Benjamin Klaus : Citation Profile


Are you Benjamin Klaus?

European Central Bank

8

H index

8

i10 index

362

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 27
   Journals where Benjamin Klaus has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 5 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl117
   Updated: 2022-11-19    RAS profile: 2022-10-14    
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Relations with other researchers


Works with:

Duprey, Thibaut (4)

Peltonen, Tuomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin Klaus.

Is cited by:

Schüler, Yves (11)

Drehmann, Mathias (10)

Duprey, Thibaut (10)

Lang, Jan Hannes (8)

von Schweinitz, Gregor (8)

Hodula, Martin (8)

Juselius, John (7)

Beutel, Johannes (6)

GUPTA, RANGAN (6)

Pirovano, Mara (6)

Peltonen, Tuomas (5)

Cites to:

Reinhart, Carmen (17)

Frankel, Jeffrey (16)

Rose, Andrew (16)

BORIO, Claudio (13)

Drehmann, Mathias (12)

Reichlin, Lucrezia (10)

Peltonen, Tuomas (9)

Rogoff, Kenneth (9)

Tsatsaronis, Kostas (8)

Kaminsky, Graciela (8)

Giannone, Domenico (8)

Main data


Where Benjamin Klaus has published?


Journals with more than one article published# docs
Financial Stability Review3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Staff Working Papers / Bank of Canada2
ESRB Occasional Paper Series / European Systemic Risk Board2
Occasional Paper Series / European Central Bank2

Recent works citing Benjamin Klaus (2022 and 2021)


YearTitle of citing document
2021Modeling of crisis periods in stock markets. (2021). Emiris, Ioannis Z ; Dalamagkas, Theodore ; Christoforou, Emmanouil ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2103.13294.

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2022Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg. (2022). Pi, Maria Noel ; Giordana, Gaston A. In: BCL working papers. RePEc:bcl:bclwop:bclwp158.

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2022Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161.

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2021La evolución cíclica de la economía española en el contexto europeo. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Dolores M. In: Occasional Papers. RePEc:bde:opaper:2103.

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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.

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2021Main challenges and prospects for the European banking sector: a critical review of the ongoing debate. (2021). Gallo, Raffaele ; Cardillo, Salvatore ; Guarino, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_634_21.

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2022Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22.

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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.

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

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2022When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995.

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2022Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2021Capital mobility and the synchronization of business cycles: Evidence from the European Union. (2021). Beck, Krzysztof. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:1065-1079.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2022When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004.

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2021The European growth synchronization through crises and structural changes. (2021). Remzi, Uctum ; Merih, Uctum ; Chu-Ping, Vijverberg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6.

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2021Financial cycle ? A critical analysis of the methodology for its identification. (2021). Kurowski, Ukasz. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:99-116.

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2021Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/03.

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2021Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries. (2021). Ngo, Ngoc Anh ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2021/5.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2022Organisational structure as a driver of mergers and acquisitions in the European banking sector. (2022). Lebastard, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222674.

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2022A new optimum currency area index for the euro area. (2022). Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Kunovac, Davor. In: Working Paper Series. RePEc:ecb:ecbwps:20222730.

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2021Financial Stability and Economic Growth Nexus: Evidence from Sub-Saharan Africa using Panel Data. (2021). Muda, Paul ; MacCarthy, John ; Ahulu, Helena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-2.

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2022Credit market concentration and systemic risk in Europe. (2022). Paulus, Alari ; Kukk, Merike ; Reigl, Nicolas. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2022-4.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2021Why business cycles diverge? Structural evidence from the European Union. (2021). Beck, Krzysztof. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001986.

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2022A new comprehensive database of financial crises: Identification, frequency, and duration. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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2022Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2022Do independent fiscal institutions cause better fiscal outcomes in the European Union?. (2022). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan ; Cpraru, Bogdan. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000358.

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2021Endogenous growth, firm heterogeneity and the long-run impact of financial crises. (2021). Schmitz, Tom. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302671.

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2022Measuring credit procyclicality: A new database. (2022). Rehault, Pierre-Nicolas ; Delatte, Anne-Laure ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000309.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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2022Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229.

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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552.

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2022IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges. (2022). Berrospide, Jose M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003423.

