Sujit Ramesh Kapadia : Citation Profile

Are you Sujit Ramesh Kapadia?

Bank of England

12

H index

13

i10 index

1061

Citations

RESEARCH PRODUCTION:

8

Articles

23

Papers

5

Chapters

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 62
   Journals where Sujit Ramesh Kapadia has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 16 (1.49 %)

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   Permalink: http://citec.repec.org/pka1066
   Updated: 2020-09-14    RAS profile: 2020-06-02    
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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 (28)

Roventini, Andrea (26)

Fagiolo, Giorgio (20)

Kobayashi, Teruyoshi (19)

León, Carlos (18)

Molinari, Massimo (17)

battiston, stefano (16)

Renneboog, Luc (16)

Silva, Thiago (15)

Gallegati, Mauro (15)

Berndsen, Ron (14)

Cites to:

Shin, Hyun Song (22)

BORIO, Claudio (18)

Reinhart, Carmen (16)

Gertler, Mark (13)

Drehmann, Mathias (13)

Gali, Jordi (12)

Taylor, Alan (12)

Elsinger, Helmut (9)

Clarida, Richard (9)

Summer, Martin (9)

Aikman, David (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 (2020 and 2019)

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.

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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.

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2019Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model. (2019). Giri, Federico ; Gallegati, Mauro ; Catullo, Ermanno. In: Working Papers. RePEc:anc:wpaper:434.

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

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2020Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2020Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

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2019How the network properties of shareholders vary with investor type and country. (2019). Christensen, Kim ; Evans, Tim ; Yao, Qing. In: Papers. RePEc:arx:papers:1812.06694.

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2019Lost in Diversification. (2019). Bardoscia, Marco ; Volpati, Valerio ; Marsili, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:1901.09795.

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

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2019Loan maturity aggregation in interbank lending networks obscures mesoscale structure and economic functions. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Papers. RePEc:arx:papers:1906.08617.

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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.

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2019Strategic Payments in Financial Networks. (2019). Schmand, Daniel ; Hoefer, Martin ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:1908.01714.

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2019The emergence of critical stocks in market crash. (2019). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1908.07244.

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2019Systemic Cascades On Inhomogeneous Random Financial Networks. (2019). Hurd, T R. In: Papers. RePEc:arx:papers:1909.09239.

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2019Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V. In: Papers. RePEc:arx:papers:1912.05273.

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2019A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field. (2019). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1912.08695.

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

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

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

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

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

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2019Interconnected Banks and Systemically Important Exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; d'Errico, Marco ; battiston, stefano ; Derrico, Marco ; Roncoroni, Alan . In: Staff Working Papers. RePEc:bca:bocawp:19-44.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited. (2019). Galan, Jorge. In: Occasional Papers. RePEc:bde:opaper:1906.

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2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy. (2019). Sinyakov, Andrey ; Ponomarenko, Alexey ; Tatarintsev, Stas ; Kozlovtceva, Irina. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps42.

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

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2019REAL ESTATE AND THE GREAT CRISIS: LESSONS FOR MACROPRUDENTIAL POLICY. (2019). wachter, susan ; Duca, John ; Popoyan, Lilit. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:121-137.

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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.

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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.

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

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2019The language of rules: textual complexity in banking reforms. (2019). Walczak, Eryk ; Patel, Rajan ; Garbarino, Nicola ; Brookes, James ; Amadxarif, Zahid. In: Bank of England working papers. RePEc:boe:boeewp:0834.

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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.

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2019Financial Interconnectedness, Amplification, and Cross-Border Activity. (2019). Takahashi, Koji ; Ikeda, Daisuke ; Ojima, Mayumi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e11.

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2019Systemic Risk of the Consumer Credit Network across Financial Institutions. (2019). Jung, Hosung ; Kim, Hyun Hak. In: Working Papers. RePEc:bok:wpaper:1923.

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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.

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2019Keynesian Economics - Back from the Dead? The Godley-Tobin Lecture. (2019). Rowthorn, Robert. In: Working Papers. RePEc:cbr:cbrwps:wp512.

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

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2019Stability Implications of Financial Interconnectedness under the Capital Markets Union. (2019). Inhoffen, Justus. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:129en.

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2019Liquidity contagion with a “first-in/first-out†seniority of claims. (2019). Molinari, Massimo ; Gobbi, Lucio ; Gaffeo, Edoardo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00991.

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2019European macroprudential database. (2019). Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano ; Boh, Samo ; Veiga, Joao ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Koban, Anne. In: Statistics Paper Series. RePEc:ecb:ecbsps:201932.

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2019CoMap: mapping contagion in the euro area banking sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: Working Paper Series. RePEc:ecb:ecbwps:20192224.

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2019Interbank rate uncertainty and bank lending. (2019). Uhlig, Harald ; Lenza, Michele ; Altavilla, Carlo ; Carboni, Giacomo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20192311.

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2019Interconnected banks and systemically important exposures. (2019). Halaj, Grzegorz ; Kok, Christoffer ; Haaj, Grzegorz ; D'Errico, Marco ; Battiston, Stefano ; Roncoroni, Alan . In: Working Paper Series. RePEc:ecb:ecbwps:20192331.

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

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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.

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

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

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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.

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2019Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2019A flow network analysis of direct balance-sheet contagion in financial networks. (2019). Eboli, Mario. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:205-233.

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2019Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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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.

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2019Modeling, analysis and mitigation of contagion in financial systems. (2019). Cheng, Xian ; Zhao, Haichuan. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:281-292.

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2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2019The impact of margin policies on the Italian repo market. (2019). Pietrunti, Mario ; Picillo, Cristina ; Miglietta, Arianna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304704.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2019Do (all) sectoral shocks lead to aggregate volatility? Empirics from a production network perspective. (2019). ROUGIER, ERIC ; Joya, Omar. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:77-107.

