Stefan W. Schmitz : Citation Profile


Are you Stefan W. Schmitz?

Oesterreichische Nationalbank

7

H index

3

i10 index

164

Citations

RESEARCH PRODUCTION:

23

Articles

14

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 9
   Journals where Stefan W. Schmitz has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 10 (5.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc104
   Updated: 2021-10-16    RAS profile: 2021-08-09    
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Relations with other researchers


Works with:

Wedow, Michael (2)

Sigmund, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan W. Schmitz.

Is cited by:

León, Carlos (14)

Berndsen, Ron (11)

Renneboog, Luc (8)

Brunetti, Marianna (5)

Torricelli, Costanza (5)

Sigmund, Michael (5)

Bertocchi, Graziella (4)

Fricke, Daniel (4)

Eijffinger, Sylvester (4)

Zhou, Wei-Xing (3)

Heidorn, Thomas (2)

Cites to:

Houben, Aerdt (5)

Perotti, Enrico (4)

Sigmund, Michael (4)

Claessens, Stijn (4)

Suarez, Javier (4)

Bonner, Clemens (4)

Wedow, Michael (4)

DISTINGUIN, ISABELLE (3)

Kose, Ayhan (3)

Bech, Morten (3)

Bakos, Yannis (3)

Main data


Where Stefan W. Schmitz has published?


Journals with more than one article published# docs
Financial Stability Report14
Monetary Policy & the Economy4
Economic Notes2

Working Papers Series with more than one paper published# docs
Industrial Organization / University Library of Munich, Germany3
Macroeconomics / University Library of Munich, Germany3
Occasional Paper Series / European Central Bank2
Finance / University Library of Munich, Germany2
Method and Hist of Econ Thought / University Library of Munich, Germany2

Recent works citing Stefan W. Schmitz (2021 and 2020)


YearTitle of citing document
2020A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151.

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2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

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2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume . In: Bank of England working papers. RePEc:boe:boeewp:0853.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Assouan, Emmanuelle ; Bonfim, Diana ; Idier, Julien ; Velez, Anatoli Segura ; Lima, Diana ; Grassi, Alberto ; Martin, Alberto ; Jovanovic, Mario ; Andreeva, Desislava ; Miettinen, Pavo ; Albertazzi, Ugo ; Cuciniello, Vincenzo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Altavilla, Carlo ; Garabedian, Garo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Maddaloni, Angela ; Balfoussia, Hiona ; Patriek, Matic ; Ioannidis, Michael ; Kok, Christoffer ; Fernandez, Luis
2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume. In: Working Paper Series. RePEc:ecb:ecbwps:20202356.

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2021The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area. (2021). Veghazy, Alexia Ventula ; Kedan, Danielle. In: Working Paper Series. RePEc:ecb:ecbwps:20212515.

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2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

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2021Learning representation of stock traders and immediate price impacts. (2021). Zhou, Wei-Xing ; Li, Mu-Yao ; Xie, Wen-Jie. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014120306002.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2021Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2021). Vespro, Cristina ; van Roy, Patrick ; Ferrari, Stijn. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301042.

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2020Liquidity at risk: Joint stress testing of solvency and liquidity. (2020). Valderrama, Laura ; Kotlicki, Artur ; Cont, Rama. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301370.

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2020.

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2021Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). Miguelez, Javier ; Leon, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000751.

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2020Austrian banks’ lending risk appetite in times of expansive monetary policy and tightening capital regulation. (2020). Steiner, Katharina ; Kerbl, Stefan. In: Financial Stability Report. RePEc:onb:oenbfs:y:2020:i:39:b:2.

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2020Modeling the COVID-19 effects on the Austrian economy and banking system. (2020). Lipp, Christian ; Guth, Martin ; Schneider, Martin ; Puhr, Claus. In: Financial Stability Report. RePEc:onb:oenbfs:y:2020:i:40:b:3.

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2020Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

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2021Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:75.

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2020Macroprudential Policy: a Blessing or a Curse?. (2020). Popoyan, Lilit. In: Review of Economics and Institutions. RePEc:pia:review:v:11:y:2020:i:1-2:n:1.

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2020Developments in debt issuance costs of South African banks. (2020). Steenkamp, Daan ; Nkuna, Mukelani ; Naidoo, Eyollan. In: Working Papers. RePEc:rbz:wpaper:10157.

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2020Toward a renaissance of cooperatives fostered by Blockchain on electronic marketplaces: a theory-driven case study approach. (2020). Sirges, Andre ; de Cruppe, Katharina ; Hensellek, Simon ; Kollmann, Tobias. In: Electronic Markets. RePEc:spr:elmark:v:30:y:2020:i:2:d:10.1007_s12525-019-00369-4.

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2021Assessing macro-prudential policies: the case of FX lending. (2021). Sigmund, Michael. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09524-6.

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2021Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2.

