Marco Stringa : Citation Profile


Are you Marco Stringa?

6

H index

3

i10 index

127

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   3 years (2007 - 2010). See details.
   Cites by year: 42
   Journals where Marco Stringa has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst375
   Updated: 2020-10-17    RAS profile: 2011-10-24    
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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 Marco Stringa.

Is cited by:

Alessandri, Piergiorgio (10)

Drehmann, Mathias (7)

TARAZI, Amine (6)

BORIO, Claudio (4)

Eklund, Bruno (4)

Willison, Matthew (4)

Kapadia, Sujit (4)

Sterne, Gabriel (4)

Aikman, David (4)

Mora, Nada (4)

HASAN, IFTEKHAR (4)

Cites to:

Drehmann, Mathias (4)

Zenios, Stavros (4)

Dybvig, Philip (4)

Dybvig, Phillip (4)

Diamond, Douglas (4)

Rudebusch, Glenn (3)

Aruoba, S. Boragan (3)

Diebold, Francis (3)

Igan, Deniz (2)

Alessandri, Piergiorgio (2)

Jarrow, Robert (2)

Main data


Where Marco Stringa has published?


Recent works citing Marco Stringa (2020 and 2019)


YearTitle of citing document
2020Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092.

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2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2020Stress testing in Latin America: A comparison of approaches and methodologies. (2020). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:108.

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2020Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). Rakotonirainy, Miora ; Razafindravonona, Jean ; Rasolomanana, Christian. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218.

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2019The Impact of Expectations on IFRS 9 Loan Loss Provisions. (2019). Panos, Jiri ; Polak, Petr. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2019/03.

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2019Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297.

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2019Bank risk aggregation with forward-looking textual risk disclosures. (2019). Zhu, Xiaoqian ; Li, Jianping ; Wenli, Guo ; Wei, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306168.

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2019Does monetary policy influence banks’ risk weights under the internal ratings-based approach?. (2019). Malovana, Simona ; Bro, Vaclav ; Kolcunova, Dominika. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:10.

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2020Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks. (2020). Shams, Syed ; Gunasekarage, Abeyratna ; Bose, Sudipta ; Ovi, Nafisa. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566920300047.

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2019Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks. (2019). Molterer, Manuel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:163-174.

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2020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190.

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2020Securitized banking and interest rate sensitivity. (2020). Du, Brian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00809-4.

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2020Risk governance, banks affiliated to business groups, and foreign ownership. (2020). Chavarín, Rubén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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Works by Marco Stringa:


YearTitleTypeCited
2007Inter-industry contagion between UK life insurers and UK banks: an event study In: Bank of England working papers.
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paper6
2008The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective In: Bank of England working papers.
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paper28
2010Interpreting equity price movements since the start of the financial crisis In: Bank of England Quarterly Bulletin.
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article8
2009El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital In: Monetaria.
[Full Text][Citation analysis]
article0
2010The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application In: Journal of Banking & Finance.
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article60
2009Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment In: International Journal of Central Banking.
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article19
2007Integrating credit and interest rate risk: A theoretical framework and an application to banks balance sheets In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
paper6

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