Sujit Ramesh Kapadia : Citation Profile


Are you Sujit Ramesh Kapadia?

Bank of England

14

H index

17

i10 index

1338

Citations

RESEARCH PRODUCTION:

8

Articles

23

Papers

5

Chapters

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 78
   Journals where Sujit Ramesh Kapadia has often published
   Relations with other researchers
   Recent citing documents: 252.    Total self citations: 16 (1.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1066
   Updated: 2022-05-21    RAS profile: 2020-12-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Aikman, David (3)

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 (38)

Roventini, Andrea (36)

Farmer, J. (20)

Kobayashi, Teruyoshi (20)

Fagiolo, Giorgio (20)

Silva, Thiago (20)

Berndsen, Ron (20)

Tabak, Benjamin (18)

León, Carlos (18)

battiston, stefano (18)

Molinari, Massimo (17)

Cites to:

Shin, Hyun Song (21)

BORIO, Claudio (18)

Reinhart, Carmen (16)

Drehmann, Mathias (13)

Gertler, Mark (13)

Taylor, Alan (13)

Galí, Jordi (12)

Aikman, David (10)

Pedersen, Lasse (9)

Elsinger, Helmut (9)

Clarida, Richard (9)

Main data


Where Sujit Ramesh Kapadia has published?


Working Papers Series with more than one paper published# docs
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 (2021 and 2020)


YearTitle of citing document
2020Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04.

Full description at Econpapers || Download paper

2020How to prevent a new global financial crisis. (2020). Beker, Victor. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4309.

Full description at Econpapers || Download paper

2020Evaluación Económica de pérdidas por enfermedades en bovinos: métodos de valuación de perdida. (2020). Amaro, Ignacio Benito . In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4310.

Full description at Econpapers || Download paper

2020An approach to measuring credit risk in a banking institution from Romania. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:65-78.

Full description at Econpapers || Download paper

2020Analysis of the impact generated by COVID-19 in banking institutions and possible economic effects. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:21-40.

Full description at Econpapers || Download paper

2020Simulation of financial contagion effect using the NetLogo software at the level of the banking network. (2020). Nica, Ionu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:55-74.

Full description at Econpapers || Download paper

2020Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2030.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

Full description at Econpapers || Download paper

2020Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

Full description at Econpapers || Download paper

2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

Full description at Econpapers || Download paper

2021Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

Full description at Econpapers || Download paper

2020Shapley regressions: A framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Papers. RePEc:arx:papers:1903.04209.

Full description at Econpapers || Download paper

2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

Full description at Econpapers || Download paper

2020Crisis contagion in the world trade network. (2020). Shepelyansky, Dima L ; Jos'e Lages, ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:2002.07100.

Full description at Econpapers || Download paper

2020Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07566.

Full description at Econpapers || Download paper

2021Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

Full description at Econpapers || Download paper

2021A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

Full description at Econpapers || Download paper

2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

Full description at Econpapers || Download paper

2020Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062.

Full description at Econpapers || Download paper

2021Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254.

Full description at Econpapers || Download paper

2022Optimal Collaterals in Multi-Enterprise Investment Networks. (2020). Kolumbus, Yoav ; Babaioff, Moshe ; Winter, Eyal. In: Papers. RePEc:arx:papers:2011.06247.

Full description at Econpapers || Download paper

2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

Full description at Econpapers || Download paper

2021Contagious McKean-Vlasov systems with heterogeneous impact and exposure. (2021). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2104.06776.

Full description at Econpapers || Download paper

2021Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks. (2021). Niu, Zhibin ; Zhang, Jiawan ; CHENG, DAWEI ; Wu, Junqi. In: Papers. RePEc:arx:papers:2104.11863.

Full description at Econpapers || Download paper

2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

Full description at Econpapers || Download paper

2021Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

Full description at Econpapers || Download paper

2021Unstable diffusion in social networks. (2021). Kobayashi, Teruyoshi ; Onaga, Tomokatsu ; Ogisu, Yoshitaka. In: Papers. RePEc:arx:papers:2109.14560.

Full description at Econpapers || Download paper

2021Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824.

Full description at Econpapers || Download paper

2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

Full description at Econpapers || Download paper

2022When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

Full description at Econpapers || Download paper

2022Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies. (2022). Hu, Ruimeng ; Fouque, Jean-Pierre ; Feng, Yichen ; Ichiba, Tomoyuki . In: Papers. RePEc:arx:papers:2202.00662.

Full description at Econpapers || Download paper

2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

Full description at Econpapers || Download paper

2020Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2020:p:109-126.

Full description at Econpapers || Download paper

2020Demand-induced transition risks: A systemic approach applied to South Africa. (2020). Godin, Antoine ; Hadji-Lazaro, Paul. In: Working Paper. RePEc:avg:wpaper:en11942.

