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Macroprudential Bulletin / European Central Bank

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
3
Impact Factor
0.24
5 Years IF
0.21
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2012 0 0.45 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.5 0 0 0 0 0 0 0 0 0 0 0.21
2014 0 0.51 0 0 0 0 0 0 0 0 0 0 0.2
2015 0 0.5 0 0 0 0 0 0 0 0 0 0 0.19
2016 0 0.5 0 0 6 6 1 0 0 0 0 0 0.18
2017 0 0.5 0 0 6 12 1 0 6 6 0 0 0.18
2018 0 0.54 0.19 0 9 21 4 4 4 12 12 0 4 0.44 0.21
2019 0 0.58 0.06 0.05 12 33 7 2 6 15 21 1 0 1 0.08 0.21
2020 0.24 0.75 0.32 0.21 5 38 13 12 18 21 5 33 7 0 5 1 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12020A regulatory and financial stability perspective on global stablecoins. (2020). Kaufmann, Christoph ; Cominetta, Matteo ; Adachi, Mitsutoshi ; van der Kraaij, Anton. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0010:1.

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10
22018Macroprudential liquidity tools for investment funds - A preliminary discussion. (2018). Lambert, Claudia ; Ryden, Anders ; Cominetta, Matteo ; Weistroffer, Christian ; Levels, Anouk. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2018:0006:3.

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3
32020Enhancing macroprudential space when interest rates are “low for long”. (2020). DARRACQ PARIES, Matthieu ; Rottner, Matthias ; Kok, Christoffer. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:4.

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2
42018Using large exposure data to gauge the systemic importance of SSM significant institutions. (2018). Covi, Giovanni ; Zsamboki, Balazs ; Melo, Ana Sofia ; Jahn, Nadya ; Evrard, Johanne ; Lambert, Claudia ; Kalyaeva, Daria ; Grill, Michael ; Meller, Barbara ; Kok, Christoffer. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:20185.

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2
52020Financial market pressure as an impediment to the usability of regulatory capital buffers. (2020). Couaillier, Cyril ; Bochmann, Paul ; Andreeva, Desislava . In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:3.

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2
62019On the interaction between different bank liquidity requirements. (2019). Rola-Janicka, Magdalena ; Corrias, Renzo ; Behn, Markus. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0009:2.

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2
72018Using large exposure data to gauge the systemic importance of SSM significant institutions. (2018). Kok, Christoffer ; Meller, Barbara ; Covi, Giovanni. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2018:0005:1.

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2
82016A bank-level early warning model and its uses in macroprudential policy. (2016). Lang, Jan Hannes. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2016:0001:3.

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1
92019Thinking beyond borders: how important are reciprocity arrangements for the use of sectoral capital buffers?. (2019). Rancoita, Elena ; Wildmann, Nadya ; Cantone, David. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0008:2.

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1
102019Investigating initial margin procyclicality and corrective tools using EMIR data. (2019). Jukonis, Audrius ; Grill, Michael ; Cominetta, Matteo . In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0009:5.

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1
112019Shelter from the storm: recent countercyclical capital buffer (CCyB) decisions. (2019). Fahr, Stephan ; Babi, Domagoj. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0007:4.

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1
122017MREL: financial stability implications. (2017). Żochowski, Dawid ; Gaiduchevici, G. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2017:0004:1.

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1
132019Is leverage driving procyclical investor flows? Assessing investor behaviour in UCITS bond funds. (2019). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0009:4.

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1
142019Is taxpayers’ money better protected now? An assessment of banking regulatory reforms ten years after the global financial crisis. (2019). Parisi, Laura ; Corrias, Renzo ; Carmassi, Jacopo. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0007:1.

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1
152020Buffer use and lending impact. (2020). Budnik, Katarzyna ; Borsuk, Marcin ; Volk, Matjaz. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:2.

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1
162017Macroprudential policy analysis and tools – Stress test quality assurance from a top-down perspective. (2017). Żochowski, Dawid ; Mirza, H. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2017:0003:2.

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1
172020Macroprudential capital buffers – objectives and usability. (2020). Dacri, Costanza Rodriguez ; Rancoita, Elena ; Behn, Markus. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:1.

