Ali Rais Shaghaghi : Citation Profile


Are you Ali Rais Shaghaghi?

University of Cambridge

3

H index

2

i10 index

138

Citations

RESEARCH PRODUCTION:

2

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 23
   Journals where Ali Rais Shaghaghi has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 2 (1.43 %)

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   Permalink: http://citec.repec.org/pra436
   Updated: 2019-01-20    RAS profile: 2017-01-15    
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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 Ali Rais Shaghaghi.

Is cited by:

León, Carlos (12)

Tabak, Benjamin (7)

Berndsen, Ron (7)

Markose, Sheri (5)

Renneboog, Luc (5)

Peltonen, Tuomas (5)

von Peter, Goetz (4)

Anand, Kartik (4)

Silva, Thiago (4)

Craig, Ben (3)

Sarmiento, Miguel (3)

Cites to:

Markose, Sheri (10)

FREIXAS, XAVIER (6)

Duffie, Darrell (6)

Rochet, Jean (6)

Giansante, Simone (5)

Upper, Christian (4)

Vuillemey, Guillaume (3)

Schuermann, Til (3)

Bech, Morten (3)

Ashcraft, Adam (3)

von Peter, Goetz (3)

Main data


Where Ali Rais Shaghaghi has published?


Recent works citing Ali Rais Shaghaghi (2018 and 2017)


YearTitle of citing document
2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Emmert-Streib, Frank ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Musa, Aliyu. In: Papers. RePEc:arx:papers:1710.04455.

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2018Identifying systemically important companies in the entire liability network of a small open economy. (2018). Poledna, Sebastian ; Thurner, Stefan ; Hinteregger, Abraham. In: Papers. RePEc:arx:papers:1801.10487.

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2018Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. (2018). Pichler, Anton ; Thurner, Stefan ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1801.10515.

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2018Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Poledna, Sebastian ; Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In. In: Papers. RePEc:arx:papers:1802.00311.

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2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1805.08544.

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2018Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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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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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2018Income smoothing among European systemic and non-systemic banks. (2018). Peterson, Ozili K ; Arun, Thankom G. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:539-558.

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2017Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Poledna, Sebastian ; Thurner, Stefan ; Bochmann, Olaf . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2017Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296.

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2018Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

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2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120.

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2018Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Yuan, Jing ; Jiang, Cuixia ; Chen, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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2018.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Uluceviz, Erhan ; Yilmaz, Kamil. In: Working Papers. RePEc:geb:wpaper:2018-02.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2018Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812.

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2017Contagion in the CDS Market. (2017). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:821.

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2017Contagion in Derivatives Markets. (2017). Young, Peyton H ; Rajan, Sriram ; Paddrik, Mark. In: Economics Series Working Papers. RePEc:oxf:wpaper:839.

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2018Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality. (2018). Markose, Sheri ; Bholat, David ; Sen, Kallol ; Miglionico, Andrea ; Lastra, Rosa M. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:1:d:10.1057_s41261-017-0058-8.

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2018Derivatives, financial fragility and systemic risk: lessons from Barings Bank, Long-Term Capital Management, Lehman Brothers and AIG. (2018). Sarno, Paula Marina ; Martins, Norberto Montani. In: Working Papers. RePEc:pke:wpaper:pkwp1812.

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2018Recent advances in financial networks and agent-based model validation. (2018). Napoletano, Mauro ; Hanaki, Nobuyuki ; Guerci, Eric. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-018-0221-z.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2017Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Ding, Ding ; Han, Liyan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Aymanns, Christoph ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Farmer, Doyne J. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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Works by Ali Rais Shaghaghi:


YearTitleTypeCited
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks In: Working Papers.
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paper44
2016CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability.
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article3
2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk In: Journal of Economic Behavior & Organization.
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article91

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