Sujit Ramesh Kapadia : Citation Profile

Are you Sujit Ramesh Kapadia?

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.
   Cites by year: 91
   Journals where Sujit Ramesh Kapadia has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 23 (1.24 %)

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   Permalink: http://citec.repec.org/pka1066
   Updated: 2024-01-16    RAS profile: 2023-08-07    
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Relations with other researchers

Works with:

Giuzio, Margherita (3)

Bluwstein, Kristina (2)

Kapetanios, George (2)

Turrell, Arthur (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sujit Ramesh Kapadia.

Is cited by:

Napoletano, Mauro (67)

Roventini, Andrea (61)

Farmer, J. (32)

Fagiolo, Giorgio (24)

Kobayashi, Teruyoshi (23)

Silva, Thiago (22)

Berndsen, Ron (21)

battiston, stefano (20)

Mandel, Antoine (19)

Halaj, Grzegorz (18)

Molinari, Massimo (18)

Cites to:

Shin, Hyun Song (30)

BORIO, Claudio (27)

Drehmann, Mathias (20)

Reinhart, Carmen (19)

Pedersen, Lasse (16)

Taylor, Alan (15)

Gertler, Mark (13)

Aikman, David (13)

Galí, Jordi (12)

HALDANE, ANDREW (12)

Brunnermeier, Markus (11)

Main data

Where Sujit Ramesh Kapadia has published?

Journals with more than one article published# docs
Journal of Risk Finance2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Economics Series Working Papers / University of Oxford, Department of Economics3
Working Papers Central Bank of Chile / Central Bank of Chile2

Recent works citing Sujit Ramesh Kapadia (2024 and 2023)

YearTitle of citing document
2023.

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2023Analysis 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.

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2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2023Are 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.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668.

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2023Company Competition Graph. (2023). Dai, Rui ; Li, Xinyi ; Zhang, Cien ; Huang, Jiawei ; Mao, Haitao ; Lu, Yutong. In: Papers. RePEc:arx:papers:2304.00323.

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2023Credit Valuation Adjustment in Financial Networks. (2023). Zlati, Vinko ; Battiston, Stefano ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2305.16434.

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2023Application 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.

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2023A systematic review of early warning systems in finance. (2023). Ramtinnia, Shahin ; Eyvazloo, Reza ; Namaki, Ali. In: Papers. RePEc:arx:papers:2310.00490.

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2023Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2023Turning Words into Numbers: Measuring News Media Coverage of Shortages. (2023). Houle, Stephanie ; Chen, Lin. In: Discussion Papers. RePEc:bca:bocadp:23-8.

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2023Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media. (2023). Song, Wenting ; MacAulay, Alistair. In: Staff Working Papers. RePEc:bca:bocawp:23-23.

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2023Utiliser 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.

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2023Understanding 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.

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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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2023Interbank 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.

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2023Balancing 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.

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2023Network 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.

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2023.

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2023Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046.

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2023Nowcasting 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.

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2023The 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.

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2023Modeling 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.

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2023Unstable 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.

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2023Intermediaries’ 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.

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2023The 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.

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2023Exploring 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.

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2023Macroprudential 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.

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2023Optimal 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.

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2023Decentralized 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.

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2023Does 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.

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2023How 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.

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2023Portfolio 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.

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2023Measuring 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.

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2023Internal 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.

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2023Non-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.

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2023Do 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.

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2023On 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.

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2023Evaluating 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.

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2023Reinforcement 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.

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2023The 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.

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2023Networks, 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.

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2023Daily 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.

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2023The 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.

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2023Nowcasting 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.

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2023Scenario-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.

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2023Does 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.

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2023Incorporating 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.

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2023Credit 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.

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2023Is 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.

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2023Fair 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.

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2023Financial 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.

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2023The 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.

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2023Carbon 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.

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2023Carbon 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.

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2023Identifying 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.

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2023An 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.

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2023Systemic 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.

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2023Application 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.

