2
H index
0
i10 index
19
Citations
Somnath Chatterjee : Citation Profile
Bank of England | RESEARCH PRODUCTION: 1 Articles 5 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Somnath Chatterjee. | Is cited by:
| Cites to:
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Main data
Where Somnath Chatterjee has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Business School - Economics, University of Glasgow | 2 |
Recent works citing Somnath Chatterjee (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Financial Distress Prediction For Small And Medium Enterprises Using Machine Learning Techniques. (2023). Zhou, Jietong ; Jiang, Biao ; Gao, Yuan. In: Papers. RePEc:arx:papers:2302.12118. Full description at Econpapers || Download paper |
| 2023 | How quantitative easing changes the nature of sovereign risk. (2023). de Haan, Leo ; van den End, Jan Willem ; Broeders, Dirk. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000827. Full description at Econpapers || Download paper |
| 2023 | CREDIT RISK ASSESSMENT USING DEFAULT MODELS: A REVIEW. (2023). Jumbe, George. In: OSF Preprints. RePEc:osf:osfxxx:ksb8n. Full description at Econpapers || Download paper |
| 2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Somnath Chatterjee:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | A financial stress index for the United Kingdom In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
| 2019 | Market-implied systemic risk and shadow capital adequacy In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Modelling credit risk In: Handbooks. [Full Text][Citation analysis] | book | 7 |
| 2016 | Modelos del riesgo de crédito In: Boletín. [Full Text][Citation analysis] | article | 0 |
| 2005 | AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | APPLICATION OF THE KALMAN FILTER FOR ESTIMATING CONTINUOUS TIME TERM STRUCTURE MODELS: THE CASE OF UK AND GERMANY In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Measuring Systemic Risk in South African Banks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team