Jens Tapking : Citation Profile


Are you Jens Tapking?

European Central Bank

7

H index

6

i10 index

260

Citations

RESEARCH PRODUCTION:

5

Articles

16

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 13
   Journals where Jens Tapking has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 8 (2.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta96
   Updated: 2022-07-02    RAS profile: 2021-10-27    
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Relations with other researchers


Works with:

Altavilla, Carlo (2)

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

Is cited by:

Tallon, Jean-Marc (16)

Degryse, Hans (15)

Vergnaud, Jean-Christophe (10)

Gajdos, Thibault (7)

Lai, Alexandra (6)

Iori, Giulia (6)

Creel, Jerome (5)

Smets, Frank (5)

Monnet, Cyril (5)

Chapman, James (5)

Wedow, Michael (5)

Cites to:

Altavilla, Carlo (23)

Peydro, Jose-Luis (17)

Burlon, Lorenzo (12)

DARRACQ PARIES, Matthieu (9)

Kauko, Karlo (9)

Laeven, Luc (8)

Claessens, Stijn (8)

Boucinha, Miguel (8)

Gambacorta, Leonardo (8)

BORIO, Claudio (8)

Kok, Christoffer (7)

Main data


Where Jens Tapking has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Occasional Paper Series / European Central Bank4
Finance / University Library of Munich, Germany3
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

Recent works citing Jens Tapking (2021 and 2020)


YearTitle of citing document
2020Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690.

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2021Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0703.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2021Heterogeneidad en el uso de las fuentes de liquidez intradía en el sistema de pagos de alto valor. (2021). Martinez-Ventura, Constanza ; Cepeda-Lopez, Freddy ; Ortega-Castro, Fabio. In: Borradores de Economia. RePEc:bdr:borrec:1166.

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2020Organizational Design, Competition, and Financial Exchanges. (2020). Walz, Uwe ; Juranek, Steffen. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:132-163.

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2020Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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2020The impact of QE on liquidity: evidence from the UK Corporate Bond Purchase Scheme. (2019). LINTON, OLIVER ; Elliott, David ; Morley, Ben ; McLaren, Nick ; Kaminska, Iryna ; Boneva, Lena. In: Bank of England working papers. RePEc:boe:boeewp:0782.

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2021The implications of liquidity regulation for monetary policy implementation and the central bank balance sheet size: an empirical analysis of the euro area. (2021). Veghazy, Alexia Ventula ; Kedan, Danielle. In: Working Paper Series. RePEc:ecb:ecbwps:20212515.

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2021How do warnings affect retail demand for Bitcoin? Evidence from an international survey experiment. (2021). Thomsen, Stephan ; Ebers, Axel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001118.

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2020A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2020Monetary Policy Transmission to Russia and Eastern Europe. (2020). Grigoriadis, Theocharis ; Stann, Carsten M. In: Comparative Economic Studies. RePEc:pal:compes:v:62:y:2020:i:2:d:10.1057_s41294-020-00114-3.

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2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. (2020). Gabbi, Giampaolo ; Germano, Guido ; Iori, Giulia ; Kapar, Burcu. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00248-3.

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2021The role of time?varying risk premia in international interbank markets. (2021). Karouzakis, Nikolaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5720-5745.

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2021Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2021). Schlepper, Kathi ; Islami, Mevlud ; Boneva, Lena. In: Discussion Papers. RePEc:zbw:bubdps:082021.

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Works by Jens Tapking:


YearTitleTypeCited
2004Horizontal and vertical integration in securities trading and settlement In: Bank of England working papers.
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paper26
2004Horizontal and vertical integration and securities trading and settlement.(2004) In: Working Paper Series.
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This paper has another version. Agregated cites: 26
paper
2006Horizontal and Vertical Integration in Securities Trading and Settlement.(2006) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 26
article
2008Counterparty risk In: Swiss Finance Institute Research Paper Series.
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paper0
2011The impact of the Eurosystems covered bond purchase programme on the primary and secondary markets In: Occasional Paper Series.
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paper86
2019Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures In: Occasional Paper Series.
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paper3
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area In: Occasional Paper Series.
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paper0
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014 In: Occasional Paper Series.
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paper0
2004Raising rivals costs in the securities settlement industry In: Working Paper Series.
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paper21
2007Raising rivals costs in the securities settlement industry.(2007) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 21
article
2007Pricing of settlement link services and mergers of central securities depositories In: Working Paper Series.
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paper8
2008Repo markets, counterparty risk and the 2007/2008 liquidity crisis In: Working Paper Series.
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paper20
2009Liquidity risk premia in unsecured interbank money markets In: Working Paper Series.
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paper70
2006Multiple equilibrium overnight rates in a dynamic interbank market game In: Games and Economic Behavior.
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article5
2004Multiple equilibrium overnight rates in a dynamic interbank market game.(2004) In: Finance.
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This paper has another version. Agregated cites: 5
paper
2004Multiple equilibrium overnight rates in a dynamic interbank market game.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2003Multiple equilibrium overnight rates in a dynamic interbank market game.(2003) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 5
paper
2004Axioms for preferences revealing subjective uncertainty and uncertainty aversion In: Journal of Mathematical Economics.
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article20
2004Cost information sharing with uncertainty averse firms In: Economic Theory.
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article1
2004The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market In: Finance.
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paper0
2002The Eurosystems Standing Facilities in a General Equilibrium Model of the European Interbank Market.(2002) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 0
paper

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