Matjaž Volk : Citation Profile

Are you Matjaž Volk?

Banka Slovenije

5

H index

1

i10 index

67

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 6
   Journals where Matjaž Volk has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 5 (6.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo207
   Updated: 2024-11-08    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

Budnik, Katarzyna (7)

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 (12)

Boucherie, Louis (9)

Marques, Aurea (4)

Pancaro, Cosimo (4)

Olszak, Małgorzata (4)

Reghezza, Alessio (3)

Konietschke, Paul (3)

Barbieri, Claudio (2)

Covi, Giovanni (2)

Friedrich, Christian (2)

Pipień, Mateusz (2)

Cites to:

Ongena, Steven (29)

Peydro, Jose-Luis (20)

Jimenez, Gabriel (18)

Budnik, Katarzyna (12)

Balatti, Mirco (9)

Kleemann, Michael (9)

Saurina, Jesús (9)

Claessens, Stijn (8)

Yesin, Pinar (6)

Brown, Martin (6)

Mian, Atif (6)

Main data

Where Matjaž Volk has published?

Journals with more than one article published# docs
Macroprudential Bulletin3
The Quarterly Review of Economics and Finance2

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 (2024 and 2023)

YearTitle of citing document
2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Supervisory policy stimulus: evidence from the euro area dividend recommendation. (2023). Reghezza, Alessio ; Gambacorta, Leonardo ; Dautovi, Ernest. In: BIS Working Papers. RePEc:bis:biswps:1085.

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2023.

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2023The Struggle of Traditional Banking System in a New Era of Artificial Intelligence. (2023). Ichim, Arabela ; Neculita, Mihaela ; Ghelase, Carmen. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:1:p:139-143.

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2023How usable are capital buffers?. (2023). Magi, Alessandro ; Dvoak, Michal ; Leitner, Georg ; Zsamboki, Balazs. In: Occasional Paper Series. RePEc:ecb:ecbops:2023329.

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20242023 macroprudential stress test of the euro area banking system. (2024). Steege, Lucas Ter ; Rohm, Nicola ; Podlogar, Jure ; Nunes, Andre ; le Grand, Catherine ; Narueviius, Laurynas ; Dimitrov, Ivan ; Cappelletti, Giuseppe. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828.

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2023BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Greening the economy: how public-guaranteed loans influence firm-level resource allocation. (2024). Reghezza, Alessio ; Perdichizzi, Salvatore ; Buchetti, Bruno ; Miquel-Flores, Ixart. In: Working Paper Series. RePEc:ecb:ecbwps:20242916.

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2023The lending implication of a funding for lending scheme policy during COVID-19 pandemic: The case of Indonesia Banks. (2023). naiborhu, elis ; Ulfa, Dhanita. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1059-1069.

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2024The performance of Islamic and conventional microfinance loans in Afghanistan: The Taliban and beyond. (2024). Disli, Mustafa ; Jalaly, Shakir. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123001097.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023The countercyclical capital buffer and international bank lending: Evidence from Canada. (2023). Friedrich, Christian ; Chen, David Xiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001638.

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2024Modelling Risk-Weighted Assets: Looking Beyond Stress Tests. (2024). Siuda, Vojtech ; Panos, Jiri ; Sveda, Josef. In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2024.

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2024Should new prudential regulation discriminate green credit risk ? A macrofinancial study for the Output Floor case.. (2024). Roussel, Corentin. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-07.

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Works by Matjaž Volk:

YearTitleTypeCited
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2020Buffer use and lending impact In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article7
2021Macroeconomic impact of Basel III finalisation on the euro area In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article6
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper19
2021Policies in support of lending following the coronavirus (COVID 19) pandemic In: Occasional Paper Series.
[Full Text][Citation analysis]		paper9
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]		paper4
2022The economic impact of the NPLcoverage expectations in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper1
2020Banking euro area stress test model In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2021Modelin-g credit risk with a Tobit model of days past due In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2021Bank response to policy-related changes in capital requirements In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2017Bank Response to Policy Related Changes in Capital Requirements.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024The transmission of targeted monetary policy to bank credit supply In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2018Empirical Evidence on the Effectiveness of Capital Buffer Release In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014Access to Credit as a Growth Constraint In: Journal of Banking and Financial Economics.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team