Teruyoshi Kobayashi : Citation Profile

Are you Teruyoshi Kobayashi?

Kobe University

6

H index

5

i10 index

146

Citations

RESEARCH PRODUCTION:

17

Articles

24

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 7
   Journals where Teruyoshi Kobayashi has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 20 (12.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko119
   Updated: 2022-09-24    RAS profile: 2022-08-09    
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Relations with other researchers

Works with:

Hasui, Kohei (3)

Sugo, Tomohiro (3)

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

Is cited by:

Teranishi, Yuki (8)

Ciccarone, Giuseppe (8)

Verona, Fabio (8)

Kurozumi, Takushi (7)

Van Zandweghe, Willem (6)

Marchetti, Enrico (6)

Fujiwara, Ippei (6)

Drumond, Ines (5)

León, Carlos (5)

Martins, Manuel (5)

Dai, Meixing (5)

Cites to:

Svensson, Lars (22)

Gertler, Mark (21)

Woodford, Michael (20)

bilbiie, florin (16)

Rudebusch, Glenn (15)

Galí, Jordi (14)

Ghironi, Fabio (13)

Melitz, Marc (13)

Kapadia, Sujit (12)

Iori, Giulia (11)

battiston, stefano (11)

Main data

Where Teruyoshi Kobayashi has published?

Journals with more than one article published# docs
Economics Letters2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Kobe University11
Papers / arXiv.org10
MPRA Paper / University Library of Munich, Germany3

Recent works citing Teruyoshi Kobayashi (2022 and 2021)

YearTitle of citing document
2021Stress testing and systemic risk measures using multivariate conditional probability. (2020). Aste, Tomaso. In: Papers. RePEc:arx:papers:2004.06420.

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

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

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

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151.

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2021Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

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

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2022Lending when relationships are scarce: The role of information spread via bank networks. (2022). Manigart, Sophie ; Divakaruni, Anantha ; Alperovych, Yan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000244.

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2021Systemic risk of portfolio diversification. (2021). Maehashi, Kohei. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003682.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2022Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021). (2022). masciandaro, donato. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002308.

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2021Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229.

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2021A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021Empirical determination of the optimal attack for fragmentation of modular networks. (2021). Gonalves, Sebastian ; de Abreu, Carolina ; da Cunha, Bruno Requio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s037843712030786x.

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2021Belief model of complex contagions on random networks. (2021). Xu, Genjiu ; Xiong, Wanda ; Sun, Hao ; Li, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309754.

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2021Interbank relationship lending: A network perspective. (2021). Miguelez, Javier ; Leon, Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). Miguelez, Javier ; Leon, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751.

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2021Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities. (2021). Aste, Tomaso. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:213-:d:551263.

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2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Cortes, Ariana Paola ; Eratalay, Mustafa Hakan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

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2021How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems. (2021). Morales, Alfredo J ; Vie, Aymeric. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10021-5.

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2022An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy. (2022). Wu, Yenchun Jim ; Li, Yingjie ; Zhao, Linhai. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-021-10096-8.

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2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

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2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

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2021Asset allocation: new evidence through network approaches. (2021). Hitaj, Asmerilda ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03136-y.

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2021Systemic risk assessment through high order clustering coefficient. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03525-8.

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2021Contemporaneous financial intermediation. (2021). Merz, Markus. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00029-3.

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2022Indirect and direct effects of the subprime crisis on the real sector: labor market migration. (2022). Tabak, Benjamin Miranda ; Muniz, Fabiano Jose ; Silva, Thiago Christiano. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02051-1.

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2021Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2.

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Works by Teruyoshi Kobayashi:

YearTitleTypeCited
2013Efficient immunization strategies to prevent financial contagion In: Papers.
[Full Text][Citation analysis]		paper2
2013Network versus portfolio structure in financial systems In: Papers.
[Full Text][Citation analysis]		paper4
2013Network versus portfolio structure in financial systems.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2014A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades In: Papers.
[Full Text][Citation analysis]		paper0
2014A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades.(2014) In: Economics Letters.
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This paper has another version. Agregated cites: 0		article
2013A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Cascades in multiplex financial networks with debts of different seniority In: Papers.
[Full Text][Citation analysis]		paper6
2015Cascades in multiplex financial networks with debts of different seniority.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Social dynamics of financial networks In: Papers.
[Full Text][Citation analysis]		paper0
2018Identifying relationship lending in the interbank market: A network approach In: Papers.
[Full Text][Citation analysis]		paper10
2018Identifying relationship lending in the interbank market: A network approach.(2018) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2017Network models of financial systemic risk: A review In: Papers.
[Full Text][Citation analysis]		paper30
2017Network models of financial systemic risk: A review.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2018Network models of financial systemic risk: a review.(2018) In: Journal of Computational Social Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
2018Extracting the multi-timescale activity patterns of online financial markets In: Papers.
[Full Text][Citation analysis]		paper1
2018Extracting the multi-timescale activity patterns of online financial markets.(2018) In: Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2021Unstable diffusion in social networks In: Papers.
[Full Text][Citation analysis]		paper0
2022Financial fire sales as continuous-state complex contagion In: Papers.
[Full Text][Citation analysis]		paper0
2004On the Relationship Between Short? and Long?term Interest Rates In: International Finance.
[Full Text][Citation analysis]		article0
2004Hybrid Inflation?Price?Level Targeting in an Economy With Output Persistence In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2010Policy Irreversibility and Interest Rate Smoothing In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2010Policy irreversibility and interest rate smoothing.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013A NOTE ON EXPECTATIONAL STABILITY UNDER NONZERO TREND INFLATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article22
2011A note on expectational stability under non-zero trend inflation.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2010A note on expectational stability under non-zero trend inflation.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 22		paper
2011Firm entry, credit availability and monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2003Multiplicative uncertainty in a model without inflationary bias In: Economics Letters.
[Full Text][Citation analysis]		article11
2021Optimal irreversible monetary policy In: European Economic Review.
[Full Text][Citation analysis]		article1
2021Optimal irreversible monetary policy.(2021) In: Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2009Announcements and the effectiveness of monetary policy: A view from the US prime rate In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2004Monetary policy uncertainty and interest rate targeting In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2005A model of monetary unification under asymmetric information In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2008Incomplete Interest Rate Pass-Through and Optimal Monetary Policy In: International Journal of Central Banking.
[Full Text][Citation analysis]		article41
2015Trend-driven information cascades on random networks In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Fragmenting networks by targeting collective influencers at a mesoscopic level In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Significant ties: Identifying relationship lending in temporal interbank networks In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Irreversible monetary policy at the zero lower bound In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2019The structured backbone of temporal social ties In: Nature Communications.
[Full Text][Citation analysis]		article0
2009Firm entry and monetary policy transmission under credit rationing In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Introduction to the special issue “Economics and Complex Networks” In: The Japanese Economic Review.
[Full Text][Citation analysis]		article0
2005Optimal monetary policy and the role of hybrid inflation-price-level targets In: Applied Economics.
[Full Text][Citation analysis]		article6

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