14
H index
20
i10 index
873
Citations
Bank for International Settlements (BIS) | 14 H index 20 i10 index 873 Citations RESEARCH PRODUCTION: 23 Articles 20 Papers 1 Chapters 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 Nikola Tarashev. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 14 |
International Journal of Central Banking | 3 |
Journal of Financial Intermediation | 2 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 17 |
Year | Title of citing document | |
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2021 | . Full description at Econpapers || Download paper | |
2020 | Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250. Full description at Econpapers || Download paper | |
2020 | Total systemic risk statistics. (2020). Sun, Fei. In: Papers. RePEc:arx:papers:2003.09255. Full description at Econpapers || Download paper | |
2020 | Copula-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. Full description at Econpapers || Download paper | |
2020 | The measure of model risk in credit capital requirements. (2020). Baviera, Roberto. In: Papers. RePEc:arx:papers:2010.08028. Full description at Econpapers || Download paper | |
2021 | Portfolio Performance Attribution via Shapley Value. (2021). Ang, Andrew ; Boyd, Stephen ; Moehle, Nicholas. In: Papers. RePEc:arx:papers:2102.05799. Full description at Econpapers || Download paper | |
2021 | Portfolio risk allocation through Shapley value. (2021). Woodward, Diana E ; Skoufis, Georgios E ; Lesniewski, Andrew ; Hagan, Patrick S. In: Papers. RePEc:arx:papers:2103.05453. 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 | |
2022 | Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254. Full description at Econpapers || Download paper | |
2020 | Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets. (). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:515. Full description at Econpapers || Download paper | |
2020 | A silent revolution: How central bank statistics have changed in the last 25 years. (2020). De Bonis, Riccardo ; Piazza, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_579_20. Full description at Econpapers || Download paper | |
2020 | Corporate credit markets after the initial pandemic shock. (2020). Avalos, Fernando ; Aramonte, Sirio. In: BIS Bulletins. RePEc:bis:bisblt:26. 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 | Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms. (2021). Mathur, Aakriti ; Goel, Tirupam ; Lewrick, Ulf. In: BIS Working Papers. RePEc:bis:biswps:922. Full description at Econpapers || Download paper | |
2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper | |
2021 | Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761. Full description at Econpapers || Download paper | |
2020 | Bank profitability and macroeconomic conditions: Are business models different?. (2020). Palazzo, Francesco ; di Patti, Emilia Bonaccorsi. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12155. Full description at Econpapers || Download paper | |
2020 | How diverse are national banking systems? An analysis on banking business models, profitability, and riskiness. (2020). Gobbi, Lucio ; Gaffeo, Edoardo ; Caterini, Giacomo. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12156. Full description at Econpapers || Download paper | |
2020 | Banking business models and risk: Findings from the ECBs comprehensive assessment. (2020). Rotondi, Zeno ; Paladino, Giovanna. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12158. Full description at Econpapers || Download paper | |
2020 | Does a banks business model affect its capital and profitability?. (2020). Vouldis, Angelos ; Farne, Matteo. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12161. Full description at Econpapers || Download paper | |
2021 | How does the financial market evaluate business models? Evidence from European banks. (2021). Ferretti, Riccardo ; Landi, Andrea ; Venturelli, Valeria ; Gualandri, Elisabetta ; Cosma, Stefano. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:2:n:e12184. Full description at Econpapers || Download paper | |
2020 | Jump Risk in the US Financial Sector. (2020). Yao, Wenying ; Gajurel, Dinesh ; Jeyasreedharan, Nagaratnam ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:331-349. 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 | Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms. (2021). Mathur, Aakriti ; Lewrick, Ulf ; Goel, Tirupam. In: Bank of England working papers. RePEc:boe:boeewp:0946. Full description at Econpapers || Download paper | |
2021 | Capital allocation, the leverage ratio requirement. (2021). Vo, Quynh-Anh ; Neamtu, Ioana. In: Bank of England working papers. RePEc:boe:boeewp:0956. Full description at Econpapers || Download paper | |
2020 | Weighting on Systemic Important Banking (SIB) in Indonesia: The Official Versus PCA Approaches. (2020). Anwar, Samsul. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:155-182. Full description at Econpapers || Download paper | |
2020 | The Relationship between Capital and Liquidity Prudential Instruments. (2020). Pfeifer, Lukas ; Hodula, Martin ; Komarkova, Zlatuse. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/1. Full description at Econpapers || Download paper | |
2020 | Barcelona Report 2 - The Bank Business Model in the Post-Covid-19 World. (2020). Vives, Xavier ; Fatas, Antonio ; Claessens, Stijn. In: Vox eBooks. RePEc:cpr:ebooks:p329. Full description at Econpapers || Download paper | |
2021 | How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260. 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 | |
2020 | Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332. Full description at Econpapers || Download paper | |
2020 | How bank size relates to the impact of bank stress on the real economy. (2020). Zhang, Jeffery Y ; Lorenc, Amy G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300365. Full description at Econpapers || Download paper | |
2021 | Does gender diversity on banks boards matter? Evidence from public bailouts. (2021). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920300043. Full description at Econpapers || Download paper | |
