14
H index
17
i10 index
1338
Citations
Bank of England | 14 H index 17 i10 index 1338 Citations RESEARCH PRODUCTION: 8 Articles 23 Papers 5 Chapters RESEARCH ACTIVITY:
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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: |
Working Papers Series with more than one paper published | # docs |
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Economics Series Working Papers / University of Oxford, Department of Economics | 3 |
Working Papers Central Bank of Chile / Central Bank of Chile | 2 |
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2020 | Forecasting 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 | |
2020 | How 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 | |
2020 | Evaluación 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 | |
2020 | An 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 | |
2020 | Analysis 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 | |
2020 | Simulation 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 | |
2020 | Prudential 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 | |
2022 | Network 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 | |
2020 | Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028. Full description at Econpapers || Download paper | |
2022 | Dynamic 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 | |
2021 | Pricing 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 | |
2020 | Shapley 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 | |
2020 | Risk-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 | |
2020 | Crisis 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 | |
2020 | Network-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 | |
2021 | Market 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 | |
2021 | A 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 | |
2020 | Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619. Full description at Econpapers || Download paper | |
2020 | Contingent 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 | |
2021 | Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254. Full description at Econpapers || Download paper | |
2022 | Optimal 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 | |
2021 | The 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 | |
2021 | Contagious 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 | |
2021 | Regshock: 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 | |
2021 | Hierarchical 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 | |
2021 | Systemic 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 | |
2021 | Unstable diffusion in social networks. (2021). Kobayashi, Teruyoshi ; Onaga, Tomokatsu ; Ogisu, Yoshitaka. In: Papers. RePEc:arx:papers:2109.14560. Full description at Econpapers || Download paper | |
2021 | Cross-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 | |
2021 | Using 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 | |
2022 | When 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 | |
2022 | Systemic 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 | |
2022 | Network 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 | |
2020 | Does 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 | |
2020 | Demand-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 | |
2021 | Does 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 | |
2021 | Forecasting 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 | |
2021 | Network 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 | |
2021 | CREWS: 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 | |
2021 | The 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 | |
2021 | A 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 | |
2021 | Revisiting 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 | |
2021 | Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer. In: Working papers. RePEc:bfr:banfra:817. Full description at Econpapers || Download paper | |
2021 | Enrichment 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 | |
2020 | Contagion 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 | |
2021 | Answering 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 | |
2021 | Big 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 | |
2020 | Incorporating 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 | |
2020 | Modelling 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 | |
2020 | Distress 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 | |
2020 | Current 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 | |
2020 | News 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 | |
2020 | The 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 | |
2020 | News 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 | |
2020 | Shapley 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 | |
2020 | Bank 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 | |
2020 | Foundations 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 | |
2020 | Global 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 | |
2020 | Contagion 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 | |
2021 | Macroprudential 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 | |
2021 | The 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 | |
2021 | How 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 | |
2021 | Interactions 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 | |
2021 | Measure 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 | |
2021 | Forecasting 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 | |
2021 | Impacts 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 | |
2021 | Comparing 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 | |
2021 | Foreign 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 | |
2021 | The 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 | |
2022 | Margin 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 | |
2020 | Are 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 | |
2020 | Can 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 | |
2021 | Foreign 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 | |
2020 | Financial 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 | |
2020 | News 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 | |
2020 | Unconventional 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 | |
2021 | Optimal 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 | |
2020 | Exchange 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 | |
2020 | Buffer 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 | |
2021 | Asset 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 | |
2020 | Bank 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 | |
2020 | Simulating 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 | |
2020 | Macroprudential 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 | |
2020 | Random 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 | |
2020 | Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499. Full description at Econpapers || Download paper | |
2021 | Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516. Full description at Econpapers || Download paper | |
2021 | Credit 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 | |
2021 | Nowcasting 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 | |
2022 | Monetary 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 | |
2022 | Ideology 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 | |
2020 | How 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 | |
2020 | Business 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 | |
2020 | Policy 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 | |
2020 | Dynamic 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 | |
2020 | What 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 | |
2020 | Winter 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 | |
2020 | The 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... |
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 | 125 |
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 another version. Agregated cites: 125 | 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 another version. Agregated cites: 125 | paper | |
2010 | Contagion in financial networks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 387 |
2012 | Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 22 |
2012 | Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | chapter | |
2012 | A network model of financial system resilience In: Bank of England working papers. [Full Text][Citation analysis] | paper | 66 |
2013 | A 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 | |
2011 | A 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 | |
2012 | Size and complexity in model financial systems In: Bank of England working papers. [Full Text][Citation analysis] | paper | 46 |
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 | 11 |
2018 | Rethinking financial stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 31 |
2018 | Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
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 | 17 |
2020 | Making text count: economic forecasting using newspaper text In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
2008 | Financial innovation, macroeconomic stability and systemic crises In: Bank of England working papers. [Full Text][Citation analysis] | paper | 23 |
2008 | Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2006 | Financial innovation, macroeconomic stability and systemic crises.(2006) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 23 | 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 | 21 |
2011 | A Network Model of Super-Systemic Crises In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 4 |
2009 | A 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 | |
2019 | Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 7 |
2011 | Complexity, concentration and contagion In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 382 |
2007 | Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 10 |
2009 | Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 25 |
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 another 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 another version. Agregated cites: 3 | paper | |
2019 | Networks and systemic risk in the financial system In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 7 |
2005 | Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation In: MPRA Paper. [Full Text][Citation analysis] | paper | 46 |
2013 | Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 11 |
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 | 50 |
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