Benjamin Klaus : Citation Profile


Are you Benjamin Klaus?

European Central Bank

7

H index

7

i10 index

170

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 18
   Journals where Benjamin Klaus has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 4 (2.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl117
   Updated: 2020-07-04    RAS profile: 2019-11-22    
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Relations with other researchers


Works with:

Duprey, Thibaut (5)

Peltonen, Tuomas (4)

ferroni, filippo (3)

Bussiere, Matthieu (2)

Hoerova, Marie (2)

Schäfer, Dorothea (2)

Lang, Jan Hannes (2)

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

Is cited by:

von Schweinitz, Gregor (7)

Beutel, Johannes (6)

Schüler, Yves (6)

Drehmann, Mathias (6)

Peltonen, Tuomas (5)

Lang, Jan Hannes (5)

Belke, Ansgar (4)

Duprey, Thibaut (4)

Gros, Daniel (4)

Pirovano, Mara (4)

Corsetti, Giancarlo (3)

Cites to:

Reinhart, Carmen (13)

BORIO, Claudio (9)

Rogoff, Kenneth (7)

Rose, Andrew (6)

Frankel, Jeffrey (6)

Drehmann, Mathias (6)

Forni, Mario (6)

Demirguc-Kunt, Asli (6)

Kaminsky, Graciela (6)

Tsatsaronis, Kostas (6)

Claessens, Stijn (5)

Main data


Where Benjamin Klaus has published?


Journals with more than one article published# docs
Financial Stability Review2

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

Recent works citing Benjamin Klaus (2019 and 2018)


YearTitle of citing document
2018Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:1803.05861.

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2018The Framework for Risk Identification and Assessment. (2018). Traclet, Virginie ; MacDonald, Cameron. In: Technical Reports. RePEc:bca:bocatr:113.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017A Barometer of Canadian Financial System Vulnerabilities. (2017). Roberts, Tom ; Duprey, Thibaut. In: Staff Analytical Notes. RePEc:bca:bocsan:17-24.

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2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation. (2017). Duprey, Thibaut ; Hogg, Dylan ; Grieder, Timothy. In: Staff Analytical Notes. RePEc:bca:bocsan:17-25.

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2018Modelling the Macrofinancial Effects of a House Price Correction in Canada. (2018). Slive, Joshua ; SHEN, XIANGJIN ; van Oordt, Maarten ; Liu, Xuezhi ; Duprey, Thibaut ; Priazhkina, Sofia ; MacDonald, Cameron. In: Staff Analytical Notes. RePEc:bca:bocsan:18-36.

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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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2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:1825.

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2019An indicator of macro-financial stress for Italy. (2019). Venditti, Fabrizio ; Miglietta, Arianna. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_497_19.

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2019Should the CCYB be enhanced with a sectoral dimension? The case of Italy. (2019). Pacella, Claudia ; Fiori, Roberta . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_499_19.

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2019Financial Conditions and Growth at Risk in Italy. (2019). Miglietta, Arianna ; del Vecchio, Leonardo ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1242_19.

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2018Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803e.

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2018The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

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2019Determination of the Current Phase of the Credit Cycle in Emerging Markets. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:28-42.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

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2018Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_010.

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2019On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor. (2019). Kauko, Karlo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_006.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2019The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis. (2019). Hale, Galina ; Eichengreen, Barry ; Corsetti, Giancarlo ; Tallman, E. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1914.

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2019Real-estate concentration in the Irish banking system. (2019). Shaw, Frances ; Nevin, Ciaran ; Lyons, Paul. In: Financial Stability Notes. RePEc:cbi:fsnote:4/fs/19.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2018Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017. (2018). Oda, Daniel ; Matus, Jose Miguel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:822.

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2018Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:823.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2017The Eurozone Convergence through Crises and Structural Changes. (2017). Uctum, Remzi ; Vijverberg, Chu-Ping C. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-38.

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2019Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019219.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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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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2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2019Leaning against the wind: macroprudential policy and the financial cycle. (2019). Kok, Christoffer ; Kockerols, Thore . In: Working Paper Series. RePEc:ecb:ecbwps:20192223.

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2020Cyclical systemic risk and downside risks to bank profitability. (2020). Lang, Jan Hannes ; Forletta, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20202405.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2018The signalling content of asset prices for inflation: Implications for quantitative easing. (2018). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:45-63.

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2017Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018Contrasting financial and business cycles: Stylized facts and candidate explanations. (2018). HIEBERT, Paul ; Schuler, Yves ; Jaccard, Ivan. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:72-80.

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2019Does machine learning help us predict banking crises?. (2019). von Schweinitz, Gregor ; List, Sophia ; Beutel, Johannes. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308918305801.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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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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2019Did connected hedge funds benefit from bank bailouts during the financial crisis?. (2019). Tan, Kian ; faff, robert ; Parwada, Jerry T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:15.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2018The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76.

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2019Time-varying government spending multipliers in the UK. (2019). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:180-197.

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2019The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Barkat, Karim ; Jarallah, Shaif ; Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

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2017Hedge fund returns under crisis scenarios: A holistic approach. (2017). Degiannakis, Stavros ; Stoforos, Chrysostomos E ; Palaskas, Theodosios B. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1196-1207.