2020 | Overcapacities in banking: Measurement, trends and determinants. (2020). Klaus, Benjamin ; Gardo, Sandor. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:819-834. 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 | |
2021 | Achieving a sustainable cost-efficient business model in banking: The case of European commercial banks. (2021). Lozano-Vivas, Ana ; Kumbhakar, Subal ; Badunenko, Oleg ; Lozanovivas, Ana. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:773-785. Full description at Econpapers || Download paper | |
2020 | Diversification, efficiency and risk of banks: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Wu, JI. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120302284. Full description at Econpapers || Download paper | |
2020 | Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018. Full description at Econpapers || Download paper | |
2021 | Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673. 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 | |
2022 | Bank business models, failure risk and earnings opacity: A short- versus long-term perspective. (2022). Boateng, Agyenim ; Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000205. Full description at Econpapers || Download paper | |
2020 | The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS. (2020). Ripollés, Jordi ; Ripolles, Jordi ; Tedeschi, Gabriele ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318307682. Full description at Econpapers || Download paper | |
2021 | Measuring investors’ risk aversion in China’s stock market. (2021). Zhou, Zipeng ; Wang, Tianyi ; Bian, Timothy Yang. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317050. Full description at Econpapers || Download paper | |
2022 | The measure of model risk in credit capital requirements. (2022). Baviera, Roberto. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001458. Full description at Econpapers || Download paper | |
2022 | Benefit attribution in financial systems with bilateral netting. (2022). Lim, Hanah. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002518. Full description at Econpapers || Download paper | |
2020 | Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis. (2020). Shin, Kwanho ; Park, Cyn-Young. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306722. Full description at Econpapers || Download paper | |
2020 | The contribution of shadow insurance to systemic risk. (2020). Urga, Giovanni ; Pellegrini, Carlo Bellavite ; Leong, Soon Heng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300772. Full description at Econpapers || Download paper | |
2021 | Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383. Full description at Econpapers || Download paper | |
2021 | National corruption and international banking. (2021). Li, HE ; Maisondieu-Laforge, Olivier ; Refalo, James . In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319302121. Full description at Econpapers || Download paper | |
2021 | Risk-adjusted profitability and stability of Islamic and conventional banks: Does revenue diversification matter?. (2021). Khan, Ashraf ; Rossi, Simone ; Dreassi, Alberto ; Paltrinieri, Andrea. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028318301832. Full description at Econpapers || Download paper | |
2020 | Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887. 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 | Bank-based versus market-based financing: Implications for systemic risk. (2020). Houben, Aerdt ; Bats, Joost. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300443. Full description at Econpapers || Download paper | |
2021 | Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571. Full description at Econpapers || Download paper | |
2022 | How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America. (2022). Gambacorta, Leonardo ; Claessens, Stijn ; Cantu Garcia, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620300856. Full description at Econpapers || Download paper | |
2022 | A loan-level analysis of financial resilience in Mexico. (2022). Cantu Garcia, Carlos ; Lopez-Gallo, Fabrizio ; Lobato, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302132. Full description at Econpapers || Download paper | |
2022 | The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x. Full description at Econpapers || Download paper | |
2020 | Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity. (2020). Mirzaei, Ali ; Igan, Deniz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:688-726. Full description at Econpapers || Download paper | |
2020 | CoCo issuance and bank fragility. (2020). Avdjiev, Stefan ; Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613. Full description at Econpapers || Download paper | |
2021 | Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171. Full description at Econpapers || Download paper | |
2020 | Bank profitability, leverage constraints, and risk-taking. (2020). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300233. Full description at Econpapers || Download paper | |
2021 | Income smoothing in European banks: The contrasting effects of monitoring mechanisms. (2021). Ramassa, Paola ; di Fabio, Costanza ; Quagli, Alberto. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000100. Full description at Econpapers || Download paper | |
2020 | Bank business models as a driver of cross-border activities. (2020). McQuade, Peter ; Everett, Mary ; Ogrady, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300954. Full description at Econpapers || Download paper | |
2021 | Financial stress in lender countries and capital outflows from emerging market economies. (2021). SHIM, ILHYOCK ; Shin, Kwanho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s026156062100005x. Full description at Econpapers || Download paper | |
2021 | The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890. Full description at Econpapers || Download paper | |
