Matjaž Volk : Citation Profile

Are you Matjaž Volk?

Banka Slovenije

3

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 4
   Journals where Matjaž Volk has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (12.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo207
   Updated: 2023-03-02    RAS profile: 2022-10-14    
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Relations with other researchers

Works with:

Budnik, Katarzyna (7)

Sivec, Vasja (3)

Kleemann, Michael (2)

Balatti, Mirco (2)

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

Is cited by:

Budnik, Katarzyna (4)

Pancaro, Cosimo (4)

Olszak, Małgorzata (4)

Żochowski, Dawid (2)

Pipień, Mateusz (2)

Arnould, Guillaume (2)

Barbieri, Claudio (2)

Janda, Karel (1)

Reghezza, Alessio (1)

Eller, Markus (1)

Kok, Christoffer (1)

Cites to:

Ongena, Steven (21)

Peydro, Jose-Luis (14)

Budnik, Katarzyna (12)

Jimenez, Gabriel (12)

Balatti, Mirco (9)

Kleemann, Michael (9)

Claessens, Stijn (8)

Yesin, Pinar (6)

Popov, Alexander (6)

Pancaro, Cosimo (6)

Saurina, Jesús (6)

Main data

Where Matjaž Volk has published?

Journals with more than one article published# docs
Macroprudential Bulletin3

Working Papers Series with more than one paper published# docs
Occasional Paper Series / European Central Bank4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Matjaž Volk (2022 and 2021)

YearTitle of citing document
2022The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2021The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada. (2021). Friedrich, Christian ; Chen, David. In: Staff Working Papers. RePEc:bca:bocawp:21-61.

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2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

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2021Modelling the impacts of climate change on the global economy: Stagflationary shock looming. (2021). Tonner, Jaromir ; Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2021/9.

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2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2022Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model. (2022). Boucherie, Louis ; Panos, Jiri ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022301.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Do macroprudential measures increase inequality? Evidence from the euro area household survey. (2021). Martin, Diego Vila ; Georgescu, Oana-Maria . In: Working Paper Series. RePEc:ecb:ecbwps:20212567.

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2022Caution: do not cross! Capital buffers and lending in Covid-19 times. (2022). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; lo Duca, Marco ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20222644.

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2022Informing macroprudential policy choices using credit supply and demand decompositions. (2022). Barbieri, Claudio ; Dacri, Costanza Rodriguez ; Perales, Cristian ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20222702.

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2021Macro-stress testing dividend income. Evidence from euro area banks. (2021). Pancaro, Cosimo ; Jarmuzek, Mariusz ; Gross, Christian. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000409.

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2022The 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.

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2022When banks punch back: Macrofinancial feedback loops in stress tests. (2022). Hoffmaister, Alexander ; Catalan, Mario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560621002230.

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2022Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117539.

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2022Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings. (2022). Kravtsov, Oleg ; Janda, Karel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:1.

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2021Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank. (2021). Horvath, Gerg. In: Financial and Economic Review. RePEc:mnb:finrev:v:20:y:2021:i:1:p:43-73.

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2021CESEE’s macroprudential policy response in the wake of the COVID-19 crisis. (2021). Vashold, Lukas ; Martin, Reiner ; Eller, Markus. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2021:i:q1/21:b:3.

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2022Evidenze dell’uso di moratorie e prestiti garantiti dallo Stato nei Paesi europei. (2022). Forte, Antonio. In: MPRA Paper. RePEc:pra:mprapa:113680.

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Works by Matjaž Volk:

YearTitleTypeCited
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article0
2020Buffer use and lending impact In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article4
2021Macroeconomic impact of Basel III finalisation on the euro area In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper13
2021Policies in support of lending following the coronavirus (COVID 19) pandemic In: Occasional Paper Series.
[Full Text][Citation analysis]		paper3
2021The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2022The economic impact of the NPLcoverage expectations in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper0
2020Banking euro area stress test model In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2021Modelin-g credit risk with a Tobit model of days past due In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2021Bank response to policy-related changes in capital requirements In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2017Bank Response to Policy Related Changes in Capital Requirements.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Empirical Evidence on the Effectiveness of Capital Buffer Release In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Access to Credit as a Growth Constraint In: Journal of Banking and Financial Economics.
[Full Text][Citation analysis]		article5

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