Kimmo Soramäki : Citation Profile

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11

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612

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   17 years (1999 - 2016). See details.
   Cites by year: 36
   Journals where Kimmo Soramäki has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 14 (2.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso32
   Updated: 2022-06-25    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 (49)

Aldasoro, Iñaki (25)

Berndsen, Ron (17)

Garratt, Rodney (17)

Sarmiento, Miguel (14)

Renneboog, Luc (12)

Tabak, Benjamin (11)

Cepeda-Lopez, Freddy (10)

von Peter, Goetz (10)

Craig, Ben (9)

Bräuning, Falk (9)

Cites to:

Bech, Morten (35)

Rochet, Jean (9)

Garratt, Rodney (8)

Angelini, Paolo (7)

Arnold, Jeffrey (6)

McAndrews, James (6)

FREIXAS, XAVIER (6)

Wright, Julian (6)

Atalay, Enghin (6)

Iori, Giulia (5)

Moser, James (4)

Main data

Where Kimmo Soramäki has published?

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

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
2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2020Balancing the Payment System. (2020). Dini, Paolo ; Fleischman, Tomavz. In: Papers. RePEc:arx:papers:2011.03517.

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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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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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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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2021Network Structure and Fragmentation of the Argentinean Interbank Markets. (2021). Forte, Federico ; Montes-Rojas, Gabriel ; Elosegui, Pedro. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202196.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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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 ; Ortega, Fabio ; Gage, Gerardo ; Acero, Oscar ; Barucca, Paolo ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1130.

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2021A Network Analysis of the JGB Repo Market. (2021). Yasufumi, Gemma ; Yujiro, Matsui ; Takumi, Horikawa. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e14.

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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). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. 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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2021A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2020.

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2020.

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2021Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system. (2021). Heijmans, Ronald ; Sabetti, Leonard. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000119.

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2021Risk monitoring in Ecuadors payment system: Implementation of a network topology study. (2021). Arroyo, John ; Perez, Bryan ; Rubio, Jeniffer. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000193.

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

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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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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2021Interbank relationship lending: A network perspective. (2021). Miguelez, Javier ; Leon, Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121001941.

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2022Defense strategies against cascading failures in networks: “Too-big-to-fail” and “too-small-to-fail”. (2022). Kim, Beom Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007615.

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2020Balancing the payment system. (2020). Dini, Paolo ; Fleischman, Toma. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107416.

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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: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107495.

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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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2021First hitting time of Brownian motion on simple graph with skew semiaxes. (2021). Dassios, Angelos ; Zhang, Junyi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111021.

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2021Mathematical foundations for balancing the payment system in the trade credit market. (2021). Dini, Paolo ; Fleischman, Toma. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112151.

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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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2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17.

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2021Fedwire Funds Service: Payments, Balances, and Available Liquidity. (2021). Mills, David ; Badev, Anton ; Marquardt, Jeffrey C ; Ebanks, Daniel ; Clark, Lauren. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-70.

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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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2021Mathematical Foundations for Balancing the Payment System in the Trade Credit Market. (2021). Dini, Paolo ; Fleischman, Toma. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:452-:d:639721.

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2020The Leaders, the Laggers, and the “Vulnerables”. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532.

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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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2021Finding the Network Structure of Rwandan Interbank Market. (2021). Uwimana, Annie ; RUSUHUZWA, Thomas Kigabo ; Mugenzi, Patrick. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:435-445.

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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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2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

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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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2021From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

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2020Systemic risk in the Angolan interbank payment system – a network approach. (2020). Gubareva, Mariya ; Borges, Maria ; Ulica, Lauriano. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:45:p:4900-4912.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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Works by Kimmo Soramäki:

YearTitleTypeCited
2008An agent-based model of payment systems In: Bank of England working papers.
[Full Text][Citation analysis]		paper37
2011An agent-based model of payment systems.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2008The network topology of CHAPS Sterling In: Bank of England working papers.
[Full Text][Citation analysis]		paper46
2010The sterling unsecured loan market during 2006-08: insights from network theory In: Bank of England working papers.
[Full Text][Citation analysis]		paper36
2010Liquidity-saving mechanisms and bank behaviour In: Bank of England working papers.
[Full Text][Citation analysis]		paper14
2013Central counterparties and the topology of clearing networks In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
1999Optimizing liquidity usage and settlement speed in payment systems In: Research Discussion Papers.
[Full Text][Citation analysis]		paper8
2001Gridlock resolution in interbank payment systems In: Research Discussion Papers.
[Full Text][Citation analysis]		paper17
2003Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator In: Research Discussion Papers.
[Full Text][Citation analysis]		paper3
2008Competition, bargaining power and pricing in two-sided markets In: DNB Working Papers.
[Full Text][Citation analysis]		paper1
2012Clearing networks In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article16
2007The topology of interbank payment flows In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article332
2006The topology of interbank payment flows.(2006) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 332		paper
2007Congestion and cascades in payment systems In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2006Congestion and cascades in payment systems.(2006) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2004Economizing on liquidity with deferred settlement mechanisms In: Economic Policy Review.
[Full Text][Citation analysis]		article10
2008Global trends in large-value payments In: Economic Policy Review.
[Full Text][Citation analysis]		article8
2016Interbank Exposure Networks In: Computational Economics.
[Full Text][Citation analysis]		article19
2012Algorithm for identifying systemically important banks in payment systems In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper4
2013SinkRank: An algorithm for identifying systemically important banks in payment systems In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]		article38

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