Alfred Lehar : Citation Profile

9

H index

9

i10 index

1181

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 62
   Journals where Alfred Lehar has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 7 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple148
   Updated: 2025-03-22    RAS profile: 2020-09-13    
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Relations with other researchers

Works with:

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

Is cited by:

Herings, P. Jean-Jacques (17)

battiston, stefano (16)

Tabak, Benjamin (16)

Silva, Thiago (13)

Kok, Christoffer (13)

Krahnen, Jan (12)

Guerra, Solange (12)

Kapadia, Sujit (11)

Drehmann, Mathias (10)

Bougheas, Spiros (10)

Willison, Matthew (10)

Cites to:

Acharya, Viral (15)

merton, robert (11)

Summer, Martin (8)

Elsinger, Helmut (7)

Degryse, Hans (7)

Rochet, Jean (6)

Scholes, Myron (6)

DE BANDT, OLIVIER (5)

Hartmann, Philipp (5)

Yorulmazer, Tanju (5)

Eisenberg, Larry (5)

Main data

Production by document typepaperarticle20002001200220032004200520062007200820092010201120122013201420152016201720182019052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2000200120022003200420052006200720082009201020112012201320142015201620172018201905101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2002200320042005200620072008200920102011201220132014201520162017201820190250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Alfred Lehar has published?

Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada2

Recent works citing Alfred Lehar (2025 and 2024)

Year  ↓Title of citing document  ↓
2024A New Approach to Estimating Loss-Given-Default Distribution. (2020). Kevkhishvili, Rusudan ; Egami, Masahiko. In: Papers. RePEc:arx:papers:2009.00868.

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2024Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872.

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2024Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2403.10631.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc ; Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu. In: Bank of England working papers. RePEc:boe:boeewp:1066.

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu ; Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc. In: Working Papers. RePEc:cgs:wpaper:118.

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2024Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China. (2024). Jeon, Bang ; Kang, Qiaoling ; Chen, Minghua ; Wu, JI. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000605.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

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2025Stabilizing financial networks via mergers and acquisitions. (2025). Kallio, Markku ; Khabazian, Aein. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:314-329.

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2025Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675.

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2024Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective. (2024). Sheenan, Lisa ; Klein, Tony ; Schweers, Koen. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005474.

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2024Impact of climate risk on financial stability: Cross-country evidence. (2024). Sun, Haibo ; Men, Wenjiao ; He, Shuguang ; Liu, Zhonglu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000280.

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2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Osterrieder, Jorg ; Baals, Lennart John ; Liu, Yiting ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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2024Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Bank heterogeneity and financial stability. (2024). Kopytov, Alexandr ; Goldstein, Itay ; Xiang, Haotian ; Shen, Lin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001570.

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2024Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). Guimares, Acassio Silva ; de Frana, Joo Vinicius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915.

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2025Credit Card Default Prediction: An Empirical Analysis on Predictive Performance Using Statistical and Machine Learning Methods. (2025). Bhandary, Rakshith ; Ghosh, Bidyut Kumar. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:23-:d:1562935.

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2024The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Discussion Paper. RePEc:tiu:tiucen:e1e1e64f-022b-4206-b7b3-b4586bebb179.

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2024The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Herings, P. J. J., ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179.

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Works by Alfred Lehar:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Macroprudential Regulation and Systemic Capital Requirements In: Staff Working Papers.
[Full Text][Citation analysis]		paper54
2015Emergency Liquidity Facilities, Signalling and Funding Costs In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2016Macroprudential Policy: A Summary In: SPP Communique.
[Full Text][Citation analysis]		article0
2015Macroprudential Policy: A Review In: SPP Research Papers.
[Full Text][Citation analysis]		article46
2017Macroprudential policy: A review.(2017) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2002GARCH vs. stochastic volatility: Option pricing and risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2005Measuring systemic risk: A risk management approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article235
2004Value-at-risk vs. building block regulation in banking In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article26
2012Macroprudential capital requirements and systemic risk In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article113
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]		article209
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 209		paper
2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]		article403
2002Risk Assessment for Banking Systems.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 403		paper
2019Imperfect Renegotiations in Interbank Financial Networks In: Management Science.
[Full Text][Citation analysis]		article2
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article27
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
[Full Text][Citation analysis]		article7
2006Chinese Walls in German Banks In: Review of Finance.
[Full Text][Citation analysis]		article4
2000ALTERNATIVE VALUE-AT-RISK MODELS FOR OPTIONS In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0

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