6
H index
5
i10 index
146
Citations
Kobe University | 6 H index 5 i10 index 146 Citations RESEARCH PRODUCTION: 17 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Teruyoshi Kobayashi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Economics Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Graduate School of Economics, Kobe University | 11 |
Papers / arXiv.org | 9 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2021 | Stress testing and systemic risk measures using multivariate conditional probability. (2020). Aste, Tomaso. In: Papers. RePEc:arx:papers:2004.06420. Full description at Econpapers || Download paper |
2022 | Optimal Collaterals in Multi-Enterprise Investment Networks. (2020). Kolumbus, Yoav ; Babaioff, Moshe ; Winter, Eyal. In: Papers. RePEc:arx:papers:2011.06247. Full description at Econpapers || Download paper |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper |
2021 | Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824. Full description at Econpapers || Download paper |
2021 | Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151. Full description at Econpapers || Download paper |
2021 | Modelling 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. Full description at Econpapers || Download paper |
2021 | Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904. Full description at Econpapers || Download paper |
2022 | Lending 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. Full description at Econpapers || Download paper |
2021 | Systemic risk of portfolio diversification. (2021). Maehashi, Kohei. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003682. Full description at Econpapers || Download paper |
2022 | Sovereign 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. Full description at Econpapers || Download paper |
2022 | Independence, 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. Full description at Econpapers || Download paper |
2021 | Zero 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2021 | Citation 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. Full description at Econpapers || Download paper |
2021 | Empirical 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. Full description at Econpapers || Download paper |
2021 | Belief 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. Full description at Econpapers || Download paper |
2021 | Interbank 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. Full description at Econpapers || Download paper |
2021 | Interbank 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. Full description at Econpapers || Download paper |
2021 | Stress 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2021 | How 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. Full description at Econpapers || Download paper |
2022 | An 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. Full description at Econpapers || Download paper |
2022 | THE 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. Full description at Econpapers || Download paper |
2021 | Achieving 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. Full description at Econpapers || Download paper |
2021 | Asset 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. Full description at Econpapers || Download paper |
2021 | Systemic 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. Full description at Econpapers || Download paper |
2021 | Contemporaneous financial intermediation. (2021). Merz, Markus. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00029-3. Full description at Econpapers || Download paper |
2022 | Indirect 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. Full description at Econpapers || Download paper |
2021 | Quantifying 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Efficient immunization strategies to prevent financial contagion In: Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Network versus portfolio structure in financial systems In: Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Network versus portfolio structure in financial systems.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2014 | A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2013 | A 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 | |
2015 | Cascades in multiplex financial networks with debts of different seniority In: Papers. [Full Text][Citation analysis] | paper | 6 |
2015 | Cascades 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 | |
2017 | Social dynamics of financial networks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Identifying relationship lending in the interbank market: A network approach In: Papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Identifying 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 | |
2017 | Network models of financial systemic risk: A review In: Papers. [Full Text][Citation analysis] | paper | 30 |
2017 | Network models of financial systemic risk: A review.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2018 | Network 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 | |
2018 | Extracting the multi-timescale activity patterns of online financial markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Extracting the multi-timescale activity patterns of online financial markets.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Unstable diffusion in social networks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | On the Relationship Between Short? and Long?term Interest Rates In: International Finance. [Full Text][Citation analysis] | article | 0 |
2004 | Hybrid Inflation?Price?Level Targeting in an Economy With Output Persistence In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
2010 | Policy Irreversibility and Interest Rate Smoothing In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2010 | Policy irreversibility and interest rate smoothing.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | A NOTE ON EXPECTATIONAL STABILITY UNDER NONZERO TREND INFLATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 22 |
2011 | A 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 | |
2010 | A note on expectational stability under non-zero trend inflation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2011 | Firm entry, credit availability and monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2003 | Multiplicative uncertainty in a model without inflationary bias In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2021 | Optimal irreversible monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
2021 | Optimal irreversible monetary policy.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2009 | Announcements and the effectiveness of monetary policy: A view from the US prime rate In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2004 | Monetary policy uncertainty and interest rate targeting In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2005 | A model of monetary unification under asymmetric information In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2008 | Incomplete Interest Rate Pass-Through and Optimal Monetary Policy In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 41 |
2015 | Trend-driven information cascades on random networks In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Fragmenting networks by targeting collective influencers at a mesoscopic level In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Significant ties: Identifying relationship lending in temporal interbank networks In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Irreversible monetary policy at the zero lower bound In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The structured backbone of temporal social ties In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
2009 | Firm entry and monetary policy transmission under credit rationing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Introduction to the special issue “Economics and Complex Networks” In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 0 |
2005 | Optimal monetary policy and the role of hybrid inflation-price-level targets In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
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