Peter Raupach : Citation Profile


Are you Peter Raupach?

Deutsche Bundesbank

4

H index

4

i10 index

102

Citations

RESEARCH PRODUCTION:

5

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 9
   Journals where Peter Raupach has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 4 (3.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra273
   Updated: 2020-02-16    RAS profile: 2018-08-17    
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Relations with other researchers


Works with:

Alter, Adrian (4)

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)

De Jonghe, Olivier (4)

Lepetit, Laetitia (4)

Schienle, Melanie (3)

Hautsch, Nikolaus (3)

Aldasoro, Iñaki (3)

Angeloni, Ignazio (3)

saghi-zedek, nadia (3)

Peltonen, Tuomas (3)

Kok, Christoffer (3)

Oztekin, Ozde (2)

Cites to:

Schuermann, Til (5)

Lando, David (4)

Berger, Allen (4)

Memmel, Christoph (3)

Weber, Martin (3)

Norden, Lars (3)

Perraudin, William (3)

Acerbi, Carlo (3)

Krämer, Walter (2)

Hong, Harrison (2)

Tchana Tchana, Fulbert (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 (2018 and 2017)


YearTitle of citing document
2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2017Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1153_17.

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2018Les instruments de politique macroprudentielle : un rempart contre les risques de contagion interbancaire. (2018). Piquard, Thibaut ; Salakhova, Dilyara. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2018:218:03.

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2018What Do We Know About the Effects of Macroprudential Policy?. (2018). Moessner, Richhild ; Galati, Gabriele. In: Economica. RePEc:bla:econom:v:85:y:2018:i:340:p:735-770.

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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de Ramon, S J A. In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2017Eigenvalue Productivity: Measurement of Individual Contributions in Teams. (2017). Müller, Julia ; Upmann, Thorsten ; Mller, Julia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6679.

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2019A dynamic model of bank behaviour under multiple regulatory constraints. (2019). Salleo, Carmelo ; Daminato, Claudio ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192233.

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2017Adverse risk interaction: An integrated approach. (2017). Boovi, Milo ; Ivanovi, Jelena. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:67-74.

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2017Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

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2018Predicting failure risk using financial ratios: Quantile hazard model approach. (2018). Chen, Cathy W. S. ; Tian, Shaonan ; Dong, Manh Cuong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:204-220.

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2018Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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2017Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond. (2017). Yao, Xiao ; Andreeva, Galina ; Crook, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:1-15.

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2018Can parents protect their children? Risk comparison analysis between affiliates of multi- and single-bank holding companies. (2018). Ly, Kim Cuong ; Opong, Kwaku ; Liu, Frank Hong. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:1-10.

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2018Prudential filters, portfolio composition at fair value and capital ratios in European banks. (2018). Argimon, Isabel ; Estrada, Angel ; Dietsch, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:187-208.

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2019Do different forms of government ownership matter for bank capital behavior? Evidence from China. (2019). Molyneux, Philip ; Liu, Hong ; Jiang, Chunxia. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:38-49.

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2018Distance to compliance portfolios: An integrated shortfall measure for basel III. (2018). Schmaltz, Christian ; Torchiani, Ingo ; Heidorn, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:87-101.

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2018Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks. (2018). Hung, Chi-Hsiou ; Tu, Hong ; Liu, Frank Hong ; Jiang, Yuxiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:442-454.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2018Diversification and target leverage of financial institutions. (2018). Jouida, Sameh ; Hellara, Slaheddine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:11-35.

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2017The Basel III net stable funding ratio adjustment speed and systemic risk. (2017). Ly, Kim Cuong ; Wang, Senyu ; Jiang, Yuxiang ; Chen, Zhizhen . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:169-182.

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2019CECL and the Credit Cycle. (2019). Ranish, Benjamin ; Loudis, Bert. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-61.

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2017Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine. In: Working Papers. RePEc:hal:wpaper:hal-01546995.

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2017Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine. In: Working Papers. RePEc:hal:wpaper:hal-01636253.

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2017BOOSTING THE AUTONOMY OF REGIONAL BANKING SYSTEMS AS A DRIVER OF ECONOMIC DEVELOPMENT: THE CASE OF RUSSIA. (2017). Gallyamova, Dinara Khamitovna ; Miftakhov, Aidar Il'Darovich. In: Regional Science Inquiry. RePEc:hrs:journl:v:ix:y:2017:i:2:p:55-68.

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2019Prolonged Low Interest Rates and Banking Stability. (2019). Sudo, Nao ; Munakata, KO ; Aoki, Kosuke. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-21.

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2018Bank Contingent Capital: Valuation and the Role of Market Discipline. (2018). Chang, Chia-Chien ; Yu, Min-Teh. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0259-9.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2017Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012. (2017). Dömötör, Barbara ; Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1734.

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2017To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy. (2017). Torój, Andrzej ; Dybka, Piotr ; Toroj, Andrzej ; Pkaa, Piotr ; Olesiski, Bartosz . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:119-148.

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2017Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152..

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2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja. In: Discussion Papers. RePEc:zbw:bubdps:152017.

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2019P2P 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.

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2018On the ranking consistency of global systemic risk measures: empirical evidence. (2018). Grundke, Peter ; Abendschein, Michael. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181623.

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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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article3
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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article41
2015Centrality-based Capital Allocations In: Working Papers (Old Series).
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paper15
2015Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 15
article
2014Centrality-based Capital Allocations.(2014) In: IMF Working Papers.
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This paper has another version. Agregated cites: 15
paper
2015Centrality-based capital allocations.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
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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paper22
2015Calculating trading book capital: Is risk separation appropriate? In: Discussion Papers.
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paper1

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