7
H index
4
i10 index
117
Citations
Bank for International Settlements (BIS) (90% share) | 7 H index 4 i10 index 117 Citations RESEARCH PRODUCTION: 11 Articles 11 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 Ulf Lewrick. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 6 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 8 |
Year | Title of citing document |
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2021 | Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2020 | The outlook for business bankruptcies. (2020). Banerjee, Ryan ; Cornelli, Giulio ; Zakrajek, Egon. In: BIS Bulletins. RePEc:bis:bisblt:30. Full description at Econpapers || Download paper |
2020 | The financial vulnerabilities driving firms to the exit. (2020). Banerjee, Ryan ; Kharroubi, Enisse. In: BIS Quarterly Review. RePEc:bis:bisqtr:2012e. Full description at Econpapers || Download paper |
2020 | Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868. Full description at Econpapers || Download paper |
2020 | Which 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. Full description at Econpapers || Download paper |
2021 | Macroeconomic effects of Covid-19: a mid-term review. (2021). Rungcharoenkitkul, Phurichai. In: BIS Working Papers. RePEc:bis:biswps:959. Full description at Econpapers || Download paper |
2021 | ETFs, illiquid assets, and fire sales. (2021). Todorov, Karamfil ; Shim, John J. In: BIS Working Papers. RePEc:bis:biswps:975. Full description at Econpapers || Download paper |
2021 | Macroeconomic 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. Full description at Econpapers || Download paper |
2020 | Has 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Optimal 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. Full description at Econpapers || Download paper |
2021 | Measuring 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. Full description at Econpapers || Download paper |
2020 | Burned 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. Full description at Econpapers || Download paper |
2020 | Is 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. Full description at Econpapers || Download paper |
2022 | Price 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. Full description at Econpapers || Download paper |
2022 | CDS 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. Full description at Econpapers || Download paper |
2022 | Complexity 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Dealers’ 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. Full description at Econpapers || Download paper |
2020 | Bank 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. Full description at Econpapers || Download paper |
2021 | Macroprudential policy with capital buffers. (2021). Schroth, Josef. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:296-311. Full description at Econpapers || Download paper |
2020 | Alternative 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Which 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. Full description at Econpapers || Download paper |
2020 | Swing 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. Full description at Econpapers || Download paper |
2021 | Zoom 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. Full description at Econpapers || Download paper |
2020 | When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749. Full description at Econpapers || Download paper |
2020 | Bank resolution and multinational banks. (2020). Cerasi, Vittoria ; Montoli, Stefano. In: Working Papers. RePEc:mib:wpaper:447. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Max Headroom: Discretionary Capital Buffers and Bank Risk. (2020). Lubberink, Martien. In: MPRA Paper. RePEc:pra:mprapa:100445. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Bankruptcies, unemployment and reallocation from Covid-19 In: BIS Bulletins. [Full Text][Citation analysis] | paper | 5 |
2013 | Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 6 |
2015 | Shifting tides - market liquidity and market-making in fixed income instruments In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 22 |
2015 | Calibrating the leverage ratio In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 19 |
2016 | Hanging up the phone - electronic trading in fixed income markets and its implications In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 13 |
2019 | Playing it safe: global systemically important banks after the crisis In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 2 |
2021 | Open-ended bond funds: systemic risks and policy implications In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2014 | When firms and industries matter: understanding the sources of productivity growth In: BIS Working Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues In: BIS Working Papers. [Full Text][Citation analysis] | paper | 18 |
2017 | Liquidity risk in markets with trading frictions: What can swing pricing achieve? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Is the price right? Swing pricing and investor redemptions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Bank capital allocation under multiple constraints In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | Bank capital allocation under multiple constraints.(2020) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2019 | Believing in bail-in? Market discipline and the pricing of bail-in bonds In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Does 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 | |
2021 | Is window dressing by banks systemically important? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Productivity growth from an international trade perspective In: Review of International Economics. [Full Text][Citation analysis] | article | 2 |
2011 | International Trade in Variety and Domestic Production In: Working papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Trade in variety and domestic production: Evidence from US manufacturing In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Trade 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 | |
2017 | La suma de todas las partes: el efecto macroeconómico de Basilea III y temas destacados de la reforma In: Boletín. [Full Text][Citation analysis] | article | 0 |
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