Martin Summer : Citation Profile


Are you Martin Summer?

Oesterreichische Nationalbank

13

H index

14

i10 index

807

Citations

RESEARCH PRODUCTION:

27

Articles

20

Papers

1

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 36
   Journals where Martin Summer has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 13 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu182
   Updated: 2019-03-16    RAS profile: 2019-01-15    
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Relations with other researchers


Works with:

Rheinberger, Klaus (2)

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

Is cited by:

Tabak, Benjamin (20)

León, Carlos (17)

Gallegati, Mauro (15)

Stiglitz, Joseph (13)

Delli Gatti, Domenico (13)

battiston, stefano (12)

Kapadia, Sujit (12)

Lelyveld, Iman (11)

Aldasoro, Iñaki (11)

Guerra, Solange (11)

BORIO, Claudio (10)

Cites to:

Pesaran, M (10)

Schuermann, Til (10)

Lehar, Alfred (9)

Rochet, Jean (8)

Elsinger, Helmut (8)

FREIXAS, XAVIER (6)

Noe, Thomas (5)

Degryse, Hans (5)

Eisenberg, Larry (5)

DE BANDT, OLIVIER (5)

Tirole, Jean (4)

Main data


Where Martin Summer has published?


Journals with more than one article published# docs
Financial Stability Report7
Monetary Policy & the Economy6
Journal of Banking & Finance2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)8
Discussion Papers / Department of Economics, University of Birmingham2

Recent works citing Martin Summer (2018 and 2017)


YearTitle of citing document
2017The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1511.08068.

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2017Systemic Risk Management in Financial Networks with Credit Default Swaps. (2017). Leduc, Matt V ; Thurner, Stefan ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1601.02156.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Chong, Carsten ; Kluppelberg, Claudia. In: Papers. RePEc:arx:papers:1702.04287.

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2018Obligations with Physical Delivery in a Multi-Layered Financial Network. (2018). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1702.07936.

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2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2018Corporate payments networks and credit risk rating. (2018). Letizia, Elisa ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1711.07677.

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2018Dynamic Clearing and Contagion in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091.

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2018Identifying systemically important companies in the entire liability network of a small open economy. (2018). Poledna, Sebastian ; Thurner, Stefan ; Hinteregger, Abraham. In: Papers. RePEc:arx:papers:1801.10487.

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2018Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Poledna, Sebastian ; Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In. In: Papers. RePEc:arx:papers:1802.00311.

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2018Optimization of Fire Sales and Borrowing in Systemic Risk. (2018). Bichuch, Maxim ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1802.04232.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018A dynamic network model to measure exposure diversification in the Austrian interbank market. (2018). Hledik, Juraj ; Rastelli, Riccardo . In: Papers. RePEc:arx:papers:1804.01367.

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2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1805.08544.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Squartini, Tiziano ; Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1806.06941.

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2018Systemic Risk and the Dependence Structures. (2018). Chang, Yu-Sin. In: Papers. RePEc:arx:papers:1809.03425.

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2018Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.01372.

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2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, Jose. In: Staff Working Papers. RePEc:bca:bocawp:17-30.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2017Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes. (2017). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:990.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist. In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2017The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo. In: Bank of England working papers. RePEc:boe:boeewp:0662.

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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2017The Balancing Act: Household Indebtedness Over the Lifecycle. (2017). McIndoe-Calder, Tara ; Fasianos, Apostolos ; Lydon, Reamonn. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:04:p:46-61.

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2017The Role of Macroprudential Indicators in Monitoring Systemic Risk and Setting Policy. (2017). Ryan, Ellen . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:04:p:62-80.

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2017Monitoring Ireland’s Payments using TARGET2. (2017). O'Malley, Terry ; Lyons, Paul ; Downey, Claire . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:04:p:81-95.

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2018Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016024.

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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Ferrara, Laurent ; Candelon, Bertrand ; Jots, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2.

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2017Incentivizing resilience in financial networks. (2017). Leduc, Matt V ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:44-66.

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2017Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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2017Adverse risk interaction: An integrated approach. (2017). Boovi, Milo ; Ivanovi, Jelena. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:67-74.

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2019Modeling, analysis and mitigation of contagion in financial systems. (2019). Cheng, Xian ; Zhao, Haichuan. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:281-292.

