Ulf Lewrick : Citation Profile

Are you Ulf Lewrick?

Bank for International Settlements (BIS) (90% share)
Universität Basel (10% share)

7

H index

4

i10 index

117

Citations

RESEARCH PRODUCTION:

11

Articles

11

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 11
   Journals where Ulf Lewrick has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 5 (4.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple786
   Updated: 2022-05-21    RAS profile: 2022-03-14    
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Relations with other researchers

Works with:

Mohler, Lukas (3)

Mathur, Aakriti (3)

Tarashev, Nikola (2)

Fender, Ingo (2)

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

Is cited by:

Schrimpf, Andreas (8)

Karmakar, Sudipto (5)

Pijoan-Mas, Josep (5)

Garcia-Santana, Manuel (5)

Shin, Hyun Song (5)

Ramos, Roberto (5)

Gambacorta, Leonardo (5)

Moral-Benito, Enrique (5)

Adrian, Tobias (4)

Kiff, John (3)

Hepp, Ralf (3)

Cites to:

Shin, Hyun Song (11)

Adrian, Tobias (10)

Jensen, J. (9)

Schott, Peter (9)

Bernard, Andrew (9)

Gambacorta, Leonardo (7)

Shachar, Or (6)

SHIM, ILHYOCK (6)

Boyarchenko, Nina (6)

Redding, Stephen (6)

Van den Heuvel, Skander (5)

Main data

Where Ulf Lewrick has published?

Journals with more than one article published# docs
BIS Quarterly Review6

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements8

Recent works citing Ulf Lewrick (2021 and 2020)

YearTitle of citing document
2021Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302.

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2021The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_625_21.

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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2020The outlook for business bankruptcies. (2020). Banerjee, Ryan ; Cornelli, Giulio ; Zakrajek, Egon. In: BIS Bulletins. RePEc:bis:bisblt:30.

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2020The financial vulnerabilities driving firms to the exit. (2020). Banerjee, Ryan ; Kharroubi, Enisse. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012e.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868.

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2020Which credit gap is better at predicting financial crises? A comparison of univariate filters. (2020). Yetman, James ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:878.

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2021Macroeconomic effects of Covid-19: a mid-term review. (2021). Rungcharoenkitkul, Phurichai. In: BIS Working Papers. RePEc:bis:biswps:959.

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2021ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975.

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2021Macroeconomic effects of COVID?19: A mid?term review*. (2021). Rungcharoenkitkul, Phurichai. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:4:p:439-458.

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2020Has bail-in increased market discipline? An empirical investigation of European banks’ credit spreads. (2020). Osborne, Matthew ; Lindstrom, Ryan . In: Bank of England working papers. RePEc:boe:boeewp:0887.

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2020The Relationship between Capital and Liquidity Prudential Instruments. (2020). Pfeifer, Lukas ; Hodula, Martin ; Komarkova, Zlatuse. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/1.

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2021Optimal capital ratios for banks in the euro area. (2021). Kramer, Bert ; Soederhuizen, Beau ; Luginbuhl, Rob ; van Heuvelen, Harro. In: CPB Discussion Paper. RePEc:cpb:discus:429.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2020Burned by leverage? Flows and fragility in bond mutual funds. (2020). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20202413.

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2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

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2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

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2022CDS spreads and COVID-19 pandemic. (2022). Dănuleţiu, Dan ; Apergis, Nicholas ; Xu, Bing ; Danuletiu, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001463.

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2022Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong. (2022). Ho, Kelvin ; Tan, Edward ; Wong, Eric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620302958.

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2020Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity. (2020). Mirzaei, Ali ; Igan, Deniz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:688-726.

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2020Dealers’ insurance, market structure, and liquidity. (2020). Monnet, Cyril ; Carapella, Francesca. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:725-753.

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2020Bank profitability, leverage constraints, and risk-taking. (2020). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300233.

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2021Macroprudential policy with capital buffers. (2021). Schroth, Josef. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:296-311.

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2020Alternative Trading Systems in the Corporate Bond Market. (2020). Shachar, Or ; Mizrach, Bruce ; Sokobin, Jonathan S ; Peppe, Matthew ; Kozora, Matthew L. In: Staff Reports. RePEc:fip:fednsr:88515.

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2020The Costs and Benefits of Bank Capital—A Review of the Literature. (2020). Warusawitharana, Missaka ; Gutierrez Girault, Matias ; DE BANDT, OLIVIER ; Hancock, Diana ; Firestone, Simon ; von Hafften, Alexander H ; Uluc, Arzu ; Birn, Martin ; Straughan, Michael ; Scalone, Valerio ; Palvia, Ajay ; Morgan, Donald P ; Mio, Hitoshi ; Krogh, Tord. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:74-:d:346302.

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2021Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters. (2021). Yetman, James ; Drehmann, Mathias. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:4:a:6.

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2020Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. (2020). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3581-3602.

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2021Zoom in, zoom out: A shift-share analysis of productivity in Switzerland based on micro data. (2021). Tissot-Daguette, Benjamin ; Grether, Jean-Marie. In: IRENE Working Papers. RePEc:irn:wpaper:21-10.

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2020When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749.

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2020Bank resolution and multinational banks. (2020). Cerasi, Vittoria ; Montoli, Stefano. In: Working Papers. RePEc:mib:wpaper:447.

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2020The Anatomy of the Transmission of Macroprudential Policies. (2020). McCann, Fergal ; Crosignani, Matteo ; Acharya, Viral ; Eisert, Tim ; Bergant, Katharina. In: NBER Working Papers. RePEc:nbr:nberwo:27292.

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2020Max Headroom: Discretionary Capital Buffers and Bank Risk. (2020). Lubberink, Martien. In: MPRA Paper. RePEc:pra:mprapa:100445.

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Works by Ulf Lewrick:

YearTitleTypeCited
2020Bankruptcies, unemployment and reallocation from Covid-19 In: BIS Bulletins.
[Full Text][Citation analysis]		paper5
2013Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article6
2015Shifting tides - market liquidity and market-making in fixed income instruments In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2015Calibrating the leverage ratio In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2016Hanging up the phone - electronic trading in fixed income markets and its implications In: BIS Quarterly Review.
[Full Text][Citation analysis]		article13
2019Playing it safe: global systemically important banks after the crisis In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2021Open-ended bond funds: systemic risks and policy implications In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2014When firms and industries matter: understanding the sources of productivity growth In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2016Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues In: BIS Working Papers.
[Full Text][Citation analysis]		paper18
2017Liquidity risk in markets with trading frictions: What can swing pricing achieve? In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2017Is the price right? Swing pricing and investor redemptions In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2017Bank capital allocation under multiple constraints In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2020Bank capital allocation under multiple constraints.(2020) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2019Believing in bail-in? Market discipline and the pricing of bail-in bonds In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2021Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2021Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms.(2021) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Is window dressing by banks systemically important? In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2018Productivity growth from an international trade perspective In: Review of International Economics.
[Full Text][Citation analysis]		article2
2011International Trade in Variety and Domestic Production In: Working papers.
[Full Text][Citation analysis]		paper1
2016Trade in variety and domestic production: Evidence from US manufacturing In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article1
2016Trade in variety and domestic production: Evidence from US manufacturing.(2016) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2017La suma de todas las partes: el efecto macroeconómico de Basilea III y temas destacados de la reforma In: Boletín.
[Full Text][Citation analysis]		article0

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