Tuomas Antero Peltonen : Citation Profile

Are you Tuomas Antero Peltonen?

European Central Bank

15

H index

17

i10 index

645

Citations

RESEARCH PRODUCTION:

12

Articles

37

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 53
   Journals where Tuomas Antero Peltonen has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 25 (3.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe349
   Updated: 2019-10-15    RAS profile: 2018-01-09    
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Relations with other researchers

Works with:

Detken, Carsten (5)

Klaus, Benjamin (4)

Portes, Richard (4)

Sarlin, Peter (3)

Duprey, Thibaut (3)

Abad, Jorge (3)

Hautsch, Nikolaus (3)

Schüler, Yves (3)

Killeen, Neill (3)

Vuillemey, Guillaume (2)

Bussiere, Matthieu (2)

CLERC, Laurent (2)

Delle Chiaie, Simona (2)

Schienle, Melanie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tuomas Antero Peltonen.

Is cited by:

Sarlin, Peter (22)

Sousa, Ricardo (18)

Vuillemey, Guillaume (10)

Nyholm, Juho (9)

Duffie, Darrell (9)

Schüler, Yves (8)

Giudici, Paolo (7)

von Schweinitz, Gregor (7)

Parisi, Laura (7)

Agénor, Pierre-Richard (7)

Choudhri, Ehsan (6)

Cites to:

Reinhart, Carmen (49)

Rose, Andrew (38)

Frankel, Jeffrey (33)

Kaminsky, Graciela (33)

Rogoff, Kenneth (20)

BORIO, Claudio (17)

Detken, Carsten (15)

Sarlin, Peter (15)

Pesaran, M (15)

Gertler, Mark (14)

Demirguc-Kunt, Asli (12)

Main data

Where Tuomas Antero Peltonen has published?

Journals with more than one article published# docs
Journal of Financial Stability3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank17
ESRB Working Paper Series / European Systemic Risk Board5
ESRB Occasional Paper Series / European Systemic Risk Board2

Recent works citing Tuomas Antero Peltonen (2018 and 2017)

YearTitle of citing document
2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2017“What really matters is the economic performance: Positioning tourist destinations by means of perceptual maps”. (2017). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:201707.

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2018Corporate payments networks and credit risk rating. (2018). Letizia, Elisa ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1711.07677.

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2018Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:1803.05861.

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2019Exchange Rate Pass-Through (ERPT) and its Implications for Vietnam: Vector Autoregressive Approach from Vietnam-Korea Trade Data. (2019). Minh, Cao Hong ; My, Do Thi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:257-266.

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2019Effects of Socio-Economic Conditions on the Relationship between Public and Private investments in the CEMAC Zone. (2019). Honore, Tekam Oumbe ; Gilbert, Noula Armand ; Orfe, Chouafi Nguekam ; Ibrahim, Ngouhouo . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:1-13.

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2017Understanding the Time Variation in Exchange Rate Pass-Through to Import Prices. (2017). Friedrich, Christian ; Kim, Min Jae ; Hess, Kristina ; Cunningham, Rose. In: Discussion Papers. RePEc:bca:bocadp:17-12.

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2018The Framework for Risk Identification and Assessment. (2018). MacDonald, Cameron ; Traclet, Virginie . In: Technical Reports. RePEc:bca:bocatr:113.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2019Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited. (2019). Galan, Jorge. In: Occasional Papers. RePEc:bde:opaper:1906.

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2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge E. In: Working Papers. RePEc:bde:wpaper:1825.

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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries. (2019). Gonzalez, Clara ; Mousarri, Elena ; Dewachter, Hans ; Pereira, Ana Regina ; ben Hadj, Saiffedine ; Martinho, Ricardo ; Venditti, Fabrizio ; Jimborean, Ramona ; Affinito, Massimiliano ; Manninen, Otso ; Nicoletti, Giulio ; Jantunen, Lauri ; Barbic, Gaia ; Ozsahin, Selcuk ; Rivera-Rozo, Jairo ; Budnik, Katarzyna ; Velasco, Sofia ; Hu, Jenny ; Ogrady, Michael ; Mencia, Javier ; Naruevicius, Laurynas ; Trikoupis, Constantinos ; Chretien, Edouard. In: Working Papers. RePEc:bde:wpaper:1923.

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An indicator of macro-financial stress for Italy. (2019). Venditti, Fabrizio ; Miglietta, Arianna. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_497_19.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Macroprudential database. (2017). Boh, Samo ; Schepens, Thomas ; Calleja, Romain ; Koban, Anne ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-06.

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2017European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-04.

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2017The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29.

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2018Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803e.

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2018The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1806b.

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2017Does exchange rate depreciation have contractionary effects on firm-level investment?. (2017). Sousa, Ricardo ; Serena Garralda, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:624.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:679.

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2018Determinants of Bank Closures: Do Levels or Changes of CAMEL Variables Matter?. (2018). Mikko Makinen , ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:2:p:3-21.

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2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

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2019Credit default swaps and corporate bond trading. (2019). Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0810.

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2018Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_010.

