Christoph Memmel : Citation Profile

Deutsche Bundesbank

13

H index

14

i10 index

573

Citations

RESEARCH PRODUCTION:

22

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 30
   Journals where Christoph Memmel has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 34 (5.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme230
   Updated: 2025-03-08    RAS profile: 2023-10-09    
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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 Christoph Memmel.

Is cited by:

Parolya, Nestor (22)

Kick, Thomas (19)

TARAZI, Amine (11)

Gündüz, Yalin (10)

Schertler, Andrea (8)

Faia, Ester (8)

Aldasoro, Iñaki (8)

De Jonghe, Olivier (8)

Kondor, Imre (7)

Pohlmeier, Winfried (6)

Chaudron, Raymond (6)

Cites to:

Maudos, Joaquin (17)

Gambacorta, Leonardo (16)

Ongena, Steven (11)

Rajan, Raghuram (11)

TARAZI, Amine (9)

Jimenez, Gabriel (9)

Peydro, Jose-Luis (9)

NYS, Emmanuelle (9)

Stein, Jeremy (9)

Lepetit, Laetitia (9)

Acharya, Viral (8)

Main data

Production by document typechapterarticlepaper2005200620072008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200520062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20052006200720082009201020112012201320142015201620172018201920202021202220232024050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents123456789101112131415050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Christoph Memmel has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Financial Markets and Portfolio Management3
Schmalenbach Business Review2
German Economic Review2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank15
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank15
Technical Papers / Deutsche Bundesbank3

Recent works citing Christoph Memmel (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2023). Uppal, Ali ; Bonomi, Giampaolo. In: Papers. RePEc:arx:papers:2305.08958.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2024.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Yang, Songshan ; Wen, Jiawei ; Li, Changcheng ; Cai, Zhanrui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902.

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2024Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722.

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2024Performance of active portfolio managers when the benchmark is not observable. (2024). Chavez-Bedoya, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003995.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024The impact of CBDC on a deposit-dependent banking system. (2024). Vollmar, Steffen ; Wening, Fabian. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000688.

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2024Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Bank financing diversification, market structure, and stability in a dual-banking system. (2024). Smolo, Edib ; Bacha, Obiyathulla ; Eho, Mirzet. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002129.

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2024Financial risk contagion based on dynamic multi-layer network between banks and firms. (2024). Chen, Yanyu ; Sun, Lei ; Jin, Qichao ; Hu, Zhao-Long. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001328.

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2024Differentiated impact of spread determinants by personal loan category: Evidence from the Brazilian banking sector. (2024). Murteira, Jose ; Augusto, Mario ; Valente, Jose. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:299-315.

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2025Loan loss provisions of European banks – Does macroprudential tightening matter?. (2025). Skała, Dorota ; Godlewski, Christophe ; Skaa, Dorota ; Roszkowska, Sylwia ; Olszak, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004355.

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2024Probability causal inference of interest rate fluctuations: Evidence from private credit in emerging markets. (2024). Shen, Shaowei ; Chen, Xiaohui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300848x.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2024Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?. (2024). Ribon, Sigal ; Kahn, Michael ; Haan, Jakob ; Segev, Nimrod. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:2:d:10.1007_s10693-022-00393-0.

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2024Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries. (2024). Gul, Selcuk. In: CBT Research Notes in Economics. RePEc:tcb:econot:2403.

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2024.

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2024Markowitz portfolios under transaction costs. (2022). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:420.

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Works by Christoph Memmel:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012The Dependency of the Banks Assets and Liabilities: Evidence from Germany In: European Financial Management.
[Full Text][Citation analysis]		article19
2009The dependency of the banks assets and liabilities: evidence from Germany.(2009) In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence In: German Economic Review.
[Full Text][Citation analysis]		article5
2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence.(2018) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2016Banks interest rate risk and search for yield: A theoretical rationale and some empirical evidence.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021Interest and credit risk management in German banks: Evidence from a quantitative survey In: German Economic Review.
[Full Text][Citation analysis]		article1
2020Interest and credit risk management in German banks: Evidence from a quantitative survey.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010Dominating estimators for minimum-variance portfolios In: Journal of Econometrics.
[Full Text][Citation analysis]		article72
2010Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2024How good are banks’ forecasts? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2024How good are banks forecasts?.(2024) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2015The common drivers of default risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article17
2012The common drivers of default risk.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2013Contagion in the interbank market and its determinants In: Journal of Financial Stability.
[Full Text][Citation analysis]		article48
2011Contagion in the interbank market and its determinants.(2011) In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2011Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2012Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2010Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2015Determinants of bank interest margins: Impact of maturity transformation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article68
2012Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 68		paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article63
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.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2012Contagion in the Interbank Market with Stochastic Loss Given Default In: International Journal of Central Banking.
[Full Text][Citation analysis]		article19
2013Bank management of the net interest margin: new measures In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article2
2016Quantifying the components of the banks’ net interest margin In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article3
2014Quantifying the components of the banks net interest margin.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022German banks’ behavior in the low interest rate environment In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article1
2021German banks behavior in the low interest rate environment.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2008RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY In: Economic and Financial Reports.
[Full Text][Citation analysis]		paper30
2007Relationship lending: empirical evidence for Germany.(2007) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 30		paper
2006Estimating the global Minimum Variance Portfolio In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article59
2007A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information In: Operations Research Proceedings.
[Citation analysis]		chapter0
2016Banks’ Specialization versus Diversification in the Loan Portfolio In: Schmalenbach Business Review.
[Full Text][Citation analysis]		article3
2018Why Do Banks Bear Interest Rate Risk? In: Schmalenbach Business Review.
[Full Text][Citation analysis]		article1
2017Why do banks bear interest rate risk?.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2014Banks interest rate risk: the net interest income perspective versus the market value perspective In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2020What drives the short‐term fluctuations of banks exposure to interest rate risk? In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2019What drives the short-term fluctuations of banks exposure to interest rate risk?.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Dominating estimators for the global minimum variance portfolio In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper4
2008Dominating estimators for the global minimum variance portfolio.(2008) In: Discussion Papers in Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]		paper0
2010How correlated are changes in banks net interest income and in their present value? In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper0
2011Contagion at the interbank market with stochastic LGD In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper5
2011Banks management of the net interest margin: Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper1
2007Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper22
2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper7
2017Bank stress testing under different balance sheet assumptions In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2023Banks net interest margin and changes in the term structure In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Banks net interest margin and the level of interest rates In: Discussion Papers.
[Full Text][Citation analysis]		paper30
2015Banks Net Interest Margin and the Level of Interest Rates.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2021Banks credit losses and lending dynamics In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Why are interest rates on bank deposits so low? In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2013Banks concentration versus diversification in the loan portfolio: New evidence from Germany In: Discussion Papers.
[Full Text][Citation analysis]		paper6
In: .
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2005On the estimation of the global minimum variance portfolio In: CFR Working Papers.
[Full Text][Citation analysis]		paper3

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