Christoph Memmel : Citation Profile


Are you Christoph Memmel?

Deutsche Bundesbank

11

H index

12

i10 index

314

Citations

RESEARCH PRODUCTION:

18

Articles

29

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 24
   Journals where Christoph Memmel has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 25 (7.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme230
   Updated: 2019-10-15    RAS profile: 2019-08-04    
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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 (19)

Parolya, Nestor (14)

Schertler, Andrea (8)

TARAZI, Amine (8)

Gündüz, Yalin (8)

Faia, Ester (7)

Aldasoro, Iñaki (7)

Kondor, Imre (6)

Sigmund, Michael (5)

Delli Gatti, Domenico (5)

De Jonghe, Olivier (5)

Cites to:

Maudos, Joaquin (15)

Rajan, Raghuram (9)

TARAZI, Amine (7)

NYS, Emmanuelle (7)

Lepetit, Laetitia (7)

Schertler, Andrea (6)

Stein, Jeremy (6)

Fernández de Guevara, Juan (6)

Gambacorta, Leonardo (6)

Laeven, Luc (5)

Moser, James (5)

Main data


Where Christoph Memmel has published?


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

Working Papers Series with more than one paper published# docs
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank15
Discussion Papers / Deutsche Bundesbank9

Recent works citing Christoph Memmel (2019 and 2018)


YearTitle of citing document
2018Optimal shrinkage-based portfolio selection in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Yarema. In: Papers. RePEc:arx:papers:1611.01958.

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2017Analytic solution to variance optimization with no short-selling. (2017). Kondor, Imre ; Caccioli, Fabio ; Papp, G'Abor. In: Papers. RePEc:arx:papers:1612.07067.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Chong, Carsten ; Kluppelberg, Claudia. In: Papers. RePEc:arx:papers:1702.04287.

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2019Tests for the weights of the global minimum variance portfolio in a high-dimensional setting. (2017). Parolya, Nestor ; Schmid, Wolfgang ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1710.09587.

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2019Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

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2018Effects of Lending Relationship on the Interest Rates of Commercial Banks in Cameroon. (2018). Njimanted, Godfrey Forgha ; Aquilas, Nkwetta Ajong ; Serge, Tameta. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:208-219.

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2017Banks’ maturity transformation: risk, reward, and policy. (2017). Bologna, Pierluigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1159_17.

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2019Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland. (2019). Borsuk, Marcin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:89-106.

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2019WILL GERMAN BANKS EARN THEIR COST OF CAPITAL?. (2019). Dombret, Andreas ; Rocholl, Jorg ; Gunduz, Yalin. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:156-169.

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2017How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis. (2017). Sigmund, Michael ; Pagnini, Marcello ; Krenn, Gerald ; Gunter, Ulrich ; Vacca, Valerio ; Rossi, Paola. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:555-586.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2018Bank Profits and Margins in a World of Negative Rates. (2018). Molyneux, Philip ; Xie, RU ; Reghezza, Alessio. In: Working Papers. RePEc:bng:wpaper:18001.

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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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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de Ramon, S J A. In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). Chen, J ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1876.

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2017Low-For-Long� Interest Rates and Banks Interest Margins and Profitability: Cross-Country Evidence. (2017). Coleman, Nicholas ; Claessens, Stijn ; Donnelly, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11842.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2017Operational Diversification and Financial Performance of Sub-Saharan Africa Commercial Banks: Static and Dynamic Approach. (2017). Olarewaju, Odunayo Magret ; Sibanda, Mabutho ; Migiro, Stephen Oseko. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:5:p:84-106.

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2017The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016. (2017). Jareño, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:17:y:2017:i:1_3.

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2017An Improvement on An Interest Rate Commission Agent Banking System Model (AIRCABS Model). (2017). Kruger, Jan ; Tessema, Ameha Tefera . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-80.

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2018Review of the Banking Sector Profit Persistence. (2018). Khobai, hlalefang ; Mutandwa, Learnmore ; le Roux, Pierre ; Abel, Sanderson. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-7.

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2017Lending conditions in EU: The role of credit demand and supply. (2017). Kucerova, Zuzana ; Kapounek, Svatopluk ; Fidrmuc, Jarko ; Kuerova, Zuzana. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:285-293.

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2018Brexit and financial stability: An agent-based simulation. (2018). Samitas, Aristeidis ; SIRIOPOULOS, COSTAS ; Polyzos, Stathis . In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:181-192.

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2018Predicting failure risk using financial ratios: Quantile hazard model approach. (2018). Chen, Cathy W. S. ; Tian, Shaonan ; Dong, Manh Cuong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:204-220.

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2018Should banks diversify or focus? Know thyself: The role of abilities. (2018). HASAN, IFTEKHAR ; Zhou, Mingming ; Kullu, Melih A ; Francis, Bill B. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:106-118.