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2020Capital regulation under price impacts and dynamic financial contagion. (2020). Feinstein, Zachary. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:449-463.

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2019The changing network of financial market linkages: The Asian experience. (2019). Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi ; Chowdhury, Biplob. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:71-92.

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2019Central banks’ preferences and banking sector vulnerability. (2019). Lucotte, Yannick ; Pradines-Jobet, F ; Levieuge, G. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:110-131.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2019Identifying fragility for the stock market: Perspective from the portfolio overlaps network. (2019). Guo, Xin-Yu ; Lin, LI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:132-151.

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2019Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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2019Network structures and credit risk in cross-shareholdings among listed Japanese companies. (2019). Kanno, Masayasu. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:17-31.

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2019What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444.

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2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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2019Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

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2019Financial contagion and economic development: An epidemiological approach. (2019). Bucci, Alberto ; Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:211-228.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

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2019Interconnectedness and systemic risk: A comparative study based on systemically important regions. (2019). Su, Fang ; Cheng, Jiang ; Fang, Lei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:147-158.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2019Hybrid resource allocation and its impact on the dynamics of disease spreading. (2019). Chen, Xiao-Long ; Cai, Shi-Min ; Yang, Chun ; Wang, Rui-Jie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:156-165.

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2019Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment. (2019). He, Yuanping ; Liu, Haifei ; Wang, Jiepeng ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:458-480.

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2019Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity. (2019). Tong, MU ; Wu, Shan ; He, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119306144.

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2020Emergence of income inequality: Origin, distribution and possible policies. (2020). Liu, Zhirong ; Tian, Songtao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315729.

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

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2020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190.

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2020Financial crisis, bank diversification, and financial stability: OECD countries. (2020). Kim, Hakkon ; Ryu, Doojin ; Batten, Jonathan A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:94-104.

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2020Bank capital, financial stability and Basel regulation in a low interest-rate environment. (2020). Rubio, Margarita ; Yao, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:378-392.

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2019Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:55-66.

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2019Building an effective financial stability policy framework: lessons from the post-crisis decade. (2019). Demekas, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100483.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914.

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2019Regulating Financial Networks Under Uncertainty. (2019). Ramirez, Carlos. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-56.

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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: Working Papers. RePEc:fip:fedlwp:2019-002.

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2019Current Account and International Networks. (2019). Grechyna, Daryna. In: ThE Papers. RePEc:gra:wpaper:19/08.

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2020Too central to fail firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets. (2020). Chakrabarti, Anindya S ; Srivastava, Pranjal ; Mishra, Abinash. In: IIMA Working Papers. RePEc:iim:iimawp:14628.

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2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

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2019Internal Capital Markets in Business Groups and the Propagation of Credit Supply Shocks. (2019). Zhu, WU ; Townsend, Robert M ; Shi, YU. In: IMF Working Papers. RePEc:imf:imfwpa:19/111.

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2019Interconnectedness and Contagion Analysis: A Practical Framework. (2019). Xu, TengTeng ; Bricco, Jana. In: IMF Working Papers. RePEc:imf:imfwpa:19/220.

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2019Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models. (2019). Han, Fei ; Leika, Mindaugas. In: IMF Working Papers. RePEc:imf:imfwpa:19/250.

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2019Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer. (2019). Wezel, Torsten. In: IMF Working Papers. RePEc:imf:imfwpa:19/86.

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2019Dynamic Interaction Between Asset Prices and Bank Behavior: A Systemic Risk Perspective. (2019). Isogai, Takashi ; Tasca, Paolo ; Sato, Aki-Hiro. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-018-9792-y.

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2020Liquidity in Financial Networks. (2020). Hayakawa, Hitoshi. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09895-x.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: NBER Working Papers. RePEc:nbr:nberwo:26034.

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2019Using Network Method to Measure Financial Interconnection. (2019). Corbett, Jenny ; Xu, Ying. In: NBER Working Papers. RePEc:nbr:nberwo:26499.

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2019Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data. (2019). Davis, E ; Noel, Dennison ; Karim, Dilruba . In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:499.

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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]		chapter3
2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
[Full Text][Citation analysis]		paper121
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 another version. Agregated cites: 121		paper
2010Contagion in financial networks In: Bank of England working papers.
[Full Text][Citation analysis]		paper318
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
[Full Text][Citation analysis]		paper18
2012Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters.
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This paper has another version. Agregated cites: 18		chapter
2012A network model of financial system resilience In: Bank of England working papers.
[Full Text][Citation analysis]		paper56
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 56		article
2011A Network Model of Financial System Resilience.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 56		paper
2012Size and complexity in model financial systems In: Bank of England working papers.
[Full Text][Citation analysis]		paper41
2018News and narratives in financial systems: exploiting big data for systemic risk assessment In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2018Rethinking financial stability In: Bank of England working papers.
[Full Text][Citation analysis]		paper13
2018Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2019Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 3		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]		paper1
2020Making text count: economic forecasting using newspaper text In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
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.
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This paper has another version. Agregated cites: 23		article
2006Financial innovation, macroeconomic stability and systemic crises.(2006) In: Proceedings.
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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]		paper16
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]		paper1
2011Complexity, concentration and contagion In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article318
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]		article24
2004The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]		paper7
2003The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective.(2003) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 7		paper
2005Inflation-Target Expectations and Optimal Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]		paper2
2005Inflation-Target Expectations and Optimal Monetary Policy.(2005) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 2		paper
2019Networks and systemic risk in the financial system In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]		article0
2005Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper4
2014Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation In: MPRA Paper.
[Full Text][Citation analysis]		paper30
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]		article37

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