22
H index
27
i10 index
1324
Citations
European Central Bank | 22 H index 27 i10 index 1324 Citations RESEARCH PRODUCTION: 12 Articles 37 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tuomas Antero Peltonen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Stability | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 17 |
ESRB Working Paper Series / European Systemic Risk Board | 5 |
ESRB Occasional Paper Series / European Systemic Risk Board | 2 |
Year | Title of citing document | |
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2021 | Default Ambiguity: Finding the Best Solution to the Clearing Problem. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07741. Full description at Econpapers || Download paper | |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper | |
2021 | Modeling of crisis periods in stock markets. (2021). Emiris, Ioannis Z ; Dalamagkas, Theodore ; Christoforou, Emmanouil ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2103.13294. Full description at Econpapers || Download paper | |
2021 | Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks. (2021). Niu, Zhibin ; Zhang, Jiawan ; CHENG, DAWEI ; Wu, Junqi. In: Papers. RePEc:arx:papers:2104.11863. Full description at Econpapers || Download paper | |
2022 | Measuring Transition Risk in Investment Funds. (2022). Crisostomo, Ricardo . In: Papers. RePEc:arx:papers:2210.15329. Full description at Econpapers || Download paper | |
2021 | The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:556. Full description at Econpapers || Download paper | |
2022 | Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161. Full description at Econpapers || Download paper | |
2021 | CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132. Full description at Econpapers || Download paper | |
2021 | The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_625_21. Full description at Econpapers || Download paper | |
2022 | Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_679_22. Full description at Econpapers || Download paper | |
2021 | A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21. Full description at Econpapers || Download paper | |
2021 | A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04. Full description at Econpapers || Download paper | |
2021 | Answering the Queen: Machine learning and financial crises. (2021). Howell, Michael ; Fouliard, Jeremy ; Rey, Helene. In: BIS Working Papers. RePEc:bis:biswps:926. Full description at Econpapers || Download paper | |
2022 | Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2022 | Financial Cycles in Euro Area Economies: A Cross?Country Perspective Using Wavelet Analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:569-593. Full description at Econpapers || Download paper | |
2021 | Comments on “Network Structure and Its Impact on Commodity Markets”. (2021). Tompaidis, Stathis. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4577-4578. Full description at Econpapers || Download paper | |
2022 | Spatiotemporal analysis of regional inflation in an emerging country: The case of Indonesia. (2022). Aginta, Harry. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:3:p:667-688. Full description at Econpapers || Download paper | |
2021 | Exchange rate fluctuations and the financial channel in emerging economies. (2021). Comunale, Mariarosaria ; Beckmann, Joscha. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_011. Full description at Econpapers || Download paper | |
2021 | Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances. (2021). Iwanicz-Drozdowska, Małgorzata ; Ukasz, Kurowski ; Magorzata, Iwanicz-Drozdowska. In: German Economic Review. RePEc:bpj:germec:v:22:y:2021:i:4:p:383-414:n:7. Full description at Econpapers || Download paper | |
2022 | Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544. Full description at Econpapers || Download paper | |
2021 | Economic Growth at Risk: An Application to Chile. (2021). Sagner, Andres ; Fernandois, Antonio ; Alvarez, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:905. Full description at Econpapers || Download paper | |
2021 | Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5. Full description at Econpapers || Download paper | |
2021 | Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/03. Full description at Econpapers || Download paper | |
2021 | Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries. (2021). Ngo, Ngoc Anh ; Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2021/5. Full description at Econpapers || Download paper | |
2021 | Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises. (2021). Cesati, Enrico ; Berthonnaud, Pierre ; Vroege, Robert ; Siakoulis, Vasileios ; Schwarz, Claudia ; Schneider, Ludwig ; Lanciani, Marcello ; Kick, Heinrich ; Jager, Kirsten ; Drudi, Maria Ludovica. In: Occasional Paper Series. RePEc:ecb:ecbops:2021261. Full description at Econpapers || Download paper | |
2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den | |
2021 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ; | |
2021 | A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556. Full description at Econpapers || Download paper | |
2022 | E pluribus plures: shock dependency of the USD pass-through to real and financial variables. (2022). Ferrari Minesso, Massimo ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20222684. Full description at Econpapers || Download paper | |
2022 | Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698. Full description at Econpapers || Download paper | |
2022 | Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20222721. Full description at Econpapers || Download paper | |
2021 | Financial Stability and Economic Growth Nexus: Evidence from Sub-Saharan Africa using Panel Data. (2021). Muda, Paul ; MacCarthy, John ; Ahulu, Helena. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-2. Full description at Econpapers || Download paper | |
