Harald Scheule : Citation Profile


Are you Harald Scheule?

University of Technology Sydney

9

H index

9

i10 index

382

Citations

RESEARCH PRODUCTION:

25

Articles

17

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 20
   Journals where Harald Scheule has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 14 (3.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc592
   Updated: 2022-09-17    RAS profile: 2021-05-15    
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Relations with other researchers


Works with:

Wu, Eliza (4)

Do, Hung (2)

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

Is cited by:

Jakubík, Petr (16)

Fecht, Falko (6)

Pliszka, Kamil (4)

Juselius, John (4)

Huang, Yiping (4)

Witzany, Jiří (4)

TARAZI, Amine (3)

Koziol, Philipp (3)

Fabozzi, Frank (3)

Schmieder, Christian (3)

Martin, Antoine (3)

Cites to:

Gordy, Michael (26)

merton, robert (17)

Acharya, Viral (17)

Duffie, Darrell (13)

Longstaff, Francis (11)

Sironi, Andrea (10)

Campbell, John (10)

DIETSCH, Michel (9)

Willen, Paul (9)

Koopman, Siem Jan (9)

Dietsch, Michel (9)

Main data


Where Harald Scheule has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
European Journal of Operational Research3
Journal of Financial Stability3
Pacific-Basin Finance Journal2
The Journal of Real Estate Finance and Economics2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney12
Working Papers / Hong Kong Institute for Monetary Research3

Recent works citing Harald Scheule (2022 and 2021)


YearTitle of citing document
2021Risk and return prediction for pricing portfolios of non-performing consumer credit. (2021). Zheng, Bangqi ; Yan, Xing ; Wang, Siyi ; Wu, QI ; Peng, Nanbo ; Xu, Wangli. In: Papers. RePEc:arx:papers:2110.15102.

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2021What can credit vintages tell us about non-performing loans?. (2021). Melo-Velandia, Luis ; Gamba-Santamaria, Santiago ; Orozco-Vanegas, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1154.

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2022When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995.

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2021Capital regulation and bank risk?taking – new global evidence. (2021). Dias, Roshanthi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:847-884.

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2021The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation. (2021). Pathan, Shams ; Faff, Robert ; Zelenyuk, Natalya. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3915-3935.

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2021Sustainable development and financial institutions: Do banks environmental policies influence customer deposits?. (2021). Vermiglio, Carlo ; Naciti, Valeria ; Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:643-656.

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2021Are central banks to blame? Monetary policy and bank lending behavior. (2021). Savva, Christos ; Koursaros, Demetris ; Michail, Nektarios A. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:762-779.

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2022Interbank borrowing and bank liquidity risk. (2022). Li, Zongyuan ; Lai, Rose Neng. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:53-91.

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2022When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004.

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2021Pension funds illiquid assets allocation under liquidity and capital requirements. (2021). Broeders, Dirk. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:20:y:2021:i:1:p:102-124_6.

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2021Dividends and financial health: Evidence from U.S. bank holding companies. (2021). Wu, DA ; Tripathy, Niranjan ; Zheng, YI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302522.

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2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

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2021Prudential measures and their adverse effects on bank competition: The case of Brazil. (2021). Tabak, Benjamin M ; Scalco, Paulo R ; Teixeira, Anderson M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s026499932100078x.

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2022Property rights reform and capital adequacy ratios of rural credit cooperatives in China. (2022). Luo, Jian Chao ; Zhang, Heng ; Chen, Haibin ; Wang, Jiamei ; Cheng, Mingwang. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002960.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2021A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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2021Loss given default decomposition using mixture distributions of in-default events. (2021). Starosta, Wojciech. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:3:p:1187-1199.

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2022Benchmarking forecast approaches for mortgage credit risk for forward periods. (2022). Scheule, Harald ; Luong, Thi Mai. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:750-767.

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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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2022Measuring bank risk: Forward-looking z-score. (2022). Tripe, David ; Kabir, Humayun M ; Li, Xiping ; Hafeez, Bilal. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000187.

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2022The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions. (2022). Guhathakurta, Kousik ; Tripathi, Abhinava ; Pandey, Ashish. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001495.

