Christoph Memmel : Citation Profile

Deutsche Bundesbank

13

H index

14

i10 index

591

Citations

RESEARCH PRODUCTION:

23

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 29
   Journals where Christoph Memmel has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 35 (5.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme230
   Updated: 2025-12-13    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

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)

De Jonghe, Olivier (8)

Aldasoro, Iñaki (8)

Kondor, Imre (7)

Molyneux, Philip (6)

Delli Gatti, Domenico (6)

Cites to:

Maudos, Joaquin (17)

Gambacorta, Leonardo (16)

Ongena, Steven (11)

Rajan, Raghuram (11)

Stein, Jeremy (9)

TARAZI, Amine (9)

Peydro, Jose-Luis (9)

Lepetit, Laetitia (9)

NYS, Emmanuelle (9)

Jimenez, Gabriel (9)

Svensson, Lars (9)

Main data

Where Christoph Memmel has published?

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

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank16
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank15
Technical Papers / Deutsche Bundesbank4

Recent works citing Christoph Memmel (2025 and 2024)

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning. (2025). Mantegna, Rosario ; Manolakis, Efstratios ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2507.01918.

Full description at Econpapers || Download paper

2025Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach. (2025). Lee, Yongjae ; Tae, Inwoo ; Kim, Juchan. In: Papers. RePEc:arx:papers:2508.10776.

Full description at Econpapers || Download paper

2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

Full description at Econpapers || Download paper

2024Bank capital, lending, and regulation: A meta‐analysis. (2024). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana ; Bajzk, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:823-851.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Cross validation based transfer learning for cross-sectional non-linear shrinkage: A data-driven approach in portfolio optimization. (2024). Morstedt, Torsten ; Neumann, Dirk ; Lutz, Bernhard. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:670-685.

Full description at Econpapers || Download paper

2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Markowitz portfolios under transaction costs. (2025). Ledoit, Olivier ; Wolf, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000031.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Book Review. Lamaj, M. (Ed.). The Effect of Covid-19 on Loan Loss Provisions and Earnings Management of European Banks. Springer Fachmedien Wiesbaden GmbH, 2023. (2025). Coronella, Lorenzo ; Nandy, Monomita. In: FINANCIAL REPORTING. RePEc:fan:frfrfr:v:html10.3280/fr202519657.

Full description at Econpapers || Download paper

2025The Role of Fear of Missing out (FOMO), Loss Aversion, and Herd Behavior in Gold Investment Decisions: A Study in the Vietnamese Market. (2025). Nguyen, Quynh Trang ; Le, Nam Anh ; Bui, Dieu Anh. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:175-:d:1749415.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada. (2025). Lai, Van Son ; Guidara, Alaa ; Zhao, Yang ; Yu, Min-Teh. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01314-z.

Full description at Econpapers || Download paper

2025Price elasticity of wholesale demand for electricity in the regions of the Russian Federation. (2025). Tomskiy, S. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:117-131.

Full description at Econpapers || Download paper

2025Net interest margin decomposition for the Russian banking industry. (2025). Gorodilov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:97-116.

Full description at Econpapers || Download paper

2024Macro-prudential regulations and systemic risk: the role of country-level governance indicators. (2024). Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah ; Qureshi, Anum. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00231-w.

Full description at Econpapers || Download paper

2025Does Market Interest Rate Impact Bank Profitability and Risk?. (2025). Kochan, Mucahit ; Zia, Mujtaba ; Liu, YI. In: The Review of Finance and Banking. RePEc:rfb:journl:v:17:y:2025:i:1:p:41-54.

Full description at Econpapers || Download paper

2024Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3.

Full description at Econpapers || Download paper

2025Sparse graphical modelling for global minimum variance portfolio. (2025). Sobczyk, Piotr ; Riccobello, Riccardo ; Bonaccolto, Giovanni ; Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Magorzata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00535-4.

Full description at Econpapers || Download paper

2024The impact of diversification on the profitability and risk of Chinese banks: evidence from a semiparametric approach. (2024). Tortosa-Ausina, Emili ; Wu, Minzhi ; Cruz-Garca, Paula. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02619-7.

Full description at Econpapers || Download paper

2024Performance and Assets and Liabilities Management in the U.S. Credit Union. (2024). el Fadil, Jalal ; Hessou, Helyoth. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:1:f:14_1_6.

Full description at Econpapers || Download paper

2024Competitions Effect: Unveiling the Simultaneous Relationship between Risk and Cost of Financial Intermediation. (2024). Chowdhury, Md Mohiuddin ; Zheng, Changjun ; Ullah, Atta ; Gupta, Anupam Das. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:5:f:14_5_4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business. (2025). Zhang, Wenzhe ; Lee, Chienchiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1450-1474.

Full description at Econpapers || Download paper

2024Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures. (2024). Zhang, Qun ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:151-217.

Full description at Econpapers || Download paper

2024Late payments on mortgage loans and unemployment: Evidence from a German household panel. (2024). Vogel, Edgar ; Mhlmann, Axel. In: Technical Papers. RePEc:zbw:bubtps:308093.

Full description at Econpapers || Download paper

2025When unemployment hits mortgage loans. (2025). Vogel, Edgar ; Mhlmann, Axel. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325418.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Christoph Memmel:

YearTitleTypeCited
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]		article2
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: 2		paper
2010Dominating estimators for minimum-variance portfolios In: Journal of Econometrics.
[Full Text][Citation analysis]		article75
2010Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015The common drivers of default risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article18
2012The common drivers of default risk.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2013Contagion in the interbank market and its determinants In: Journal of Financial Stability.
[Full Text][Citation analysis]		article49
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: 49		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]		article30
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: 30		paper
2015Determinants of bank interest margins: Impact of maturity transformation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article70
2012Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article65
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]		article4
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach In: Journal of Risk.
[Full Text][Citation analysis]		article0
2006Estimating the global Minimum Variance Portfolio In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article62
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.
[Full Text][Citation analysis]
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]		paper5
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: 5		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]		paper31
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: 31		paper
2025Modeling the term structure In: Discussion Papers.
[Full Text][Citation analysis]		paper0
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
2021Risks in domestic banks corporate lending business In: Technical Papers.
[Full Text][Citation analysis]		paper0
2021Risiken im Unternehmenskreditgeschäft inländischer Banken In: Technical Papers.
[Full Text][Citation analysis]		paper3
2023Abschätzung des Zinseinkommens der Banken in Deutschland In: Technical Papers.
[Full Text][Citation analysis]		paper0
2024Technische Dokumentation zur Analyse der Änderung des Zinsergebnisses In: Technical Papers.
[Full Text][Citation analysis]		paper0
2005On the estimation of the global minimum variance portfolio In: CFR Working Papers.
[Full Text][Citation analysis]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team