2
H index
0
i10 index
18
Citations
Deutsche Bundesbank | 2 H index 0 i10 index 18 Citations RESEARCH PRODUCTION: 3 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kamil Pliszka. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Review of Quantitative Finance and Accounting | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Discussion Papers / Deutsche Bundesbank | 6 |
Year | Title of citing document |
---|---|
2022 | Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839. Full description at Econpapers || Download paper |
2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper |
2022 | Spatial dependence in the technical efficiency of local banks. (2022). Migliardo, Carlo ; Anselin, Luc ; Algeri, Carmelo ; Forgione, Antonio Fabio. In: Papers in Regional Science. RePEc:bla:presci:v:101:y:2022:i:3:p:685-716. Full description at Econpapers || Download paper |
2023 | Financial constraint, cross-sectoral spillover and systemic risk in China. (2023). Hao, Jing ; Yuan, Ming ; Bi, Shasha ; Wen, Bohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:1-11. Full description at Econpapers || Download paper |
2022 | Quantitative Reverse Stress Testing, Bottom Up. (2022). Iabichino, Stefano ; Crepey, Stephane ; Albanese, Claudio. In: Working Papers. RePEc:hal:wpaper:hal-03910136. Full description at Econpapers || Download paper |
2023 | Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China. (2023). Guo, Jiayi ; Lin, Dongtao ; Tang, Lin ; Liu, Chang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:187-192. Full description at Econpapers || Download paper |
2021 | Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021012. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2019 | What are the real effects of financial market liquidity? Evidence on bank lending from the euro area In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2018 | What are the real effects of financial market liquidity? Evidence on bank lending from the euro area.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
2015 | A macroeconomic reverse stress test.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2020 | Model and estimation risk in credit risk stress tests In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
2019 | Model and estimation risk in credit risk stress tests.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | The time-varying impact of systematic risk factors on corporate bond spreads In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | System-wide and banks internal stress tests: Regulatory requirements and literature review In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team