13
H index
16
i10 index
1144
Citations
Oesterreichische Nationalbank | 13 H index 16 i10 index 1144 Citations RESEARCH PRODUCTION: 29 Articles 19 Papers 2 Books 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Martin Summer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Monetary Policy & the Economy | 7 |
Financial Stability Report | 7 |
Journal of Banking & Finance | 3 |
International Journal of Central Banking | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 9 |
Year | Title of citing document | |
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2021 | Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06. Full description at Econpapers || Download paper | |
2020 | An approach to measuring credit risk in a banking institution from Romania. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:65-78. Full description at Econpapers || Download paper | |
2022 | Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129. Full description at Econpapers || Download paper | |
2020 | Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028. Full description at Econpapers || Download paper | |
2022 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
2021 | Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372. Full description at Econpapers || Download paper | |
2020 | Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908. Full description at Econpapers || Download paper | |
2020 | Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07566. Full description at Econpapers || Download paper | |
2020 | Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042. Full description at Econpapers || Download paper | |
2020 | Real implications of Quantitative Easing in the euro area: a complex-network perspective. (2020). battiston, stefano ; Perillo, Chiara . In: Papers. RePEc:arx:papers:2004.09418. Full description at Econpapers || Download paper | |
2020 | Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950. Full description at Econpapers || Download paper | |
2021 | A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364. Full description at Econpapers || Download paper | |
2020 | Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066. Full description at Econpapers || Download paper | |
2020 | An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212. Full description at Econpapers || Download paper | |
2020 | Sequential Defaulting in Financial Networks. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2011.10485. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Limit Theorems for Default Contagion and Systemic Risk. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2104.00248. Full description at Econpapers || Download paper | |
2021 | Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839. Full description at Econpapers || Download paper | |
2022 | Decentralized Payment Clearing using Blockchain and Optimal Bidding. (2021). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: Papers. RePEc:arx:papers:2109.00446. Full description at Econpapers || Download paper | |
2021 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2022 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
2022 | Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk. (2022). Hinterplattner, Melanie ; Diem, Christian ; Schueller, William ; Thurner, Stefan ; Gerschberger, Markus ; Conrady, Beate ; Stangl, Johannes. In: Papers. RePEc:arx:papers:2201.13325. Full description at Econpapers || Download paper | |
2022 | Bankruptcy Prediction via Mixing Intra-Risk and Spillover-Risk. (2022). Zhao, YU ; Kou, Gang ; Liu, JI ; Zhuang, Fuzhen ; Yang, Qing ; Guo, YU ; Wei, Shaopeng. In: Papers. RePEc:arx:papers:2202.03874. Full description at Econpapers || Download paper | |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488. Full description at Econpapers || Download paper | |
2021 | Will the BRICS Be the Leaders in Central Bank Digital Currencies?. (2021). Slim, Assen. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:3:p:3-16. Full description at Econpapers || Download paper | |
2021 | Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557. Full description at Econpapers || Download paper | |
2021 | Network 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. Full description at Econpapers || Download paper | |
2020 | Digitalization, retail payments and Central Bank Digital Currency. (2020). PONCE, Jorge. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2020:i:autumn:n:5. Full description at Econpapers || Download paper | |
2020 | Las 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. Full description at Econpapers || Download paper | |
2020 | Variability in risk-weighted assets: what does the market think?. (2020). Farag, Marc ; Esho, Neil ; Zuin, Christopher ; Bastos, Edson . In: BIS Working Papers. RePEc:bis:biswps:844. Full description at Econpapers || Download paper | |
2020 | Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2020 | Comparison of Two Network-Theory-Based Methods for detecting Functional Regions. (2020). Miha, Konjar ; Eloy, Hontoria ; Alberto, Garre ; Samo, Drobne. In: Business Systems Research. RePEc:bit:bsrysr:v:11:y:2020:i:2:p:21-35:n:3. Full description at Econpapers || Download paper | |
2020 | Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1181-1204. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897. Full description at Econpapers || Download paper | |
2021 | Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience. (2021). Nahai-Williamson, Paul ; Abduraimova, Kumushoy. In: Bank of England working papers. RePEc:boe:boeewp:0909. Full description at Econpapers || Download paper | |
2020 | Sovereign credit ratings and the fundamentals of the Greek economy. (2020). Migiakis, Petros ; Malliaropulos, Dimitris. In: Economic Bulletin. RePEc:bog:econbl:y:2020:i:51:p:43-72. Full description at Econpapers || Download paper | |
2020 | COVID-19 and other pandemics: a literature review for economists. (2020). Petroulakis, Filippos ; Balfoussia, Hiona ; Dimitropoulou, Dimitra ; Anyfantaki, Sofia ; Vasardani, Melina ; Theofilakou, Anastasia ; Papageorgiou, Dimitris ; Gibson, Heather. In: Economic Bulletin. RePEc:bog:econbl:y:2020:i:51:p:7-42. Full description at Econpapers || Download paper | |
2020 | The current account adjustment in Greece during the crisis: cyclical or structural?. (2020). Papazoglou, Christos ; Panagiotou, Stelios ; Backinezos, Constantina. In: Economic Bulletin. RePEc:bog:econbl:y:2020:i:51:p:73-90. Full description at Econpapers || Download paper | |
2020 | D-euro: issuing the digital trust. (2020). Korfiatis, Yorgos. In: Economic Bulletin. RePEc:bog:econbl:y:2020:i:51:p:91-125. Full description at Econpapers || Download paper | |
2020 | Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187. Full description at Econpapers || Download paper | |
