Patrick Van Roy : Citation Profile


Nationale Bank van België/Banque national de Belqique (BNB) (50% share)
Université Libre de Bruxelles (50% share)

6

H index

4

i10 index

211

Citations

RESEARCH PRODUCTION:

14

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 13
   Journals where Patrick Van Roy has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 3 (1.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva184
   Updated: 2025-01-10    RAS profile: 2024-04-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Van Roy.

Is cited by:

Ghosh, Saibal (7)

Hall, Stephen (6)

Gibson, Heather (6)

Tavlas, George (6)

HASAN, IFTEKHAR (5)

cotter, john (5)

Vander Vennet, Rudi (4)

Wu, Eliza (4)

Shahzad, Syed Jawad Hussain (4)

Avino, Davide (4)

Kumar, Ronald (3)

Cites to:

Ooghe, Hubert (5)

Heckman, James (4)

DE BANDT, OLIVIER (4)

Zakrajšek, Egon (3)

López Villavicencio, Antonia (3)

Summer, Martin (3)

Yankov, Vladimir (3)

Gilchrist, Simon (3)

Driessen, Joost (3)

Kapadia, Sujit (3)

Mora, Nada (3)

Main data


Production by document typearticlepaperchapter20052006200720082009201020112012201320142015201620172018201920202021052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200520062007200820092010201120122013201420152016201720182019202020210102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20052006200720082009201020112012201320142015201620172018201920202021202220232024010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20052006200720082009201020112012201320142015201620172018201920202021050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents12345678050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Patrick Van Roy has published?


Journals with more than one article published# docs
Financial Stability Review8
Reflets et perspectives de la vie �conomique2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4
Finance / University Library of Munich, Germany3

Recent works citing Patrick Van Roy (2024 and 2023)


Year  ↓Title of citing document  ↓
2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

Full description at Econpapers || Download paper

2023Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768.

Full description at Econpapers || Download paper

2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

Full description at Econpapers || Download paper

2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

Full description at Econpapers || Download paper

2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

Full description at Econpapers || Download paper

2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

Full description at Econpapers || Download paper

2023How do markets react to tighter bank capital requirements?. (2023). Henricot, Dorian ; Couaillier, Cyril. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000572.

Full description at Econpapers || Download paper

2023The dark side of bank taxes. (2023). Kowalewski, Oskar ; Borsuk, Marcin ; Qi, Jianping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002315.

Full description at Econpapers || Download paper

2023ECB monetary policy and bank default risk?. (2022). Vander Vennet, Rudi ; Soenen, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002229.

Full description at Econpapers || Download paper

2023Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797.

Full description at Econpapers || Download paper

2024Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

Full description at Econpapers || Download paper

2023Determinants of bail-in debt yields in the EU banking sector: a multi-country approach with idiosyncratic factors. (2023). Rocamora, Maria ; Monjas, Manuel ; Suarez, Nuria. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09586-9.

Full description at Econpapers || Download paper

2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

Full description at Econpapers || Download paper

Works by Patrick Van Roy:


Year  ↓Title  ↓Type  ↓Cited  ↓
2017Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter2
2008Réglementation prudentielle des banques et notations bancaires non sollicitées In: Reflets et perspectives de la vie économique.
[Full Text][Citation analysis]
article0
2017Ten Years after the Financial Crisis: Regulatory Reforms and the Belgian Banking Sector In: Reflets et perspectives de la vie économique.
[Full Text][Citation analysis]
article0
2017Ten years after the financial crisis: Regulatory reforms and the Belgian Banking Sector.(2017) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2005Credit ratings and the standardised approach to credit risk in Basel II In: Working Paper Series.
[Full Text][Citation analysis]
paper15
2005Credit ratings and the standardised approach to credit risk in Basel II.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2021Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium In: Journal of Financial Stability.
[Full Text][Citation analysis]
article2
2018Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium.(2018) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2013What determines Euro area bank CDS spreads? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article117
2009What determines euro area bank CDS spreads ?.(2009) In: Financial Stability Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117
article
2010What determines euro area bank CDS spreads ?.(2010) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117
paper
2008Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence In: International Journal of Central Banking.
[Full Text][Citation analysis]
article21
2013Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why? In: Journal of Financial Services Research.
[Full Text][Citation analysis]
article24
2006Is there a difference between solicited and unsolicited bank ratings and if so, why ?.(2006) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2012The role and impact of external support in bank credit ratings In: Financial Stability Review.
[Full Text][Citation analysis]
article4
2013Loans to non-financial corporations: what can we learn from credit condition surveys? In: Financial Stability Review.
[Full Text][Citation analysis]
article4
2014The role of internal models in regulatory capital requirements: a comparison of Belgian banks’ credit risk parameters In: Financial Stability Review.
[Full Text][Citation analysis]
article1
2007A survey of failure prediction models offered by vendors with an application to Belgian data In: Financial Stability Review.
[Full Text][Citation analysis]
article0
2007A survey of failure prediction models offered by vendors with an application to Belgian data.(2007) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2008Transparency in banking In: Financial Stability Review.
[Full Text][Citation analysis]
article0
2010In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective In: Financial Stability Review.
[Full Text][Citation analysis]
article0
2011Stress testing credit risk: modelling issues In: Financial Stability Review.
[Full Text][Citation analysis]
article2
2007Failure prediction models : performance, disagreements, and internal rating systems In: Working Paper Research.
[Full Text][Citation analysis]
paper4
2017Using bank loans as collateral in Europe : The role of liquidity and funding purposes In: Working Paper Research.
[Full Text][Citation analysis]
paper2
2006Essays on the economics of banking and the prudential regulation of banks In: ULB Institutional Repository.
[Full Text][Citation analysis]
paper0
2007Vocabulaire de léconomie en Belgique In: ULB Institutional Repository.
[Citation analysis]
paper0
2005Is there a difference in treatment between solicited and unsolicited bank ratings and, if so, why? In: Finance.
[Full Text][Citation analysis]
paper6
2005The impact of the 1988 Basel Accord on banks capital ratios and credit risk-taking: an international study In: Finance.
[Full Text][Citation analysis]
paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team