Christian Gross : Citation Profile


Are you Christian Gross?

Deutsche Bundesbank

4

H index

2

i10 index

61

Citations

RESEARCH PRODUCTION:

5

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 10
   Journals where Christian Gross has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr650
   Updated: 2024-01-16    RAS profile: 2022-04-06    
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Relations with other researchers


Works with:

Siklos, Pierre (2)

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

Is cited by:

Ritter, Matthias (4)

Odening, Martin (3)

Adjemian, Michael (2)

Kaufmann, Christoph (2)

Yang, Lu (2)

Nigatu, Getachew (2)

Musshoff, Oliver (2)

Alexander, Carol (2)

Eller, Markus (2)

von Cramon-Taubadel, Stephan (2)

Bonfim, Diana (2)

Cites to:

Hallin, Marc (9)

Diebold, Francis (9)

Yilmaz, Kamil (9)

Forni, Mario (8)

Lippi, Marco (8)

Breckenfelder, Johannes (4)

Pesaran, Mohammad (4)

Zaffaroni, Paolo (4)

shin, yongcheol (3)

Acemoglu, Daron (3)

Tahbaz-Salehi, Alireza (3)

Main data


Where Christian Gross has published?


Working Papers Series with more than one paper published# docs
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster3

Recent works citing Christian Gross (2024 and 2023)


YearTitle of citing document
2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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2023Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2023The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803.

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2023Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015.

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2023Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202.

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2023Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets. (2023). Torres García, Alejandro ; Torres-Garcia, Alejandro ; Villca, Alfredo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02420-y.

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2023Sovereign default network and currency risk premia. (2023). Yang, Lu ; Cui, Xue. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3.

Full description at Econpapers || Download paper

Works by Christian Gross:


YearTitleTypeCited
2017Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preis- absicherungsinstrument In: Thünen Working Paper.
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2017Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument.(2017) In: Thünen Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin? In: CQE Working Papers.
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paper29
2016Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?.(2016) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 29
article
2015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has nother version. Agregated cites: 29
paper
2016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets In: CQE Working Papers.
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2019The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets.(2019) In: International Review of Economics & Finance.
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This paper has nother version. Agregated cites: 2
article
2017Examining the Common Dynamics of Commodity Futures Prices In: CQE Working Papers.
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paper2
2020Prospects for euro area bank lending margins in an extended low-for-longer interest rate environment In: Financial Stability Review.
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article6
2021Macro-stress testing dividend income. Evidence from euro area banks In: Economics Letters.
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2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach In: CAMA Working Papers.
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paper12
2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 12
paper
2020Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach.(2020) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 12
article
2019Analyzing credit risk transmission to the non-financial sector in Europe: a network approach.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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This paper has nother version. Agregated cites: 12
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2020The global dimensions of macroprudential policy In: Report of the Advisory Scientific Committee.
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paper8

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