Kamil Pliszka : Citation Profile


Are you Kamil Pliszka?

Deutsche Bundesbank

2

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 3
   Journals where Kamil Pliszka has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl112
   Updated: 2021-02-20    RAS profile: 2019-10-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Foos, Daniel (3)

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

Is cited by:

Cristófoli, María Elizabeth (1)

Teixeira, Joao (1)

Reghezza, Alessio (1)

Inekwe, John (1)

García-Fronti, Javier (1)

Cites to:

Perignon, Christophe (2)

Peydro, Jose-Luis (2)

Beber, Alessandro (2)

Sala-i-Martin, Xavier (2)

Alexandre, Hervé (2)

Doppelhofer, Gernot (2)

Koopman, Siem Jan (2)

Longstaff, Francis (2)

Scheule, Harald (2)

Dionne, Georges (2)

Mencia, Javier (2)

Main data


Where Kamil Pliszka has published?


Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank5

Recent works citing Kamil Pliszka (2021 and 2020)


YearTitle of citing document
2020Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; Molyneux, Philip ; Pancotto, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20202496.

Full description at Econpapers || Download paper

2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

Full description at Econpapers || Download paper

2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

Full description at Econpapers || Download paper

2020Stochastic Optimization System for Bank Reverse Stress Testing. (2020). Ronga, Alessandro ; Fazzini, Massimiliano ; Papiro, Giovanni ; Montesi, Giuseppe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:174-:d:395561.

Full description at Econpapers || Download paper

2020Model and estimation risk in credit risk stress tests. (2020). Grundke, Peter ; Tuchscherer, Michael ; Pliszka, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00840-5.

Full description at Econpapers || Download paper

2020When enough is not enough: bank capital and the Too-Big-To-Fail subsidy. (2020). Imerman, Michael B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00877-x.

Full description at Econpapers || Download paper

Works by Kamil Pliszka:


YearTitleTypeCited
2019What 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]
article1
2018What 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: 1
paper
2018A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article7
2015A macroeconomic reverse stress test.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Model and estimation risk in credit risk stress tests In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2018The time-varying impact of systematic risk factors on corporate bond spreads In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2017Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team