Kamil Pliszka : Citation Profile


Are you Kamil Pliszka?

Deutsche Bundesbank

2

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 3
   Journals where Kamil Pliszka has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl112
   Updated: 2023-05-27    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:

Migliardo, Carlo (1)

Reghezza, Alessio (1)

Inekwe, John (1)

García-Fronti, Javier (1)

Teixeira, Joao (1)

Molyneux, Philip (1)

Cristófoli, María Elizabeth (1)

Cites to:

Acharya, Viral (5)

Engle, Robert (4)

Summer, Martin (4)

Sala-i-Martin, Xavier (3)

Mencia, Javier (3)

Pierret, Diane (3)

Doppelhofer, Gernot (3)

BORIO, Claudio (3)

Drehmann, Mathias (3)

Schwaab, Bernd (3)

Pedersen, Lasse (3)

Main data


Where Kamil Pliszka has published?


Journals with more than one article published# docs
Review of Quantitative Finance and Accounting2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank6

Recent works citing Kamil Pliszka (2022 and 2021)


YearTitle of citing document
2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2022Predicting 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

2022Spatial 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.

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2023Financial 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.

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2022Quantitative Reverse Stress Testing, Bottom Up. (2022). Iabichino, Stefano ; Crepey, Stephane ; Albanese, Claudio. In: Working Papers. RePEc:hal:wpaper:hal-03910136.

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2023Testing 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.

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2021Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021012.

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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.
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article2
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: 2
paper
2018A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article8
2015A macroeconomic reverse stress test.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2020Model and estimation risk in credit risk stress tests In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article1
2019Model 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
2018The time-varying impact of systematic risk factors on corporate bond spreads In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2021System-wide and banks internal stress tests: Regulatory requirements and literature review 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.
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paper3

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