11
H index
15
i10 index
1102
Citations
Bank for International Settlements (BIS) | 11 H index 15 i10 index 1102 Citations RESEARCH PRODUCTION: 13 Articles 17 Papers 4 Books 8 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Upper. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 9 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 6 |
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank | 5 |
Year | Title of citing document |
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2020 | 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 |
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 | Reconstruction of Interbank Network using Ridge Entropy Maximization Model. (2020). Takeda, Hidetoshi ; Ikeda, Yuichi. In: Papers. RePEc:arx:papers:2001.04097. Full description at Econpapers || Download paper |
2020 | 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 | Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619. Full description at Econpapers || Download paper |
2021 | Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733. Full description at Econpapers || Download paper |
2020 | The broad dollar exchange rate as an EME risk factor. (2020). Hofmann, Boris ; Park, Taejin . In: BIS Quarterly Review. RePEc:bis:bisqtr:2012b. Full description at Econpapers || Download paper |
2020 | Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839. Full description at Econpapers || Download paper |
2020 | The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Weiss, Mary A ; Sun, Tao ; Cummins, David J ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284. Full description at Econpapers || Download paper |
2020 | Dissecting 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. Full description at Econpapers || Download paper |
2020 | Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006. Full description at Econpapers || Download paper |
2021 | Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111. 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 | Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674. 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 | Firm-specific shocks and contagion: are banks special?. (2020). Stracca, Livio ; Engljahringer, Hannah Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20202481. 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 | How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983. Full description at Econpapers || Download paper |
2020 | Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000. Full description at Econpapers || Download paper |
2020 | Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x. Full description at Econpapers || Download paper |
2020 | Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897. Full description at Econpapers || Download paper |
2020 | A 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. 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 | Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214. 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 | Macroeconomic adjustment in the euro area. (2020). Terzi, Alessio. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301471. 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 | Interest rate swaps clearing and systemic risk. (2020). Wolfe, Simon ; Gerding, Enrico H ; Bakoush, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318305208. 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 |
2020 | Empirical analysis and forecasting of multiple yield curves. (2020). Lutkebohmert, Eva ; Gerhart, Christoph. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:59-78. Full description at Econpapers || Download paper |
2020 | Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985. 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 | Stock extreme illiquidity and the cost of capital. (2020). Samet, Anis ; Saad, Mohsen ; Belkhir, Mohamed. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300128. Full description at Econpapers || Download paper |
2020 | Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771. Full description at Econpapers || Download paper |
2020 | Bank credit supply and firm innovation behavior in the financial crisis. (2020). Giebel, Marek ; Kraft, Kornelius. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302235. Full description at Econpapers || Download paper |
2020 | Financial development and innovation-led growth: Is too much finance better?. (2020). Kim, Jaebeom ; Asimakopoulos, Stylianos ; Zhu, Xiaoyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618307587. Full description at Econpapers || Download paper |
2020 | Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x. Full description at Econpapers || Download paper |
2020 | Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324. Full description at Econpapers || Download paper |
2020 | Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Luo, Jun ; Zeng, Qianru ; Wang, Yutong ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x. 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 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 |
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 | Internationalization and the capital structure of firms in emerging markets: Evidence from Latin America before and after the financial crisis. (2020). Stephen, Sheryl-Ann ; Duran, Mauricio Melgarejo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303329. Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868. Full description at Econpapers || Download paper |
2021 | Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185. Full description at Econpapers || Download paper |
2020 | Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581. Full description at Econpapers || Download paper |
2020 | The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z. Full description at Econpapers || Download paper |
2020 | InSTA – integrated stress-testing approach at NBP. The past, present and future perspectives. (2020). Krzesicki, Oskar ; Borsuk, Marcin. In: NBP Working Papers. RePEc:nbp:nbpmis:325. Full description at Econpapers || Download paper |
2020 | Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin. In: NBER Working Papers. RePEc:nbr:nberwo:26814. Full description at Econpapers || Download paper |
2021 | Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Scaramozzino, Roberta ; Cerchiello, Paola. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0198. Full description at Econpapers || Download paper |
2020 | The Risk-Taking Channel in the US: A GVAR Approach. (2020). Caglayan, Mustafa ; Mouratidis, Kostas ; Alzuabi, Raslan. In: MPRA Paper. RePEc:pra:mprapa:101391. Full description at Econpapers || Download paper |
2020 | The Effectiveness of Futures-based Foreign Exchange Intervention: Comparative Studies of Brazil and India. (2020). Syarifuddin, Ferry ; Izzulhaq, Syahid. In: MPRA Paper. RePEc:pra:mprapa:104709. Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets. (2020). Kurosaki, Tetsuo ; Sakurai, Yuji . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00260-7. Full description at Econpapers || Download paper |
