Kimmo Soramäki : Citation Profile


Are you Kimmo Soramäki?

10

H index

11

i10 index

499

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   17 years (1999 - 2016). See details.
   Cites by year: 29
   Journals where Kimmo Soramäki has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 14 (2.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso32
   Updated: 2021-04-17    RAS profile: 2016-06-21    
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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 Kimmo Soramäki.

Is cited by:

León, Carlos (40)

Aldasoro, Iñaki (23)

Garratt, Rodney (17)

Berndsen, Ron (14)

Sarmiento, Miguel (14)

von Peter, Goetz (10)

Tabak, Benjamin (10)

Renneboog, Luc (10)

Craig, Ben (9)

Bech, Morten (9)

Denbee, Edward (8)

Cites to:

Bech, Morten (28)

Angelini, Paolo (7)

Garratt, Rodney (7)

McAndrews, James (6)

Arnold, Jeffrey (6)

Wright, Julian (6)

Iori, Giulia (5)

Atalay, Enghin (5)

FREIXAS, XAVIER (5)

Rochet, Jean (5)

Heijmans, Ronald (4)

Main data


Where Kimmo Soramäki has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Kimmo Soramäki (2021 and 2020)


YearTitle of citing document
2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2020An Economic Perspective on Payments Migration. (2020). Lu, Zhentong ; Kosse, Anneke ; Xerri, Gabriel. In: Staff Working Papers. RePEc:bca:bocawp:20-24.

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2021Estimating Policy Functions in Payments Systems Using Reinforcement Learning. (2021). Rivadeneyra, Francisco ; Garratt, Rodney ; Du, Han ; Desai, Ajit ; Castro, Pablo S. In: Staff Working Papers. RePEc:bca:bocawp:21-7.

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2020Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Cadena-Silva, Carlos ; Leon, Carlos ; Mario-Martinez, Ricardo. In: Borradores de Economia. RePEc:bdr:borrec:1101.

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2020Pattern recognition of financial institutions’ payment behavior. (2020). León, Carlos ; Leon, Carlos ; Ortega, Fabio ; Gage, Gerardo ; Acero, Oscar ; Barucca, Paolo. In: Borradores de Economia. RePEc:bdr:borrec:1130.

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2020Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274.

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2020How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canadas large-value payment system Shaun Byck. (2020). Heijmans, Ronald ; Byck, Shaun. In: DNB Working Papers. RePEc:dnb:dnbwpp:682.

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2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826.

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2021Network VAR models to measure financial contagion. (2021). Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2021Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108.

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2020Centralized netting in financial networks. (2020). Zimmerman, Peter ; Garratt, Rodney. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302959.

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2021The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Klee, Elizabeth ; Bolotnyy, Valentin ; Beltran, Daniel O. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202.

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2020What is the central bank of Wikipedia?. (2020). Shepelyansky, Dima L ; Frahm, Klaus M ; Demidov, Denis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119317984.

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2021A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110.

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2020Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis. (2020). Dini, Paolo ; Fleischman, Toma ; Littera, Giuseppe . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107529.

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2020How Environmental Policies Spread ? A Network Approach to Diffusion in the U.S.. (2020). Mandel, Antoine ; Creti, Anna ; Billard, Come. In: Working Papers. RePEc:fae:wpaper:2020.12.

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2020Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis. (2020). Eisenbach, Thomas ; Lee, Michael Junho ; Kovner, Anna . In: Staff Reports. RePEc:fip:fednsr:87390.

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2020Liquidity-Saving through Obligation-Clearing and Mutual Credit: An Effective Monetary Innovation for SMEs in Times of Crisis. (2020). Fleischman, Toma ; Littera, Giuseppe ; Dini, Paolo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:295-:d:452515.

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2020Parisian Time of Reflected Brownian Motion with Drift on Rays and Its Application in Banking. (2020). Zhang, Junyi ; Dassios, Angelos. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:127-:d:454257.

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2020Making a Breach: The Incorporation of Agent-Based Models into the Bank of Englands Toolkit. (2020). Plassard, Romain. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-30.

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2020Liquidity in Financial Networks. (2020). Hayakawa, Hitoshi. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09895-x.

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2020Applying a Bayesian Network to VaR Calculations. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202024.

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2020Relationships in the Interbank Market. (). Monnet, Cyril ; Eisenschmidt, Jens ; Chiu, Jonathan. In: Review of Economic Dynamics. RePEc:red:issued:18-238.

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2020Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Leon, Carlos ; Cadena-Silva, Carlos ; Mario-Martinez, Ricardo. In: Working papers. RePEc:rie:riecdt:33.

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Works by Kimmo Soramäki:


YearTitleTypeCited
2008An agent-based model of payment systems In: Bank of England working papers.
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paper34
2011An agent-based model of payment systems.(2011) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 34
article
2008The network topology of CHAPS Sterling In: Bank of England working papers.
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paper32
2010The sterling unsecured loan market during 2006-08: insights from network theory In: Bank of England working papers.
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paper33
2010Liquidity-saving mechanisms and bank behaviour In: Bank of England working papers.
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paper10
2013Central counterparties and the topology of clearing networks In: Bank of England working papers.
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paper1
1999Optimizing liquidity usage and settlement speed in payment systems In: Research Discussion Papers.
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paper7
2001Gridlock resolution in interbank payment systems In: Research Discussion Papers.
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paper11
2003Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator In: Research Discussion Papers.
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paper3
2008Competition, bargaining power and pricing in two-sided markets In: DNB Working Papers.
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paper1
2012Clearing networks In: Journal of Economic Behavior & Organization.
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article13
2007The topology of interbank payment flows In: Physica A: Statistical Mechanics and its Applications.
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article277
2006The topology of interbank payment flows.(2006) In: Staff Reports.
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This paper has another version. Agregated cites: 277
paper
2007Congestion and cascades in payment systems In: Physica A: Statistical Mechanics and its Applications.
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article13
2006Congestion and cascades in payment systems.(2006) In: Staff Reports.
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This paper has another version. Agregated cites: 13
paper
2004Economizing on liquidity with deferred settlement mechanisms In: Economic Policy Review.
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article10
2008Global trends in large-value payments In: Economic Policy Review.
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article8
2016Interbank Exposure Networks In: Computational Economics.
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article18
2012Algorithm for identifying systemically important banks in payment systems In: Economics Discussion Papers.
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paper0
2013SinkRank: An algorithm for identifying systemically important banks in payment systems In: Economics - The Open-Access, Open-Assessment E-Journal.
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article28

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