Full description at Econpapers || Download paper

2021Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557.

Full description at Econpapers || Download paper

2021Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559.

Full description at Econpapers || Download paper

2021Network Structure and Fragmentation of the Argentinean Interbank Markets. (2021). Forte, Federico ; Montes-Rojas, Gabriel ; Elosegui, Pedro. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202196.

Full description at Econpapers || Download paper

2021CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132.

Full description at Econpapers || Download paper

2021The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21.

Full description at Econpapers || Download paper

2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

Full description at Econpapers || Download paper

2021Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-26.

Full description at Econpapers || Download paper

2021Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer. In: Working papers. RePEc:bfr:banfra:817.

Full description at Econpapers || Download paper

2021Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments. (2021). Martial, Ranvier ; Mathilde, Gerardin. In: Working papers. RePEc:bfr:banfra:821.

Full description at Econpapers || Download paper

2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

Full description at Econpapers || Download paper

2021Answering the Queen: Machine learning and financial crises. (2021). Howell, Michael ; Fouliard, Jeremy ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:926.

Full description at Econpapers || Download paper

2021Big data and machine learning in central banking. (2021). Gambacorta, Leonardo ; Doerr, Sebastian ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:930.

Full description at Econpapers || Download paper

2020Incorporating financial development indicators into early warning systems. (2020). Ponomarenko, Alexey ; Tatarintsev, Stas. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps58.

Full description at Econpapers || Download paper

2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

Full description at Econpapers || Download paper

2020Distress and default contagion in financial networks. (2020). Maria, Luitgard Anna. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:705-737.

Full description at Econpapers || Download paper

2020Current account and international networks. (2020). Grechyna, Daryna. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:5:p:1269-1294.

Full description at Econpapers || Download paper

2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

Full description at Econpapers || Download paper

2020The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085.

Full description at Econpapers || Download paper

2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

Full description at Econpapers || Download paper

2020Shapley regressions: a framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Bank of England working papers. RePEc:boe:boeewp:0784.

Full description at Econpapers || Download paper

2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume . In: Bank of England working papers. RePEc:boe:boeewp:0853.

Full description at Econpapers || Download paper

2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

Full description at Econpapers || Download paper

2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

Full description at Econpapers || Download paper

2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897.

Full description at Econpapers || Download paper

2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

Full description at Econpapers || Download paper

2021The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation. (2021). Marquez, Paula Gallego ; Buckmann, Marcus ; Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana. In: Bank of England working papers. RePEc:boe:boeewp:0905.

Full description at Econpapers || Download paper

2021How do secured funding markets behave under stress? Evidence from the gilt repo market. (2021). Veraart, Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0910.

Full description at Econpapers || Download paper

2021Interactions of capital and liquidity requirements: a review of the literature. (2021). Vo, Quynh-Anh. In: Bank of England working papers. RePEc:boe:boeewp:0916.

Full description at Econpapers || Download paper

2021Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks. (2021). Willison, Matthew ; Sanders, Austen. In: Bank of England working papers. RePEc:boe:boeewp:0922.

Full description at Econpapers || Download paper

2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

Full description at Econpapers || Download paper

2021Impacts of the Covid-19 crisis: evidence from 2 million UK SMEs. (2021). Walczak, Eryk ; Karmakar, Sudipto ; Walker, Danny ; Markoska, Elena ; Hurley, James. In: Bank of England working papers. RePEc:boe:boeewp:0924.

Full description at Econpapers || Download paper

2021Comparing minds and machines: implications for financial stability. (2021). Haldane, Andy ; Buckmann, Marcus ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0937.

Full description at Econpapers || Download paper

2021Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Lloyd, Simon ; Panchev, Konstantin ; Manuel, ED. In: Bank of England working papers. RePEc:boe:boeewp:0940.

Full description at Econpapers || Download paper

2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

Full description at Econpapers || Download paper

2022Margin procyclicality and the collateral cycle. (2022). Ranaldo, Angelo ; Ferrara, Gerardo ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0966.

Full description at Econpapers || Download paper

2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

Full description at Econpapers || Download paper

2020Can banks be owned?. (2020). Talita, Desiato ; Olivier, Butzbach ; Gennaro, Rotondo . In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:10:y:2020:i:1:p:21:n:2.

Full description at Econpapers || Download paper

2021Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2156.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020Financial Vulnerability and Economic Dynamics in Malaysia. (2020). Puah, Chin-Hong ; Arip, Affendy M ; Kuek, Tai-Hock. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:55-73.

