Thibaut Duprey : Citation Profile

Are you Thibaut Duprey?

Bank of Canada

7

H index

4

i10 index

201

Citations

RESEARCH PRODUCTION:

7

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 20
   Journals where Thibaut Duprey has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 12 (5.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu324
   Updated: 2024-01-16    RAS profile: 2023-06-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Schnattinger, Philip (2)

Ueberfeldt, Alexander (2)

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

Is cited by:

GUPTA, RANGAN (7)

Kim, Hyeongwoo (4)

Gächter, Martin (4)

Galan, Jorge (3)

Fungáčová, Zuzana (3)

Mikaliunaite-Jouvanceau, Ieva (3)

Baumohl, Eduard (3)

Ossandon Busch, Matias (3)

Borel-Mathurin, Fabrice (3)

von Schweinitz, Gregor (3)

Hodula, Martin (3)

Cites to:

Drehmann, Mathias (17)

Giannone, Domenico (14)

Klaus, Benjamin (14)

Peltonen, Tuomas (13)

BORIO, Claudio (12)

Schularick, Moritz (12)

Taylor, Alan (12)

Jorda, Oscar (10)

Adrian, Tobias (9)

Tsatsaronis, Kostas (9)

Reichlin, Lucrezia (8)

Main data

Where Thibaut Duprey has published?

Working Papers Series with more than one paper published# docs
Staff Analytical Notes / Bank of Canada6
Staff Working Papers / Bank of Canada6
Working Paper Series / European Central Bank2
Working Papers / HAL2

Recent works citing Thibaut Duprey (2024 and 2023)

YearTitle of citing document
2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

Full description at Econpapers || Download paper

2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

Full description at Econpapers || Download paper

2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

Full description at Econpapers || Download paper

2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

Full description at Econpapers || Download paper

2023Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150.

Full description at Econpapers || Download paper

2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

Full description at Econpapers || Download paper

2023We didn’t start the fire: Effects of a natural disaster on consumers’ financial distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:119:y:2023:i:c:s0095069623000086.

Full description at Econpapers || Download paper

2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

Full description at Econpapers || Download paper

2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

Full description at Econpapers || Download paper

2023How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120.

Full description at Econpapers || Download paper

2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

Full description at Econpapers || Download paper

2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784.

Full description at Econpapers || Download paper

2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

Full description at Econpapers || Download paper

2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

Full description at Econpapers || Download paper

2023Fiscal crises and climate change.. (2023). Uribe, Jorge. In: IREA Working Papers. RePEc:ira:wpaper:202303.

Full description at Econpapers || Download paper

2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

Full description at Econpapers || Download paper

2023Were small businesses more likely to permanently close in the pandemic?. (2023). Fossen, Frank ; Fairlie, Robert ; Droboniku, Gentian ; Johnsen, Reid. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00662-1.

Full description at Econpapers || Download paper

2023The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model. (2023). Abbes, Mouna Boujelbene ; Soltani, Hayet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09600-z.

Full description at Econpapers || Download paper

Works by Thibaut Duprey:

YearTitleTypeCited
2023Timely Business Dynamics Using Google Places In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article0
2020Canadian Financial Stress and Macroeconomic Conditions In: Discussion Papers.
[Full Text][Citation analysis]		paper9
2020Canadian Financial Stress and Macroeconomic Condition.(2020) In: Canadian Public Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2022Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model In: Technical Reports.
[Full Text][Citation analysis]		paper0
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
[Full Text][Citation analysis]		paper109
2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		article
2016Bank Screening Heterogeneity In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper14
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Managing GDP Tail Risk In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
2021Shaping the future: Policy shocks and the GDP growth distribution In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2022Business Closures and (Re)Openings in Real Time Using Google Places In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2017A Barometer of Canadian Financial System Vulnerabilities In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper3
2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2018How to Manage Macroeconomic and Financial Stability Risks: A New Framework In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper12
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper3
2021Household financial vulnerabilities and physical climate risks In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper2
2013Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations. In: Working papers.
[Full Text][Citation analysis]		paper0
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: PSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Bank Capital Adjustment Process and Aggregate Lending. In: Working papers.
[Full Text][Citation analysis]		paper3
2014Macroprudential framework:key questions applied to the French case. In: Occasional papers.
[Full Text][Citation analysis]		paper7
2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2022Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept In: JRFM.
[Full Text][Citation analysis]		article1
2015Do publicly owned banks lend against the wind? In: Post-Print.
[Full Text][Citation analysis]		paper9
2015Do publicly owned banks lend against the wind?.(2015) In: PSE-Ecole d'économie de Paris (Postprint).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2015Do Publicly Owned Banks Lend Against the Wind?.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2013Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle In: Working Papers.
[Full Text][Citation analysis]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team