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2021Predicting bankruptcy of local government: A machine learning approach. (2021). Lagravinese, Raffaele ; Resce, Giuliano ; Antulov-Fantulin, Nino. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:681-699.

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2022Singular spectrum analysis for real-time financial cycles measurement. (2022). Coussin, Maximilien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001832.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2021Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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2022The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063.

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2021.

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2021A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168.

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2022Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023.

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2022Growth at risk: Methodology and applications in an open-source platform. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Rodriguez-Martinez, Anahi ; Busch, Matias Ossandon ; Sanchez-Martinez, Jose Manuel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000229.

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2022Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2021How Effective is Macroeconomic Imbalance Procedure (MIP) in Predicting Negative Macroeconomic Phenomena?. (2021). Luty, Piotr ; Karwowski, Jacek ; Biegun, Krzysztof. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:822-837.

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2021Islamic Financial Depth, Financial Intermediation, and Sustainable Economic Growth: ARDL Approach. (2021). Setiawan, Budi ; Sagi, Judit ; Saleem, Adil. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:49-:d:530543.

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2022The Convergence Evolution in Europe from a Complex Networks Perspective. (2022). Gkatzoglou, Fotios ; Gogas, Periklis ; Papadimitriou, Theophilos. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:457-:d:940116.

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2021Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy. (2021). Nivin, Rafael ; Chicana, Diego. In: IHEID Working Papers. RePEc:gii:giihei:heidwp07-2021.

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2021The European growth synchronization through crises and structural changes. (2019). Vijverberg, Chu-Ping C ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03319011.

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2022Predicting European Banks Distress Events: Do Financial Information Producers Matter?. (2022). de Comeres, Quentin Bro. In: Working Papers. RePEc:hal:wpaper:hal-03752678.

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2021Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters. (2021). Yetman, James ; Drehmann, Mathias. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:4:a:6.

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2021Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197.

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2022On the structural determinants of growth-at-risk. (2022). Hasler, Elias ; Geiger, Martin ; Gachter, Martin. In: Working Papers. RePEc:inn:wpaper:2022-06.

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2022Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-007.

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2022Finance, growth and (macro)prudential policy: European evidence. (2022). Ngo, Ngoc Anh ; Hodula, Martin. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:2:d:10.1007_s10663-022-09537-w.

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2021Debt and Private Investment: Does the EU Suffer from a Debt Overhang?. (2021). picarelli, mattia osvaldo ; Vanlaer, Willem ; Marneffe, Wim. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-021-09621-x.

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2021Systemic risk, real GDP growth, and sentiment. (2021). Zervopoulos, Panagiotis ; Kanas, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00952-3.

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2022Early Warning Performance of Univariate Credit-to-GDP Gaps. (2022). Lakos, Gergely ; Hosszu, Zsuzsanna. In: MNB Occasional Papers. RePEc:mnb:opaper:2022/142.

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2021Dynamic linkages among financial stability, house prices and residential investment in Greece. (2021). Anastasiou, Dimitrios ; Kapopoulos, Panayotis. In: MPRA Paper. RePEc:pra:mprapa:107833.

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2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202102.

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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111.

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2021The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?. (2021). GUPTA, RANGAN ; Kim, Won Joong ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202184.

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2021Early Warning Models of Banking Crises: VIX and High Profits. (2021). Pietrzak, Marcin ; Babua, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:4:p:381-403.

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2022How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal. (2022). Maia, Duarte ; Feliciano, Marina ; de Lorenzo, Ivan. In: Working Papers. RePEc:ptu:wpaper:w202204.

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2022Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal. (2022). Maia, Duarte ; Feliciano, Marina ; de Lorenzo, Ivan. In: Working Papers. RePEc:ptu:wpaper:w202207.

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2022Ciclos económicos y financieros: Una aproximación empírica para Bolivia. (2022). Santander, Camila Miriam. In: Documentos de trabajo. RePEc:ris:iisecd:2022_001.

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2022Spillovers in the Presence of Financial Stress – An Application to Romania. (2022). Horobet, Alexandra ; Copaciu, Anca Mihaela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:29-43.