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2018Trade credit contracting under asymmetric credit default risk: Screening, checking or insurance. (2018). Wang, Kai ; Peng, Jin ; Zhao, Ruiqing. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:554-568.

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2019Reverse sensitivity testing: What does it take to break the model?. (2019). Pesenti, Silvana M ; Tsanakas, Andreas ; Millossovich, Pietro. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:654-670.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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2018Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

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2018Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

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2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018Interconnectedness as a source of uncertainty in systemic risk. (2018). Stiglitz, Joseph ; Battiston, Stefano ; Roukny, Tarik . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:93-106.

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2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

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2018The dark side of stress tests: Negative effects of information disclosure. (2018). Goncharenko, Roman ; Pinto, Roberto ; Hledik, Juraj. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:49-59.

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2018Bank capital, institutional environment and systemic stability. (2018). Mare, Davide Salvatore ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:97-106.

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2017Systemic interconnectedness among Asian Banks. (2017). Premaratne, Gamini ; Mensah, Jones Odei. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:17-33.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017An approximate multi-period Vasicek credit risk model. (2017). Moreno, Manuel ; Garcia-Cespedes, Ruben . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:105-113.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

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2017Bank networks: Contagion, systemic risk and prudential policy. (2017). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:164-188.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2018Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:452-475.

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2017Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez. (2017). Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:68-70.

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2017Network topology analysis approach on China’s QFII stock investment behavior. (2017). He, Feng ; Cao, Xing ; Zhang, Yongjie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:77-88.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2018Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:255-267.

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2018Network topology and systemic risk in Peer-to-Peer lending market. (2018). Li, Yuelei ; Xiong, Xiong ; Zhang, Xiaotao ; Hao, Aiting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:118-130.

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2019Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2017From banks strategies to financial (in)stability. (2017). Tedeschi, Gabriele ; Berardi, Simone . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:255-272.

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2018Exploring international economic integration through sukuk market connectivity: A network perspective. (2018). Asutay, Mehmet ; Hakim, Amira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:77-94.

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2017Liquidity Networks in Banking. (2017). Orhun, Eda . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:2:p:104-118.

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2017Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa17-4.

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2017Empirical network contagion for U.S. financial institutions. (2017). Duarte, Fernando ; Jones, Collin. In: Staff Reports. RePEc:fip:fednsr:826.

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2018Bail-In: A Sustainable Mechanism for Rescuing Banks. (2018). Sanchez-Roger, Marc ; Sanchis-Pedregosa, Carlos ; Oliver-Alfonso, Maria Dolores . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3789-:d:176994.

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2018Macroprudential Regulation for the Chinese Banking Network System with Complete and Random Structures. (2018). Gao, Qianqian ; Jiang, Shanshan ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:69-:d:192698.

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2017Lasso Regressions and Forecasting Models in Applied Stress Testing. (2017). Chan-Lau, Jorge A. In: IMF Working Papers. RePEc:imf:imfwpa:17/108.

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2017Global Banking on the Financial Network Modelling: Sectorial Analysis. (2017). Said, Fathin Faizah. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9556-x.

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2018Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

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2019Stress Testing for Retail Mortgages Based on Probability Analysis. (2019). Liu, Chang ; Nassar, Raja . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-018-9825-6.

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2018A macroeconomic reverse stress test. (2018). Grundke, Peter ; Pliszka, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0655-8.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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2018Transfers processed by ACH Colombia: a network topology analysis. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Lecturas de Economía. RePEc:lde:journl:y:2018:i:88:p:109-153.

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2018Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2018). Van Roy, Patrick ; Vespro, Cristina ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201803-338.

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2017The Complexity of Bank Holding Companies: A Topological Approach. (2017). Flood, Mark D ; Simon, Jonathan K ; Lumsdaine, Robin L ; Kenett, Dror Y. In: NBER Working Papers. RePEc:nbr:nberwo:23755.

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2017The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Flood, Mark D ; Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:17-03.

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2017Risk Sharing and Contagion in Networks. (2017). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:9:p:3086-3127..

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2018Macro stress testing in the banking system of China. (2018). Jiang, BO ; Wu, Zhongmin ; Philp, Bruce. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-017-0057-9.

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2017Measuring bank contagion in Europe using binary spatial regression models. (2017). Giudici, Paolo ; Calabrese, Raffaella ; Elkink, Johan A. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0189-4.

