Citation profile for Filippo Curti

Filippo Curti : Citation Profile

Federal Reserve Bank of Richmond

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 10
   Journals where Filippo Curti has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (10 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcu237
   Updated: 2024-04-18    RAS profile: 2023-06-26
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Relations with other researchers

Works with:

Frame, W (2)

Migueis, Marco (2)

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

Is cited by:

Aldasoro, Iñaki (7)

Gambacorta, Leonardo (7)

Giudici, Paolo (7)

Frame, W (5)

LEOGRANDE, ANGELO (2)

Hurlin, Christophe (2)

COSTANTIELLO, ALBERTO (2)

Scaillet, Olivier (2)

Migueis, Marco (2)

Pfeifer, Lukáš (2)

Keresztúri, Judit Lilla (2)

Cites to:

Shleifer, Andrei (10)

Hübner, Georges (9)

GILLET, Roland (9)

Demirguc-Kunt, Asli (7)

Acharya, Viral (7)

Puccetti, Giovanni (6)

Frame, W (6)

Mester, Loretta (6)

Huizinga, Harry (6)

Cummins, John (5)

Ehrmann, Michael (5)

Main data

Where Filippo Curti has published?

Journals with more than one article published	# docs
Journal of Banking & Finance	2
Journal of Money, Credit and Banking	2

Working Papers Series with more than one paper published	# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)	4

Recent works citing Filippo Curti (2024 and 2023)

Year	Title of citing document
2023	Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers \|\| Download paper
2023	Leading Operational Risk Events For South African Banks: A Reputational Risk Perspective. (2023). Ferreira-Schenk, Sune. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-3. Full description at Econpapers \|\| Download paper
2023	A Bayesian approach for more reliable tail risk forecasts. (2023). Drovandi, Christopher ; Clements, Adam ; Li, Dan. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s157230892200119x. Full description at Econpapers \|\| Download paper
2023	Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042. Full description at Econpapers \|\| Download paper
2023	Less disagreement, better forecasts: adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118451. Full description at Econpapers \|\| Download paper
2023	The Regulatory Quality and ESG Model at World Level. (2023). COSTANTIELLO, ALBERTO ; Leogrande, Angelo. In: Working Papers. RePEc:hal:wpaper:hal-04029322. Full description at Econpapers \|\| Download paper
2023	Can Regulation Affect the Solvency of Insurers? New Evidence from European Insurers. (2023). Agiropoulos, Charalampos ; Chen, James Ming ; Poufinas, Thomas ; Siopi, Evaggelia. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09867-w. Full description at Econpapers \|\| Download paper
2023	Measuring Systemic Risk Using Multivariate Quantile-Located ES Models. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.*. Full description at Econpapers \|\| Download paper
2023	The Regulatory Quality and ESG Model at World Level. (2023). LEOGRANDE, ANGELO ; Costantiello, Alberto. In: MPRA Paper. RePEc:pra:mprapa:116663. Full description at Econpapers \|\| Download paper
2023	Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Sahiner, Mehmet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09629-8. Full description at Econpapers \|\| Download paper
2023	Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372. Full description at Econpapers \|\| Download paper

Works by Filippo Curti:

Year	Title	Type	Cited
2022	Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	7
2018	Fraud recovery and the quality of country governance In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	7
2023	Central bank communication and website characteristics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis]	article	0
2023	Lets face it: Quantifying the impact of nonverbal communication in FOMC press conferences In: Journal of Monetary Economics. [Full Text][Citation analysis]	article	0
2020	Are the Largest Banking Organizations Operationally More Risky? In: Working Papers. [Full Text][Citation analysis]	paper	6
2022	Are the Largest Banking Organizations Operationally More Risky?.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	article
2016	Predicting Operational Loss Exposure Using Past Losses In: Finance and Economics Discussion Series. [Full Text][Citation analysis]	paper	1
2016	Benchmarking Operational Risk Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis]	paper	34
2019	Benchmarking Operational Risk Stress Testing Models In: Finance and Economics Discussion Series. [Full Text][Citation analysis]	paper	1
2023	The Information Value of Past Losses in Operational Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis]	paper	0
2019	Coming to Terms with Operational Risk In: Liberty Street Economics. [Full Text][Citation analysis]	paper	1
2023	Climate Risks in the U.S. Banking Sector: Evidence from Operational Losses and Extreme Storms In: Working Papers. [Full Text][Citation analysis]	paper	0
2020	Quantifying and Stress Testing Operational Risk with Peer Banks’ Data In: Journal of Financial Services Research. [Full Text][Citation analysis]	article	3
2020	U.S. Banking Sector Operational Losses and the Macroeconomic Environment In: Journal of Money, Credit and Banking. [Full Text][Citation analysis]	article	12