Dilyara Salakhova : Citation Profile


Are you Dilyara Salakhova?

Banque de France

3

H index

2

i10 index

41

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 6
   Journals where Dilyara Salakhova has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (4.65 %)

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   Permalink: http://citec.repec.org/psa1245
   Updated: 2020-07-04    RAS profile: 2019-05-09    
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Relations with other researchers


Works with:

Lelyveld, Iman (2)

Silva, Thiago (2)

Garratt, Rodney (2)

Fique, José (2)

Silvestri, Laura (2)

Anand, Kartik (2)

Halaj, Grzegorz (2)

Nobili, Stefano (2)

Banai, Adam (2)

Gabrieli, Silvia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dilyara Salakhova.

Is cited by:

Kobayashi, Teruyoshi (3)

Fricke, Daniel (2)

DE BANDT, OLIVIER (2)

Lelyveld, Iman (2)

Tabak, Benjamin (2)

Idier, Julien (2)

Silva, Thiago (2)

TARAZI, Amine (1)

Blasques, Francisco (1)

Fique, José (1)

Guerra, Solange (1)

Cites to:

Lelyveld, Iman (7)

Kapadia, Sujit (7)

Upper, Christian (7)

Garratt, Rodney (6)

Bech, Morten (6)

Héam, Jean-Cyprien (5)

Halaj, Grzegorz (4)

gourieroux, christian (4)

Liedorp, Franka (4)

Heijmans, Ronald (4)

Mistrulli, Paolo Emilio (4)

Main data


Where Dilyara Salakhova has published?


Recent works citing Dilyara Salakhova (2019 and 2018)


YearTitle of citing document
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1708.01561.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, Julien ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2017An analytical framework to calibrate macroprudential policy. (2017). Idier, Julien ; Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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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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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Distinguin, Isabelle ; Ardekani, Aref Mahdavi. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2017Credit risk interconnectedness: What does the market really know?. (2017). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:1-12.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

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2020Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

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2019Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process. (2019). GaIffas, Stephane ; Matulewicz, Gustaw . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:1-20.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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2019Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998.

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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884.

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2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

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2018Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2018). Ossandon Busch, Matias. In: IWH Discussion Papers. RePEc:zbw:iwhdps:122018.

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Works by Dilyara Salakhova:


YearTitleTypeCited
2013Domino Effects when Banks Hoard Liquidity: The French network. In: Working papers.
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paper11
2015Cross-border interbank contagion in the European banking sector. In: Working papers.
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paper7
2019Cross-border interbank contagion in the European banking sector.(2019) In: International Economics.
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This paper has another version. Agregated cites: 7
article
2019Cross-border interbank contagion in the European banking sector.(2019) In: International Economics.
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This paper has another version. Agregated cites: 7
article
2018Payments delay: propagation and punishment In: Working papers.
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paper0
2019Price effect of mutual fund flows on the corporate bond market. The French case In: Working papers.
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paper0
2018Les instruments de politique macroprudentielle : un rempart contre les risques de contagion interbancaire In: Bulletin de la Banque de France.
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article0
2015Interconnectedness and contagion risk in the European banking sector In: Rue de la Banque.
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article0
2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
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article23
2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper

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