Citation profile for Kamil Pliszka

Kamil Pliszka : Citation Profile

Deutsche Bundesbank

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 2
   Journals where Kamil Pliszka has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (12.5 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl112
   Updated: 2022-07-02    RAS profile: 2021-07-05
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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:

Molyneux, Philip (1)

Teixeira, Joao (1)

Inekwe, John (1)

Reghezza, Alessio (1)

GarcÃa-Fronti, Javier (1)

CristÃ³foli, MarÃa Elizabeth (1)

Cites to:

Acharya, Viral (5)

Engle, Robert (4)

Summer, Martin (4)

Mencia, Javier (3)

Pierret, Diane (3)

BORIO, Claudio (3)

Doppelhofer, Gernot (3)

Drehmann, Mathias (3)

Sala-i-Martin, Xavier (3)

Koopman, Siem Jan (2)

Longstaff, Francis (2)

Main data

Where Kamil Pliszka has published?

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

Recent works citing Kamil Pliszka (2021 and 2020)

Year	Title of citing document
2021	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
2020	Interest 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
2020	Investor 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
2020	Liquidity 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
2020	Stochastic 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
2020	When 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
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

Works by Kamil Pliszka:

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	1
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: 1	paper
2018	A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis]	article	6
2015	A macroeconomic reverse stress test.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6	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	2