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2020How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks. (2020). Bubeyev, Mukhtar ; Tatibekova, Aida. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:7:y:2020:i:3:p:1708-1722.

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Stefan W. Schmitz is editor of


Journal
Financial Stability Report

Stefan W. Schmitz has edited the books:


YearTitleTypeCited

Works by Stefan W. Schmitz:


YearTitleTypeCited
2013The Impact of the Liquidity Coverage Ratio (LCR) on the Implementation of Monetary Policy In: Economic Notes.
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article15
2019The interaction between bank solvency and funding costs: A crucial effect in stress tests In: Economic Notes.
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article3
2005Die Governance-Struktur der Pensionskassen in Österreich und ihre politökonomischen Konsequenzen In: Wirtschaft und Gesellschaft - WuG.
[Full Text][Citation analysis]
article0
2003B2C eCommerce Strategy and Market Structure: The Survey Based Approach In: Discussion Papers of DIW Berlin.
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paper0
2003B2C eCommerce Strategy and Market Structure: The Survey Based Approach.(2003) In: Industrial Organization.
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This paper has another version. Agregated cites: 0
paper
2016Basel III and recourse to Eurosystem monetary policy operations In: Occasional Paper Series.
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paper4
2018Systemic liquidity concept, measurement and macroprudential instruments In: Occasional Paper Series.
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paper0
2006The Governance of Occupational Pension Funds and its Politico-Economic Implications: The Case of Austria In: Chapters.
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chapter0
2007Money, Finance and Demography: The Consequences of Ageing In: SUERF Colloquium Volumes.
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book7
2017Bank Solvency and Funding Cost: New Data and New Results In: IMF Working Papers.
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paper15
2004Uncertainty in the Austrian Theory of Capital In: The Review of Austrian Economics.
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article2
2002Uncertainty in the Austrian Theory of Capital.(2002) In: Method and Hist of Econ Thought.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2005Demographic Developments, Funded Pension Provision and Financial Stability In: Financial Stability Report.
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article0
2005Demographic Developments, Funded Pension Provision and Financial Stability.(2005) In: Finance.
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This paper has another version. Agregated cites: 0
paper
2006Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS In: Financial Stability Report.
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article1
2007Demographic Change, Bank Strategy and Financial Stability In: Financial Stability Report.
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article2
2008Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results In: Financial Stability Report.
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article7
2008Systemically Important Accounts, Network Topology and Contagion in ARTIS In: Financial Stability Report.
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article3
2009A Review of the Impact of the Crisis on Austria’s Financial Sector In: Financial Stability Report.
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article1
2009EU Bank Packages: Objectives and Potential Conflicts of Objectives In: Financial Stability Report.
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article8
2009Recent Developments in the Austrian Banking Systems Liquidity Situation and the International Regulatory Debate In: Financial Stability Report.
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article1
2010The Economic Impact of Measures Aimed at Strengthening Bank Resilience – Estimates for Austria In: Financial Stability Report.
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article8
2013ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report.
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article9
2014The Priorities of Deleveraging in the Euro Area and Austria and Its Implications for CE SEE In: Financial Stability Report.
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article4
2014Macroprudential Supervision: A Key Lesson from the Financial Crisis In: Financial Stability Report.
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article2
2015Systemic liquidity and macroprudential supervision In: Financial Stability Report.
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article3
2019OeNB Macroprudential Policy Conference – Financial stability in 2030: Maintaining effectiveness while reducing regulatory complexity In: Financial Stability Report.
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article0
2016The changing role of macroprudential policy in Austria after World War II In: Monetary Policy & the Economy.
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article2
2016The OeNB’s reaction to the end of the Bretton Woods system: tracing the roots of the Indicator In: Monetary Policy & the Economy.
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article2
2018Strengthening the euro area by addressing flawed incentives in the financial system In: Monetary Policy & the Economy.
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article4
2019The case for macroprudential policy as a stabilizing tool for the euro area In: Monetary Policy & the Economy.
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article0
2009Network and eigenvalue analysis of financial transaction networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article45
2005The Governance of Occupational Pension Funds and the Politico- Economic Implications: The Case of Austria In: Finance.
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paper1
2002Competition in B2C eCommerce: Analytical Issues and Empirical Evidence In: Industrial Organization.
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paper2
2002The Effects of E-commerce on the Structure of Intermediation In: Industrial Organization.
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paper3
2002Carl Menger’s “Money” and the Current Neoclassical Models of Money In: Macroeconomics.
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paper2
2002The Institutional Character of Electronic Money Schemes: Redeemability and the Unit of Account In: Macroeconomics.
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paper4
2005Die Auswirkungen von Zahlungsverkehrs¬innovationen auf die Geldpolitik In: Macroeconomics.
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paper0
2004John Wheatley’s Contribution to Monetary Thought - From Strict Monetary Neutrality to Real Effects of Monetary Policy and the Role of the Payment System In: Method and Hist of Econ Thought.
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paper0

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