?. (2021). Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000220.

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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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2021The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications. (2021). Ari, Anil ; Ratnovski, Lev ; Chen, Sophia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621000984.

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2021COVID-19, nonperforming loans, and cross-border bank lending. (2021). Shin, Kwanho ; Park, Cyn-Young. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001928.

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2021Banking sector performance during the COVID-19 crisis. (2021). Demirguc-Kunt, Asli ; Ruiz-Ortega, Claudia ; Pedraza, Alvaro ; Demirgu-Kunt, Asli. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002570.

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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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2022Risk, financial stability and FDI. (2022). Lamla, Michael ; Kontonikas, Alexandros ; Kellard, Neil M ; Wood, Geoffrey ; Maiani, Stefano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881.

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2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452.

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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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2021Too-big-to-fail: The value of government guarantee. (2021). Beliaeva, Natalia ; Tsafack, Georges. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305116.

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2020Complex network construction of Internet finance risk. (2020). Xu, Runjie ; Meng, Runyu ; Mierzwiak, Rafa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316619.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2021Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States. (2021). Paimanova, Viktoria ; Aliano, Mauro ; Galloppo, Giuseppe ; Previati, Daniele Angelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:144-158.

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2021Empirical evidence of the lending channel of monetary policy under negative interest rates. (2021). BOUNGOU, Whelsy. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:309-318.

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2021The topics of Islamic economics and finance research. (2021). Piepenbrink, Anke ; Dowling, Michael ; Alexakis, Christos ; Ghlamallah, Ezzedine. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:145-160.

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2021The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market. (2021). Tan, Chaosheng ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Dong, Weijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1305-1322.

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2022A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors. (2022). Kayalidere, Koray ; AKTAS, Huseyin ; Cayirli, Omer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:522-548.

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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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2022The trade-off between knowledge accumulation and independence: The case of the Shariah supervisory board within the Shariah governance and firm performance nexus. (2022). Farquhar, Stuart ; Giorgioni, Gianluigi ; Kok, Seng Kiong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001707.

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2022Fed tapering announcements: Impact on Middle Eastern and African financial markets. (2022). BASTIDON, Cécile ; Bonijoly, Bastien ; Assoumou-Ella, Giscard. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001793.

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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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2021Achieving Environmental Policy Objectives through the Implementation of Sustainable Development Goals. The Case for European Union Countries. (2021). Kluza, Krzysztof ; Spoz, Anna ; Bk, Iwona ; Zioo, Magdalena. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:8:p:2129-:d:533994.

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2021A Contract Theory Approach to Islamic Financial Securities with an Application to Diminishing Mush?rakah. (2021). Arbi, Lukman Hanif. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:17-:d:473718.

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2021Modelling Systemically Important Banks vis-à-vis the Basel Prudential Guidelines. (2021). Daly, Kevin ; Salim, Zulkifli M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:295-:d:582813.

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2021.

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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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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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2021The signalling channel of negative interest rates. (2021). de Groot, Oliver ; Haas, Alexander ; DeGroot, Oliver . In: Economics Series Working Papers. RePEc:oxf:wpaper:956.

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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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2021The Impact of Islamic Portfolio on Risk and Return. (2021). Ali, Amjad ; Alim, Wajid. In: MPRA Paper. RePEc:pra:mprapa:111048.

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2021The Impact of Islamic Portfolio on Risk and Return. (2021). Ali, Amjad ; Farid, Maryiam ; Alim, Wajid. In: MPRA Paper. RePEc:pra:mprapa:111211.

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2021COVID-19 Global Pandemic, Financial Development and Financial Inclusion. (2021). Asongu, Simplice ; Ojong, Nathanael. In: MPRA Paper. RePEc:pra:mprapa:111560.

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2022Economic policy uncertainty, bank nonperforming loans and loan loss provisions: are they correlated?. (2022). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:112381.

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2020Pruebas de tensión bancaria: experiencia en los principales mercados financieros del mundo y en Chile. (2020). Lemus, Antonio ; Nuez, Marco . In: MPRA Paper. RePEc:pra:mprapa:99097.

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2021Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath . In: Working Papers. RePEc:rbz:wpaper:11004.

