Kamil Pliszka : Citation Profile


Are you Kamil Pliszka?

Deutsche Bundesbank

3

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 3
   Journals where Kamil Pliszka has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 2 (8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl112
   Updated: 2024-01-16    RAS profile: 2021-07-05    
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Relations with other researchers


Works with:

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

Is cited by:

Zervopoulos, Panagiotis (1)

Reghezza, Alessio (1)

Migliardo, Carlo (1)

Albanese, Claudio (1)

Molyneux, Philip (1)

Teixeira, Joao (1)

García-Fronti, Javier (1)

Inekwe, John (1)

Cristófoli, María Elizabeth (1)

Cites to:

Acharya, Viral (5)

Summer, Martin (4)

Engle, Robert (4)

Pierret, Diane (3)

Mencia, Javier (3)

Schwaab, Bernd (3)

Doppelhofer, Gernot (3)

Drehmann, Mathias (3)

BORIO, Claudio (3)

Pedersen, Lasse (3)

Sala-i-Martin, Xavier (3)

Main data


Where Kamil Pliszka has published?


Journals with more than one article published# docs
Review of Quantitative Finance and Accounting2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank6

Recent works citing Kamil Pliszka (2024 and 2023)


YearTitle of citing document
2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

Full description at Econpapers || Download paper

2023Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

Full description at Econpapers || Download paper

2023Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148.

Full description at Econpapers || Download paper

2023Financial constraint, cross-sectoral spillover and systemic risk in China. (2023). Hao, Jing ; Yuan, Ming ; Bi, Shasha ; Wen, Bohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:1-11.

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2023A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration. (2023). Stokes, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01170-3.

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2023Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China. (2023). Guo, Jiayi ; Lin, Dongtao ; Tang, Lin ; Liu, Chang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:187-192.

Full description at Econpapers || Download paper

Works by Kamil Pliszka:


YearTitleTypeCited
2019What are the real effects of financial market liquidity? Evidence on bank lending from the euro area In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article2
2018What are the real effects of financial market liquidity? Evidence on bank lending from the euro area.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2018A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article9
2015A macroeconomic reverse stress test.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2020Model and estimation risk in credit risk stress tests In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article3
2019Model and estimation risk in credit risk stress tests.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018The time-varying impact of systematic risk factors on corporate bond spreads In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2021System-wide and banks internal stress tests: Regulatory requirements and literature review In: Discussion Papers.
[Full Text][Citation analysis]
paper3
2017Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers.
[Full Text][Citation analysis]
paper4

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