5
H index
5
i10 index
126
Citations
Deutsche Bundesbank | 5 H index 5 i10 index 126 Citations RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Deutsche Bundesbank | 4 |
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank | 2 |
Year | Title of citing document |
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2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper |
2020 | Capital 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. Full description at Econpapers || Download paper |
2021 | Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en. Full description at Econpapers || Download paper |
2020 | What 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2020 | Magnitude 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. Full description at Econpapers || Download paper |
2020 | Strategic 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. Full description at Econpapers || Download paper |
2020 | Credit 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Did 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. Full description at Econpapers || Download paper |
2020 | Modeling 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2021 | Risk exposures of European cooperative banks: a comparative analysis. (2021). Mare, Davide Salvatore ; Gramlich, Dieter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00884-y. Full description at Econpapers || Download paper |
2020 | Macroprudential due-diligence framework for shadow banking entities. (2020). Prorokowski, Lukasz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:6:p:587-612. Full description at Econpapers || Download paper |
2021 | Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616. Full description at Econpapers || Download paper |
2020 | Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian. In: Discussion Papers. RePEc:zbw:bubdps:232020. Full description at Econpapers || Download paper |
2020 | Connected funds. (2020). Wilke, Hannes ; Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:482020. Full description at Econpapers || Download paper |
2021 | P2P lenders versus banks: Cream skimming or bottom fishing?. (2019). Pelizzon, Loriana ; de Roure, Calebe ; Thakor, Anjan V. In: SAFE Working Paper Series. RePEc:zbw:safewp:206. Full description at Econpapers || Download paper |
2020 | Connected Funds. (2020). Wilke, Hannes ; Fricke, Daniel. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224511. Full description at Econpapers || Download paper |
2020 | R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Pitfalls in the Use of Systemic Risk Measures In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 13 |
2015 | The common drivers of default risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 15 |
2012 | The common drivers of default risk.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2010 | How do banks adjust their capital ratios? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 46 |
2015 | Centrality-based Capital Allocations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 20 |
2015 | Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2015 | Centrality-based capital allocations.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2010 | The Impact of Downward Rating Momentum In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 4 |
2007 | How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
2008 | The impact of downward rating momentum on credit portfolio risk In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 2 |
2013 | Robustness and informativeness of systemic risk measures In: Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Calculating trading book capital: Is risk separation appropriate? In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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