Laura Parisi : Citation Profile


Are you Laura Parisi?

European Central Bank

3

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 8
   Journals where Laura Parisi has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1086
   Updated: 2021-01-16    RAS profile: 2019-08-09    
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Relations with other researchers


Works with:

Giudici, Paolo (5)

Wedow, Michael (3)

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

Is cited by:

Giudici, Paolo (4)

Ahelegbey, Daniel Felix (2)

Chatterjee, Somnath (1)

Jobst, Andreas (1)

Coleman, Nicholas (1)

Lewrick, Ulf (1)

Andrieș, Alin Marius (1)

Louri, Helen (1)

McQuade, Peter (1)

Gebauer, Stefan (1)

Lane, Philip (1)

Cites to:

Giudici, Paolo (14)

Maudos, Joaquin (12)

Acharya, Viral (11)

Billio, Monica (10)

Schwaab, Bernd (8)

Lucas, Andre (8)

Koopman, Siem Jan (8)

Chong, Beng (7)

Sarlin, Peter (7)

Liu, Ming-Hua (7)

Peltonen, Tuomas (7)

Main data


Where Laura Parisi has published?


Journals with more than one article published# docs
Macroprudential Bulletin2
Risks2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management6

Recent works citing Laura Parisi (2021 and 2020)


YearTitle of citing document
2020The Macroeconomic Effects of a European Deposit (Re-) Insurance Scheme. (2020). König, Tobias ; Konig, Tobias ; Gebauer, Stefan ; Clemens, Marius. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1873.

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2020Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis. (2020). Chalamandaris, Dimitrios ; Parisi, Laura ; Baumann, Andreas ; Torstensson, Par ; Amamou, Raschid. In: Occasional Paper Series. RePEc:ecb:ecbops:2020250.

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2020The impact of G-SIB identification on bank lending: evidence from syndicated loans. (2020). Schramm, Alexander ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20202479.

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2020Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. (2020). Basse, Tobias. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301460.

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2020.

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2020Are Corporate Bond Defaults Contagious across Sectors?. (2020). Ellis, Colin. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:1-:d:305922.

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2020Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model. (2020). AndrieÈ™, Alin Marius ; Galasan, Elena ; Andries, Alin Marius . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:5-:d:307357.

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2020Completing the Economic and Monetary Union: Wisdom Come Late?. (2020). Spadafora, Francesco. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:6:y:2020:i:3:d:10.1007_s40797-019-00105-z.

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Works by Laura Parisi:


YearTitleTypeCited
2018Does the G-SIB framework incentivise window-dressing behaviour? Evidence of G-SIBs and reporting banks In: Macroprudential Bulletin.
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article0
2019Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis In: Macroprudential Bulletin.
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article1
2018Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation? In: Occasional Paper Series.
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paper17
2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework In: Working Paper Series.
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paper2
2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
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article4
2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks.
[Full Text][Citation analysis]
article1
2015Monetary transmission models for bank interest rates In: DEM Working Papers Series.
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paper0
2015Dynamic models for monetary transmission In: DEM Working Papers Series.
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paper0
2015Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series.
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paper0
2015Dynamic hierarchical models for monetary transmission In: DEM Working Papers Series.
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paper0
2016CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series.
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paper1
2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
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paper1
2017Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance.
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article5

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