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2022Sovereign debt holdings and banks’ credit risk: Evidence from the Eurozone. (2022). Mansilla-Fernandez, Jose Manuel ; Corredor, Pilar ; Abinzano, Isabel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100502x.

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2022The role of institutional quality in bank deposit growth In European transition economies. (2022). Nhu, Thi Anh. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005663.

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2022Funding liquidity shocks and market liquidity providers. (2022). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000575.

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2021Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. (2021). Zhang, Shuai ; Wang, Qingyu ; Lu, Liping ; Fu, Qiang. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000036.

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2021Connected banks and economic policy uncertainty. (2021). , Shusenqi ; Ongena, Steven ; Gawande, Kishore ; Cheng, Hua ; Qi, Shusen. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000796.

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2022Common ownership and bank stability: Evidence from the U.S. banking industry. (2022). Oh, Byungmin ; Park, Haerang. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301352.

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2022Risk shifting and regulatory arbitrage: Evidence from operational risk. (2022). Ebrahim, Alireza ; Clark, Brian. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001212.

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2022How investor demands for safety influence bank capital and liquidity trade-offs. (2022). Temesvary, Judit ; Passmore, Wayne. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200016x.

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2021Fintech-based financial inclusion and bank risk-taking: Evidence from OIC countries. (2021). Rashid, Mamunur ; Hassan, Kabir M ; Banna, Hasanul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001578.

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2022Are we living in an illusion? A fresh look at the importance of bank capital in the quest for stability. (2022). Moreira, Fernando. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001748.

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2021Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach. (2021). Yang, Xiaoli ; Li, Yinguo ; He, Lingyun ; Zhao, Junhao ; Xia, Yufei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1590-1613.

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2021Risk committee complexity and liquidity risk in the European banking industry. (2021). Scannella, Enzo ; Mazzu, Sebastiano ; Galletta, Simona. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:691-703.

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2021Asymmetric impacts of monetary policy and business cycles on bank risk-taking: Evidence from Emerging Asian markets. (2021). Su, Thanh Dinh ; Nguyen, Canh Phuc ; Bui, Duy-Tung. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000268.

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2021Asymmetries in the Euro area banking profitability. (2021). Laureano, Luis ; de Carvalho, Paulo Viegas ; Verissimo, Pedro. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000293.

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2021Bond market development and bank stability: Evidence from emerging markets. (2021). Cagas, Marie Anne ; Park, Donghyun ; Tian, Shu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001197.

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2022Bank funding, market power, and the bank liquidity creation channel of monetary policy. (2022). Huynh, Japan ; Dang, Van Dan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001525.

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2022Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks. (2022). Silva, Jose Fernando ; Iglesias-Casal, Ana ; Lopez-Penabad, Maria Celia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192100218x.

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2021Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks. (2021). Wong, Wing-Keung ; Yousaf, Imran ; Ali, Shoaib ; Abbas, Faisal. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:281-:d:579034.

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2021.

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2021Adapting the Default Weighted Survival Analysis Modelling Approach to Model IFRS 9 LGD. (2021). Raubenheimer, Helgard ; Verster, Tanja ; Joubert, Morne ; Schutte, Willem D. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:103-:d:566769.

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2021Efficient credit portfolios under IFRS 9. (2021). Corte, Pedro Maria ; Gonalves, Rui Pedro. In: CeBER Working Papers. RePEc:gmf:papers:2021-07.

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2021The Joint Impact of Bank Capital and Funding Liquidity on the Monetary Policys Risk-Taking Channel. (2021). de Menna, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-03138724.

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2021Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks Performance. (2021). de Menna, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-03138738.

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2021Liquidity Regulation and Bank Risk. (2021). TARAZI, Amine ; Ananou, Foly ; Wilson, John ; Chronopoulos, Dimitris. In: Working Papers. RePEc:hal:wpaper:hal-03366418.

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2021Corruption and bank risk-taking: The deterring role of Shariah supervision. (2021). TARAZI, Amine ; Khan, Mushtaq Hussain ; Fraz, Ahmad ; Hassan, Arshad ; Bitar, Mohammad. In: Working Papers. RePEc:hal:wpaper:hal-03366460.

