Natalia Tente : Citation Profile


Are you Natalia Tente?

Deutsche Bundesbank

3

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 6
   Journals where Natalia Tente has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 4 (5.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte269
   Updated: 2019-05-18    RAS profile: 2019-05-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Metrick, Andrew (3)

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

Is cited by:

Drehmann, Mathias (6)

Pirovano, Mara (4)

Peñaloza, Rodrigo Andrés (4)

Juselius, John (4)

Korinek, Anton (4)

Klaus, Benjamin (3)

Lang, Jan Hannes (3)

Duprey, Thibaut (3)

Peltonen, Tuomas (3)

Derbali, Abdelkader (2)

Antunes, António (2)

Cites to:

Lehar, Alfred (5)

BORIO, Claudio (5)

Demirguc-Kunt, Asli (4)

Kaminsky, Graciela (4)

Detragiache, Enrica (4)

Reinhart, Carmen (4)

Detken, Carsten (4)

Alessi, Lucia (3)

Tasche, Dirk (3)

Acerbi, Carlo (3)

merton, robert (3)

Main data


Where Natalia Tente has published?


Working Papers Series with more than one paper published# docs
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank3
Yale School of Management YPFS Cases / Yale School of Management3

Recent works citing Natalia Tente (2018 and 2017)


YearTitle of citing document
2017Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level. (2017). Kato, Takashi. In: Papers. RePEc:arx:papers:1711.07335.

Full description at Econpapers || Download paper

2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge E. In: Working Papers. RePEc:bde:wpaper:1825.

Full description at Econpapers || Download paper

2017Macroprudential database. (2017). Boh, Samo ; Schepens, Thomas ; Calleja, Romain ; Koban, Anne ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-06.

Full description at Econpapers || Download paper

2017Measuring cross-sectoral shifts in credit provisioning: an enhanced framework. (2017). Bijlsma, Melle ; Klaaijsen, Eric ; Kakes, Jan . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-12.

Full description at Econpapers || Download paper

2017Sectoral risk in the Italian Banking System. (2017). Accornero, Matteo ; Sorrentino, Alberto Maria ; Parlapiano, Fabio ; Felici, Roberto ; Cascarino, Giuseppe. In: IFC Bulletins chapters. RePEc:bis:bisifc:45-07.

Full description at Econpapers || Download paper

2017European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-04.

Full description at Econpapers || Download paper

2017Household debt: recent developments and challenges. (2017). Zabai, Anna . In: BIS Quarterly Review. RePEc:bis:bisqtr:1712f.

Full description at Econpapers || Download paper

2018Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803e.

Full description at Econpapers || Download paper

2018The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

Full description at Econpapers || Download paper

2017Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:645.

Full description at Econpapers || Download paper

2017Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis. (2017). Voutilainen, Ville . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_011.

Full description at Econpapers || Download paper

2017Accounting for debt service : The painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_012.

Full description at Econpapers || Download paper

2018Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_010.

Full description at Econpapers || Download paper

2019On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor. (2019). Kauko, Karlo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_006.

Full description at Econpapers || Download paper

2018Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017. (2018). Martinez, Juan Francisco ; Oda, Daniel ; Matus, Jose Miguel . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:822.

Full description at Econpapers || Download paper

2018Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Martinez, Juan Francisco ; Oda, Daniel . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:823.

Full description at Econpapers || Download paper

2017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: Occasional Paper Series. RePEc:ecb:ecbops:2017194.

Full description at Econpapers || Download paper

2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

Full description at Econpapers || Download paper

2017The sources of contagion risk in a banking sector with foreign ownership. (2017). Havranek, Tomas ; Fiala, Tomas . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:108-121.

Full description at Econpapers || Download paper

2018The signalling content of asset prices for inflation: Implications for quantitative easing. (2018). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:45-63.

Full description at Econpapers || Download paper

2017Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

Full description at Econpapers || Download paper

2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Systemic risk in a structural model of bank default linkages. (2018). Kreis, Yvonne. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:221-236.

Full description at Econpapers || Download paper

2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

Full description at Econpapers || Download paper

2017On identifying the domestic systemically important banks: The case of Tunisia. (2017). Bejaoui, Azza ; Snoussi, Wafa ; Hmissi, Bochra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1343-1354.

Full description at Econpapers || Download paper

2018Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer. (2018). Tolo, Eero ; Kalatie, Simo ; Laakkonen, Helina . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:2.

Full description at Econpapers || Download paper

2017Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben. (2017). Hosszu, Zsuzsanna ; Mer, Bence. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1694.

Full description at Econpapers || Download paper

2018Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: NBER Working Papers. RePEc:nbr:nberwo:24549.

Full description at Econpapers || Download paper

2018Can Monetary Policy Lean against Housing Bubbles?. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201877.

Full description at Econpapers || Download paper

2018Systemic risk, financial markets, and performance of financial institutions. (2018). Sun, Edward ; Yu, Min-Teh. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2113-8.

Full description at Econpapers || Download paper

2018Structural credit ratios. (2018). Bianchi, Benedetta. In: ESRB Working Paper Series. RePEc:srk:srkwps:201885.

Full description at Econpapers || Download paper

2018Performance of the Macroeconomic Imbalance Procedure in light of historical experience in the CEE region. (2018). Širaňová, Mária ; Radvansky, Marek ; Siranova, Maria. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:335-352.

Full description at Econpapers || Download paper

2018An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2018). Beutel, Johannes ; von Schweinitz, Gregor ; List, Sophia. In: Discussion Papers. RePEc:zbw:bubdps:482018.

Full description at Econpapers || Download paper

2019An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2019). Beutel, Johannes ; von Schweinitz, Gregor ; List, Sophia. In: IWH Discussion Papers. RePEc:zbw:iwhdps:22019.

Full description at Econpapers || Download paper

Works by Natalia Tente:


YearTitleTypeCited
2009Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology In: Journal of Financial Stability.
[Full Text][Citation analysis]
article0
2013Systemic risk contributions: A credit portfolio approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18
2011Systemic risk contributions: a credit portfolio approach.(2011) In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]
paper49
2005Default dependence among corporate bond issuers: empirical evidence from time series data In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
article0
2015Basel III D: Swiss Finish to Basel III In: Yale School of Management YPFS Cases.
[Full Text][Citation analysis]
paper0
2015European Banking Union C: Cross-Border Resolution–Fortis Group In: Yale School of Management YPFS Cases.
[Full Text][Citation analysis]
paper0
2014European Banking Union D: Cross-Border Resolution—Dexia Group In: Yale School of Management YPFS Cases.
[Full Text][Citation analysis]
paper0
2011A hierarchical Archimedean copula for portfolio credit risk modelling In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
paper4
2011A hierarchical model of tail dependent asset returns for assessing portfolio credit risk In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]
paper1
2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements In: Discussion Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team