2022 | Credit market concentration and systemic risk in Europe. (2022). Paulus, Alari ; Kukk, Merike ; Reigl, Nicolas. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2022-4. Full description at Econpapers || Download paper | |
2021 | How does housing wealth affect household consumption? Evidence from macro-data with special implications for China. (2021). Li, Cheng ; Zhang, Ying. In: China Economic Review. RePEc:eee:chieco:v:69:y:2021:i:c:s1043951x21000730. Full description at Econpapers || Download paper | |
2021 | The drivers of systemic risk in financial networks: a data-driven machine learning analysis. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009425. Full description at Econpapers || Download paper | |
2022 | A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087. Full description at Econpapers || Download paper | |
2021 | Simulating liquidity stress in the derivatives market. (2021). Yoganayagam, Michael ; Vause, Nicholas ; Ferrara, Gerardo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500. Full description at Econpapers || Download paper | |
2021 | Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013. Full description at Econpapers || Download paper | |
2022 | Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598. Full description at Econpapers || Download paper | |
2021 | Exploring the sources of inflation dynamics: New evidence from China. (2021). Lee, Chien-Chiang ; Liao, Ying ; Chiang, Shu-Hen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:313-332. Full description at Econpapers || Download paper | |
2022 | A new comprehensive database of financial crises: Identification, frequency, and duration. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165. Full description at Econpapers || Download paper | |
2022 | Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219. Full description at Econpapers || Download paper | |
2021 | Counterparty choice in the UK credit default swap market: An empirical matching approach. (2021). Ferrara, Gerardo ; Liu, Zijun ; Koo, Bonsoo ; Kim, Jun Sung. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:58-74. Full description at Econpapers || Download paper | |
2021 | A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48. Full description at Econpapers || Download paper | |
2021 | Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96. Full description at Econpapers || Download paper | |
2021 | The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431. Full description at Econpapers || Download paper | |
2022 | Do independent fiscal institutions cause better fiscal outcomes in the European Union?. (2022). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan ; Cpraru, Bogdan. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000358. Full description at Econpapers || Download paper | |
2022 | Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000413. Full description at Econpapers || Download paper | |
2021 | Endogenous growth, firm heterogeneity and the long-run impact of financial crises. (2021). Schmitz, Tom. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302671. Full description at Econpapers || Download paper | |
2022 | Measuring credit procyclicality: A new database. (2022). Rehault, Pierre-Nicolas ; Delatte, Anne-Laure ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000309. Full description at Econpapers || Download paper | |
2021 | Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942. Full description at Econpapers || Download paper | |
2022 | High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946. Full description at Econpapers || Download paper | |
2022 | The banking instability and climate change: Evidence from China. (2022). Lu, Li Ping ; Zhang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006253. Full description at Econpapers || Download paper | |
2022 | Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627. Full description at Econpapers || Download paper | |
2021 | Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Alsulami, Hamed ; Bouri, Elie ; Saeed, Tareq. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571. Full description at Econpapers || Download paper | |
2021 | Predictors of bank distress: The 1907 crisis in Sweden. (2021). Grodecka-Messi, Anna ; Ogren, Anders ; Kenny, Sean. In: Explorations in Economic History. RePEc:eee:exehis:v:80:y:2021:i:c:s0014498320300826. Full description at Econpapers || Download paper | |
2022 | Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions. (2022). Ergu, Daji ; Qian, Qian ; Li, Tie ; Chen, Jia ; Ran, Qin ; Chao, Xiangrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000035. Full description at Econpapers || Download paper | |
2022 | Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Goodell, John W ; Youssef, Manel ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745. Full description at Econpapers || Download paper | |
2022 | Financial Cycles Synchronization in WAEMU Countries: Implications for Macroprudential Policy. (2022). Gammadigbe, Vigninou. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003214. Full description at Econpapers || Download paper | |
2022 | Financial cycle and the effect of monetary policy. (2022). Xu, Man ; Zhao, Xiuyi ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005237. Full description at Econpapers || Download paper | |
2021 | Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756. Full description at Econpapers || Download paper | |
2021 | Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133. Full description at Econpapers || Download paper | |
2021 | Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383. Full description at Econpapers || Download paper | |
2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper | |
2022 | Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450. Full description at Econpapers || Download paper | |
