Christoph Memmel : Citation Profile


Are you Christoph Memmel?

Deutsche Bundesbank

11

H index

13

i10 index

368

Citations

RESEARCH PRODUCTION:

19

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 24
   Journals where Christoph Memmel has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 26 (6.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme230
   Updated: 2021-04-17    RAS profile: 2021-03-28    
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Relations with other researchers


Works with:

Seymen, Atılım (2)

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

Is cited by:

Kick, Thomas (22)

Parolya, Nestor (16)

TARAZI, Amine (8)

Gündüz, Yalin (8)

Schertler, Andrea (8)

Faia, Ester (7)

Aldasoro, Iñaki (7)

Kondor, Imre (6)

Delli Gatti, Domenico (5)

Chaudron, Raymond (5)

Sigmund, Michael (5)

Cites to:

Maudos, Joaquin (15)

Rajan, Raghuram (8)

NYS, Emmanuelle (7)

Lepetit, Laetitia (7)

TARAZI, Amine (7)

Stein, Jeremy (6)

Fernández-de-Guevara, Juan (6)

Gambacorta, Leonardo (6)

Schertler, Andrea (6)

Moser, James (6)

Kick, Thomas (5)

Main data


Where Christoph Memmel has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Schmalenbach Business Review2
Financial Markets and Portfolio Management2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank15
Discussion Papers / Deutsche Bundesbank10

Recent works citing Christoph Memmel (2021 and 2020)


YearTitle of citing document
2020Statistical inference for the EU portfolio in high dimensions. (2020). Schmid, Wolfgang ; Parolya, Nestor ; Okhrin, Yarema ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2005.04761.

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2021Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach. (2021). Caccioli, Fabio ; Kondor, Imre ; Papp, G'Abor. In: Papers. RePEc:arx:papers:2103.04375.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2020Capital regulation and bank balance sheet adjustments: a simultaneous approach. (2020). Li, Zhaohua ; Gan, Christopher ; Thieu, Quang Thi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1563-1599.

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2020ISLAMIC BANKING, COSTLY RELIGIOSITY, AND COMPETITION. (2020). Ghaffar, Hamza ; Bhatti, Ishaq M ; A. S. M. Sohel Azad, ; Azmat, Saad. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:263-303.

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2020Banks net interest margins and interest rate risk: communicating vessels?. (2020). de Haan, Leo ; Chaudron, Raymond ; Hoeberichts, Marco. In: DNB Working Papers. RePEc:dnb:dnbwpp:675.

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2020The real effects of bank distress: Evidence from bank bailouts in Germany. (2020). Degryse, Hans ; Stein, Ingrid ; Kick, Thomas ; Bersch, Johannes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308149.

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2020State-controlled banks and income smoothing. Do politics matter?. (2020). Doong, Shuh-Chyi ; Lin, Kun-Li ; Doan, Anh-Tuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302249.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2020Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets. (2020). Tiberto, Bruno ; Correa, Paloma Pio ; de Moraes, Claudio Oliveira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301042.

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2020Bank profitability in the Eurasian Economic Union: Do funding liquidity and systemic importance matter?. (2020). Pak, Olga. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301625.

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2020Political regimes and bank interest margins. (2020). Lavezzolo, Sebastian. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362520301059.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2020Does change in the market structure have any impact on different types of bank loans in the EU?. (2020). Pawłowska, Małgorzata ; Kouretas, Georgios ; Pawowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443118300891.

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2020Shareholder shocks and loan loss provisions in Central European banks. (2020). Skała, Dorota ; Skaa, Dorota. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301281.

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2020Credit rating, banks capital structure and speed of adjustment: A cross-country analysis. (2020). Boateng, Agyenim ; Wojewodzki, Michal ; Brahma, Sanjukta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s104244312030144x.

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2021ESG activities and banking performance: International evidence from emerging economies. (2021). Hassan, M. Kabir ; Karim, Mohammad Sydul ; Houston, Reza ; Azmi, Wajahat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s104244312030161x.

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2020Realized volatility forecast with the Bayesian random compressed multivariate HAR model. (2020). Chen, Langnan ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:781-799.

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2020Conventional vs Islamic banking and macroeconomic risk: Impact on asset price bubbles. (2020). Hayat, Aziz ; Ghaffar, Hamza ; Azad, A. S. M. Sohel, ; Azmat, Saad ; Chazi, Abdelaziz. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19306079.

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2020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190.

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2020A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning. (2020). Yao, David D ; Sun, XU ; Capponi, Agostino. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:1127-1152.

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2020An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2020). Mazur, Stepan ; Gulliksson, Mrten. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09943-6.

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2020Does Religiosity Matter to Value Relevance? Evidence from U.S. Banking Firms. (2020). Chourou, Lamia. In: Journal of Business Ethics. RePEc:kap:jbuset:v:162:y:2020:i:3:d:10.1007_s10551-018-3978-z.

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2020The global minimum variance hedge. (2020). Chiu, Wan-Yi . In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:2:d:10.1007_s11147-019-09159-8.

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2021Risk exposures of European cooperative banks: a comparative analysis. (2021). Mare, Davide Salvatore ; Gramlich, Dieter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00884-y.

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2020Macroprudential due-diligence framework for shadow banking entities. (2020). Prorokowski, Lukasz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:6:p:587-612.

