Peter Raupach : Citation Profile


Are you Peter Raupach?

Deutsche Bundesbank

5

H index

5

i10 index

126

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 11
   Journals where Peter Raupach has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 4 (3.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra273
   Updated: 2021-01-23    RAS profile: 2020-08-10    
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Relations with other researchers


Works with:

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

Is cited by:

TARAZI, Amine (7)

Lepetit, Laetitia (4)

Angeloni, Ignazio (3)

Schienle, Melanie (3)

Peltonen, Tuomas (3)

Hautsch, Nikolaus (3)

Kok, Christoffer (3)

Aldasoro, Iñaki (3)

saghi-zedek, nadia (3)

Skořepa, Michal (2)

Demange, Gabrielle (2)

Cites to:

Schuermann, Til (5)

Lando, David (4)

Berger, Allen (4)

Perraudin, William (3)

Memmel, Christoph (3)

Norden, Lars (3)

Acerbi, Carlo (3)

Weber, Martin (3)

Flannery, Mark (2)

Stein, Jeremy (2)

Lai, Van Son (2)

Main data


Where Peter Raupach has published?


Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank4
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank2

Recent works citing Peter Raupach (2021 and 2020)


YearTitle of citing document
2020Capital regulation and bank balance sheet adjustments: a simultaneous approach. (2020). Li, Zhaohua ; Gan, Christopher ; Thieu, Quang Thi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1563-1599.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2020Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

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2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

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2020Strategic scope and bank performance. (2020). Schmid, Markus ; Walter, Ingo ; Saunders, Anthony. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306667.

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2020Credit rating, banks capital structure and speed of adjustment: A cross-country analysis. (2020). Boateng, Agyenim ; Wojewodzki, Michal ; Brahma, Sanjukta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s104244312030144x.

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2020Does uniqueness in banking matter?. (2020). Norden, Lars ; Spargoli, Fabrizio ; Liu, Frank Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s037842662030203x.

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2020Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability. (2020). Sedunov, John ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300129.

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2020Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions. (2020). Zeldea, Cristina. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:3:p:52-:d:396470.

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2020A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning. (2020). Yao, David D ; Sun, XU ; Capponi, Agostino. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:1127-1152.

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2020Measuring CoVaR: An Empirical Comparison. (2020). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09901-2.

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2020Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian. In: Discussion Papers. RePEc:zbw:bubdps:232020.

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2020Connected funds. (2020). Wilke, Hannes ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:482020.

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2020Connected Funds. (2020). Wilke, Hannes ; Fricke, Daniel. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224511.

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2020R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018.

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Works by Peter Raupach:


YearTitleTypeCited
2018Pitfalls in the Use of Systemic Risk Measures In: Journal of Financial and Quantitative Analysis.
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article10
2015The common drivers of default risk In: Journal of Financial Stability.
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article14
2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
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article47
2015Centrality-based Capital Allocations In: Working Papers (Old Series).
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paper19
2015Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2015Centrality-based capital allocations.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2014Centrality-based Capital Allocations In: IMF Working Papers.
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paper5
2010The Impact of Downward Rating Momentum In: Journal of Financial Services Research.
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article4
2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
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paper0
2008The impact of downward rating momentum on credit portfolio risk In: Discussion Paper Series 2: Banking and Financial Studies.
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paper2
2013Robustness and informativeness of systemic risk measures In: Discussion Papers.
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paper24
2015Calculating trading book capital: Is risk separation appropriate? In: Discussion Papers.
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paper1

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