2022 | Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224. Full description at Econpapers || Download paper | |
2022 | Regulating rating agencies: A conservative behavioural change. (2022). Mantovan, Noemi ; ap Gwilym, Owain ; Alsakka, Rasha ; Jones, Laurence. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000274. Full description at Econpapers || Download paper | |
2022 | Digital currencies in financial networks. (2022). Rancan, Michela ; Kavonius, Ilja Kristian ; Castren, Olli. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000286. Full description at Econpapers || Download paper | |
2022 | Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328. Full description at Econpapers || Download paper | |
2022 | Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341. Full description at Econpapers || Download paper | |
2022 | Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194. Full description at Econpapers || Download paper | |
2022 | It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626. Full description at Econpapers || Download paper | |
2022 | The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752. Full description at Econpapers || Download paper | |
2021 | Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921. Full description at Econpapers || Download paper | |
2021 | Quantile connectedness in the cryptocurrency market. (2021). Vo, Xuan Vinh ; Roubaud, David ; Saeed, Tareq ; Bouri, Elie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000214. Full description at Econpapers || Download paper | |
2021 | International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512. Full description at Econpapers || Download paper | |
2022 | Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864. Full description at Econpapers || Download paper | |
2022 | Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142. Full description at Econpapers || Download paper | |
2022 | Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464. Full description at Econpapers || Download paper | |
2022 | Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers || Download paper | |
2022 | Mapping exposures of EU banks to the global shadow banking system. (2022). Killeen, Neill ; Derrico, Marco ; Abad, Jorge ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621001278. Full description at Econpapers || Download paper | |
2022 | Simulating fire sales in a system of banks and asset managers. (2022). Ochowski, Dawid ; Haaj, Grzegorz ; Calimani, Susanna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842661930281x. Full description at Econpapers || Download paper | |
2022 | Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552. Full description at Econpapers || Download paper | |
2022 | Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia. (2022). Kotomin, Vladimir ; Chernykh, Lucy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000826. Full description at Econpapers || Download paper | |
2021 | Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171. Full description at Econpapers || Download paper | |
2021 | Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334. Full description at Econpapers || Download paper | |
2022 | Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives. (2022). Johnson, Timothy C ; Gunduz, Yalin ; Acharya, Viral V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957322000171. Full description at Econpapers || Download paper | |
2022 | Singular spectrum analysis for real-time financial cycles measurement. (2022). Coussin, Maximilien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001832. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242. Full description at Econpapers || Download paper | |
2022 | Regulation and supervision of the European banking industry. Does one size fit all?. (2022). Witkowski, Bartosz ; Iwanicz-Drozdowska, Magorzata. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:113-129. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100249x. Full description at Econpapers || Download paper | |
2022 | The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063. Full description at Econpapers || Download paper | |
2021 | A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168. Full description at Econpapers || Download paper | |
2022 | Growth at risk: Methodology and applications in an open-source platform. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Rodriguez-Martinez, Anahi ; Busch, Matias Ossandon ; Sanchez-Martinez, Jose Manuel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000229. Full description at Econpapers || Download paper | |
2021 | Bank credit risk networks: Evidence from the Eurozone. (2021). Brownlees, Christian ; Nualart, Eulalia ; Hans, Christina . In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:585-599. Full description at Econpapers || Download paper | |
2021 | Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554. Full description at Econpapers || Download paper | |
2021 | Optimal time-varying tail risk network with a rolling window approach. (2021). Zhang, Shuai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004003. Full description at Econpapers || Download paper | |
2022 | Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong. (2022). Xie, Wenhao ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:590:y:2022:i:c:s0378437121009523. Full description at Econpapers || Download paper | |
2022 | The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Gao, Qiunan ; Sun, Rong ; Yao, Dongmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710. Full description at Econpapers || Download paper | |
2021 | Time-frequency dependencies of financial and economic risks in South American countries. (2021). Kirikkaleli, Dervis ; Athari, Seyed Alireza ; Kondoz, Mehmet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:170-181. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2016 | Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers. [Full Text][Citation analysis] | paper | 95 |
