Peter Raupach : Citation Profile

Are you Peter Raupach?

Deutsche Bundesbank

5

H index

5

i10 index

126

Citations

RESEARCH PRODUCTION:

5

Articles

7

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: 21.    Total self citations: 3 (2.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra273
   Updated: 2021-04-17    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)

Peltonen, Tuomas (3)

Aldasoro, Iñaki (3)

Angeloni, Ignazio (3)

Hautsch, Nikolaus (3)

Kok, Christoffer (3)

Schienle, Melanie (3)

saghi-zedek, nadia (3)

Memmel, Christoph (2)

Zaghini, Andrea (2)

Cites to:

Schuermann, Til (5)

Lando, David (4)

Acerbi, Carlo (3)

Memmel, Christoph (3)

Berger, Allen (3)

Norden, Lars (3)

Perraudin, William (3)

Rajan, Raghuram (2)

Lai, Van Son (2)

Pesaran, M (2)

Hong, Harrison (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
2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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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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2021Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en.

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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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2021Risk 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.

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2020Macroprudential 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.

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2021Network?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.

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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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2021P2P 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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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.
[Full Text][Citation analysis]		article13
2015The common drivers of default risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article15
2012The common drivers of default risk.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article46
2015Centrality-based Capital Allocations In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper20
2015Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2015Centrality-based capital allocations.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2010The Impact of Downward Rating Momentum In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article4
2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper0
2008The impact of downward rating momentum on credit portfolio risk In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper2
2013Robustness and informativeness of systemic risk measures In: Discussion Papers.
[Full Text][Citation analysis]		paper25
2015Calculating trading book capital: Is risk separation appropriate? In: Discussion Papers.
[Full Text][Citation analysis]		paper1

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