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: 3
   Journals where Kamil Pliszka has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (10 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl112
   Updated: 2023-05-27    RAS profile: 2021-07-05
   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:

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 Accounting	2

Working Papers Series with more than one paper published	# docs
Discussion Papers / Deutsche Bundesbank	6

Recent works citing Kamil Pliszka (2022 and 2021)

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

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	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