2020 | Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5. Full description at Econpapers || Download paper |
2021 | Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2. Full description at Econpapers || Download paper |
2020 | Interbank borrowing and lending between financially constrained banks. (2020). Dietrich, Diemo ; Hauck, Achim. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01220-9. Full description at Econpapers || Download paper |
2020 | A dynamic network model to measure exposure diversification in the Austrian interbank market. (2020). Rastelli, Riccardo ; Hledik, Juraj. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020109. Full description at Econpapers || Download paper |
2020 | Realized volatility, jump and beta: evidence from Canadian stock market. (2020). Chowdhury, Biplob ; Gajurel, Dinesh. In: Working Papers. RePEc:tas:wpaper:35107. Full description at Econpapers || Download paper |
2020 | Risk contagion in the crossâ€border banking network: Some new evidence. (2020). Peng, Fei ; Salim, Ruhul ; Chen, Bing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:475-495. Full description at Econpapers || Download paper |
2020 | Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian. In: Discussion Papers. RePEc:zbw:bubdps:232020. Full description at Econpapers || Download paper |
2020 | Backtesting macroprudential stress tests. (2020). Caccioli, Fabio ; Fricke, Daniel ; Ramadiah, Amanah. In: Discussion Papers. RePEc:zbw:bubdps:452020. Full description at Econpapers || Download paper |
2020 | The devil is in the details, but so is salvation: Different approachesin money market measurement. (2020). Paulick, Jan ; Muller, Alexander. In: Discussion Papers. RePEc:zbw:bubdps:662020. Full description at Econpapers || Download paper |
2020 | Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?. (2020). Mateane, Lebogang. In: EconStor Preprints. RePEc:zbw:esprep:227484. Full description at Econpapers || Download paper |
2020 | R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018. Full description at Econpapers || Download paper |
Journal | |
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BIS Quarterly Review |
Year | Title | Type | Cited |
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2017 | Capital Misallocation and Financial Development: A Sector-Level Analysis In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 3 |
2017 | Capital misallocation and financial development: A sector-level analysis.(2017) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2001 | Estimating bilateral exposures in the German interbank market: is there a danger of contagion? In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 372 |
2004 | Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?.(2004) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 372 | article | |
2002 | Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 372 | paper | |
2001 | Measuring liquidity under stress In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
2001 | How safe was the Safe Haven? Financial market liquidity during the 1998 turbulences In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 13 |
2000 | How safe was the safe haven? Financial market liquidity during the 1998 turbulences.(2000) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2002 | How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 11 |
2003 | Real long-term interest rates and monetary policy: a cross-country perspective In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 8 |
2016 | Inflation mechanisms, expectations and monetary policy - Overview In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
2017 | Macroprudential frameworks, implementation and relationship with other policies In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
2017 | Macroprudential frameworks: implementation and effectiveness In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
2017 | Building Resilience to Global Risks: Challenges for African Central Banks In: BIS Papers. [Full Text][Citation analysis] | book | 0 |
2006 | Derivatives activity and monetary policy In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 5 |
2007 | Economic derivatives In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 2 |
2007 | The covered bond market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 16 |
2007 | Changing post-trading arrangements for OTC derivatives In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
2008 | What drives interbank rates? Evidence from the Libor panel In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 108 |
2010 | Debt reduction after crises In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 23 |
2013 | The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2016 | Emerging derivatives markets? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 11 |
2018 | Mortgages, developers and property prices In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2007 | The tail wags the dog: time-varying information shares in the Bund market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 20 |
2002 | Tail Wags Dog? Time-Varying Information Shares in the Bund Market.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2007 | Using counterfactual simulations to assess the danger of contagion in interbank markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 44 |
2013 | Credit and growth after financial crises In: BIS Working Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | Labour reallocation and productivity dynamics: financial causes, real consequences In: BIS Working Papers. [Full Text][Citation analysis] | paper | 49 |
2018 | Are banks opaque? Evidence from insider trading In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Financial Crises and Economic Activity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 76 |
2009 | Financial crises and economic activity.(2009) In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
2009 | Financial Crises and Economic Activity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
2002 | Time variation in the tail behaviour of bunds futures returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2002 | Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2011 | Simulation methods to assess the danger of contagion in interbank markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 290 |
2012 | The ESRB at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
2017 | New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
2018 | Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
2001 | Do institutional safeguards limit the danger of contagion in the German interbank market? In: Proceedings. [Citation analysis] | paper | 0 |
2004 | Time variation in the tail behavior of Bund future returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
2002 | Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper |
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