Sam Langfield : Citation Profile


Are you Sam Langfield?

European Central Bank (88% share)
Massachusetts Institute of Technology (MIT) (12% share)

13

H index

14

i10 index

667

Citations

RESEARCH PRODUCTION:

10

Articles

33

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 83
   Journals where Sam Langfield has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 16 (2.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla829
   Updated: 2022-11-19    RAS profile: 2021-05-29    
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Relations with other researchers


Works with:

Hoffmann, Peter (7)

Hau, Harald (4)

Timmer, Yannick (4)

Ferrara, Gerardo (3)

Reis, Ricardo (2)

Pagano, Marco (2)

Brunnermeier, Markus (2)

Van Nieuwerburgh, Stijn (2)

Vayanos, Dimitri (2)

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

Is cited by:

Aldasoro, Iñaki (38)

Killeen, Neill (21)

Peltonen, Tuomas (16)

Abad, Jorge (14)

Pelizzon, Loriana (13)

Kok, Christoffer (12)

Portes, Richard (12)

Faia, Ester (10)

Dunne, Peter (10)

Cenedese, Gino (9)

Brunnermeier, Markus (8)

Cites to:

Pagano, Marco (22)

Acharya, Viral (12)

Degryse, Hans (12)

Rochet, Jean (12)

FREIXAS, XAVIER (11)

Ongena, Steven (10)

Van Horen, Neeltje (10)

Brunnermeier, Markus (10)

Farhi, Emmanuel (9)

Liu, Zijun (9)

Simonelli, Saverio (9)

Main data


Where Sam Langfield has published?


Journals with more than one article published# docs
Economic Policy3

Working Papers Series with more than one paper published# docs
ESRB Working Paper Series / European Systemic Risk Board4
Working Paper Series / European Central Bank4
ESRB Occasional Paper Series / European Systemic Risk Board4
Report of the Advisory Scientific Committee / European Systemic Risk Board3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Sam Langfield (2022 and 2021)


YearTitle of citing document
2021The Resilience of the Euro. (2021). Lane, Philip R. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:35:y:2021:i:2:p:3-22.

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2021Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310286.

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2021Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:066.

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2022“Since You’re So Rich, You Must Be Really Smart”: Talent, Rent Sharing, and the Finance Wage Premium. (2022). STRoMBERG, PER ; Metzger, Daniel ; Bohm, Michael. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:147.

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2022Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2021Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254.

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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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2022Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2022Control of Dynamic Financial Networks (The Extended Version). (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2205.08879.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2021Foreign investors and target firms’ financial structure: cavalry or locusts?. (2021). Pisicoli, Beniamino ; Bencivelli, Lorenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1327_21.

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2022On the Choice of Central Counterparties in the EU. (2022). Piquard, Thibaut ; Demange, Gabrielle. In: Working papers. RePEc:bfr:banfra:868.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2021Are central banks to blame? Monetary policy and bank lending behavior. (2021). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:762-779.

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2022From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197.

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2021Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586.

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2022Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83.

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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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2022Financial development and growth in European regions. (2022). Scalise, Diego ; Rossi, Paola. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:2:p:389-411.

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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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2021Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466.

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2021European financial systems through the crisis: Patterns and convergence. (2021). Barucci, Emilio ; Colozza, Tommaso. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1451-1485.

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2021Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience. (2021). Nahai-Williamson, Paul ; Abduraimova, Kumushoy. In: Bank of England working papers. RePEc:boe:boeewp:0909.

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2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

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2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

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2021Measuring Sovereign Credit Risk of the EU countries. (2021). Szabo, Milan ; Siuda, Vojtch. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:169-192.

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2021Macroprudential Policy and the Sovereign-Bank Nexus in the Euro Area. (2021). Kolb, Benedikt ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9342.

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2021Debt as Safe Asset. (2021). Merkel, Sebastian ; Sebastian, Sannikov ; Brunnermeier, Markus K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9500.

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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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2022The Dollar as a Mutual Problem: New Transatlantic Interdependence in Finance. (2022). Tranoy, Bent Sofus ; Hjertaker, Ingrid. In: Politics and Governance. RePEc:cog:poango:v:10:y:2022:i:2:p:198-207.

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2021Bank interest rate margins in a negative interest rate environment. (2021). Kakes, Jan ; Freriks, Jorien. In: Working Papers. RePEc:dnb:dnbwpp:721.

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2021Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278.

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2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

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2022The rise of bond financing in Europe. (2022). Darmouni, Olivier ; Papoutsi, Melina. In: Working Paper Series. RePEc:ecb:ecbwps:20222663.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2022Financial Markets and Green Innovation. (2022). Popov, Alexander ; Laeven, Luc ; Breckenfelder, Johannes ; Rancoita, Elena ; Olovsson, Conny ; Boneva, Lena ; Aghion, Philippe. In: Working Paper Series. RePEc:ecb:ecbwps:20222686.