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2018Shock Diffusion in Regular Networks: The Role of Transitive Cycles. (2018). Tran, Dan ; Navarro, Noemí. In: MPRA Paper. RePEc:pra:mprapa:86267.

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2017Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment. (2017). Zulkhibri, Muhamed ; Ismail, Abdul Ghafar. In: Policy Papers. RePEc:ris:irtipp:2017_006.

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2017Models of Insolvency Risk Analysis in Financial and Banking Institutions. (2017). Anghelache, Constantin ; Mirea, Maria ; Marinescu, Andreeaioana. In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:11:p:72-78.

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2017The impact of network inhomogeneities on contagion and system stability. (2017). Hubsch, Arnd ; Walther, Ursula . In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2401-y.

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2018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018A functional perspective on financial networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0210-7.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2017Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index. (2017). Li, Bing. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_5.

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2017Extreme Value Theory with an Application to Bank Failures through Contagion. (2017). Nikzad, Rashid ; McDonald, David. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_6.

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More than 100 citations found, this list is not complete...

Martin Summer is editor of


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Working Papers

Works by Martin Summer:


YearTitleTypeCited
2013Financial Contagion and Network Analysis In: Annual Review of Financial Economics.
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article18
2004Contagion Flow Through Banking Networks In: Papers.
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paper24
2010A systematic approach to multi-period stress testing of portfolio credit risk In: Working Papers.
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paper20
2012A systematic approach to multi-period stress testing of portfolio credit risk.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 20
article
1996Monitoring Reports with a Self-Interested Inspector. In: Discussion Papers.
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paper0
1996The Optimal Quantity of Money in Overlapping Generations Models and in Models with a Representative Consumer. In: Discussion Papers.
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paper0
2014Credit Risk in General Equilibrium In: CESifo Working Paper Series.
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paper1
2012Credit risk in general equilibrium.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
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2011Credit Risk in General Equilibrium.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2014Credit risk in general equilibrium.(2014) In: Economic Theory.
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This paper has another version. Agregated cites: 1
article
2015Endogenous leverage and asset pricing in double auctions In: Journal of Economic Dynamics and Control.
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article2
2013Endogenous Leverage and Asset Pricing in Double Auctions.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2010Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance.
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article13
2002Financial markets, the structure of long-term investments and labour income risks In: Research in Economics.
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article0
2002Financial System Transition in Central Europe: The First Decades In: SUERF Studies.
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book12
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
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article69
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 69
paper
2009How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking.
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article50
2009How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 50
paper
2006Risk Assessment for Banking Systems In: Management Science.
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article246
2002Risk Assessment for Banking Systems.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 246
paper
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
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article21
2003Banking Regulation and Systemic Risk In: Open Economies Review.
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article14
2002Banking Regulation and Systemic Risk.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
2004Bank capital, liquidity and systemic risk In: Papers.
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paper9
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2005Bank Capital, Liquidity, and Systemic Risk.(2005) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 9
article
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Sonderforschungsbereich 504 Publications.
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This paper has another version. Agregated cites: 9
paper
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
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article4
2004An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report.
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article21
2006Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems In: Financial Stability Report.
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article32
2008Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report.
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article0
2010The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report.
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article0
2011Bank Supervision and Resolution: National and International Challenges In: Financial Stability Report.
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article0
2013Stress Test Robustness: Recent Advances and Open Problems In: Financial Stability Report.
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article0
2008The Economics of Financial Stability: Research Workshop at the OeNB In: Monetary Policy & the Economy.
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article0
2008The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research In: Monetary Policy & the Economy.
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article1
2010Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy.
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article0
2010Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy In: Monetary Policy & the Economy.
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article0
2017The financial system of the future In: Monetary Policy & the Economy.
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article0
2018Digital money In: Monetary Policy & the Economy.
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article0
2018Systematic Systemic Stress Tests In: Working Papers.
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paper0
2001Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers.
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paper5
2008Credit portfolio risk and asset price cycles In: Computational Management Science.
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article0
2004Network topology of the interbank market In: Quantitative Finance.
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article228
1996Verifying Reports With a Self Interested Auditor In: Vienna Economics Papers.
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paper0
2009Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges In: World Scientific Book Chapters.
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chapter0
2001The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition In: Discussion Paper Series 1: Economic Studies.
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paper13
2008Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies.
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paper4

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