13
H index
14
i10 index
544
Citations
Deutsche Bundesbank | 13 H index 14 i10 index 544 Citations RESEARCH PRODUCTION: 23 Articles 34 Papers 1 Chapters RESEARCH ACTIVITY: 18 years (2005 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pme230 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christoph Memmel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Financial Markets and Portfolio Management | 3 |
Journal of Banking & Finance | 3 |
Journal of Financial Stability | 2 |
Schmalenbach Business Review | 2 |
German Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank | 15 |
Discussion Papers / Deutsche Bundesbank | 14 |
Year | Title of citing document |
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2023 | Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243. Full description at Econpapers || Download paper |
2023 | A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809. Full description at Econpapers || Download paper |
2023 | Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2023). Uppal, Ali ; Bonomi, Giampaolo. In: Papers. RePEc:arx:papers:2305.08958. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Rural banking spatial competition and stability. (2023). Amanda, Citra. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:492-504. Full description at Econpapers || Download paper |
2023 | Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512. Full description at Econpapers || Download paper |
2023 | Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data. (2023). Xia, Yin ; Xu, Yan ; Yang, Dan ; Chen, Xin ; Shen, Haipeng ; Wang, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:544-564. Full description at Econpapers || Download paper |
2023 | Loan and financing diversification and bank stability in dual-banking systems. (2023). Šeho, Mirzet ; Ghafoor, Abdul ; Mohsen, Mohammed Sharaf. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005724. Full description at Econpapers || Download paper |
2023 | Interest rates as a finance battleground? The rise of Fintech and big tech credit providers and bank interest margin. (2023). Hodula, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000594. Full description at Econpapers || Download paper |
2023 | Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. (2023). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001800. Full description at Econpapers || Download paper |
2023 | Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). Tarazi, Amine ; de Jonghe, Olivier ; Bakkar, Yassine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494. Full description at Econpapers || Download paper |
2023 | Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614. Full description at Econpapers || Download paper |
2023 | Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | What determines the profitability of Islamic banks: Lending or fee?. (2023). Azmat, Saad ; Azad, A. S. M. Sohel, ; Hayat, Aziz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:882-896. Full description at Econpapers || Download paper |
2023 | Firm Performance, Corporate Social Responsibility and the Impact of Earnings Management during COVID-19: Evidence from MENA Region. (2023). Jabari, Huthayfa Nabeel ; Aga, Mehmet ; Aqabna, Sharif Mohammad. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1485-:d:1033666. Full description at Econpapers || Download paper |
2023 | Covariance matrix estimation for robust portfolio allocation. (2023). Gatignol, Valentin ; de Carvalho, Nathan ; Bitar, Ahmad W. In: Working Papers. RePEc:hal:wpaper:hal-04046454. Full description at Econpapers || Download paper |
2023 | Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?. (2023). de Haan, Leo ; Chaudron, Raymond ; Hoeberichts, Marco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:1:d:10.1007_s10693-021-00375-8. Full description at Econpapers || Download paper |
2023 | The relationship between religiosity and voluntary disclosure quality: a cross-country evidence from the banking sector. (2023). Song, XI ; Ezeani, Ernest ; Salem, Rami. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01117-0. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | European Data Watch: The Deutsche Bundesbank’s prudential database (BAKIS) In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Citation analysis] | article | 7 |
2012 | The Dependency of the Banks Assets and Liabilities: Evidence from Germany In: European Financial Management. [Full Text][Citation analysis] | article | 17 |
2009 | The dependency of the banks assets and liabilities: evidence from Germany.(2009) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2018 | Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence In: German Economic Review. [Full Text][Citation analysis] | article | 5 |
2018 | Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence.(2018) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2016 | Banks interest rate risk and search for yield: A theoretical rationale and some empirical evidence.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | Interest and credit risk management in German banks: Evidence from a quantitative survey In: German Economic Review. [Full Text][Citation analysis] | article | 1 |
2020 | Interest and credit risk management in German banks: Evidence from a quantitative survey.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2010 | Dominating estimators for minimum-variance portfolios In: Journal of Econometrics. [Full Text][Citation analysis] | article | 70 |
2010 | Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2015 | The common drivers of default risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 15 |
2012 | The common drivers of default risk.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2013 | Contagion in the interbank market and its determinants In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 43 |
2011 | Contagion in the interbank market and its determinants.(2011) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2011 | Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 24 |
2010 | Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure.(2010) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2012 | Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
2010 | Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany.(2010) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2015 | Determinants of bank interest margins: Impact of maturity transformation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 61 |
2012 | Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2010 | How do banks adjust their capital ratios? In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 61 |
2008 | Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 10 |
2008 | Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks.(2008) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2012 | Contagion in the Interbank Market with Stochastic Loss Given Default In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 17 |
2013 | Bank management of the net interest margin: new measures In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 2 |
2016 | Quantifying the components of the banks’ net interest margin In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 3 |
2014 | Quantifying the components of the banks net interest margin.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | German banks’ behavior in the low interest rate environment In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2021 | German banks behavior in the low interest rate environment.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Why Are Interest Rates on Bank Deposits so Low? In: Credit and Capital Markets. [Full Text][Citation analysis] | article | 0 |
2008 | RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY In: Economic and Financial Reports. [Full Text][Citation analysis] | paper | 30 |
2007 | Relationship lending: empirical evidence for Germany.(2007) In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2006 | Estimating the global Minimum Variance Portfolio In: Schmalenbach Business Review (sbr). [Full Text][Citation analysis] | article | 55 |
2007 | A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information In: Operations Research Proceedings. [Citation analysis] | chapter | 0 |
2016 | Banks’ Specialization versus Diversification in the Loan Portfolio In: Schmalenbach Business Review. [Full Text][Citation analysis] | article | 3 |
2018 | Why Do Banks Bear Interest Rate Risk? In: Schmalenbach Business Review. [Full Text][Citation analysis] | article | 0 |
2017 | Why do banks bear interest rate risk?.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | Banks interest rate risk: the net interest income perspective versus the market value perspective In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
2020 | What drives the short?term fluctuations of banks exposure to interest rate risk? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2019 | What drives the short-term fluctuations of banks exposure to interest rate risk?.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | Dominating estimators for the global minimum variance portfolio In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 4 |
2008 | Dominating estimators for the global minimum variance portfolio.(2008) In: Discussion Papers in Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
2010 | How correlated are changes in banks net interest income and in their present value? In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 0 |
2011 | Contagion at the interbank market with stochastic LGD In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 5 |
2011 | Banks management of the net interest margin: Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 6 |
2005 | The supervisors portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 1 |
2007 | Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 21 |
2007 | How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 3 |
2008 | Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 7 |
2017 | Bank stress testing under different balance sheet assumptions In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Banks net interest margin and changes in the term structure In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Banks net interest margin and the level of interest rates In: Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2015 | Banks Net Interest Margin and the Level of Interest Rates.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2021 | Banks credit losses and lending dynamics In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Why are interest rates on bank deposits so low? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Banks concentration versus diversification in the loan portfolio: New evidence from Germany In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2005 | On the estimation of the global minimum variance portfolio In: CFR Working Papers. [Full Text][Citation analysis] | paper | 3 |
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