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2022Characterizing India’s Financial Cycle. (2022). Sharma, Saurabh ; Behera, Harendra. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:2:p:152-183.

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2021Modeling asset allocations and a new portfolio performance score. (2021). Dalamagas, Theodore ; Emiris, Ioannis Z ; Christoforou, Emmanouil ; Chalkis, Apostolos. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00040-8.

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2021Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

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2021Model-based indicators for the identification of cyclical systemic risk. (2021). Mencia, Javier ; Galan, Jorge E. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-01993-2.

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2021Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps. (2021). Galardo, Maddalena ; Alessandri, Piergiorgio ; Bologna, Pierluigi. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021114.

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2022The effect of structural risks on financial downturns. (2022). Jank, Jan ; Pfeifer, Luka ; Hodula, Martin. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022138.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2021The Impact of Seven Macroprudential Policy Instruments on Financial Stability in Six Euro Area Economies. (2021). Mejra, Festi ; Eva, Loreni . In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:21:y:2021:i:3:p:259-290:n:3.

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2021Ex-post-Analyse der Wirkungen des COVID-19-Maßnahmenpaketes auf die Unternehmensliquidität. (2021). Pekanov, Atanas ; Kaniovski, Serguei ; Url, Thomas. In: WIFO Studies. RePEc:wfo:wstudy:67189.

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2021The impact of uncertainty on financial institutions: A cross?country study. (2021). Baum, Christopher ; Xu, Bing ; Caglayan, Mustafa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3719-3739.

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2021Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

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2021Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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2021Business cycles and macroeconomic asymmetries: New evidence from Eurozone and European countries. (2021). Sarantidis, Antonios ; Mitropoulos, Fotios ; Chionis, Dionysios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5977-5996.

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2021Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

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2022Predicting financial crises with machine learning methods. (2022). Wang, BO ; Chen, Chen ; Liu, Lanbiao. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:871-910.

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2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Gabauer, David ; Balcilar, Mehmet. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1049-1064.

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2021When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:5-39.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249340.

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2022Stress-ridden finance and growth losses: Does financial development break the link?. (2022). Ossandon Busch, Matias ; Sanchez-Martinez, Manuel ; Rodriguez-Martinez, Anahi ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Montaez-Enriquez, Ricardo ; Martinez-Jaramillo, Serafin. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32022.

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Works by Benjamin Klaus:


YearTitleTypeCited
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
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paper93
2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 93
paper
2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 93
article
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
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paper12
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2012Commonality in hedge fund returns: driving factors and implications In: Working papers.
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paper14
2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
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This paper has another version. Agregated cites: 14
paper
2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 14
article
2014Euro Area business cycles in turbulent times: convergence or decoupling? In: Working papers.
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paper27
2015Euro area business cycles in turbulent times: convergence or decoupling?.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 27
paper
2015Euro Area business cycles in turbulent times: convergence or decoupling?.(2015) In: Applied Economics.
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This paper has another version. Agregated cites: 27
article
2013Implicit State Guarantees Exacerbate Problem: Separated Banking System Alone Not a Solution In: DIW Economic Bulletin.
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article0
2013Implizite Staatsgarantien verschärfen die Probleme - Trennbankensystem allein ist keine Lösung In: DIW Wochenbericht.
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article1
2017A new database for financial crises in European countries In: Occasional Paper Series.
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paper95
2017A new database for financial crises in European countries.(2017) In: ESRB Occasional Paper Series.
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This paper has another version. Agregated cites: 95
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2019Overcapacities in banking: measurements, trends and determinants In: Occasional Paper Series.
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paper2
2020Overcapacities in banking: Measurement, trends and determinants.(2020) In: Economic Modelling.
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This paper has another version. Agregated cites: 2
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2009Risk spillover among hedge funds: The role of redemptions and fund failures In: Working Paper Series.
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paper10
2014Capturing the Financial Cycle in Euro Area Countries In: Financial Stability Review.
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article22
2018The distribution of interest rate risk in the euro area In: Financial Stability Review.
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article1
2021Bank mergers and acquisitions in the euro area: drivers and implications for bank performance In: Financial Stability Review.
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article0
2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress In: Journal of Banking & Finance.
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article1
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
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