Jing Yang : Citation Profile


Are you Jing Yang?

Bank of Canada

11

H index

13

i10 index

1013

Citations

RESEARCH PRODUCTION:

9

Articles

23

Papers

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 42
   Journals where Jing Yang has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 3 (0.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya296
   Updated: 2024-04-18    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Petersen, Luba (2)

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

Is cited by:

Gambacorta, Leonardo (14)

Silva, Thiago (12)

Gallegati, Mauro (12)

León, Carlos (11)

Berndsen, Ron (11)

Tabak, Benjamin (9)

Russo, Alberto (8)

Renneboog, Luc (8)

Alexandre, Michel (8)

Kobayashi, Teruyoshi (8)

Stiglitz, Joseph (7)

Cites to:

Vayanos, Dimitri (9)

Gorodnichenko, Yuriy (9)

Coibion, Olivier (9)

Lebaron, Blake (8)

Shin, Hyun Song (7)

Levine, Ross (7)

Brock, William (7)

Ehrmann, Michael (7)

Amano, Robert (6)

Rose, Andrew (6)

KRISHNAMURTHY, ARVIND (6)

Main data


Where Jing Yang has published?


Journals with more than one article published# docs
BIS Quarterly Review2
Bank of Canada Review2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada5
Discussion Papers / Bank of Canada3
Staff Analytical Notes / Bank of Canada2

Recent works citing Jing Yang (2024 and 2023)


YearTitle of citing document
2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2024Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872.

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2024When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2023Cost of Implementation of Basel III reforms in Bangladesh -- A Panel data analysis. (2023). , Abdulkader ; Alam, Mohammed Mahinur ; Naoaj, Md Shah ; Hazra, Dipti Rani. In: Papers. RePEc:arx:papers:2303.11414.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2023Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000.

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2023The impact of changes in bank capital requirements. (2023). Raja, Akash. In: Bank of England working papers. RePEc:boe:boeewp:1004.

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2023.

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2023Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765.

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2023Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Bayraktar, Nihal ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015.

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2023A horse race of alternative monetary policy regimes under bounded rationality. (2023). Zhang, Yang ; Schlanger, Tudor ; Wagner, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001148.

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2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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2023Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275.

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2023Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205.

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2023Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

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2023How effective are bad bank resolutions? New evidence from Europe. (2023). Gambacorta, Leonardo ; Brei, Michael ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000530.

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2023An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2023Leverage and the cost of capital for U.S. banks. (2023). Malmquist, David ; Jones, Jonathan ; Clark, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001930.

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2023What to target? Insights from a lab experiment. (2023). Salle, Isabelle L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:514-533.

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2023Macroprudential regulatory policies with a dominant-bank oligopoly and fringe banks. (2023). Vanhoose, David ; Dia, Enzo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619523000115.

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2023Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472.

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2023Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074.

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2023Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018.

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2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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2023The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

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2023The interrelationship between bank capital and liquidity creation: A non-linear perspective from the Asia-Pacific region. (2023). Pham, Ha ; Ly, Kim Cuong ; Kashiramka, Smita ; Gupta, Juhi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:793-820.

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2023Counterparty Risk Contagion Model of Carbon Quota Based on Asset Price Reduction. (2023). Li, Zeyu ; Wang, Lei ; Hou, Yuejuan ; Chen, Tingqiang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11377-:d:1199644.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2023The Impact of the Basel III banking regulation on Moroccan banks. (2023). Mikou, Mohammed. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2023.

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2023Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421.

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2023Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9.

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2023Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9.

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2023What do we know about the impact of income diversification on bank performance? A systematic literature review. (2023). Zoghlami, Faten ; Zouaoui, Haykel. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:3:d:10.1057_s41261-022-00201-8.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667.

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2023Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Bank funding diversity, risk and profitability: Evidence from Vietnam in the context of the Covid-19 pandemic. (2023). Nguyen, Nhat Minh ; Pham, Manh Hung. In: Cogent Business & Management. RePEc:taf:oabmxx:v:10:y:2023:i:1:p:2191305.

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2023Is the regulatory downturn LGD adequate? Performance analysis and alternative methods. (2023). Imanto, Christopher Paulus ; Hartmann-Wendels, Thomas. In: Journal of the Operational Research Society. RePEc:taf:tjorxx:v:74:y:2023:i:3:p:736-747.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002.

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2023History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model. (2023). Truong, Hung ; Salle, Isabelle ; Arifovic, Jasmina. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230028.

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2023.

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2023Lower Bound Uncertainty and Long?Term Interest Rates. (2023). Grisse, Christian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:619-634.

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Works by Jing Yang:


YearTitleTypeCited
2016Estimating Canada’s Effective Lower Bound In: Bank of Canada Review.
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article32
2015Estimating Canada’s Effective Lower Bound.(2015) In: Staff Analytical Notes.
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This paper has nother version. Agregated cites: 32
paper
2017Unconventional Monetary Policy: The Perspective of a Small Open Economy? In: Bank of Canada Review.
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article4
2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature In: Discussion Papers.
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paper3
2022COVID and Financial Stability: Practice Ahead of Theory In: Discussion Papers.
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paper0
2023Predicting Changes in Canadian Housing Markets with Machine Learning In: Discussion Papers.
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paper0
2000The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables In: Staff Working Papers.
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paper11
2002Alternative Trading Systems: Does One Shoe Fit All? In: Staff Working Papers.
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paper6
2003An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds In: Staff Working Papers.
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paper9
2018Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing In: Staff Working Papers.
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paper11
2022A Horse Race of Monetary Policy Regimes: An Experimental Investigation In: Staff Working Papers.
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paper5
2022A Horse Race of Monetary Policy Regimes: An Experimental Investigation.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2017Alternative Scenario to the October 2017 MPR Base-Case Projection: Higher Potential Growth In: Staff Analytical Notes.
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paper0
2016The determinants of long-term debt issuance by European banks: evidence of two crises. In: Working Papers.
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paper14
2015The determinants of long-term debt issuance by European banks: evidence of two crises.(2015) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2012Bank stock returns, leverage and the business cycle In: BIS Quarterly Review.
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article18
2014Financial structure and growth In: BIS Quarterly Review.
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article90
2008Network models and financial stability In: Bank of England working papers.
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paper514
2007Network models and financial stability.(2007) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 514
article
2009International financial transmission: emerging and mature markets In: Bank of England working papers.
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paper5
2011Financial intermediaries in an estimated DSGE model for the United Kingdom In: Bank of England working papers.
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paper20
2004Horizontal and vertical integration in securities trading and settlement In: Bank of England working papers.
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paper31
2006Horizontal and Vertical Integration in Securities Trading and Settlement.(2006) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 31
article
2011Optimal Bank Capital In: CEPR Discussion Papers.
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paper180
2013Optimal Bank Capital.(2013) In: Economic Journal.
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This paper has nother version. Agregated cites: 180
article
2011Optimal Bank Capital.(2011) In: Discussion Papers.
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This paper has nother version. Agregated cites: 180
paper
2004Estimation of the J-Curve in China In: Economics Study Area Working Papers.
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paper20
2006Non-linear, non-parametric, non-fundamental exchange rate forecasting In: Journal of Forecasting.
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article19
2000MARKET STRUCTURE, PRICE DISCOVERY AND NEURAL LEARNING IN AN ARTIFICIAL FX MARKET In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
2005Designing large value payment systems: an agent based approach In: Computing in Economics and Finance 2005.
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paper5
1999Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market In: Computing in Economics and Finance 1999.
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paper0
2014Diversification and bank profitability: a nonlinear approach In: Applied Economics Letters.
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article16

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