Jorge Abad : Citation Profile

Are you Jorge Abad?

Centro de Estudios Monetarios y Financieros (CEMFI)

5

H index

4

i10 index

169

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 28
   Journals where Jorge Abad has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (2.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab367
   Updated: 2024-01-16    RAS profile: 2022-02-10    
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Relations with other researchers

Works with:

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

Is cited by:

Peydro, Jose-Luis (7)

Hodula, Martin (6)

Laeven, Luc (6)

battiston, stefano (6)

Sarmiento, Miguel (6)

Huizinga, Harry (6)

Pelizzon, Loriana (5)

Cenedese, Gino (5)

Fiedor, Paweł (5)

Farmer, J. (4)

Hoffmann, Peter (4)

Cites to:

battiston, stefano (9)

Langfield, Sam (8)

Claessens, Stijn (7)

Cetorelli, Nicola (7)

Goldberg, Linda (7)

Acharya, Viral (5)

Portes, Richard (5)

Ongena, Steven (5)

Adrian, Tobias (5)

Suarez, Gustavo (4)

Buch, Claudia (4)

Main data

Where Jorge Abad has published?

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
ESRB Occasional Paper Series / European Systemic Risk Board2

Recent works citing Jorge Abad (2024 and 2023)

YearTitle of citing document
2023Building an integrated surveillance framework for highly leveraged NBFIs – lessons from the HKMA. (2023). Yu, Liang ; Pezzini, Silvia ; Liu, Zijun ; Cheng, Kevin. In: BIS Papers. RePEc:bis:bisbps:137.

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2023The cyclicality of bank credit losses and capital ratios under expected loss model. (2023). Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1013.

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2023The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031.

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2023Open banking, shadow banking and regulation. (2023). Siciliani, Paolo ; Zalewska, Anna ; Grout, Paul ; Eccles, Peter. In: Bank of England working papers. RePEc:boe:boeewp:1039.

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2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

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2023Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841.

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2023Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023Fiscal support and banks’ loan loss provisions during the COVID-19 crisis. (2023). Huylebroek, Cedric ; Degryse, Hans. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000505.

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2023The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450.

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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023.

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2023Assessing and forecasting the market risk of bank securities holdings: a data-driven approach. (2023). Bianchi, Michele Leonardo. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00131-3.

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2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

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2023.

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Works by Jorge Abad:

YearTitleTypeCited
2018The Procyclicality of Expected Credit Loss Provisions In: Working Papers.
[Full Text][Citation analysis]		paper23
2018The Procyclicality of Expected Credit Loss Provisions.(2018) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2017Mapping the interconnectedness between EU banks and shadow banking entities In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2017Mapping the Interconnectedness between EU Banks and Shadow Banking Entities.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2017Mapping the interconnectedness between EU banks and shadow banking entities.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2020IFRS 9 and COVID-19: Delay and freeze the transitional arrangements clock In: Vox eBook Chapters.
[Full Text][Citation analysis]		chapter2
2022Mapping exposures of EU banks to the global shadow banking system In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper87
2017Assessing the cyclical implications of IFRS 9 – a recursive model In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper25

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