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2022Can EU bonds serve as euro-denominated safe assets?. (2022). Schwaab, Bernd ; Greif, William ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20222712.

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2022The economics of central bank digital currency. (2022). Porcellacchia, Davide ; Monnet, Cyril ; Leonello, Agnese ; Hoffmann, Peter ; Assenmacher, Katrin ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20222713.

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2022Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20222721.

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2022Evaluating market risk from leveraged derivative exposures. (2022). Jukonis, Audrius. In: Working Paper Series. RePEc:ecb:ecbwps:20222722.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2021Simulating liquidity stress in the derivatives market. (2021). Yoganayagam, Michael ; Vause, Nicholas ; Ferrara, Gerardo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500.

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2021Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2022Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001997.

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2021Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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2021Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy. (2021). van Lerven, Frank ; Ryan-Collins, Josh ; Chenet, Hugues. In: Ecological Economics. RePEc:eee:ecolec:v:183:y:2021:i:c:s092180092100015x.

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2021Modelling energy transition risk: The impact of declining energy return on investment (EROI). (2021). Jackson, Tim. In: Ecological Economics. RePEc:eee:ecolec:v:185:y:2021:i:c:s0921800921000811.

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2021Financial system architecture and the patterns of international trade. (2021). Falvey, Rod ; Defever, Fabrice ; Bougheas, Spiros ; Amissah, Emmanuel. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001045.

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2022The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253.

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2022Determinants of European banks’ default risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100516x.

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2022Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures. (2022). Webersinke, Nicolas ; Leippold, Markus ; Kraus, Mathias ; Bingler, Julia Anna. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000897.

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2022Standardization, transparency initiatives, and liquidity in the CDS market. (2022). Daures-Lescourret, Laurence ; Fulop, Andras. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000106.

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2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2022It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626.

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2022Foreign investors and target firms’ financial structure. (2022). Pisicoli, Beniamino ; Bencivelli, Lorenzo. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:230-251.

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2021Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU. (2021). Kanga, Kouame Desire ; Sene, Babacar ; Saidane, Dhafer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001220.

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2021Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100161x.

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2022Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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2021Volatility forecasting in European government bond markets. (2021). Ozbekler, Ali Gencay ; Triantafyllou, Athanasios ; Kontonikas, Alexandros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1691-1709.

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2021A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303.

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2022Mapping exposures of EU banks to the global shadow banking system. (2022). Killeen, Neill ; Derrico, Marco ; Abad, Jorge ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621001278.

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2022Simulating fire sales in a system of banks and asset managers. (2022). Ochowski, Dawid ; Haaj, Grzegorz ; Calimani, Susanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842661930281x.

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2022OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2022Two tales of internationalization – Chinese internet firms expansion into the European market. (2022). Brennan, Louis ; Vecchi, Alessandra. In: Journal of Business Research. RePEc:eee:jbrese:v:152:y:2022:i:c:p:106-127.

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2021Inspecting the mechanism of quantitative easing in the euro area. (2021). Yogo, Motohiro ; Koulischer, Francois ; Nguyen, Benoit. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:1-20.

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2021Banks as patient lenders: Evidence from a tax reform. (2021). Sette, Enrico ; Carletti, Elena ; Ioannidou, Vasso ; de Marco, Filippo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:6-26.

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2021Targeted monetary policy and bank lending behavior. (2021). Fantino, Davide ; Benetton, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:404-429.

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2022The cost of steering in financial markets: Evidence from the mortgage market. (2022). Mistrulli, Paolo Emilio ; Guiso, Luigi ; Gambacorta, Leonardo ; Tsoy, Anton ; Pozzi, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1209-1226.

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2021Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334.

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2022ECB monetary policy and bank default risk?. (2022). Vander Vennet, Rudi ; Soenen, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002229.

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2022Interest rate risk and monetary policy normalisation in the euro area. (2022). Reghezza, Alessio ; D'Acri, Costanza Rodriguez ; Pancotto, Livia ; Molyneux, Philip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000274.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205.

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2021Banks’ exposure to interest rate risk and the transmission of monetary policy. (2021). , Davidthesmar ; Thesmar, David ; Sraer, David ; Landier, Augustin ; Gomez, Matthieu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:543-570.

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2022Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates. (2022). van den Heuvel, Skander J ; Ampudia, Miguel. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:49-67.

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2022Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021The construction of multilayer stock network model. (2021). Jiang, Cheng ; Qu, Shuai ; Chen, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067.

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2021A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110.