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2018Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:49-63.

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2018Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86629.

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2018Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86976.

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2017Does the Amount and Time of Recapitalization Affect the Profitability of Commercial Banks?. (2017). TOMEC, MATEJ ; Jagric, Timotej. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:318-341.

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2019The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis. (2019). Hale, Galina ; Eichengreen, Barry ; Corsetti, Giancarlo ; Tallman, Eric. In: Working Paper Series. RePEc:fip:fedfwp:2019-04.

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2018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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2019The OFR Financial Stress Index. (2019). Monin, Phillip J. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:25-:d:209064.

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2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution. (2019). Giudici, Paolo ; Parisi, Laura. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:3-:d:195087.

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2018Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis ; Chalkis, Apostolos ; Cales, Ludovic . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01897265.

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2018Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis ; Chalkis, Apostolos ; Cales, Ludovic . In: Post-Print. RePEc:hal:journl:hal-01897265.

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2018Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer. (2018). Tolo, Eero ; Kalatie, Simo ; Laakkonen, Helina . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:2.

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2019The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles. (2019). Theobald, Thomas ; Ruzicka, Josef ; Fiedler, Jakob. In: IMK Working Paper. RePEc:imk:wpaper:198-2019.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Belke, Ansgar ; Gros, Daniel ; Domnick, Clemens. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9465-9.

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2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: NBER Working Papers. RePEc:nbr:nberwo:24549.

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2020The sensitivity of banks’ net interest margins to interest rate conditions in CESEE. (2020). Allinger, Katharina ; Worz, Julia. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2020:i:q1/20:b:3.

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2017Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:81585.

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2018Financial cycle and conduct of monetary policy: theory and empirical evidence. (2018). Chafik, Omar. In: MPRA Paper. RePEc:pra:mprapa:88995.

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2018Financial cycle and conduct of monetary policy: The amplifier/divider theory. (2018). CHAFIK, Omar. In: MPRA Paper. RePEc:pra:mprapa:89170.

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2018Can Monetary Policy Lean against Housing Bubbles?. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201877.

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2020A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne. In: Working Papers. RePEc:pre:wpaper:202011.

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2019Real-time signals anticipating credit booms in Euro Area countries. (2019). Lucidi, Francesco Simone. In: Working Papers. RePEc:sap:wpaper:wp189.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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2018Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Pino Saldías, Gabriel ; Rubilar-Gonzalez, Marco. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:9:y:2018:i:2:d:10.1007_s13209-017-0170-0.

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2018Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; Grauwe, Paul. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:1:d:10.1007_s10290-017-0302-4.

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2017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713.

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2018A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882.

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2018Structural credit ratios. (2018). Bianchi, Benedetta. In: ESRB Working Paper Series. RePEc:srk:srkwps:201885.

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2017Monitoring systemic risk in the hedge fund sector. (2017). Hespeler, Frank ; Loiacono, Giuseppe . In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:12:p:1859-1883.

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2017Economic Crisis and Convergence in the Eurozone Countries. (2017). Ferreiro, Jesus ; Gonzalez, Ana ; Gomez, Carmen ; Galvez, Catalina. In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:2:p:223-244.

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2019Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero. In: BoF Economics Review. RePEc:zbw:bofecr:42019.

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2018On the cyclical properties of Hamiltons regression filter. (2018). Schüler, Yves ; Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:032018.

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2018An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2018). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia. In: Discussion Papers. RePEc:zbw:bubdps:482018.

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2018An analysis of systematic risk in worldwide econonomic sentiment indices. (2018). Luu, Duc Thi ; Lux, Thomas ; Yanovski, Boyan . In: Economics Working Papers. RePEc:zbw:cauewp:201803.

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2018The Impact of Economic and Financial Crises on Unemployment Rate in European Union. (2018). . In: EconStor Conference Papers. RePEc:zbw:esconf:194294.

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2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Gros, Daniel ; Domnick, Clemens ; Belke, Ansgar. In: GLO Discussion Paper Series. RePEc:zbw:glodps:38.

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2019An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2019). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia. In: IWH Discussion Papers. RePEc:zbw:iwhdps:22019.

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2018Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19. (2018). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201819.

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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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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: 40
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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: 40
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2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
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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: 3
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2012Commonality in hedge fund returns: driving factors and implications In: Working papers.
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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: 11
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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: 11
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2014Euro Area business cycles in turbulent times: convergence or decoupling? In: Working papers.
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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: 16
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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: 16
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2013Implicit State Guarantees Exacerbate Problem: Separated Banking System Alone Not a Solution In: DIW Economic Bulletin.
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2013Implizite Staatsgarantien verschärfen die Probleme - Trennbankensystem allein ist keine Lösung In: DIW Wochenbericht.
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2017A new database for financial crises in European countries In: Occasional Paper Series.
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paper27
2019Overcapacities in banking: measurements, trends and determinants In: Occasional Paper Series.
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2009Risk spillover among hedge funds: The role of redemptions and fund failures In: Working Paper Series.
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2014Capturing the Financial Cycle in Euro Area Countries In: Financial Stability Review.
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2018The distribution of interest rate risk in the euro area In: Financial Stability Review.
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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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