2015 | Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
2017 | Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
2013 | Exchange Rate Pass-Through in the Global Economy. In: Working papers. [Full Text][Citation analysis] | paper | 34 |
2007 | Modelling inflation in China : a regional perspective In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2008 | Exchange rate pass-through in the global economy : the role of emerging market economies In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2011 | Macro-financial vulnerabilities and future financial stress : Assessing systemic risks and predicting systemic events In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
2011 | Mapping the state of financial stability In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Mapping the interconnectedness between EU banks and shadow banking entities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2017 | Mapping the Interconnectedness between EU Banks and Shadow Banking Entities.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2017 | Mapping the interconnectedness between EU banks and shadow banking entities.(2017) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2017 | A new database for financial crises in European countries In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 95 |
2005 | Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2006 | Are emerging market currency crises predictable? A test In: Working Paper Series. [Full Text][Citation analysis] | paper | 36 |
2007 | Modelling inflation in China - a regional perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2010 | Modelling inflation in China--A regional perspective.(2010) In: China Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2008 | Housing and equity wealth effects of Italian households In: Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2008 | Imports and profitability in the euro area manufacturing sector: the role of emerging market economies In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2008 | Exchange rate pass-through in the global economy: the role of emerging market economies In: Working Paper Series. [Full Text][Citation analysis] | paper | 81 |
2014 | Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies.(2014) In: IMF Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2009 | Has 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] | paper | 51 |
2013 | The network structure of the CDS market and its determinants In: Working Paper Series. [Full Text][Citation analysis] | paper | 87 |
2014 | The network structure of the CDS market and its determinants.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | article | |
2013 | Predicting distress in European banks In: Working Paper Series. [Full Text][Citation analysis] | paper | 139 |
2014 | Predicting distress in European banks.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | article | |
2013 | Disentangling the bond-CDS nexus: a stress test model of the CDS market In: Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2015 | Disentangling the bond–CDS nexus: A stress test model of the CDS market.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2013 | Setting countercyclical capital buffers based on early warning models: would it work? In: Working Paper Series. [Full Text][Citation analysis] | paper | 80 |
2015 | Network linkages to predict bank distress In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2015 | Characterising the financial cycle: a multivariate and time-varying approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 72 |
2015 | Characterising the financial cycle: A multivariate and time-varying approach.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2015 | Interconnectedness of the banking sector as a vulnerability to crises In: Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
2016 | Assessing the costs and benefits of capital-based macroprudential policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2016 | Assessing the costs and benefits of capital-based macroprudential policy.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | How does risk flow in the credit default swap market? In: Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
2016 | How does risk flow in the credit default swap market?.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2016 | Systemic risk spillovers in the European banking and sovereign network In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 62 |
2014 | Systemic risk spillovers in the European banking and sovereign network.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2016 | Systemic risk spillovers in the European banking and sovereign network.(2016) In: Working Paper Series in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2013 | Mapping the state of financial stability In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 48 |
2012 | Wealth effects in emerging market economies In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 57 |
2017 | Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 7 |
2016 | Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | Comparing 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] | paper | 27 |
2012 | Investment in emerging market economies In: Empirical Economics. [Full Text][Citation analysis] | article | 12 |
2013 | Assessing contagion risks from the CDS market In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 22 |
2016 | Indirect contagion: the policy problem In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 24 |
2017 | Coherent financial cycles for G-7 countries: Why extending credit can be an asset In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2017 | Special Issue of on ‘Systemic risk analytics’ In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team