Yves Stephan Schüler : Citation Profile

Are you Yves Stephan Schüler?

Deutsche Bundesbank

6

H index

4

i10 index

257

Citations

RESEARCH PRODUCTION:

6

Articles

13

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 28
   Journals where Yves Stephan Schüler has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 12 (4.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc699
   Updated: 2021-01-16    RAS profile: 2020-08-04    
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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 Yves Stephan Schüler.

Is cited by:

Gómez-Puig, Marta (7)

Peltonen, Tuomas (7)

Sosvilla-Rivero, Simon (6)

Gadea, María (6)

Arghyrou, Michael (6)

cotter, john (5)

Mandler, Martin (5)

Shahzad, Syed Jawad Hussain (5)

Allegret, Jean-Pierre (5)

Stolbov, Mikhail (5)

Koopman, Siem Jan (5)

Cites to:

Terrones, Marco (20)

Reinhart, Carmen (19)

Zakrajšek, Egon (19)

Gilchrist, Simon (19)

Kose, Ayhan (17)

Gertler, Mark (16)

Zha, Tao (16)

Verona, Fabio (15)

Claessens, Stijn (15)

Peltonen, Tuomas (15)

Yankov, Vladimir (13)

Main data

Where Yves Stephan Schüler has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank5
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz3
Working Paper Series / European Central Bank2

Recent works citing Yves Stephan Schüler (2021 and 2020)

YearTitle of citing document
2020INSTITUTIONS, HOUSEHOLD CREDIT COMPOSITION, AND THE BUSINESS CYCLE. (2020). Valev, Neven ; Bahadir, Berrak. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1401-1413.

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2020The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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2020Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144.

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2020The South African Financial Cycle and its Relation to Household Deleveraging. (2020). Koch, Steven F ; Bosch, Adel . In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:145-173.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2020Cyclical systemic risk and downside risks to bank profitability. (2020). Lang, Jan Hannes ; Forletta, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20202405.

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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2020Financial cycles in asset markets and regions. (2020). Beirne, John. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:358-374.

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2020Financial cycle and business cycle: An empirical analysis based on the data from the U.S. (2020). Huang, Kevin ; Yan, Chuanpeng. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:693-701.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries. (2020). Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Naifar, Nader. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300864.

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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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2020The rating spillover from banks to sovereigns: An empirical investigation across the European Union. (2020). Trautwein, Hans-Michael ; Shi, Yukun ; Prokop, Jorg ; Hu, Haoshen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119302690.

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2020Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018. (2020). Skare, Marinko ; Porada-Rocho, Magorzata. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:567-575.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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2020Global spillover effects of US uncertainty. (2020). Bhattarai, Saroj ; Park, Woong Yong ; Chatterjee, Arpita. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:71-89.

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2020The Length of Financial Cycle and its Impact on Business Cycle in Poland. (2020). porada -Rochon, Malgorzata ; Porada-Rochon, Malgorzata. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1278-1290.

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2020Research on Environmental Sustainability of Coal Cities: A Case Study of Yulin, China. (2020). Shang, BO ; Ai, Keyu ; Cheng, Zhuo ; Zhai, Xiaowei. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2470-:d:358088.

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2020Sovereign Credit Spread Spillovers in Asia. (2020). Guo, Biao ; Han, Qian ; Yu, Jinyoung ; Ryu, Doojin ; Liang, Jufang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1472-:d:321357.

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2020Sovereign Risk, Cross-Currency Basis and Equity Markets: A Cross-Market Dynamic Interaction. (2020). Ibhagui, Oyakhilome. In: MPRA Paper. RePEc:pra:mprapa:100946.

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2020The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:98182.

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2020Growth cycle synchronization of the Visegrad Four and the European Union. (2020). Vacha, Lukas ; Hanus, Lubo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1601-x.

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2020End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive. (2020). Covi, Giovanni ; Eydam, Ulrich. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-018-0576-2.

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2020Structural breaks in the interaction between bank and sovereign default risk. (2020). Pascual, Joaquin Lopez ; Lovreta, Lidija. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:11:y:2020:i:4:d:10.1007_s13209-020-00219-z.

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2020Identifying the Financial Cycle in Slovakia. (2020). Suster, Martin ; Kupkovic, Patrik. In: Working and Discussion Papers. RePEc:svk:wpaper:1070.

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2020Determinants of the non-performing loan ratio in the European Union banking sectors with a high level of impaired loans. (2020). Krzysztof, Kil ; Radosaw, Ciukaj. In: Economics and Business Review. RePEc:vrs:ecobur:v:6:y:2020:i:1:p:22-45:n:2.

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2020Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1711-1730.

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2020Labor Market and Financial Shocks: A Time‐Varying Analysis. (2020). Landi, Valerio Nispi ; Corsello, Francesco. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:777-801.

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2020Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2158.

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Works by Yves Stephan Schüler:

YearTitleTypeCited
2015Characterising the financial cycle: a multivariate and time-varying approach In: Working Paper Series.
[Full Text][Citation analysis]		paper29
2015Characterising the financial cycle: A multivariate and time-varying approach.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term! In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2014Capturing the Financial Cycle in Euro Area Countries In: Financial Stability Review.
[Full Text][Citation analysis]		article11
2020On the credit-to-GDP gap and spurious medium-term cycles In: Economics Letters.
[Full Text][Citation analysis]		article0
2020On the credit-to-GDP gap and spurious medium-term cycles.(2020) In: Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2018Contrasting financial and business cycles: Stylized facts and candidate explanations In: Journal of Financial Stability.
[Full Text][Citation analysis]		article9
2012Credit spread interdependencies of European states and banks during the financial crisis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article178
2011Credit Spead Interdependencies of European States and Banks during the Financial Crisis.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178		paper
2020Financial cycles: Characterisation and real-time measurement In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2015The transmission of US systemic financial stress: Evidence for emerging market economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
2013The Transmission of US Financial Stress: Evidence for Emerging Market Economies In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper1
2013The Transmission of US Financial Stress: Evidence for Emerging Market Economies.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Asymmetric Effects of Uncertainty over the Business Cycle: A Quantile Structural Vector Autoregressive Approach In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper3
2017Coherent financial cycles for G-7 countries: Why extending credit can be an asset In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper7
2018On the cyclical properties of Hamiltons regression filter In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2020On adjusting the one-sided Hodrick-Prescott filter In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2020The impact of uncertainty and certainty shocks In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Identifying indicators of systemic risk In: Discussion Papers.
[Full Text][Citation analysis]		paper0

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