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2019On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor. (2019). Kauko, Karlo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_006.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2017A ternary-state early warning system for the European Union. (2017). Papadopoulos, Savas ; Baranoff, Etti ; Sager, Thomas ; Stavroulias, Pantelis . In: Working Papers. RePEc:bog:wpaper:222.

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2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, G ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:05/18.

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2019Real-estate concentration in the Irish banking system. (2019). Shaw, Frances ; Nevin, Ciaran ; Lyons, Paul. In: Financial Stability Notes. RePEc:cbi:fsnote:4/fs/19.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/18.

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2018Pockets of risk in European Housing Markets: then and now. (2018). Kelly, Jane ; Lydon, Reamonn ; le Blanc, Julia. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/18.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Arghyrou, Michael ; Gadea, Maria Dolores. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2017Does Inequality Matter for the Consumption-Wealth Channel? Empirical Evidence. (2017). Savignac, Frédérique ; Arrondel, Luc ; Lamarche, Pierre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6676.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, Maria Dolores ; Arghyrou, Michael G. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Lelyveld, Iman ; Schaumburg, Julia ; van Lelyveld, Iman ; Wang, Dieter . In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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2019Wealth Effects and Macroeconomic Dynamics. (2019). Swamy, Vighneswara. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00359.

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2018Completing the Banking Union with a European Deposit Insurance Scheme: who is afraid of cross-subsidisation?. (2018). Wedow, Michael ; Parisi, Laura ; Silva, Andre ; Evrard, Johanne ; Dobkowitz, Sonja ; Carmassi, Jacopo . In: Occasional Paper Series. RePEc:ecb:ecbops:2018208.

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

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2017Optimizing policymakers loss functions in crisis prediction: before, within or after?. (2017). von Schweinitz, Gregor ; Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20172025.

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2017The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps. (2017). Manu, Ana-Simona ; Lodge, David ; Grintzalis, Ioannis . In: Working Paper Series. RePEc:ecb:ecbwps:20172034.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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2019Leaning against the wind: macroprudential policy and the financial cycle. (2019). Kockerols, Thore ; Kok, Christoffer. In: Working Paper Series. RePEc:ecb:ecbwps:20192223.

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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries. (2019). Venditti, Fabrizio ; Jimborean, Ramona ; Budnik, Katarzyna ; Affinito, Massimiliano ; Hu, Jenny ; Ozsahin, Selcuk ; Gonzalez, Clara Isabel ; Ogrady, Michael ; Dewachter, Hans ; Nicoletti, Giulio ; Chretien, Edouard ; Narueviius, Laurynas ; ben Hadj, Saiffedine ; Mousarri, Elena ; Barbic, Gaia ; Mencia, Javier ; Velasco, Sofia ; Martinho, Ricardo ; Manninen, Otso ; Trikoupis, Constantinos ; Rivera-Rozo, Jairo ; Jantunen, Lauri ; Pereira, Ana Regina. In: Working Paper Series. RePEc:ecb:ecbwps:20192261.

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Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: Working Paper Series. RePEc:ecb:ecbwps:20192277.

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2017The Impact of Macroeconomic and Internal Factors on Banking Distress. (2017). Wulandari, Yulita ; Kusairi, Suhal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-56.

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2019Visualising economic crises using accounting models. (2019). Kinsella, Stephen. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:75:y:2019:i:c:p:1-16.

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2017Global slack and open economy Phillips curves – A province-level view from China. (2017). Mehrotra, Aaron ; girardin, eric ; Chen, Changsheng. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:74-87.

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2017Tariff and exchange rate pass-through for Chinese exports: A firm-level analysis across customs regimes. (2017). Bouvet, Florence ; van Assche, Ari ; Ma, Alyson C. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:87-96.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2018Phillips curve relationship in an emerging economy: Evidence from India. (2018). Kapur, Muneesh ; Wahi, Garima ; Behera, Harendra. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:116-126.

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2019Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries. (2019). Sun, Gang ; Kassi, Diby Franois ; Assamoi, Guy Roland ; Rathnayake, Dilesha Nawadali ; Ding, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:357-372.

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2017Bank overall financial strength: Islamic versus conventional banks. (2017). Pasiouras, Fotios ; HASAN, IFTEKHAR ; Doumpos, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:513-523.

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2017Ratings based Inference and Credit Risk: Detecting likely-to-fail Banks with the PC-Mahalanobis Method. (2017). Pompella, Maurizio ; Dicanio, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:34-44.

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2018RiskRank: Measuring interconnected risk. (2018). Mezei, Jozsef ; Sarlin, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:41-50.

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2018Multi-horizon wealth effects across the G7 economies. (2018). Apergis, Nicholas ; Hassapis, Christis ; Christou, Christina ; Bouras, Christos. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:165-176.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2018A Financial Macro-Network Approach to Climate Policy Evaluation. (2018). Stolbova, Veronika ; Battiston, Stefano ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:149:y:2018:i:c:p:239-253.

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2018Credit-based early warning indicators of banking crises in emerging markets. (2018). Gersl, Adam ; Jaova, Martina ; Gerl, Adam . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.

