Franka Liedorp : Citation Profile


Are you Franka Liedorp?

de Nederlandsche Bank

6

H index

5

i10 index

208

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 16
   Journals where Franka Liedorp has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 3 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli145
   Updated: 2020-07-04    RAS profile: 2013-09-23    
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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 Franka Liedorp.

Is cited by:

Lelyveld, Iman (9)

Langfield, Sam (6)

Halaj, Grzegorz (6)

Aldasoro, Iñaki (4)

Fecht, Falko (4)

Ferrara, Gerardo (4)

Memmel, Christoph (4)

Koetter, Michael (4)

Kok, Christoffer (4)

Mendes, Victor (3)

Liu, Zijun (3)

Cites to:

de Haan, Jakob (5)

Gale, Douglas (5)

Blinder, Alan (5)

Upper, Christian (5)

Ehrmann, Michael (5)

Allen, Franklin (5)

Fratzscher, Marcel (5)

Jansen, David-Jan (5)

Rochet, Jean (4)

FREIXAS, XAVIER (4)

DE BANDT, OLIVIER (3)

Main data


Where Franka Liedorp has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Franka Liedorp (2018 and 2017)


YearTitle of citing document
2019Risk management associated with the interbank relationships. (2019). Anghel, Cristian. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:87-98.

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2017Systemic Risk, Maximum Entropy and Interbank Contagion. (2017). Andrecut, M. In: Papers. RePEc:arx:papers:1703.04549.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2017Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro . In: Bank of England working papers. RePEc:boe:boeewp:0586.

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2018It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications. (2018). Kosenko, Konstantin ; Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.11.

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2017Agent-Based Risk Assessment Model of the European Banking Network. (2017). Teply, Petr ; Klinger, Tomas . In: CERGE-EI Working Papers. RePEc:cer:papers:wp602.

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2018An energy transition risk stress test for the financial system of the Netherlands. (2018). Vermeulen, Robert ; Jansen, David-Jan ; Heeringa, Willem ; Kolbl, Barbara ; Lohuis, Melanie ; Schets, Edo. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1607.

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2017Tracing European structured finance counterparty networks. (2017). Amzallag, Adrien ; Blau, Maximilian L. In: Occasional Paper Series. RePEc:ecb:ecbops:2017199.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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2018RiskRank: Measuring interconnected risk. (2018). Mezei, Jozsef ; Sarlin, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:41-50.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2019A new approach to measure systemic risk: A bivariate copula model for dependent censored data. (2019). Osmetti, Silvia Angela ; Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:1053-1064.

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2018Business failure, efficiency, and volatility: Evidence from the European insurance industry. (2018). Eling, Martin ; Jia, Ruo. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:58-76.

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2019Do banking groups shape the network structure? Evidence from Turkish interbank market. (2019). Ozyildirim, Suheyla ; Sumer, Tuba Pelin. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919303114.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2018The missing links: A global study on uncovering financial network structures from partial data. (2018). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Hansen, IB ; Fique, Jose ; Stancato, Sergio Rubens ; Haaj, Grzegorz ; Friedrich, Soeren ; Banai, Adam ; Rajan, Sriram ; van Lelyveld, Iman ; Nobili, Stefano ; Anand, Kartik ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:107-119.

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Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

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2018Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

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2019Network structures and credit risk in cross-shareholdings among listed Japanese companies. (2019). Kanno, Masayasu. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:17-31.

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2017Bank networks: Contagion, systemic risk and prudential policy. (2017). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:164-188.

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2019Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

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2019Effect of interbank activities on bank risk: Why is China different?. (2019). Huang, Yu-Li ; Shen, Chung-Hua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:308-327.

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2017Size is everything: Explaining SIFI designations. (2017). , Gregor ; Irresberger, Felix ; Bierth, Christopher . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:7-19.

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2018Exploring international economic integration through sukuk market connectivity: A network perspective. (2018). Asutay, Mehmet ; Hakim, Amira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:77-94.

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2017Empirical network contagion for U.S. financial institutions. (2017). Duarte, Fernando ; Jones, Collin. In: Staff Reports. RePEc:fip:fednsr:826.

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2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

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2017Global Banking on the Financial Network Modelling: Sectorial Analysis. (2017). Said, Fathin Faizah. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9556-x.

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2019Empirical Analysis of Reinsurance Dependence on the Profitability of General Insurance Business in Nigeria. (2019). Abass, Olufemi Adebowale. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:4:p:36-43.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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2019From sovereigns to banks: evidence on cross-border contagion. (2019). Mateus, Cesario ; Kalbaska, Alesia . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0068-1.

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2018Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2019Agent-based modeling of systemic risk in the European banking sector. (2019). Klinger, Tomas ; Teply, Petr. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0226-7.

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2017The missing links: A global study on uncovering financial network structures from partial data. (2017). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Nobili, Stefano ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Fique, José ; Banai, Adam ; Anand, Kartik ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Friedrich, Soeren ; van Lelyveldauthor-Name, Iman ; Rajan, Sriram ; Molina-Borboa, Jose Luis ; Lee, Hwayun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751.

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Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2020Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian. In: Discussion Papers. RePEc:zbw:bubdps:232020.

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2017Persistence of insurance activities and financial stability. (2017). Regele, Fabian ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3017.

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2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversification. (2017). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:166.

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Works by Franka Liedorp:


YearTitleTypeCited
2017A top-down stress testing framework for the Dutch banking sector In: DNB Occasional Studies.
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paper1
2006How fair are fair values? A comparison for cross-listed financial companies In: DNB Occasional Studies.
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paper0
2004Interbank Contagion in the Dutch Banking Sector In: DNB Working Papers.
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paper24
2005Interbank Contagion in the Dutch Banking Sector.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 24
paper
2009An Empirical assessment of reinsurance risk In: DNB Working Papers.
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paper14
2011An empirical assessment of reinsurance risk.(2011) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 14
article
2010Peer monitoring or contagion? Interbank market exposure and bank risk In: DNB Working Papers.
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paper21
2011Transparency of banking supervisors In: DNB Working Papers.
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paper6
2013Transparency of Banking Supervisors.(2013) In: IMF Economic Review.
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This paper has another version. Agregated cites: 6
article
2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis In: International Journal of Central Banking.
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article116
2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 116
paper
2008Stress Testing Linkages between Banks in the Netherlands In: MPRA Paper.
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paper1
2013The structure and resilience of the European interbank market In: ESRB Occasional Paper Series.
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paper25

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