Cosimo Pancaro : Citation Profile


Are you Cosimo Pancaro?

European Central Bank

5

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 15
   Journals where Cosimo Pancaro has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 4 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa895
   Updated: 2019-11-16    RAS profile: 2019-11-07    
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Relations with other researchers


Works with:

Kok, Christoffer (5)

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)

Koren, Miklós (6)

Lisicky, Milan (5)

Tenreyro, Silvana (5)

ruta, michele (5)

Eichengreen, Barry (4)

Halaj, Grzegorz (3)

Ncube, Mthuli (3)

Brixiová, Zuzana (3)

Gupta, Poonam (3)

Mignon, Valérie (3)

Cites to:

Kok, Christoffer (4)

Yilmaz, Kamil (4)

Diebold, Francis (4)

Impavido, Gregorio (3)

Gonzalez Pandiella, Alberto (3)

Dieppe, Alistair (3)

Rajan, Raghuram (3)

Willman, Alpo (3)

Obstfeld, Maurice (3)

DARRACQ PARIES, Matthieu (2)

merton, robert (2)

Main data


Where Cosimo Pancaro has published?


Journals with more than one article published# docs
Financial Stability Review3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank4
Occasional Paper Series / European Central Bank2

Recent works citing Cosimo Pancaro (2019 and 2018)


YearTitle of citing document
2017Volatility and Economic Growth in the Twentieth Century. (2017). Duenas, Marco ; Campi, Mercedes. In: Papers. RePEc:arx:papers:1708.06792.

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2019Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2019). Dias, David ; Rojas, Helder. In: Papers. RePEc:arx:papers:1809.07401.

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2019A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1908.00811.

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2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, José. In: Technical Reports. RePEc:bca:bocatr:111.

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2018The impact of the interest rate level on bank profitability and balance sheet structure. (2018). Perez, Alejandro Ferrer ; Montes, Carlos Perez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2018:i:11:n:6.

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2018Bank profitability and macroeconomic conditions: are business models different?. (2018). Palazzo, Francesco ; di Patti, Emilia Bonaccorsi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_436_18.

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2017An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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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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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2018OPINIONS REGARDING BUSINESS MODEL IN THE EUROPEAN BANKING SYSTEM. (2018). Ovidiu, Handro Paul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2018:v:special:p:193-197.

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2019A Tale of Two Surplus Countries: China and Germany. (2019). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_010.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2019Current account dynamics and exchange rate regimes in Central and Eastern Europe. (2019). Staehr, Karsten ; Harkmann, Kersti. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2018-08.

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2018Dispersion in macroeconomic volatility between the core and periphery of the international trade network. (2018). Chakrabarti, Anindya S. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:31-50.

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2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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2019Do (all) sectoral shocks lead to aggregate volatility? Empirics from a production network perspective. (2019). ROUGIER, ERIC ; Joya, Omar. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:77-107.

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2019Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel . In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1180-1193.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2018Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France. (2018). de Bandt, Olivier ; Pessarossi, Pierre ; Maitre, Alexis ; Camara, Boubacar. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:175-186.

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2017Manufacturing export diversification and regionalization of trade: Which destinations for newly exported goods?. (2017). Regolo, Julie . In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:26-47.

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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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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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2019The real exchange rate, structural change, and female labor force participation. (2019). Metzger, Martina ; Erten, Bilge. In: World Development. RePEc:eee:wdevel:v:117:y:2019:i:c:p:296-312.

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2018What Drives Output Volatility? The Role of Demographics and Government Size Revisited. (2018). Vierke, Hauke ; Iseringhausen, Martin. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:075.

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2018Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †. (2018). Montesi, Giuseppe ; Papiro, Giovanni. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:82-:d:164289.

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2019International Linkages and the Changing Nature of International Business Cycles. (2019). Nguyen, Thuy Lan ; Miyamoto, Wataru. In: CEI Working Paper Series. RePEc:hit:hitcei:2018-16.

