16
H index
20
i10 index
1829
Citations
European Central Bank | 16 H index 20 i10 index 1829 Citations RESEARCH PRODUCTION: 15 Articles 29 Papers 5 Chapters RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pka1066 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sujit Ramesh Kapadia. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Risk Finance | 2 |
International Journal of Central Banking | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 5 |
Economics Series Working Papers / University of Oxford, Department of Economics | 3 |
Working Papers Central Bank of Chile / Central Bank of Chile | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper |
2023 | BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178. Full description at Econpapers || Download paper |
2023 | Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers || Download paper |
2023 | Are decentralized finance really decentralized? A social network analysis of the Aave protocol on the Ethereum blockchain. (2022). Zhang, Luyao ; Horvath, Gergely ; Ao, Ziqiao. In: Papers. RePEc:arx:papers:2206.08401. Full description at Econpapers || Download paper |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
2023 | Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668. Full description at Econpapers || Download paper |
2023 | Company Competition Graph. (2023). Dai, Rui ; Li, Xinyi ; Zhang, Cien ; Huang, Jiawei ; Mao, Haitao ; Lu, Yutong. In: Papers. RePEc:arx:papers:2304.00323. Full description at Econpapers || Download paper |
2023 | Credit Valuation Adjustment in Financial Networks. (2023). Zlati, Vinko ; Battiston, Stefano ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2305.16434. Full description at Econpapers || Download paper |
2023 | Application of spin glass ideas in social sciences, economics and finance. (2023). Nadal, Jean-Pierre ; Marsili, Matteo ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2306.16165. Full description at Econpapers || Download paper |
2023 | A systematic review of early warning systems in finance. (2023). Ramtinnia, Shahin ; Eyvazloo, Reza ; Namaki, Ali. In: Papers. RePEc:arx:papers:2310.00490. Full description at Econpapers || Download paper |
2023 | Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571. Full description at Econpapers || Download paper |
2023 | Turning Words into Numbers: Measuring News Media Coverage of Shortages. (2023). Houle, Stephanie ; Chen, Lin. In: Discussion Papers. RePEc:bca:bocadp:23-8. Full description at Econpapers || Download paper |
2023 | Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23. Full description at Econpapers || Download paper |
2023 | Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921. Full description at Econpapers || Download paper |
2023 | Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046. Full description at Econpapers || Download paper |
2023 | Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766. Full description at Econpapers || Download paper |
2023 | The valuation haircuts applied to eligible marketable assets for ECB credit operations. (2023). Vocalelli, Giorgio ; Metra, Matteo ; Manzanares, Andres ; Daja, Tomislav ; Camba-Mendez, Gonzalo ; Adler, Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023312. Full description at Econpapers || Download paper |
2023 | Modeling an early warning system for household debt risk in Korea: A simple deep learning approach. (2023). Park, Sung Y. ; Kwon, Yujin. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300. Full description at Econpapers || Download paper |
2023 | Unstable diffusion in social networks. (2023). Kobayashi, Teruyoshi ; Onaga, Tomokatsu ; Ogisu, Yoshitaka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002640. Full description at Econpapers || Download paper |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
2023 | The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437. Full description at Econpapers || Download paper |
2023 | Exploring the trade-off between leaning against credit and stabilizing economic activity. (2023). Benati, Luca. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000198. Full description at Econpapers || Download paper |
2023 | Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338. Full description at Econpapers || Download paper |
2023 | Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455. Full description at Econpapers || Download paper |
2023 | Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420. Full description at Econpapers || Download paper |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper |
2023 | Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275. Full description at Econpapers || Download paper |
2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper |
2023 | Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205. Full description at Econpapers || Download paper |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper |
2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper |
2023 | On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521. Full description at Econpapers || Download paper |
2023 | Evaluating Fintech industrys risks: A preliminary analysis based on CRISP-DM framework. (2023). Cheng, Aijun. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003380. Full description at Econpapers || Download paper |
2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. Full description at Econpapers || Download paper |
2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper |
2023 | Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278. Full description at Econpapers || Download paper |
2023 | The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808. Full description at Econpapers || Download paper |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper |
2023 | Does asset encumbrance affect bank risk? Evidence from covered bonds. (2023). Nocera, Giacomo ; Gatti, Stefano ; Garcia-Appendini, Emilia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002850. Full description at Econpapers || Download paper |
2023 | Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445. Full description at Econpapers || Download paper |
2023 | Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472. Full description at Econpapers || Download paper |
2023 | Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074. Full description at Econpapers || Download paper |
2023 | Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110. Full description at Econpapers || Download paper |
2023 | Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880. Full description at Econpapers || Download paper |
2023 | The impact of extreme weather events on green innovation: Which ones bring to the most harm?. (2023). Chang, Chun-Ping ; Fu, Qiang ; Zhao, Xin-Xin ; Wen, Jun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162523000070. Full description at Econpapers || Download paper |
2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118092. Full description at Econpapers || Download paper |
2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118096. Full description at Econpapers || Download paper |
2023 | Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374. Full description at Econpapers || Download paper |
2023 | An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans. (2023). Delcea, Camelia ; Nica, Ionu ; Chiri, Nora ; Ionescu, Tefan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:12037-:d:1211596. Full description at Econpapers || Download paper |
2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
2023 | Application of spin glass ideas in social sciences, economics and finance. (2023). Nadal, Jean-Pierre ; Marsili, Matteo ; Bouchaud, Jean Philippe. In: Post-Print. RePEc:hal:journl:hal-04145594. Full description at Econpapers || Download paper |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
2023 | Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0. Full description at Econpapers || Download paper |
2023 | Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y. Full description at Econpapers || Download paper |
2023 | Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9. Full description at Econpapers || Download paper |