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1
182016High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools. (2016). Romain, Lafarguette. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2016:0002:3.

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1
192019Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses. (2019). Lang, Jan Hannes ; Forletta, Marco. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0009:1.

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1
202021The suspensions of redemptions during the COVID 19 crisis – a case for pre-emptive liquidity measures?. (2021). Wedow, Michael ; Vivar, Luis Molestina ; Grill, Michael. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2021:0012:3.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020A regulatory and financial stability perspective on global stablecoins. (2020). Kaufmann, Christoph ; Cominetta, Matteo ; Adachi, Mitsutoshi ; van der Kraaij, Anton. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0010:1.

Full description at Econpapers || Download paper

10
22018Macroprudential liquidity tools for investment funds - A preliminary discussion. (2018). Lambert, Claudia ; Ryden, Anders ; Cominetta, Matteo ; Weistroffer, Christian ; Levels, Anouk. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2018:0006:3.

Full description at Econpapers || Download paper

3
32018Using large exposure data to gauge the systemic importance of SSM significant institutions. (2018). Covi, Giovanni ; Zsamboki, Balazs ; Melo, Ana Sofia ; Jahn, Nadya ; Evrard, Johanne ; Lambert, Claudia ; Kalyaeva, Daria ; Grill, Michael ; Meller, Barbara ; Kok, Christoffer. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:20185.

Full description at Econpapers || Download paper

3
42020Enhancing macroprudential space when interest rates are “low for long”. (2020). DARRACQ PARIES, Matthieu ; Rottner, Matthias ; Kok, Christoffer. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:4.

Full description at Econpapers || Download paper

2
52019On the interaction between different bank liquidity requirements. (2019). Rola-Janicka, Magdalena ; Corrias, Renzo ; Behn, Markus. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0009:2.

Full description at Econpapers || Download paper

2
62020Financial market pressure as an impediment to the usability of regulatory capital buffers. (2020). Couaillier, Cyril ; Bochmann, Paul ; Andreeva, Desislava . In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:3.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 5
YearTitle
2020Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio. (2020). Haarman, Pieter ; Tammenga, Alette. In: Maandblad Voor Accountancy en Bedrijfseconomie Articles. RePEc:arh:jmabec:v:94:y:2020:i:9-10:p:367-378.

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2020Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability. (2020). Mitra, Srobona ; Malik, Sheheryar ; Elekdag, Selim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302119.

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2020Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel. In: ECMI Papers. RePEc:eps:ecmiwp:29791.

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2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224573.

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2020Investment funds, monetary policy, and the global financial cycle. (2020). Kaufmann, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20202489.

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Recent citations
Recent citations received in 2020
YearCiting document
2020Stablecoins 2.0: Economic Foundations and Risk-based Models. (2020). Harz, Dominik ; Klages-Mundt, Ariah ; Minca, Andreea ; Liu, Jun-You ; Gudgeon, Lewis. In: Papers. RePEc:arx:papers:2006.12388.

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2020Stablecoins: risks, potential and regulation. (2020). Frost, Jon ; Auer, Raphael ; Arner, Douglas. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2020:i:autumn:n:4.

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2020Stablecoins: potential, risks and regulation. (2020). Frost, Jon ; Arner, Douglas ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:905.

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2020Stablecoins: Implications for monetary policy, financial stability, market infrastructure and payments, and banking supervision in the euro area. (2020). Assets, Ecb Crypto. In: Occasional Paper Series. RePEc:ecb:ecbops:2020247.

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2020Libra Project: Regulators Act on Global Stablecoins. (2020). Schafer, Stefan ; Read, Oliver. In: Intereconomics: Review of European Economic Policy. RePEc:spr:intere:v:55:y:2020:i:6:d:10.1007_s10272-020-0936-7.

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Recent citations received in 2019
YearCiting document
2019Nonbank financial intermediation in Austria – developments since 2008. (2019). Wicho, Matthias ; Trachta, Alexander ; Schober-Rhomberg, Alexandra ; Pochel, Thomas. In: Financial Stability Report. RePEc:onb:oenbfs:y:2019:i:38:b:4.

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Recent citations received in 2018
YearCiting document
2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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Recent citations received in 2017
YearCiting document