Germán López-Espinosa : Citation Profile


Are you Germán López-Espinosa?

Universidad de Navarra

4

H index

3

i10 index

123

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2002 - 2013). See details.
   Cites by year: 11
   Journals where Germán López-Espinosa has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 2 (1.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plp20
   Updated: 2019-10-15    RAS profile: 2015-03-11    
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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 Germán López-Espinosa.

Is cited by:

Zhou, Chen (4)

Andrieș, Alin Marius (4)

van Oordt, Maarten (4)

Lozano-Espitia, Ignacio (3)

Guarín López, Alexander (3)

Schupp, Fabian (3)

Fischer, Andreas (3)

Moreno, Antonio (3)

Vithessonthi, Chaiporn (3)

Rixtel, Adrian (3)

Yesin, Pinar (3)

Cites to:

Ball, Ray (10)

Hansen, Bruce (6)

Lepetit, Laetitia (6)

Carletti, Elena (6)

Barro, Robert (6)

Moreno, Antonio (5)

Rudebusch, Glenn (5)

Allen, Franklin (5)

Levine, Ross (5)

Fama, Eugene (5)

Babus, Ana (5)

Main data


Where Germán López-Espinosa has published?


Journals with more than one article published# docs
Journal of Multinational Financial Management2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers. Serie EC / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)5

Recent works citing Germán López-Espinosa (2018 and 2017)


YearTitle of citing document
2019Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679.

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2017Optimal Interbank Regulation. (2017). Carter, Thomas J. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2017Empirical Evidence on Systemic as a Herd: The Case of Japanese Regional Banks. (2017). Hirakata, Naohisa ; Thum, Jie Liang ; Kido, Yosuke . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e01.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957.

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2017Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362.

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2018Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1606.

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2019The association between fair value measurements and banks discretionary accounting choices11I thank Roger Graham (editor) and two anonymous reviewers for the suggestions and guidance that substantiall. (2019). Xu, Xiaolu. In: Advances in accounting. RePEc:eee:advacc:v:44:y:2019:i:c:p:108-120.

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2018Income smoothing among European systemic and non-systemic banks. (2018). Peterson, Ozili K ; Arun, Thankom G. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:539-558.

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2017Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

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2017Credit funding and banking fragility: A forecasting model for emerging economies. (2017). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin, Alexander . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:168-189.

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2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

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2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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2018Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

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2019European bank loan loss provisioning and technological innovative progress. (2019). Dadoukis, Aristeidis ; Simper, Richard ; Bryce, Cormac. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:119-130.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2017Money market funds, shadow banking and systemic risk in United Kingdom. (2017). BELLAVITE PELLEGRINI, CARLO ; Urga, Giovanni ; Meoli, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171.

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2018Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution. (2018). Fang, Libing ; Qian, Yichuo ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:137-144.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2017The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Yein, Pinar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:215-234.

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2017Reprint of: The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Yein, Pinar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:153-172.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2017Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

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2018Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

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2017Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

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2018How profitability differs between conventional and Islamic banks: A dynamic panel data approach. (2018). Yanıkkaya, Halit ; Pabuccu, Yasar Ugur ; Gumus, Nihat ; Yanikkaya, Halit. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:99-111.

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2017On identifying the domestic systemically important banks: The case of Tunisia. (2017). Bejaoui, Azza ; Snoussi, Wafa ; Hmissi, Bochra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1343-1354.

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2017La Gestion opportuniste du ratio de solvabilité bancaire via les ajustements réglementaires des fonds propres : Etude dun échantillon de banques européennes. (2017). Kamara, Diene Mohamed. In: Post-Print. RePEc:hal:journl:hal-01907414.

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2018Retail Bank Interest Margins in Low Interest Rate Environments. (2018). Saaskilahti, Jaakko . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0262-1.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2017Empirical Investigation of the Effect of Bank Long Term Debt on Loans and Output in the Euro-zone. (2017). Chevallier, Claire. In: CREA Discussion Paper Series. RePEc:luc:wpaper:17-04.

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2017The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: MAGKS Papers on Economics. RePEc:mar:magkse:201717.

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2017Bank Loan Loss Provisions Research: A Review. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:76495.

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2017Discretionary Provisioning Practices among Western European Banks. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:92645.

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2019MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971.

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2017An Empirical Analysis of the Determinants of Net Interest Margins of Turkish Listed Banks: Panel Data Evidence from Post-Crisis Era. (2017). Iik, Ozcan ; Belke, Murat . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170412.

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2017The role of structural funding for stability in the German banking sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: Discussion Papers. RePEc:zbw:bubdps:032017.

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2017The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168166.

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2018On the ranking consistency of global systemic risk measures: empirical evidence. (2018). Abendschein, Michael ; Grundke, Peter. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181623.

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Works by Germán López-Espinosa:


YearTitleTypeCited
2009The Value of Adjusting the Bias in Recommendations: International Evidence In: European Financial Management.
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article4
2013Good for one, bad for all: Determinants of individual versus systemic risk In: Journal of Financial Stability.
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article15
2008Accounting measures and international pricing models: Justifying accounting homogeneity In: Journal of Accounting and Public Policy.
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article1
2012Short-term wholesale funding and systemic risk: A global CoVaR approach In: Journal of Banking & Finance.
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article74
2012Short-Term Wholesale Funding and Systemic Risk; A Global Covar Approach.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 74
paper
2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 74
paper
2013Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions In: Journal of Banking & Finance.
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article11
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
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article7
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective.(2011) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 7
paper
2008The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model In: Journal of Multinational Financial Management.
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article1
2007The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model.(2007) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 1
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2008Does the value of recommendations depend on the level of optimism? A country-based analysis In: Journal of Multinational Financial Management.
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article3
2010Fundamentals and the Origin of Fama-French Factors: The Case of the Spanish Market In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2009The relationship between risk and expected returns with incomplete information In: Investigaciones Economicas.
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article0
2002ANÁLISIS DE LA SENSIBILIDAD A LAS VARIACIONES EN LOS TIPOS DE INTERÉS DE LAS ACCIONES BANCARIAS In: Working Papers. Serie EC.
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paper0
2003VALORACIÓN DE LOS ACTIVOS INTANGIBLES EN EL MERCADO DE CAPITALES ESPAÑOL In: Working Papers. Serie EC.
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paper0
2003¿CÓMO AFECTAN CAMBIOS EN EL CONSENSO Y LA DISPERSION EN LA VALORACIÓN DE ACTIVOS? In: Working Papers. Serie EC.
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2004LA RELACIÓN RENTABILIDAD-RIESGO EN UN CONTEXTO DE INFORMACIÓN ASIMÉTRICA: UNA APLICACIÓN AL MERCADO ESPAÑOL In: Working Papers. Serie EC.
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2005EL VALOR DE LAS RECOMENDACIONES DE CONSENSO DE LOS ANALISTAS FINANCIEROS EN EL MERCADO DE CAPITALES ESPAÑOL In: Working Papers. Serie EC.
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paper0
2011Endogenous problems in cross-sectional valuation models based on accounting information In: Review of Quantitative Finance and Accounting.
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article4
2008The accounting dimension in financial integration: International pricing under different accounting standards In: Faculty Working Papers.
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2008Fundamentals and the origin of Fama-French factors In: Faculty Working Papers.
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2012Fair Value Accounting, Earnings Management and the use of Available-for-Sale Instruments by Bank Managers In: Faculty Working Papers.
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2012A Survey on Virtue in Business and Management (1980-2011) In: Faculty Working Papers.
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