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2021Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

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2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Chevallier, Julien ; Xie, Chi ; Si, Hui-Bin ; Chen, Yang-Yang ; Wang, Gang-Jin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347.

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2021Measuring the deadly embrace: Systemic and sovereign risks. (2021). de Simone, Francisco Nadal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309569.

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2021.

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2021The Commercial Banking Sector in Eurozone after the Pandemic: The Paths to Recovery. (2021). Lasak, Piotr. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special1:p:1233-1246.

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2021Climate Transition Risk Metrics: Understanding Convergence and Divergence across Firms and Providers. (2021). Monnin, Pierre ; Senni, Chiara Colesanti ; Bingler, Julia Anna. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:21-363.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Optimal Bailouts in Banking and Sovereign Crises. (2021). Sosa-Padilla, Cesar ; Yom, Zeynep ; Hur, Sewon. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89754.

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2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17.

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2022The Reversal Interest Rate. (2022). Koby, Yann ; Brunnermeier, Markus K ; Abadi, Joseph. In: Working Papers. RePEc:fip:fedpwp:94694.

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2021Banks’ Foreign Claims in the Aftermath of the 2008 Crisis: Institutional Response, Financial Efficiency, and Integration of Cross-Border Banking in the Euro Area. (2021). Warin, Thierry ; Stojkov, Aleksandar. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:61-:d:491750.

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2021Financial Dependence and Intensive Margin of Trade. (2021). Strieborny, Martin ; Jaud, Melise ; Kukenova, Madina. In: Working Papers. RePEc:gla:glaewp:2021_14.

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2021On the market structure of central counterparties in the EU. (2021). Demange, Gabrielle ; Piquard, Thibaut. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03107812.

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2021On the market structure of central counterparties in the EU. (2021). Demange, Gabrielle ; Piquard, Thibaut. In: Working Papers. RePEc:hal:wpaper:halshs-03107812.

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More than 100 citations found, this list is not complete...

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2012Bank ratings-What determines their quality? In: Working Papers.
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2012Bank Ratings: What Determines Their Quality?.(2012) In: Swiss Finance Institute Research Paper Series.
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2012Bank ratings: What determines their quality?.(2012) In: CEPR Discussion Papers.
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2012Bank ratings: what determines their quality?.(2012) In: Working Paper Series.
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2013Bank ratings: what determines their quality?.(2013) In: Economic Policy.
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2014Mapping the UK interbank system In: Bank of England working papers.
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paper115
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
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2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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2018Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series.
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2019Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance.
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2016ESBies: Safety in the tranches In: Discussion Papers.
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2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
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2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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2017Discriminatory Pricing of Over-the-Counter Derivatives In: Swiss Finance Institute Research Paper Series.
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paper21
2017Discriminatory Pricing of Over-The-Counter Derivatives.(2017) In: CEPR Discussion Papers.
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2019Discriminatory Pricing of Over-the-Counter Derivatives.(2019) In: IMF Working Papers.
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2017Discriminatory pricing of over-the-counter derivatives.(2017) In: ESRB Working Paper Series.
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2012Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment In: Occasional Paper Series.
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paper0
2015Bank bias in Europe: effects on systemic risk and growth In: Working Paper Series.
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paper139
2016Bank bias in Europe: effects on systemic risk and growth.(2016) In: Economic Policy.
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2015Bank Bias in Europe: Effects on Systemic Risk and Growth.(2015) In: CSEF Working Papers.
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2018Who bears interest rate risk? In: Working Paper Series.
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paper37
2019Who Bears Interest Rate Risk?.(2019) In: Review of Financial Studies.
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2019Regulating the doom loop In: Working Paper Series.
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paper18
2020Regulating the Doom Loop.(2020) In: International Journal of Central Banking.
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2018Regulating the doom loop.(2018) In: ESRB Working Paper Series.
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2018The distribution of interest rate risk in the euro area In: Financial Stability Review.
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article1
2016Interbank Exposure Networks In: Computational Economics.
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article19
2014Is Europe Overbanked? In: mBank - CASE Seminar Proceedings.
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paper26
2014Is Europe Overbanked?.(2014) In: Report of the Advisory Scientific Committee.
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2014Allocating macro-prudential powers In: Report of the Advisory Scientific Committee.
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2016Too late, too sudden: Transition to a low-carbon economy and systemic risk In: Report of the Advisory Scientific Committee.
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paper17
2013The structure and resilience of the European interbank market In: ESRB Occasional Paper Series.
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2016Indirect contagion: the policy problem In: ESRB Occasional Paper Series.
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paper25
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
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2018From the horse’s mouth: surveying responses to stress by banks and insurers In: ESRB Occasional Paper Series.
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