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2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

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2018Estimation of the global minimum variance portfolio in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Schmid, Wolfgang. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:1:p:371-390.

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2017Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond. (2017). Yao, Xiao ; Andreeva, Galina ; Crook, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:1-15.

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2017Credit risk interconnectedness: What does the market really know?. (2017). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:1-12.

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2017Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks. (2017). Cocozza, Rosa ; Gianfrancesco, Igor ; Curcio, Domenico ; Cerrone, Rosaria . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:126-138.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018The consequences of liquidity imbalance: When net lenders leave interbank markets. (2018). Hryckiewicz, Aneta ; Kozlowski, Lukasz. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:82-97.

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2018Can parents protect their children? Risk comparison analysis between affiliates of multi- and single-bank holding companies. (2018). Ly, Kim Cuong ; Opong, Kwaku ; Liu, Frank Hong. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:1-10.

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2018Prudential filters, portfolio composition at fair value and capital ratios in European banks. (2018). Argimon, Isabel ; Estrada, Angel ; Dietsch, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:187-208.

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2019Do different forms of government ownership matter for bank capital behavior? Evidence from China. (2019). Molyneux, Philip ; Liu, Hong ; Jiang, Chunxia. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:38-49.

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2019Testing out-of-sample portfolio performance. (2019). Pohlmeier, Winfried ; Kazak, Ekaterina. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:540-554.

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2017Interest margins and bank regulation in Central America and the Caribbean. (2017). Brei, Michael ; Birchwood, Anthony ; Noel, Dorian M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:56-68.

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2018Distance to compliance portfolios: An integrated shortfall measure for basel III. (2018). Schmaltz, Christian ; Torchiani, Ingo ; Heidorn, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:87-101.

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2018Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks. (2018). Hung, Chi-Hsiou ; Tu, Hong ; Liu, Frank Hong ; Jiang, Yuxiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:442-454.

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2018Banks interest rate risk and profitability in a prolonged environment of low interest rates. (2018). Chaudron, Raymond. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:94-104.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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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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2018“Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence. (2018). Coleman, Nicholas ; Claessens, Stijn ; Donnelly, Michael. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:1-16.

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2017Lending activity and credit supply in Croatia during the crisis. (2017). Broz, Tanja ; Ridzak, Tomislav . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1102-1116.

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2018Diversification and target leverage of financial institutions. (2018). Jouida, Sameh ; Hellara, Slaheddine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:11-35.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2017From banks strategies to financial (in)stability. (2017). Tedeschi, Gabriele ; Berardi, Simone . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:255-272.

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2017The Basel III net stable funding ratio adjustment speed and systemic risk. (2017). Ly, Kim Cuong ; Wang, Senyu ; Jiang, Yuxiang ; Chen, Zhizhen . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:169-182.

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2017Banks search for yield in the low interest rate environment: a tale of regulatory adaptation. (2017). Wang, J. Christina. In: Working Papers. RePEc:fip:fedbwp:17-3.

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2017Low-For-Long Interest Rates and Banks Interest Margins and Profitability : Cross-Country Evidence. (2017). Coleman, Nicholas ; Claessens, Stijn ; Donnelly, Michael S. In: International Finance Discussion Papers. RePEc:fip:fedgif:1197.

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2019Bank Interest Rate Margin, Portfolio Composition and Institutional Constraints. (2019). Sathye, Milind ; Liu, Li Xian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:121-:d:249615.

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2019Statistical Inference for the Beta Coefficient. (2019). Zabolotskyy, Taras ; Vitlinskyi, Valdemar ; Gupta, Arjun K ; Bodnar, Taras. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:56-:d:231435.

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2018Corporate Hypocrisy: Role of Non-Profit Corporate Foundations in Earnings Management of For-Profit Founder Firms. (2018). Xu, Liping ; Chen, LI ; Liu, Ning ; Zhang, Shuxia . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3991-:d:179673.

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2019Determinants of Banks’ Net Interest Margin: Evidence from the Euro Area during the Crisis and Post-Crisis Period. (2019). Gallo, Manuela ; Aristei, David ; Angori, Gabriele. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3785-:d:247271.

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2017Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995.

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2017Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253.

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2019An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2019). Mazur, Stepan ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2019_003.

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2017Earnings Management and Banks Performance: Evidence from Europe. (2017). Alhadab, Mohammad M ; Al-Own, Bassam. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:4:p:134-145.

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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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2018Bank Contingent Capital: Valuation and the Role of Market Discipline. (2018). Chang, Chia-Chien ; Yu, Min-Teh. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0259-9.