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2020Mortgage, Treasury, CD and Fed Funds Rates Spreads and Risk Premiums: How do They Impact Net Interest Margins?. (2020). Kaiser, David R ; Schaub, Mark. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:125-132.

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2020A risk perspective of estimating portfolio weights of the global minimum-variance portfolio. (2020). Stephan, Andreas ; Karlsson, Peter ; Holgersson, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:1:d:10.1007_s10182-018-00349-7.

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2020Statistical properties of estimators for the log-optimal portfolio. (2020). Frahm, Gabriel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:92:y:2020:i:1:d:10.1007_s00186-020-00701-1.

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2020A Macro-Financial Perspective to Analyse Maturity Mismatch and Default. (2020). Wang, Xuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200064.

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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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2020Performance of maturity transformation strategies. (2020). Wiedemann, Arnd ; Hille, Vanessa ; Schmidhammer, Christoph . In: Discussion Papers. RePEc:zbw:bubdps:582020.

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2020Trade shocks, credit reallocation and the role of specialisation: Evidence from syndicated lending. (2020). Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:152020.

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2021P2P lenders versus banks: Cream skimming or bottom fishing?. (2019). Pelizzon, Loriana ; de Roure, Calebe ; Thakor, Anjan V. In: SAFE Working Paper Series. RePEc:zbw:safewp:206.

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2020R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018.

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Works by Christoph Memmel:


YearTitleTypeCited
2008European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
[Citation analysis]
article6
2012The Dependency of the Banks Assets and Liabilities: Evidence from Germany In: European Financial Management.
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article11
2009The dependency of the banks assets and liabilities: evidence from Germany.(2009) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 11
paper
2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence In: German Economic Review.
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article1
2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence.(2018) In: German Economic Review.
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This paper has another version. Agregated cites: 1
article
2016Banks interest rate risk and search for yield: A theoretical rationale and some empirical evidence.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2010Dominating estimators for minimum-variance portfolios In: Journal of Econometrics.
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article47
2010Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 47
paper
2015The common drivers of default risk In: Journal of Financial Stability.
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article13
2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2013Contagion in the interbank market and its determinants In: Journal of Financial Stability.
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article36
2011Contagion in the interbank market and its determinants.(2011) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 36
paper
2011Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure In: Journal of Banking & Finance.
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article17
2010Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 17
paper
2012Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany In: Journal of Banking & Finance.
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article22
2010Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
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paper
2015Determinants of bank interest margins: Impact of maturity transformation In: Journal of Banking & Finance.
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article38
2012Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 38
paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
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article46
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks In: International Journal of Banking, Accounting and Finance.
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article4
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks.(2008) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has another version. Agregated cites: 4
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2012Contagion in the Interbank Market with Stochastic Loss Given Default In: International Journal of Central Banking.
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article14
2013Bank management of the net interest margin: new measures In: Financial Markets and Portfolio Management.
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article1
2016Quantifying the components of the banks’ net interest margin In: Financial Markets and Portfolio Management.
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article3
2014Quantifying the components of the banks net interest margin.(2014) In: Discussion Papers.
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2008RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY In: Economic and Financial Reports.
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paper27
2007Relationship lending: empirical evidence for Germany.(2007) In: Discussion Paper Series 2: Banking and Financial Studies.
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2006Estimating the global Minimum Variance Portfolio In: Schmalenbach Business Review (sbr).
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article34
In: .
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chapter0
2016Banks’ Specialization versus Diversification in the Loan Portfolio In: Schmalenbach Business Review.
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article1
2018Why Do Banks Bear Interest Rate Risk? In: Schmalenbach Business Review.
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article0
2017Why do banks bear interest rate risk?.(2017) In: Discussion Papers.
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2014Banks interest rate risk: the net interest income perspective versus the market value perspective In: Quantitative Finance.
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2009Dominating estimators for the global minimum variance portfolio In: Discussion Paper Series 2: Banking and Financial Studies.
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paper3
2008Dominating estimators for the global minimum variance portfolio.(2008) In: Discussion Papers in Econometrics and Statistics.
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2009Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach In: Discussion Paper Series 2: Banking and Financial Studies.
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paper0
2010How correlated are changes in banks net interest income and in their present value? In: Discussion Paper Series 2: Banking and Financial Studies.
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paper0
2011Contagion at the interbank market with stochastic LGD In: Discussion Paper Series 2: Banking and Financial Studies.
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paper4
2011Banks management of the net interest margin: Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
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paper6
2005The supervisors portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation In: Discussion Paper Series 2: Banking and Financial Studies.
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paper1
2007Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks In: Discussion Paper Series 2: Banking and Financial Studies.
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paper12
2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
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paper0
2008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
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2020Interest and credit risk management in German banks: Evidence from a quantitative survey In: Discussion Papers.
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2019What drives the short-term fluctuations of banks exposure to interest rate risk? In: Discussion Papers.
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2017Bank stress testing under different balance sheet assumptions In: Discussion Papers.
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2015Banks net interest margin and the level of interest rates In: Discussion Papers.
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2015Banks Net Interest Margin and the Level of Interest Rates.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2013Banks concentration versus diversification in the loan portfolio: New evidence from Germany In: Discussion Papers.
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2005On the estimation of the global minimum variance portfolio In: CFR Working Papers.
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