Full description at Econpapers || Download paper

2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis. (2020). Nishimura, Kiyohiko G ; Heckel, Markus. In: CARF F-Series. RePEc:cfi:fseres:cf501.

Full description at Econpapers || Download paper

2021Optimal capital ratios for banks in the euro area. (2021). Kramer, Bert ; Soederhuizen, Beau ; Luginbuhl, Rob ; van Heuvelen, Harro. In: CPB Discussion Paper. RePEc:cpb:discus:429.

Full description at Econpapers || Download paper

2020Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220.

Full description at Econpapers || Download paper

2020Buffer use and lending impact. (2020). Volk, Matjaž ; Budnik, Katarzyna ; Borsuk, Marcin. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:2.

Full description at Econpapers || Download paper

2021Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises. (2021). Cesati, Enrico ; Berthonnaud, Pierre ; Vroege, Robert ; Siakoulis, Vasileios ; Schwarz, Claudia ; Schneider, Ludwig ; Lanciani, Marcello ; Kick, Heinrich ; Jager, Kirsten ; Drudi, Maria Ludovica. In: Occasional Paper Series. RePEc:ecb:ecbops:2021261.

Full description at Econpapers || Download paper

2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume. In: Working Paper Series. RePEc:ecb:ecbwps:20202356.

Full description at Econpapers || Download paper

2020Simulating fire sales in a system of banks and asset managers. (2020). Żochowski, Dawid ; Calimani, Susanna ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20202373.

Full description at Econpapers || Download paper

2020Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406.

Full description at Econpapers || Download paper

2020Random forest versus logit models: which offers better early warning of fiscal stress?. (2020). Jarmulska, Barbara. In: Working Paper Series. RePEc:ecb:ecbwps:20202408.

Full description at Econpapers || Download paper

2020Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432.

Full description at Econpapers || Download paper

2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499.

Full description at Econpapers || Download paper

2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

Full description at Econpapers || Download paper

2021Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2021). Bluwstein, Kristina ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas ; Buckmann, Marcus. In: Working Paper Series. RePEc:ecb:ecbwps:20212614.

Full description at Econpapers || Download paper

2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

Full description at Econpapers || Download paper

2022Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647.

Full description at Econpapers || Download paper

2022Ideology and monetary policy: the role of political parties’ stances in the ECB’s parliamentary hearings. (2022). Persson, Eric ; Jamet, Jean-Francois ; Giovannini, Alessandro ; Fraccaroli, Nicolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222655.

Full description at Econpapers || Download paper

2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

Full description at Econpapers || Download paper

2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

Full description at Econpapers || Download paper

2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

Full description at Econpapers || Download paper

2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

Full description at Econpapers || Download paper

2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

Full description at Econpapers || Download paper

2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

Full description at Econpapers || Download paper

2020The formation of a core-periphery structure in heterogeneous financial networks. (2020). van der Leij, Marco ; Hommes, Cars ; In, Daan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301408.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

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]
paper125
2011Funding 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 another version. Agregated cites: 125
chapter
2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125
paper
2010Contagion in financial networks In: Bank of England working papers.
[Full Text][Citation analysis]
paper387
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
[Full Text][Citation analysis]
paper22
2012Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
chapter
2012A network model of financial system resilience In: Bank of England working papers.
[Full Text][Citation analysis]
paper66
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
article
2011A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
paper
2012Size and complexity in model financial systems In: Bank of England working papers.
[Full Text][Citation analysis]
paper46
2018News and narratives in financial systems: exploiting big data for systemic risk assessment In: Bank of England working papers.
[Full Text][Citation analysis]
paper11
2018Rethinking financial stability In: Bank of England working papers.
[Full Text][Citation analysis]
paper31
2018Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers.
[Full Text][Citation analysis]
paper9
2019Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
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]
paper17
2020Making text count: economic forecasting using newspaper text In: Bank of England working papers.
[Full Text][Citation analysis]
paper18
2008Financial innovation, macroeconomic stability and systemic crises In: Bank of England working papers.
[Full Text][Citation analysis]
paper23
2008Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2006Financial innovation, macroeconomic stability and systemic crises.(2006) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 23
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]
paper21
2011A Network Model of Super-Systemic Crises In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
chapter4
2009A Network Model of Super-systemic Crises.(2009) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series.
[Full Text][Citation analysis]
paper7
2011Complexity, concentration and contagion In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article382
2007Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance.
[Full Text][Citation analysis]
article10
2009Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking.
[Full Text][Citation analysis]
article25
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 another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019Networks and systemic risk in the financial system In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]
article7
2005Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers.
[Full Text][Citation analysis]
paper5
2014Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation In: MPRA Paper.
[Full Text][Citation analysis]
paper46
2013Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]
chapter11
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]
article50

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team