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2018Determinants of Bank Profitability in the Euro Area: What Has Changed During the Recent Financial Crisis?. (2018). Piva, Mariacristina ; Lippi, Andrea ; Borroni, Mariarosa ; Rossi, Simone. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:5:p:18-27.

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2019A Tale of Two Surplus Countries: China and Germany. (2019). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: IEER Working Papers. RePEc:iee:wpaper:wp0114.

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2019Efficiency of the European banks in the aftermath of the financial crisis: A panel stochastic frontier approach. (2019). Ferreira, Candida. In: Working Papers REM. RePEc:ise:remwps:wp0842019.

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2018Export Upgrading in Donor and Recipient Countries and Bilateral Development Aid Allocation. (2018). Gnangnon, Sena Kimm. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:15:y:2018:i:2:p:249-276.

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2018Financial Development and Output Volatility: A Cross-Sectional Panel Data Analysis. (2018). Majeed, Tariq M ; Noreen, Ayesha. In: Lahore Journal of Economics. RePEc:lje:journl:v:23:y:2018:i:1:p:97-141.

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2018Adding-Up Problem and Wage–Productivity Gap in Exports of Developing Countries: A Source of the Middle-Income Trap. (2018). Lee, Keun ; Ramanayake, Sanika Sulochani. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:30:y:2018:i:5:d:10.1057_s41287-017-0124-1.

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2017Distance to the Core, Productivity and Selection of Export Products-Destinations. (2017). Cardoso-Vargas, Carlos-Enrique. In: MPRA Paper. RePEc:pra:mprapa:77192.

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2018Banking net income and macroeconomics, from multicollinearity to Granger causality using US data. (2018). Szybisz, Martin Andres . In: MPRA Paper. RePEc:pra:mprapa:90473.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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2018The Impact of Imperfect Financial Integration and Trade on Macroeconomic Volatility and Welfare in Emerging Markets. (2018). Ratanavararak, Lathaporn. In: PIER Discussion Papers. RePEc:pui:dpaper:79.

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2018Impact of government balance and exchange rate regime on current account during the economic cycle: evidence from CEE countries. (2018). Grubii, Zoran ; Zdravkovi, Aleksandar ; Kamenkovi, Sandra. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:1:p:309-336.

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2018Alternation of parties in power and economic volatility: testing the rational partisan hypothesis and policy learning hypothesis. (2018). Hall, Steven ; Nishikawa, Misa. In: Economics of Governance. RePEc:spr:ecogov:v:19:y:2018:i:2:d:10.1007_s10101-018-0204-5.

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2017Trade openness and economic growth volatility: An empirical investigation. (2017). Mireku, Kwame ; Soo, Kwok Tong ; Domeher, Daniel ; Agyei, Ellen Animah. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1385438.

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2018Going under to stay on top: How much real exchange rate undervaluation is needed to boost growth in developing countries. (2018). Bermudez, Cecilia ; Dabus, Carlos. In: Estudios de Economia. RePEc:udc:esteco:v:45:y:2018:i:1:p:5-28.

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Works by Cosimo Pancaro:


YearTitleTypeCited
2013The Balassa-Samuelson and the Penn Effect: Are They Really the Same? In: Swiss Finance Institute Research Paper Series.
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2013Trade openness reduces growth volatility when countries are well diversified In: Canadian Journal of Economics.
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article55
2012Trade openness reduces growth volatility when countries are well diversified.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 55
paper
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper24
2019Macroprudential stress test of the euro area banking system JEL Classification: E37, E58, G21, G28 In: Occasional Paper Series.
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paper0
2013Current account reversals in industrial countries: does the exchange rate regime matter? In: Working Paper Series.
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paper12
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 another version. Agregated cites: 12
article
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
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paper3
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 another version. Agregated cites: 3
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 another version. Agregated cites: 3
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2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
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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 another version. Agregated cites: 1
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2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
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article7
2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
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article1
2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
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article3
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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article36
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long.(2010) In: World Bank Other Operational Studies.
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This paper has another version. Agregated cites: 36
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2010Macroeconomic volatility after trade and capital account liberalization In: Policy Research Working Paper Series.
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