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2019Does inequality matter for the consumption-wealth channel? Empirical evidence. (2019). Arrondel, Luc ; Savignac, Frederique ; Lamarche, Pierre. In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:139-165.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2017Money market funds, shadow banking and systemic risk in United Kingdom. (2017). BELLAVITE PELLEGRINI, CARLO ; Urga, Giovanni ; Meoli, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2017Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:277-283.

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2017Bank bailouts in Europe and bank performance. (2017). Vander Vennet, Rudi ; Gerhardt, Maria . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:74-80.

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2018Network topology and systemic risk: Evidence from the Euro Stoxx market. (2018). Li, Wenwei ; Paterlini, Sandra ; Hommel, Ulrich. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:105-112.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2017Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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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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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2017Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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2017Not all emerging markets are the same: A classification approach with correlation based networks. (2017). Tabak, Benjamin ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Ozturk, Kevser . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2018How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:136-158.

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2018Identifying excessive credit growth and leverage. (2018). Detken, Carsten ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:215-225.

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2018Network linkages to predict bank distress. (2018). Constantin, Andreea ; Sarlin, Peter ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:226-241.

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More than 100 citations found, this list is not complete...

Works by Tuomas Antero Peltonen:

YearTitleTypeCited
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
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2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
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2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
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2013Exchange Rate Pass-Through in the Global Economy. In: Working papers.
[Full Text][Citation analysis]		paper28
2007Modelling inflation in China : a regional perspective In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper8
2007Modelling inflation in China - a regional perspective.(2007) In: Working Paper Series.
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2010Modelling inflation in China--A regional perspective.(2010) In: China Economic Review.
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2008Exchange rate pass-through in the global economy : the role of emerging market economies In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper51
2008Exchange rate pass-through in the global economy: the role of emerging market economies.(2008) In: Working Paper Series.
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2014Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies.(2014) In: IMF Economic Review.
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2011Macro-financial vulnerabilities and future financial stress : Assessing systemic risks and predicting systemic events In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper36
2011Mapping the state of financial stability In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper31
2013Mapping the state of financial stability.(2013) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 31		article
2017Mapping the interconnectedness between EU banks and shadow banking entities In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2017Mapping the Interconnectedness between EU Banks and Shadow Banking Entities.(2017) In: NBER Working Papers.
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2017Mapping the interconnectedness between EU banks and shadow banking entities.(2017) In: ESRB Working Paper Series.
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2017A new database for financial crises in European countries In: Occasional Paper Series.
[Full Text][Citation analysis]		paper20
2005Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2006Are emerging market currency crises predictable? A test In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2008Housing and equity wealth effects of Italian households In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2008Imports and profitability in the euro area manufacturing sector: the role of emerging market economies In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2009Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table In: Working Paper Series.
[Full Text][Citation analysis]		paper48
2013The network structure of the CDS market and its determinants In: Working Paper Series.
[Full Text][Citation analysis]		paper57
2014The network structure of the CDS market and its determinants.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 57		article
2013Predicting distress in European banks In: Working Paper Series.
[Full Text][Citation analysis]		paper73
2014Predicting distress in European banks.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 73		article
2013Disentangling the bond-CDS nexus: a stress test model of the CDS market In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2015Disentangling the bond–CDS nexus: A stress test model of the CDS market.(2015) In: Economic Modelling.
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This paper has another version. Agregated cites: 6		article
2013Setting countercyclical capital buffers based on early warning models: would it work? In: Working Paper Series.
[Full Text][Citation analysis]		paper45
2015Network linkages to predict bank distress In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2015Characterising the financial cycle: a multivariate and time-varying approach In: Working Paper Series.
[Full Text][Citation analysis]		paper18
2015Characterising the financial cycle: A multivariate and time-varying approach.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2015Interconnectedness of the banking sector as a vulnerability to crises In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2016Assessing the costs and benefits of capital-based macroprudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2016Assessing the costs and benefits of capital-based macroprudential policy.(2016) In: ESRB Working Paper Series.
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2017How does risk flow in the credit default swap market? In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2016How does risk flow in the credit default swap market?.(2016) In: ESRB Working Paper Series.
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2016Systemic risk spillovers in the European banking and sovereign network In: Journal of Financial Stability.
[Full Text][Citation analysis]		article16
2014Systemic risk spillovers in the European banking and sovereign network.(2014) In: CFS Working Paper Series.
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2016Systemic risk spillovers in the European banking and sovereign network.(2016) In: Working Paper Series in Economics.
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This paper has another version. Agregated cites: 16		paper
2012Wealth effects in emerging market economies In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article48
2017Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors In: International Journal of Central Banking.
[Full Text][Citation analysis]		article2
2016Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors.(2016) In: ESRB Working Paper Series.
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2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2012Investment in emerging market economies In: Empirical Economics.
[Full Text][Citation analysis]		article8
2013Assessing contagion risks from the CDS market In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper15
2016Indirect contagion: the policy problem In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2017Coherent financial cycles for G-7 countries: Why extending credit can be an asset In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper8
2017Special Issue of on ‘Systemic risk analytics’ In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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