Cosimo Pancaro : Citation Profile


Are you Cosimo Pancaro?

European Central Bank

8

H index

7

i10 index

330

Citations

RESEARCH PRODUCTION:

17

Articles

20

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 25
   Journals where Cosimo Pancaro has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 12 (3.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa895
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Ongena, Steven (4)

Müller, Carola (4)

Moccero, Diego (4)

Arnould, Guillaume (3)

Martin, Reiner (2)

Kok, Christoffer (2)

Reghezza, Alessio (2)

Żochowski, Dawid (2)

Palligkinis, Spyros (2)

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

Is cited by:

Gnimassoun, Blaise (7)

Budnik, Katarzyna (7)

Volk, Matjaž (6)

Koren, Miklós (6)

Lisicky, Milan (6)

Kubitza, Christian (5)

Tenreyro, Silvana (5)

ruta, michele (5)

Palazzo, Francesco (4)

Eichengreen, Barry (4)

Gupta, Poonam (4)

Cites to:

Peydro, Jose-Luis (21)

Maddaloni, Angela (16)

Bubeck, Johannes (14)

Kok, Christoffer (12)

Gambacorta, Leonardo (9)

Bernanke, Ben (9)

Shin, Hyun Song (9)

Babus, Ana (8)

Berger, Allen (8)

Gertler, Mark (7)

Molyneux, Philip (6)

Main data


Where Cosimo Pancaro has published?


Journals with more than one article published# docs
Financial Stability Review5
Macroprudential Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
Occasional Paper Series / European Central Bank2

Recent works citing Cosimo Pancaro (2024 and 2023)


YearTitle of citing document
2023A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic. (2023). Gucciardi, Gianluca ; Bellucci, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:183.

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2023Unpacking international banks deposit funding. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309d.

Full description at Econpapers || Download paper

2023.

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2023Why European banks adjust their dividend payouts?. (2023). Jarmuzek, Mariusz ; Grodzicki, Maciej ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20232765.

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2023Life insurance convexity. (2023). Kubitza, Christian ; Grundl, Helmut ; Grochola, Nicolaus. In: Working Paper Series. RePEc:ecb:ecbwps:20232829.

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2023Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023ESG performance and banks’ funding costs. (2023). Andrieș, Alin Marius ; Sprincean, Nicu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001848.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005.

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2023Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797.

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2023Model uncertainty, economic development, and welfare costs of business cycles. (2023). Okubo, Masakatsu. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000149.

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2023Public ownership and local bank lending at the time of the Covid-19 pandemic: Evidence from Indonesia. (2023). Kusuma, Dyah Titis ; Risfandy, Tastaftiyan ; Octavio, Danes Quirira ; Susamto, Akhmad Akbar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001385.

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2023Effect of the duration of membership in the GATT/WTO on economic growth volatility. (2023). Gnangnon, Sena Kimm. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:65:y:2023:i:c:p:448-467.

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2023Forbearance vs foreclosure in a general equilibrium model. (2023). Tirelli, Patrizio ; Barbaro, Bianca. In: Working Papers. RePEc:mib:wpaper:516.

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Works by Cosimo Pancaro:


YearTitleTypeCited
2020Bank funding costs and solvency In: Bank of England working papers.
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paper10
2020Bank funding costs and solvency.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 10
paper
2022Bank funding costs and solvency.(2022) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 10
article
2013The Balassa-Samuelson and the Penn Effect: Are They Really the Same? In: Swiss Finance Institute Research Paper Series.
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paper4
2022The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test In: Swiss Finance Institute Research Paper Series.
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paper7
2021The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2023The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2023) In: Journal of Financial Intermediation.
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This paper has nother version. Agregated cites: 7
article
2013Trade openness reduces growth volatility when countries are well diversified In: Canadian Journal of Economics.
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article121
2012Trade openness reduces growth volatility when countries are well diversified.(2012) In: Working Paper Series.
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This paper has nother version. Agregated cites: 121
paper
2013Trade openness reduces growth volatility when countries are well diversified.(2013) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 121
article
2019The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test In: Macroprudential Bulletin.
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article1
2022Does the disclosure of stress test results affect market behaviour? In: Macroprudential Bulletin.
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article0
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper37
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
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paper18
2013Current account reversals in industrial countries: does the exchange rate regime matter? In: Working Paper Series.
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paper14
2016Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?.(2016) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 14
article
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
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paper7
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
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paper7
2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 7
article
2020Do non-performing loans matter for bank lending and the business cycle in euro area countries? In: Working Paper Series.
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paper8
2022Do non-performing loans matter for bank lending and the business cycle in euro area countries?.(2022) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 8
article
2020Fire sales by euro area banks and funds: what is their asset price impact? In: Working Paper Series.
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paper7
2020Fire sales by euro area banks and funds: What is their asset price impact?.(2020) In: Economic Modelling.
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This paper has nother version. Agregated cites: 7
article
2022Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency In: Working Paper Series.
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paper0
2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates In: Working Paper Series.
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paper0
2023Bank private information in CDS markets In: Working Paper Series.
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paper0
2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
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article19
2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
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article4
2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
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article6
2023Key linkages between banks and the non-bank financial sector In: Financial Stability Review.
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article1
2023Assessing risks from euro area banks’ maturity transformation In: Financial Stability Review.
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article0
2021Macro-stress testing dividend income. Evidence from euro area banks In: Economics Letters.
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article0
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long In: World Bank - Economic Premise.
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article55
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long.(2010) In: World Bank Publications - Reports.
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This paper has nother version. Agregated cites: 55
paper
2010Macroeconomic volatility after trade and capital account liberalization In: Policy Research Working Paper Series.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team