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2018Some borrowers are more equal than others: Bank funding shocks and credit reallocation. (2018). Mulier, Klaas ; Schepens, Glenn ; Ongena, Steven ; Dewachter, Hans ; de Jonghe, Olivier. In: Working Paper Research. RePEc:nbb:reswpp:201810-361.

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2017To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy. (2017). Torój, Andrzej ; Dybka, Piotr ; Toroj, Andrzej ; Pkaa, Piotr ; Olesiski, Bartosz . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:119-148.

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2017Lending Conditions in EU: The Role of Credit Demand and Supply. (2017). Kapounek, Svatopluk. In: Working Papers. RePEc:ost:wpaper:362.

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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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2018Financial Networks and Systemic Risk in China’s Banking System. (2018). Sun, Lixin. In: MPRA Paper. RePEc:pra:mprapa:90658.

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2018D-trace estimation of a precision matrix using adaptive Lasso penalties. (2018). Avagyan, Vahe ; Nogales, Francisco J ; Alonso, Andres M. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:2:d:10.1007_s11634-016-0272-8.

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2019Determinants of bank’s interest margin in the aftermath of the crisis: the effect of interest rates and the yield curve slope. (2019). Cruz-Garcia, Paula ; Maudos, Joaquin ; de Guevara, Juan Fernandez. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1360-0.

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2017Volatility spillover effects in interbank money markets. (2017). Ribeiro, Pedro Pires ; Curto, Jose Dias . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0268-7.

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2018Sectoral credit diversification, bank performance and monitoring effectiveness; a cross-country analysis of east African banking industries. (2018). Mulwa, Jonathan Mwau . In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:7:y:2018:i:2:f:7_2_2.

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2018Banks’ maturity transformation: risk, reward, and policy. (2018). Bologna, Pierluigi. In: ESRB Working Paper Series. RePEc:srk:srkwps:201863.

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2018Systemic 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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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). LINTON, OLIVER ; Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/14.

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2017Will German banks earn their cost of capital?. (2017). Gündüz, Yalin ; Gunduz, Yalin ; Dombret, Andreas ; Rocholl, Jorg. In: Discussion Papers. RePEc:zbw:bubdps:012017.

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2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja . In: Discussion Papers. RePEc:zbw:bubdps:152017.

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2017Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve. (2017). Lütkebohmert, Eva ; Pliszka, Kamil ; Markovych, Mariia ; Lutkebohmert, Eva ; Foos, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:242017.

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2018Interest rate pass-through to the rates of core deposits: A new perspective. (2018). Sopp, Heiko. In: Discussion Papers. RePEc:zbw:bubdps:252018.

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2017Do all new brooms sweep clean? Evidence for outside bank appointments. (2017). Schertler, Andrea ; Kick, Thomas ; Nehring, Inge. In: Discussion Papers. RePEc:zbw:bubdps:272017.

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2018P2P lenders versus banks: Cream skimming or bottom fishing?. (2018). Pelizzon, Loriana ; de Roure, Calebe ; Thakor, Anjan V. In: SAFE Working Paper Series. RePEc:zbw:safewp:206.

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2017Market Discipline, Deposit Insurance, and Competitive Advantages: Evidence from the Financial Crisis. (2017). Kaposty, Florian ; Domikowsky, Christian ; Pfingsten, Andreas . In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168146.

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2018Robust performance hypothesis testing with smooth functions of population moments. (2018). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:305.

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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.
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article3
2012The Dependency of the Banks Assets and Liabilities: Evidence from Germany In: European Financial Management.
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article9
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: 9
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2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence In: German Economic Review.
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article1
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
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2010Dominating estimators for minimum-variance portfolios In: Journal of Econometrics.
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article40
2010Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 40
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2015The common drivers of default risk In: Journal of Financial Stability.
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2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 12
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2013Contagion in the interbank market and its determinants In: Journal of Financial Stability.
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article32
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: 32
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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
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2012Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany In: Journal of Banking & Finance.
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article19
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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2012Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers.
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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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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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2012Contagion in the Interbank Market with Stochastic Loss Given Default In: International Journal of Central Banking.
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2013Bank management of the net interest margin: new measures In: Financial Markets and Portfolio Management.
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2016Quantifying the components of the banks’ net interest margin In: Financial Markets and Portfolio Management.
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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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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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2016Banks’ Specialization versus Diversification in the Loan Portfolio In: Schmalenbach Business Review.
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2018Why Do Banks Bear Interest Rate Risk? In: Schmalenbach Business Review.
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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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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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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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2011Contagion at the interbank market with stochastic LGD In: Discussion Paper Series 2: Banking and Financial Studies.
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2011Banks management of the net interest margin: Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
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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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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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2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
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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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2019What drives the short-term fluctuations of banks exposure to interest rate risk? 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: 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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