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2021“The Crooked Smile of TCR†: Banks’ Solvency and Restructuring Costs in the European Banking Industry. (2021). Karczmarczyk, Maciej ; Jackowicz, Krzysztof ; Iwanicz-Drozdowska, Magorzata. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211045962.

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2022How Does Monetary Policy Uncertainty Influence Firms’ Dynamic Adjustment of Capital Structure. (2022). Li, Shengsheng ; Xu, Yaping ; Jiang, Yan. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068506.

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2022Study on early warning of E-commerce enterprise financial risk based on deep learning algorithm. (2022). Zhang, Hongxia ; Shao, Yue ; Cao, Yali. In: Electronic Commerce Research. RePEc:spr:elcore:v:22:y:2022:i:1:d:10.1007_s10660-020-09454-9.

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2022Anatomy of intraday volatility at the Chilean stock exchange. (2022). Saraoglu, Hakan ; Ramirez, Andres ; Inci, Can A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09556-6.

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2021.

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2020The impact of US macroeconomic news announcements on Chinese commodity futures. (2020). Liu, Xiaoquan ; Jiang, Ying ; Ahmed, Shamim ; Cai, Haidong. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:12:p:1927-1966.

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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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2022Securitization and CDS in U.S. bank lending. (2022). di Tommaso, Caterina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1120-1133.

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2020Negative interest rate policy and the yield curve. (2020). Xia, Fan Dora ; Wu, Jing Cynthia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:653-672.

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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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2021What does corporate social advocacy signal? Evidence from boycott participation decisions. (2021). Alagidede, Imhotep P ; Afego, Pyemo N. In: EconStor Open Access Articles. RePEc:zbw:espost:232047.

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2020On the negatives of negative interest rates and the positives of exemption thresholds. (2020). van Buggenum, Hugo ; Ruprecht, Romina ; Berentsen, Aleksander. In: ECON - Working Papers. RePEc:zur:econwp:372.

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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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article10
2011Asean Bond Market Development: Where Does it Stand? Where is it Going?.(2011) In: IMF Working Papers.
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This paper has another version. Agregated cites: 10
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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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paper1
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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article135
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: 135
paper
2011Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets In: Journal of Banking & Finance.
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article42
2014Measuring systemic risk-adjusted liquidity (SRL)—A model approach In: Journal of Banking & Finance.
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article16
2012Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 16
paper
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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article26
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: 26
paper
2007Its all in the data – consistent operational risk measurement and regulation In: Journal of Financial Regulation and Compliance.
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article7
2020Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues In: IMF Departmental Papers / Policy Papers.
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paper1
2020Sectoral Policies for Climate Change Mitigation in the EU In: IMF Departmental Papers / Policy Papers.
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paper1
2021COVID-19: How Will European Banks Fare? In: IMF Departmental Papers / Policy Papers.
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paper1
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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paper20
2006Asian Equity Markets: Growth, Opportunities, and Challenges In: IMF Working Papers.
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paper10
2008Asian equity markets: growth, opportunities, and challenges.(2008) In: Macroeconomics and Finance in Emerging Market Economies.
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This paper has another version. Agregated cites: 10
article
2007The Economics of Islamic Finance and Securitization In: IMF Working Papers.
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paper41
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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paper16
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
2009An Investigation of Some Macro-Financial Linkages of Securitization In: IMF Working Papers.
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paper7
2011Developing Asean5 Bond Markets: What Still Needs to Be Done? In: IMF Working Papers.
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paper4
2012Operative Principles of Islamic Derivatives: Towards a Coherent Theory In: IMF Working Papers.
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paper12
2013Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk In: IMF Working Papers.
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paper48
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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paper17
2014Macroprudential Solvency Stress Testing of the Insurance Sector In: IMF Working Papers.
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paper3
2016Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area In: IMF Working Papers.
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paper45
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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paper5
2019Sovereign Risk in Macroprudential Solvency Stress Testing In: IMF Working Papers.
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paper0
2020The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations 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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article7
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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article20
2002Collateralised loan obligations (CLOs): A primer In: CFS Working Paper Series.
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paper0
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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