Martin Summer : Citation Profile

Are you Martin Summer?

Oesterreichische Nationalbank

15

H index

18

i10 index

1469

Citations

RESEARCH PRODUCTION:

31

Articles

20

Papers

2

Books

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 54
   Journals where Martin Summer has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 15 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu182
   Updated: 2024-01-16    RAS profile: 2023-12-06    
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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 Martin Summer.

Is cited by:

battiston, stefano (29)

León, Carlos (24)

Tabak, Benjamin (23)

Aldasoro, Iñaki (22)

Gallegati, Mauro (21)

Thurner, Stefan (18)

Delli Gatti, Domenico (17)

Kok, Christoffer (16)

Stiglitz, Joseph (15)

Silva, Thiago (14)

Kapadia, Sujit (13)

Cites to:

Brunnermeier, Markus (14)

Pesaran, Mohammad (12)

Niepelt, Dirk (12)

Lehar, Alfred (11)

Schuermann, Til (10)

Elsinger, Helmut (10)

Rochet, Jean (10)

Degryse, Hans (9)

FREIXAS, XAVIER (8)

Hellwig, Martin (7)

Eisenberg, Larry (6)

Main data

Where Martin Summer has published?

Journals with more than one article published# docs
Monetary Policy & the Economy8
Financial Stability Report7
Journal of Banking & Finance3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)10

Recent works citing Martin Summer (2024 and 2023)

YearTitle of citing document
2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2023Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2023Stressing Dynamic Loss Models. (2022). Jaimungal, Sebastian ; Pesenti, Silvana M ; Kroell, Emma. In: Papers. RePEc:arx:papers:2211.03221.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets. (2023). Chakrabarty, Siddhartha P ; Raj, Rishabh ; Mishra, Shashwat. In: Papers. RePEc:arx:papers:2305.16712.

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2023Modeling Inverse Demand Function with Explainable Dual Neural Networks. (2023). Feinstein, Zachary ; Amini, Hamed ; Mishra, Prerna ; Chen, Zihan ; Cao, Zhiyu. In: Papers. RePEc:arx:papers:2307.14322.

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2023.

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2023Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440.

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2023Interbank 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.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2023Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256.

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2023Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000.

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2023Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046.

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2023Do market-based networks reflect true exposures between banks?. (2023). Karamysheva, Madina ; Craig, Ben ; Salakhova, Dilyara. In: Working Paper Series. RePEc:ecb:ecbwps:20232867.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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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.

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2023Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109.

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2023Subjectivity in conventional tail measures: An exploratory model with risks & biases’. (2023). Majumder, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003239.

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2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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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.

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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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2023Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018.

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2023Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110.

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2023The 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.

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2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2023Deposit insurance system, risk-adjusted premium and bank systemic risk: Evidence from China. (2023). Shen, Chuang ; Chen, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000958.

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2023A Simple Model of a Central Bank Digital Currency. (2023). Prasad, Eswar ; Mishra, Bineet. In: IZA Discussion Papers. RePEc:iza:izadps:dp16154.

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2023Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

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2023Are zombie firms really contagious? (Norbert Ernst, Michael Sigmund). (2023). Sigmund, Michael ; Ernst, Norbert. In: Working Papers. RePEc:onb:oenbwp:245.

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2023Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability. (2023). Ji, Meng ; Ma, Xuanling. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:72-91.

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2023Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667.

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2023DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0.

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2023Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w.

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2023Attributes needed for Japan’s central bank digital currency. (2023). Fujiki, Hiroshi. In: The Japanese Economic Review. RePEc:spr:jecrev:v:74:y:2023:i:1:d:10.1007_s42973-021-00106-7.

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2023Factor affecting technical efficiency of the banking sector: Evidence from Ethiopia. (2023). Mamo, Wondmagegn Biru ; Feyisa, Habtamu Legese ; Yitayaw, Mekonnen Kumlachew ; Abdulahi, Salah Mohammed. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:11:y:2023:i:1:p:2186039.

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2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:26750293-9599-4e05-9ae1-85cb55a89166.

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2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:26750293-9599-4e05-9ae1-85cb55a89166.

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2023Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415.

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Martin Summer is editor of

Journal
Working Papers

Works by Martin Summer:

YearTitleTypeCited
2013Financial Contagion and Network Analysis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article37
2004Contagion Flow Through Banking Networks In: Papers.
[Full Text][Citation analysis]		paper30
2010A systematic approach to multi-period stress testing of portfolio credit risk In: Working Papers.
[Full Text][Citation analysis]		paper33
2012A systematic approach to multi-period stress testing of portfolio credit risk.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2014Credit Risk in General Equilibrium In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2012Credit risk in general equilibrium.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2011Credit Risk in General Equilibrium.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2014Credit risk in general equilibrium.(2014) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2015Endogenous leverage and asset pricing in double auctions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2013Endogenous Leverage and Asset Pricing in Double Auctions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023Bank solvency stress tests with fire sales In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
2020Systematic stress tests on public data In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2010Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2002Financial markets, the structure of long-term investments and labour income risks In: Research in Economics.
[Full Text][Citation analysis]		article0
2004Financial Regulation in the New Europe In: Chapters.
[Full Text][Citation analysis]		chapter0
2002Financial System Transition in Central Europe: The First Decades In: SUERF Studies.
[Full Text][Citation analysis]		book12
2018Do We Need Central Bank Digital Currency? Economics, Technology and Institutions In: SUERF Studies.
[Full Text][Citation analysis]		book18
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]		article191
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 191		paper
2009How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking.
[Full Text][Citation analysis]		article78
2009How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]		article312
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article27
2003Banking Regulation and Systemic Risk In: Open Economies Review.
[Full Text][Citation analysis]		article23
2002Banking Regulation and Systemic Risk.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2004Bank capital, liquidity and systemic risk In: Papers.
[Full Text][Citation analysis]		paper42
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2005Bank Capital, Liquidity, and Systemic Risk.(2005) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Sonderforschungsbereich 504 Publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
[Full Text][Citation analysis]		article7
2004An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report.
[Full Text][Citation analysis]		article67
2006Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems In: Financial Stability Report.
[Full Text][Citation analysis]		article57
2008Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report.
[Full Text][Citation analysis]		article4
2010The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2011Bank Supervision and Resolution: National and International Challenges In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2013Stress Test Robustness: Recent Advances and Open Problems In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2008The Economics of Financial Stability: Research Workshop at the OeNB In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2008The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1
2010Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2010Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2017The financial system of the future In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1
2018Digital money In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2020Does digitalization require Central Bank Digital Currencies for the general public? In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article5
2022A digital euro and the future of cash In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2018Systematic Systemic Stress Tests In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Uroševi?) In: Working Papers.
[Full Text][Citation analysis]		paper0
2022What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents (Svetlana Abramova, Rainer Böhme, Helmut Elsinger, Helmut Stix, Martin Summer) In: Working Papers.
[Full Text][Citation analysis]		paper0
2001Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers.
[Full Text][Citation analysis]		paper10
2002Risk Assessment for Banking Systems In: Working Papers.
[Full Text][Citation analysis]		paper89
2008Credit portfolio risk and asset price cycles In: Computational Management Science.
[Full Text][Citation analysis]		article0
2004Network topology of the interbank market In: Quantitative Finance.
[Full Text][Citation analysis]		article373
1996Verifying Reports With a Self Interested Auditor In: Vienna Economics Papers.
[Citation analysis]		paper0
2009Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2001The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper15
2008Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper5

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