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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2023Leading 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.

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2023Sentiment-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.

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2023Diversification 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.

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2023Is 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.

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2023An 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.

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2023IV 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..

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2023Text-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.

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2023Bank 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.

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2023The 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.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250.

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2023Do 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.

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2023Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667.

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2023Climate Risk, Bank Lending and Monetary Policy. (2023). Polo, Andrea ; Boucinha, Miguel ; Pagano, Marco ; Altavilla, Carlo. In: CSEF Working Papers. RePEc:sef:csefwp:687.

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2023Ekonomia 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.

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2023Uncovering 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.

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2023Risk 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.

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2023Contagious 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.

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2023The 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.

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2023Dynamics 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.

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2023.

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2023.

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2023Minskyan 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.

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2023Mediating 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.

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2023.

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2023The 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.

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2023.

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2023Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415.

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Works by Sujit Ramesh Kapadia:

YearTitleTypeCited
2011The long-term economic impact of higher capital levels In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter4
2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
[Full Text][Citation analysis]		paper130
2011Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 130		paper
2010Contagion in financial networks In: Bank of England working papers.
[Full Text][Citation analysis]		paper586
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
[Full Text][Citation analysis]		paper27
2012Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters.
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This paper has nother version. Agregated cites: 27		chapter
2012A network model of financial system resilience In: Bank of England working papers.
[Full Text][Citation analysis]		paper75
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 75		article
2011A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers.
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This paper has nother version. Agregated cites: 75		paper
2012Size and complexity in model financial systems In: Bank of England working papers.
[Full Text][Citation analysis]		paper67
2018News and narratives in financial systems: exploiting big data for systemic risk assessment In: Bank of England working papers.
[Full Text][Citation analysis]		paper48
2021News and narratives in financial systems: Exploiting big data for systemic risk assessment.(2021) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 48		article
2018Rethinking financial stability In: Bank of England working papers.
[Full Text][Citation analysis]		paper29
2018Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers.
[Full Text][Citation analysis]		paper25
2019Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 25		paper
2023Targeting Financial Stability: Macroprudential or Monetary Policy?.(2023) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 25		article
2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper28
2021Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 28		paper
2020Making text count: economic forecasting using newspaper text In: Bank of England working papers.
[Full Text][Citation analysis]		paper37
2022Making text count: Economic forecasting using newspaper text.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 37		article
2021The 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]		paper4
2008Financial innovation, macroeconomic stability and systemic crises In: Bank of England working papers.
[Full Text][Citation analysis]		paper25
2008Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal.
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This paper has nother version. Agregated cites: 25		article
2006Financial innovation, macroeconomic stability and systemic crises.(2006) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 25		article
2008Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal.
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This paper has nother version. Agregated cites: 25		article
2014Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper55
2011A Network Model of Super-Systemic Crises In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter5
2009A Network Model of Super-systemic Crises.(2009) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 5		paper
2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series.
[Full Text][Citation analysis]		paper16
2021The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2022The low-carbon transition, climate commitments and firm credit risk.(2022) In: Working Paper Series.
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This paper has nother version. Agregated cites: 8		paper
2022Are ethical and green investment funds more resilient? In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2023Financing the low-carbon transition in Europe In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023The more the merrier? Evidence on the value of multiple requirements in bank regulation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2011Complexity, concentration and contagion In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article456
2007Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2007Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance.
[Full Text][Citation analysis]		article9
2009Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking.
[Full Text][Citation analysis]		article30
2004The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]		paper8
2003The 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
2005Inflation-Target Expectations and Optimal Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]		paper3
2005Inflation-Target Expectations and Optimal Monetary Policy.(2005) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2021Taking uncertainty seriously: simplicity versus complexity in financial regulation In: Industrial and Corporate Change.
[Full Text][Citation analysis]		article53
2014Taking 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
2019Networks and systemic risk in the financial system In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]		article15
2005Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper11
2013Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter14
2014THE CREDIT?TO?GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article57

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