2020 | Is bank creditworthiness associated with risk disclosure behavior? Evidence from Islamic and conventional banks in emerging countries. (2020). Moumen, Nejia ; Grassa, Rihab ; Hussainey, Khaled. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18306176. Full description at Econpapers || Download paper | |
2020 | The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks. (2020). Pappas, Vasileios ; Hassan, Kabir M ; Izzeldin, Marwan ; Saeed, Momna . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19305992. Full description at Econpapers || Download paper | |
2020 | Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102. Full description at Econpapers || Download paper | |
2021 | Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000376. Full description at Econpapers || Download paper | |
2020 | Stress testing household balance sheets in Luxembourg. (2020). Ziegelmeyer, Michael ; Giordana, Gastón. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:115-138. Full description at Econpapers || Download paper | |
2020 | Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326. Full description at Econpapers || Download paper | |
2021 | Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196. Full description at Econpapers || Download paper | |
2021 | Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365. Full description at Econpapers || Download paper | |
2020 | From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886. Full description at Econpapers || Download paper | |
2021 | Business ?odels of ?anks for the Financial Markets in the EU*. (2021). Kravchuk, Igor ; Stoika, Viktoriia. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:2b:p:371-382. Full description at Econpapers || Download paper | |
2021 | Banks’ Foreign Claims in the Aftermath of the 2008 Crisis: Institutional Response, Financial Efficiency, and Integration of Cross-Border Banking in the Euro Area. (2021). Warin, Thierry ; Stojkov, Aleksandar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:61-:d:491750. Full description at Econpapers || Download paper | |
2021 | Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities. (2021). Aste, Tomaso. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:213-:d:551263. Full description at Econpapers || Download paper | |
2021 | Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:351-:d:606264. Full description at Econpapers || Download paper | |
2022 | The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Cortes, Ariana Paola ; Eratalay, Mustafa Hakan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555. Full description at Econpapers || Download paper | |
2020 | The Leaders, the Laggers, and the “Vulnerablesâ€. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532. Full description at Econpapers || Download paper | |
2020 | Bank Risk Determinants in Latin America. (2020). Baselga-Pascual, Laura ; Martinez-Malvar, Maria. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:94-:d:409891. Full description at Econpapers || Download paper | |
2021 | Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194. Full description at Econpapers || Download paper | |
2020 | The Risk Monitoring of the Financial Ecological Environment in Chinese Outward Foreign Direct Investment Based on a Complex Network. (2020). Yang, Jian-Bo ; Zhu, Jiaojiao ; Min, Jian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9456-:d:444589. Full description at Econpapers || Download paper | |
2022 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2022). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-120. Full description at Econpapers || Download paper | |
2021 | Broker Network Connectivity and the Cross-Section of Expected Stock Returns. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Tini, Murat ; Demir, Muge. In: Working Papers. RePEc:ipg:wpaper:2021-002. Full description at Econpapers || Download paper | |
2021 | Systemic risk measurement: bucketing global systemically important banks. (2021). Riccetti, Luca ; Lagasio, Valentina ; Brogi, Marina. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00391-7. Full description at Econpapers || Download paper | |
2022 | THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139. Full description at Econpapers || Download paper | |
2020 | The Anatomy of the Transmission of Macroprudential Policies. (2020). McCann, Fergal ; Crosignani, Matteo ; Acharya, Viral ; Eisert, Tim ; Bergant, Katharina. In: NBER Working Papers. RePEc:nbr:nberwo:27292. Full description at Econpapers || Download paper | |
2020 | Emerging Markets Sovereign Spreads and Country-Specific Fundamentals During COVID-19. (2020). Daehler, Timo ; Aizenman, Joshua ; Jinjarak, Yothin. In: NBER Working Papers. RePEc:nbr:nberwo:27903. Full description at Econpapers || Download paper | |
2020 | Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w. Full description at Econpapers || Download paper | |
2020 | Broker Network Connectivity and the Cross-Section of Expected Stock Returns. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Demir, Muge ; Tinic, Murat. In: MPRA Paper. RePEc:pra:mprapa:104719. Full description at Econpapers || Download paper | |
2021 | Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath . In: Working Papers. RePEc:rbz:wpaper:11004. Full description at Econpapers || Download paper | |
2020 | Diversification, efficiency and risk of banks: New consolidating evidence from emerging economies. (2020). Wu, Ji ; Jeon, Bang ; Chen, Minghua. In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2020_010. Full description at Econpapers || Download paper | |
2020 | Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/1004. Full description at Econpapers || Download paper | |
2021 | Banks’ business strategies on the edge of distress. (2021). Pammolli, Fabio ; Girardone, Claudia ; Giansante, Simone ; Flori, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03383-z. Full description at Econpapers || Download paper | |
2021 | Atheoretical Regression Trees for classifying risky financial institutions. (2021). Durso, Pierpaolo ; Maddaloni, Angela ; Iorio, Francesca ; Cappelli, Carmela . In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03406-9. Full description at Econpapers || Download paper | |