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2021Explaining the endogeneity between the credit risk, liquidity risk, and off-balance sheet activities in commercial banks: a case of South Asian economies. (2021). Hassan, Saira Ghulam ; Bin, Mohamad Helmi ; Waemustafa, Waeibrorheem ; Basheer, Muhammad Farhan. In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:14:y:2021:i:2:p:166-187.

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2021Impact of corporate governance and financial stability on bank risk in Malaysia. (2021). Wong, Mei Foong. In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:14:y:2021:i:4:p:353-362.

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2021Not All Bank Liquidity Creation Boosts Prices-The Case of the US Housing Market.. (2021). Lai, Rose Neng ; Li, Zongyuan. In: International Real Estate Review. RePEc:ire:issued:v:24:n:01:2021:p:19-58.

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2021Loss Given Default, Loan Seasoning and Financial Fragility: Evidence from Commercial Real Estate Loans at Failed Banks. (2021). Shibut, Lynn ; Ross, Emily Johnston. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:4:d:10.1007_s11146-020-09783-4.

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2021Quality of Bank Capital, Competition, and Risk-Taking: Some International Evidence. (2021). Li, Shaofang. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:57:y:2021:i:12:p:3455-3488.

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2021The role of net stable funding ratio on the bank lending channel: evidence from European Union. (2021). Siriopoulos, Costas ; Papadamou, Stephanos ; Syriopoulos, Konstantinos ; Sogiakas, Vasilios. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:22:y:2021:i:4:d:10.1057_s41261-021-00144-6.

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2021How to Measure Securitization: A Structural Equation Approach. (2021). van der Plaat, Mark T. In: MPRA Paper. RePEc:pra:mprapa:109735.

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2022The Determinants of Risk Weighted Asset in Europe. (2022). Matarrese, Marco Maria ; Laureti, Lucio ; Costantiello, Alberto ; Leogrande, Angelo. In: MPRA Paper. RePEc:pra:mprapa:112924.

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2021Causal Nexus Between Liquidity Creation and Bank Capital Ratio: Evidence from India. (2021). Mahakud, Jitendra ; Mohanty, Seba. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:15:y:2021:i:2:p:205-237.

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2021Banks’ business strategies on the edge of distress. (2021). Pammolli, Fabio ; Girardone, Claudia ; Giansante, Simone ; Flori, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03383-z.

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2021Can profit and loss sharing (PLS) financing instruments reduce the credit risk of Islamic banks?. (2021). Rahman, Md Saifur ; Farihana, Shahari. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01912-5.

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2021Related bank deposits: Good or bad for stability?. (2021). Achsanta, Aldy Fariz ; Saheruddin, Herman ; Trinugroho, Irwan ; Pamungkas, Putra ; Risfandy, Tastaftiyan. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00184-3.

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2022Loss given default in SME leasing. (2022). Pfingsten, Andreas ; Loderbusch, Matthias ; Klein, Philipp ; Kaposty, Florian. In: Review of Managerial Science. RePEc:spr:rvmgts:v:16:y:2022:i:5:d:10.1007_s11846-021-00486-5.

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2021Basel Regulations and Banks’ Risk-efficiency Nexus: Evidence from Dynamic Simultaneous-equation Models. (2021). Boujelbene, Younes ; Louati, Salma. In: Journal of African Business. RePEc:taf:wjabxx:v:22:y:2021:i:4:p:578-602.

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2021Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy . In: Other publications TiSEM. RePEc:tiu:tiutis:fd998408-d282-4e0f-b542-40e6154f40d2.

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2022Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS. (2022). Aneta, Tesaova ; Simona, Malovana. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:22:y:2022:i:1:p:53-74:n:1.

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2021Relevance of size in predicting bank failures. (2021). Ahmed, Rizwan ; Mullineux, Andrew ; Gupta, Jairaj ; Alzugaiby, Basim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3504-3543.

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2021The impact of uncertainty on financial institutions: A cross?country study. (2021). Baum, Christopher ; Xu, Bing ; Caglayan, Mustafa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3719-3739.