2020 | Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274. Full description at Econpapers || Download paper | |
2020 | Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220. Full description at Econpapers || Download paper | |
2020 | Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242. Full description at Econpapers || Download paper | |
2020 | Bank contagion in general equilibrium. (2020). Minesso Ferrari, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20202432. Full description at Econpapers || Download paper | |
2020 | Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499. Full description at Econpapers || Download paper | |
2021 | Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179. Full description at Econpapers || Download paper | |
2020 | Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476. Full description at Econpapers || Download paper | |
2020 | What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683. Full description at Econpapers || Download paper | |
2021 | Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609. Full description at Econpapers || Download paper | |
2020 | Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645. Full description at Econpapers || Download paper | |
2020 | Systemic risk: The coordination of macroprudential and monetary policies in China. (2020). Weng, Yin-Che ; Liu, Bai ; Pan, Mengmeng ; Zhang, Ailian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:415-429. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and financial stability–Is there a relation?. (2021). Affandi, Yoga ; Sharma, Susan Sunila ; Iyke, Bernard Njindan ; Bach, Dinh Hoang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1018-1029. Full description at Econpapers || Download paper | |
2021 | A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48. Full description at Econpapers || Download paper | |
2020 | Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047. Full description at Econpapers || Download paper | |
2020 | Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169. Full description at Econpapers || Download paper | |
2020 | Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704. Full description at Econpapers || Download paper | |
2020 | Characteristics of the global copper raw materials and scrap trade systems and the policy impacts of Chinas import ban. (2020). Chen, Wei-Qiang ; Lim, Ming K ; Wang, Chao ; Hu, Xiaoqian. In: Ecological Economics. RePEc:eee:ecolec:v:172:y:2020:i:c:s0921800919314119. Full description at Econpapers || Download paper | |
2020 | The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | |
2020 | Organizational vulnerability of digital threats: A first validation of an assessment method. (2020). Lampoltshammer, Thomas J ; Parycek, Peter ; Czichos, Reiner ; Scholz, Roland W. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:627-643. Full description at Econpapers || Download paper | |
2020 | Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145. Full description at Econpapers || Download paper | |
2020 | Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803. Full description at Econpapers || Download paper | |
2020 | The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332. Full description at Econpapers || Download paper | |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers || Download paper | |
2020 | Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks. (2020). Kanno, Masayasu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302003. Full description at Econpapers || Download paper | |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper | |
2020 | Financial networks and systemic risk in Chinas banking system. (2020). Sun, Lixin. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930368x. Full description at Econpapers || Download paper | |
2021 | Unexpected loss, expected profit, and economic capital: A note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target. (2021). Nippel, Peter ; Krebs, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309286. Full description at Econpapers || Download paper | |
2021 | A two-stage general approach to aggregate multiple bank risks. (2021). Li, Jian Ping ; Wei, LU ; Zhu, Xiaoqian. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030533x. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029. Full description at Econpapers || Download paper | |
2021 | The intrafirm complexity of systemically important financial institutions. (2021). Leibon, G ; Foti, N J ; Rockmore, D N ; Lumsdaine, R L ; Farmer, J D. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301030. Full description at Econpapers || Download paper | |
2021 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2021). Vespro, Cristina ; van Roy, Patrick ; Ferrari, Stijn. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301042. Full description at Econpapers || Download paper | |
2021 | Quantification 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. Full description at Econpapers || Download paper | |
2021 | Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121. Full description at Econpapers || Download paper | |
2021 | CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170. Full description at Econpapers || Download paper | |
2021 | Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486. Full description at Econpapers || Download paper | |
2021 | Modality for scenario analysis and maximum likelihood allocation. (2021). Hofert, Marius ; Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:24-43. Full description at Econpapers || Download paper | |
2020 | Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks. (2020). Platonova, Elena ; Dixon, Rob ; Asutay, Mehmet ; Mohammad, Sabri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300809. Full description at Econpapers || Download paper | |
2021 | Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU. (2021). Kanga, Kouame Desire ; Sene, Babacar ; Saidane, Dhafer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001220. Full description at Econpapers || Download paper | |
2020 | Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942. Full description at Econpapers || Download paper | |
2020 | Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096. Full description at Econpapers || Download paper | |
2022 | Sensitivity-implied tail-correlation matrices. (2022). Schlutter, Sebastian ; Paulusch, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002843. Full description at Econpapers || Download paper | |
2021 | Complexity, 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. Full description at Econpapers || Download paper | |
2021 | Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859. Full description at Econpapers || Download paper | |
