5
H index
4
i10 index
169
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pab367 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
ESRB Occasional Paper Series / European Systemic Risk Board | 2 |
Year | Title of citing document |
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2023 | Building 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Open banking, shadow banking and regulation. (2023). Siciliani, Paolo ; Zalewska, Anna ; Grout, Paul ; Eccles, Peter. In: Bank of England working papers. RePEc:boe:boeewp:1039. Full description at Econpapers || Download paper |
2023 | Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792. Full description at Econpapers || Download paper |
2023 | Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841. Full description at Econpapers || Download paper |
2023 | Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873. Full description at Econpapers || Download paper |
2023 | Interconnected 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. Full description at Econpapers || Download paper |
2023 | Fiscal 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Collateral 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Assessing 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. Full description at Econpapers || Download paper |
2023 | Intermediation 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | The Procyclicality of Expected Credit Loss Provisions In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2018 | The Procyclicality of Expected Credit Loss Provisions.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2017 | Mapping the interconnectedness between EU banks and shadow banking entities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2017 | Mapping 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 | |
2017 | Mapping 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 | |
2020 | IFRS 9 and COVID-19: Delay and freeze the transitional arrangements clock In: Vox eBook Chapters. [Full Text][Citation analysis] | chapter | 2 |
2022 | Mapping exposures of EU banks to the global shadow banking system In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 87 |
2017 | Assessing the cyclical implications of IFRS 9 – a recursive model In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 25 |
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