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2022Sentiment?dependent impact of funding liquidity shocks on futures market liquidity. (2022). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:61-76.

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2022Dynamics of diversification and banks risk?taking and stability: Empirical analysis of commercial banks. (2022). Ali, Shoaib ; Abbas, Faisal. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:4:p:1000-1014.

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2021Restructuring Measurements Impact on Bank Risk After the Global Financial Crisis — Empirical Evidence from Vietnam. (2021). Nguyen, Yen Thi. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:03:n:s0219091521500193.

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Works by Harald Scheule:


YearTitleTypeCited
2011Securitization rating performance and agency incentives In: BIS Papers chapters.
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chapter0
2011Securitization Rating Performance and Agency Incentives.(2011) In: Working Papers.
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2011Default and Recovery Risk Dependencies in a Simple Credit Risk Model In: European Financial Management.
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article22
2010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives* In: International Review of Finance.
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article8
2010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives.(2010) In: Published Paper Series.
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2011ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION In: Journal of Financial Research.
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article8
2014Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty In: Journal of Risk & Insurance.
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article2
2014Asset portfolio securitizations and cyclicality of regulatory capital In: European Journal of Operational Research.
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article4
2016Accuracy of mortgage portfolio risk forecasts during financial crises In: European Journal of Operational Research.
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article2
2018Predicting loss severities for residential mortgage loans: A three-step selection approach In: European Journal of Operational Research.
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article6
2018A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses In: Journal of Empirical Finance.
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article4
2017The value of bank capital buffers in maintaining financial system resilience In: Journal of Financial Stability.
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article6
2018The impact of loan loss provisioning on bank capital requirements In: Journal of Financial Stability.
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article26
2020A cautionary tale of two extremes: The provision of government liquidity support in the banking sector In: Journal of Financial Stability.
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2009Credit rating impact on CDO evaluation In: Global Finance Journal.
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2021Systematic credit risk in securitised mortgage portfolios In: Journal of Banking & Finance.
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2012Capital incentives and adequacy for securitizations In: Journal of Banking & Finance.
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article10
2013Ratings based capital adequacy for securitizations In: Journal of Banking & Finance.
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article1
2017Funding liquidity and bank risk taking In: Journal of Banking & Finance.
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article105
2016The role of loan portfolio losses and bank capital for Asian financial system resilience In: Pacific-Basin Finance Journal.
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article8
2020The impact of government guarantees on banks wholesale funding costs and lending behavior: Evidence from a natural experiment In: Pacific-Basin Finance Journal.
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article3
2017Valuation of systematic risk in the cross-section of credit default swap spreads In: The Quarterly Review of Economics and Finance.
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article2
2009The Empirical Relation between Credit Quality, Recovery and Correlation In: Hannover Economic Papers (HEP).
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2009The Empirical Relation between Credit Quality, Recovery, and Correlation.(2009) In: Working Papers.
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2008Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans In: Working Papers.
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2020Liquidity Constraints, Home Equity and Residential Mortgage Losses In: The Journal of Real Estate Finance and Economics.
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article2
2021Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw In: The Journal of Real Estate Finance and Economics.
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article0
2014Forecasting probabilities of default and loss rates given default in the presence of selection In: Journal of the Operational Research Society.
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article16
2006A Multi-Factor Approach for Systematic Default and Recovery Risk In: Springer Books.
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chapter12
2005A multi-factor approach for systematic default and recovery risk.(2005) In: Published Paper Series.
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2013The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions? In: The European Journal of Finance.
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article2
2002Modelling Default Rate Dynamics in the CreditRisk+ Framework In: Published Paper Series.
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paper2
2004Forecasting retail portfolio credit risk In: Published Paper Series.
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paper17
2005Rating Properties and their Implication on Basel II-Capital In: Published Paper Series.
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paper6
2006Forecasting credit event frequency – empirical evidence for West German firms In: Published Paper Series.
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paper4
2007Stress-testing credit risk parameters: An application to retail loan portfolios In: Published Paper Series.
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paper16
2007Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking In: Published Paper Series.
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paper5
2008Downturn LGD for Hong Kong mortgage loan portfolios In: Published Paper Series.
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