2021 | Interconnectedness in the global financial market. (2021). Raddant, Matthias ; Kenett, Dror Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302369. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2021 | A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156. Full description at Econpapers || Download paper | |
2021 | Arbitrage concepts under trading restrictions in discrete-time financial markets. (2021). Runggaldier, Wolfgang J ; Fontana, Claudio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:66-80. Full description at Econpapers || Download paper | |
2022 | Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773. Full description at Econpapers || Download paper | |
2021 | Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015. Full description at Econpapers || Download paper | |
2022 | Defense 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. Full description at Econpapers || Download paper | |
2022 | From random failures to targeted attacks in network dismantling. (2022). Zanin, Massimiliano ; Sun, Xiaoqian ; Lin, Wei ; Wandelt, Sebastian. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:218:y:2022:i:pa:s0951832021006335. Full description at Econpapers || Download paper | |
2020 | Liquidity policies and financial fragility. (2020). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:135-153. Full description at Econpapers || Download paper | |
2020 | Credit rating migration risk and interconnectedness in a corporate lending network. (2020). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310487. Full description at Econpapers || Download paper | |
2021 | In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Working Papers |
Year | Title | Type | Cited |
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2013 | Financial Contagion and Network Analysis In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 28 |
2004 | Contagion Flow Through Banking Networks In: Papers. [Full Text][Citation analysis] | paper | 28 |
2010 | A systematic approach to multi-period stress testing of portfolio credit risk In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2012 | A systematic approach to multi-period stress testing of portfolio credit risk.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2014 | Credit Risk in General Equilibrium In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2012 | Credit risk in general equilibrium.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Credit Risk in General Equilibrium.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2014 | Credit risk in general equilibrium.(2014) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2015 | Endogenous leverage and asset pricing in double auctions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2013 | Endogenous Leverage and Asset Pricing in Double Auctions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Systematic stress tests on public data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
2002 | Financial markets, the structure of long-term investments and labour income risks In: Research in Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Financial System Transition in Central Europe: The First Decades In: SUERF Studies. [Full Text][Citation analysis] | book | 12 |
2018 | Do We Need Central Bank Digital Currency? Economics, Technology and Institutions In: SUERF Studies. [Full Text][Citation analysis] | book | 11 |
2006 | Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 142 |
2005 | Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
2009 | How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 67 |
2009 | How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2006 | Risk Assessment for Banking Systems In: Management Science. [Full Text][Citation analysis] | article | 325 |
2002 | Risk Assessment for Banking Systems.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 325 | paper | |
2006 | Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 26 |
2003 | Banking Regulation and Systemic Risk In: Open Economies Review. [Full Text][Citation analysis] | article | 17 |
2002 | Banking Regulation and Systemic Risk.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2004 | Bank capital, liquidity and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 13 |
2004 | Bank Capital, Liquidity and Systemic Risk.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2005 | Bank Capital, Liquidity, and Systemic Risk.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2004 | Bank Capital, Liquidity and Systemic Risk.(2004) In: Sonderforschungsbereich 504 Publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2002 | A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report. [Full Text][Citation analysis] | article | 5 |
2004 | An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report. [Full Text][Citation analysis] | article | 30 |
2006 | Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems In: Financial Stability Report. [Full Text][Citation analysis] | article | 37 |
2008 | Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2010 | The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2011 | Bank Supervision and Resolution: National and International Challenges In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2013 | Stress Test Robustness: Recent Advances and Open Problems In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2008 | The Economics of Financial Stability: Research Workshop at the OeNB In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2008 | The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
2010 | Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2010 | Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2017 | The financial system of the future In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
2018 | Digital money In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2020 | Does digitalization require Central Bank Digital Currencies for the general public? In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
2018 | Systematic Systemic Stress Tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Bank Solvency Stress Tests with Fire Sales In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2008 | Credit portfolio risk and asset price cycles In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
2004 | Network topology of the interbank market In: Quantitative Finance. [Full Text][Citation analysis] | article | 318 |
1996 | Verifying Reports With a Self Interested Auditor In: Vienna Economics Papers. [Citation analysis] | paper | 0 |
2009 | Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2001 | The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 13 |
2008 | Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team