2021 | Systemic risk assessment through high order clustering coefficient. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03525-8. Full description at Econpapers || Download paper | |
2021 | Banks’ business models in the euro area: a cluster analysis in high dimensions. (2021). Vouldis, Angelos T ; Farne, Matteo. In: Annals of Operations Research. RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04045-9. Full description at Econpapers || Download paper | |
2022 | Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w. Full description at Econpapers || Download paper | |
2021 | Business segment diversification of private banks in India. (2021). Roy, Anjan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:3:d:10.1007_s40622-021-00285-7. Full description at Econpapers || Download paper | |
2020 | Diversifying away risks through derivatives: an analysis of the Italian banking system. (2020). Piermattei, Stefano ; Sorvillo, Bianca ; Santioni, Raffaele ; Infante, Luigi. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:2:d:10.1007_s40888-020-00180-x. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2007 | Global monitoring with the BIS international banking statistics In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 28 |
2008 | Global monitoring with the BIS international banking statistics.(2008) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2003 | Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 18 |
2005 | Structural models of default: lessons from firm-level data In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2006 | Risk premia across asset markets: information from option prices In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
2006 | Tracking international bank flows In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 24 |
2007 | Measuring portfolio credit risk: modelling versus calibration errors In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2007 | International banking with the euro In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 5 |
2008 | Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 25 |
2008 | Bank health and lending to emerging markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 67 |
2009 | The systemic importance of financial institutions In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 83 |
2011 | Systemic importance: some simple indicators In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 71 |
2011 | Rating methodologies for banks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 22 |
2013 | Looking at the tail: price-based measures of systemic importance In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2014 | Securitisations: tranching concentrates uncertainty In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
2014 | Bank business models In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 55 |
2003 | Currency Crises and the Informational Role of Interest Rates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2004 | Are speculative attacks triggered by sunspots? A new test In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | An empirical evaluation of structural credit risk models In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
2008 | An Empirical Evaluation of Structural Credit-Risk Models.(2008) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2006 | The pricing of portfolio credit risk In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | Modelling and calibration errors in measures of portfolio credit risk In: BIS Working Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | Speculative attacks, Private Signals and Intertemporal Trade-offs In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Measuring portfolio credit risk correctly: why parameter uncertainty matters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2010 | Measuring portfolio credit risk correctly: Why parameter uncertainty matters.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2010 | Attributing systemic risk to individual institutions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 139 |
2011 | Measuring the systemic importance of interconnected banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 147 |
2013 | Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 147 | article | |
2012 | Systematic monetary policy and the forward premium puzzle In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Bank standalone credit ratings In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Bank Standalone Credit Ratings.(2020) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2016 | When pegging ties your hands In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Bank capital allocation under multiple constraints In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | Bank capital allocation under multiple constraints.(2020) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2017 | Bank business models: popularity and performance In: BIS Working Papers. [Full Text][Citation analysis] | paper | 33 |
2020 | Forecasting expected and unexpected losses In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting expected and unexpected losses.(2020) In: Research Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Asset managers, market liquidity and bank regulation In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature In: Bank of England Financial Stability Papers. [Full Text][Citation analysis] | paper | 14 |
2019 | When pegging is a commitment device: Revisiting conventional wisdom about currency crises In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 19 |
2016 | Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance. [Full Text][Citation analysis] | article | 12 |
2007 | Speculative Attacks and the Information Role of the Interest Rate In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 18 |
2008 | The pricing of correlated default risk: evidence from the credit derivatives market In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 7 |
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