2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509. Full description at Econpapers || Download paper |
2023 | An analysis of Austrian banks during the high inflation period of the 1970s. (2023). Wittig, Elisabeth ; Steininger, Sophie ; Hubler, Mario ; Hanzl, Jakob ; Girsch, Stefan ; Breyer, Peter. In: Financial Stability Report. RePEc:onb:oenbfs:y:2023:i:45:b:1. Full description at Econpapers || Download paper |
2023 | IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk. (2023). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146.. Full description at Econpapers || Download paper |
2023 | Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5. Full description at Econpapers || Download paper |
2023 | Bank regulation: Has the regulation pendulum swung too far?. (2023). Congdon, Tim ; Llewellyn, David T. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00191-7. Full description at Econpapers || Download paper |
2023 | The cascade influence of grain trade shocks on countries in the context of the Russia-Ukraine conflict. (2023). Chen, Haizhi ; Shen, Mengyun ; Yan, Xiaofei ; Wang, Weiran ; Liu, Linqing. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01944-z. Full description at Econpapers || Download paper |
2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
2023 | Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250. Full description at Econpapers || Download paper |
2023 | Do Actions Follow Words? How bank sentiment predicts credit growth.. (2023). Lamers, Martien ; Pastory, Pablo. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1073. Full description at Econpapers || Download paper |
2023 | Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667. Full description at Econpapers || Download paper |
2023 | Climate Risk, Bank Lending and Monetary Policy. (2023). Polo, Andrea ; Boucinha, Miguel ; Pagano, Marco ; Altavilla, Carlo. In: CSEF Working Papers. RePEc:sef:csefwp:687. Full description at Econpapers || Download paper |
2023 | Ekonomia narracji – pocz?tki nowego nurtu. (2023). Baszczak, Ukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:1:p:66-81. Full description at Econpapers || Download paper |
2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
2023 | Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w. Full description at Econpapers || Download paper |
2023 | Contagious McKean–Vlasov systems with heterogeneous impact and exposure. (2023). Sojmark, Andreas ; Feinstein, Zachary. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00504-2. Full description at Econpapers || Download paper |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper |
2023 | Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach. (2023). Kobayashi, Teruyoshi ; Onaga, Tomokatsu. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:1:d:10.1007_s00199-022-01457-x. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
2023 | Mediating Effect of Pleasure-Seeking and Loss Aversion in the Relationship Between Phantasy and Financial Risk Tolerance and the Moderating Role of Confidence. (2023). Nayman, Hamamci Hatice ; Selim, Aren. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:24-44:n:5. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The stability and downside risk to contrarian profits: Evidence from the S&P 500. (2023). Skerratt, Len ; Kiselev, Egor ; Forbes, William. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:733-750. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | The long-term economic impact of higher capital levels In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
2009 | Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 130 |
2011 | Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | chapter | |
2009 | Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
2010 | Contagion in financial networks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 586 |
2012 | Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 27 |
2012 | Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | chapter | |
2012 | A network model of financial system resilience In: Bank of England working papers. [Full Text][Citation analysis] | paper | 75 |
2013 | A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
2011 | A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2012 | Size and complexity in model financial systems In: Bank of England working papers. [Full Text][Citation analysis] | paper | 67 |
2018 | News and narratives in financial systems: exploiting big data for systemic risk assessment In: Bank of England working papers. [Full Text][Citation analysis] | paper | 48 |
2021 | News and narratives in financial systems: Exploiting big data for systemic risk assessment.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
2018 | Rethinking financial stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 29 |
2018 | Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 25 |
2019 | Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2023 | Targeting Financial Stability: Macroprudential or Monetary Policy?.(2023) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2020 | Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 28 |
2021 | Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2020 | Making text count: economic forecasting using newspaper text In: Bank of England working papers. [Full Text][Citation analysis] | paper | 37 |
2022 | Making text count: Economic forecasting using newspaper text.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2021 | The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Financial innovation, macroeconomic stability and systemic crises In: Bank of England working papers. [Full Text][Citation analysis] | paper | 25 |
2008 | Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2006 | Financial innovation, macroeconomic stability and systemic crises.(2006) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2008 | Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2014 | Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation In: Bank of England Financial Stability Papers. [Full Text][Citation analysis] | paper | 55 |
2011 | A Network Model of Super-Systemic Crises In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 5 |
2009 | A Network Model of Super-systemic Crises.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 16 |
2021 | The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2022 | The low-carbon transition, climate commitments and firm credit risk.(2022) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Are ethical and green investment funds more resilient? In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2023 | Financing the low-carbon transition in Europe In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | The more the merrier? Evidence on the value of multiple requirements in bank regulation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Complexity, concentration and contagion In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 456 |
2007 | Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2007 | Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 9 |
2009 | Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 30 |
2004 | The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 8 |
2003 | The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective.(2003) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2005 | Inflation-Target Expectations and Optimal Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 3 |
2005 | Inflation-Target Expectations and Optimal Monetary Policy.(2005) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Taking uncertainty seriously: simplicity versus complexity in financial regulation In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 53 |
2014 | Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2019 | Networks and systemic risk in the financial system In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 15 |
2005 | Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 11 |
2013 | Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 14 |
2014 | THE CREDIT?TO?GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 57 |
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