Klaus Rheinberger : Citation Profile


Are you Klaus Rheinberger?

4

H index

2

i10 index

109

Citations

RESEARCH PRODUCTION:

6

Articles

5

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 8
   Journals where Klaus Rheinberger has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/prh13
   Updated: 2022-08-06    RAS profile: 2021-11-03    
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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 Klaus Rheinberger.

Is cited by:

Rodríguez Caballero, Carlos (6)

Melecký, Martin (5)

Buncic, Daniel (5)

Sokolov, Yuri (4)

Seidler, Jakub (4)

Gersl, Adam (4)

Horvath, Roman (4)

Li, jianping (4)

Flood, Mark (4)

Pierret, Diane (3)

Acharya, Viral (3)

Cites to:

Pesaran, M (12)

Schuermann, Til (9)

Acerbi, Carlo (4)

Duffie, Darrell (4)

Smith, L. Vanessa (3)

Smith, Ronald (2)

Kapadia, Nikunj (2)

Tallon, Jean-Marc (2)

Gordy, Michael (2)

Smith, Richard (2)

Tasche, Dirk (2)

Main data


Where Klaus Rheinberger has published?


Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)2

Recent works citing Klaus Rheinberger (2022 and 2021)


YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2021Unexpected loss, expected profit, and economic capital: A note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target. (2021). Nippel, Peter ; Krebs, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309286.

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2021A two-stage general approach to aggregate multiple bank risks. (2021). Li, Jian Ping ; Wei, LU ; Zhu, Xiaoqian. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030533x.

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2021Modality for scenario analysis and maximum likelihood allocation. (2021). Hofert, Marius ; Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:24-43.

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2022Sensitivity-implied tail-correlation matrices. (2022). Schlutter, Sebastian ; Paulusch, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002843.

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2021Special Issue on Ambiguity and Strategic Interactions in Honor of Jürgen Eichberger. (2021). Guerdjikova, Ani ; Dominiak, Adam. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-021-09807-2.

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2021Counterparty risk management framework: theoretical approach in COVID-19 environment. (2021). Gudaviciute, Beatrice ; Teresiene, Deimante. In: Technium Social Sciences Journal. RePEc:tec:journl:v:17:y:2021:i:1:p:184-193.

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2021Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106.

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2021System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021.

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2021Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021012.

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Works by Klaus Rheinberger:


YearTitleTypeCited
2014Credit Risk in General Equilibrium In: CESifo Working Paper Series.
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paper5
2012Credit risk in general equilibrium.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2011Credit Risk in General Equilibrium.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2014Credit risk in general equilibrium.(2014) In: Economic Theory.
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This paper has another version. Agregated cites: 5
article
2010Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance.
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article22
2021Flexibility Control in Autonomous Demand Response by Optimal Power Tracking In: Energies.
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article0
2009How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking.
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article73
2009How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 73
paper
2008Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report.
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article4
2008Credit portfolio risk and asset price cycles In: Computational Management Science.
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article0
2008Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies.
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paper5

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