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Macroprudential Bulletin / European Central Bank

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
4
Impact Factor (IF)
0.82
5 Years IF
0.47
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
2016 0 0.53 0 0 6 6 1 0 0 0 0 0 0.21
2017 0 0.55 0 0 6 12 1 0 6 6 0 0 0.21
2018 0 0.57 0.19 0 9 21 8 4 4 12 12 0 4 0.44 0.24
2019 0 0.6 0.06 0.05 12 33 16 2 6 15 21 1 0 1 0.08 0.24
2020 0.29 0.73 0.34 0.24 5 38 18 13 19 21 6 33 8 0 5 1 0.34
2021 0.82 1.02 0.61 0.47 11 49 6 30 49 17 14 38 18 0 3 0.27 0.38
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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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12
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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5
32020Buffer use and lending impact. (2020). Volk, Matjaž ; Budnik, Katarzyna ; Borsuk, Marcin. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:2.

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4
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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4
52021The 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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3
62018Using 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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3
72019On 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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3
82019Bank 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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3
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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3
102020Financial 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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3
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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2
122020Enhancing 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
132019Investigating 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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2
142019Understanding the specific features of the CCyB and the SCCyB − evidence from the 3D DSGE model. (2019). Pirovano, Mara ; Wildmann, Nadya. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0008:1.

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2
152019Is 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
162016High-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
172022Mining the environment – is climate risk priced into crypto-assets?. (2022). Rocher, Emmanuel ; Benoit, Pierre-Loic ; van der Kraaij, Anton ; Gschossmann, Isabella. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2022:0018:3.

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1
182021How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil. (2021). , Christianweistroffer ; Weistroffer, Christian ; Schmitz, Niklas ; Vivar, Luis Molestina ; Grill, Michael ; Capot, Laura-Dona. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2021:0012:2.

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1
192016A 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
202019A bird’s-eye view of the resilience of the European banking system: results from the new macroprudential stress test framework. (2019). Rusnak, Marek ; Pirovano, Mara ; lo Duca, Marco ; Budnik, Katarzyna ; Tereanu, Eugen. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0007:3.

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1
212020Macroprudential 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
222022System-wide amplification of climate risk. (2022). Sydow, Matthias ; Pellegrino, Michela ; Miccio, Debora ; Fukker, Gabor ; Franch, Fabio ; Dubiel-Teleszynski, Tomasz. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2022:0017:2.

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1
232021Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective. (2021). Wedow, Michael ; Weistroffer, Christian ; Osullivan, Sean ; Grill, Michael. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2021:0012:1.

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1
242019Is 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
252021Travelling down the green brick road: a status quo assessment of the EU taxonomy. (2021). Alessi, Lucia ; Melo, Ana Sofia ; Battiston, Stefano. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2021:0015:2.

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1
262017MREL: financial stability implications. (2017). Żochowski, Dawid ; Gaiduchevici, G. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2017:0004:1.

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1
272021Macroeconomic impact of Basel III finalisation on the euro area. (2021). Budnik, Katarzyna ; Volk, Matjaz ; Lampe, Max ; Gross, Johannes ; Dimitrov, Ivan. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2021:0014:1.

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1
282017Macroprudential 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
292018Targeted review of the macroprudential framework. (2018). Evrard, Johanne ; Zsamboki, Balazs ; Melo, Ana Sofia ; Jahn, Nadya. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2018:0005:3.

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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

12
22018Using 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

9
32018Macroprudential 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

5
42020Buffer use and lending impact. (2020). Volk, Matjaž ; Budnik, Katarzyna ; Borsuk, Marcin. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2020:0011:2.

Full description at Econpapers || Download paper

4
52019Thinking 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.

Full description at Econpapers || Download paper

3
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

3
72019On 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

3
82019Bank 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.

Full description at Econpapers || Download paper

3
92021The 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.

Full description at Econpapers || Download paper

3
102019Shelter from the storm: recent countercyclical capital buffer (CCyB) decisions. (2019). Fahr, Stephan ; Babi, Domagoj. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0007:4.

Full description at Econpapers || Download paper

2
112019Understanding the specific features of the CCyB and the SCCyB − evidence from the 3D DSGE model. (2019). Pirovano, Mara ; Wildmann, Nadya. In: Macroprudential Bulletin. RePEc:ecb:ecbmbu:2019:0008:1.

Full description at Econpapers || Download paper

2
122018Using 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.

Full description at Econpapers || Download paper

2
132019Investigating 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.

Full description at Econpapers || Download paper

2
142020Enhancing 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
Citing documents used to compute impact factor: 14
YearTitle
2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021The relationship between capital and liquidity prudential instruments. (2021). Pfeifer, Lukáš ; Hodula, Martin ; Komarkova, Zlatue. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:59:y:2021:i:1:d:10.1007_s11149-020-09420-1.

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2021Risky mortgages, credit shocks and cross-border spillovers. (2021). de Quinto, Alicia ; Buesa, Alejandro ; Poblacion, Francisco Javier. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021123.

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2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den
2021The Growth-at-Risk (GaR) Framework: Implication For Ukraine. (2021). Lubchuk, Ihor ; Shmygel, Alona ; Ivanova, Anastasiya. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2021.

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2021The Role of Macroprudential Policy in Bank Housing Loans Portfolio Quality Assurance. (2021). Mirela, Mitraevi. In: Economic Themes. RePEc:vrs:ecothe:v:59:y:2021:i:2:p:281-296:n:1.

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2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021CESEE’s macroprudential policy response in the wake of the COVID-19 crisis. (2021). Vashold, Lukas ; Martin, Reiner ; Eller, Markus. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2021:i:q1/21:b:3.

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2021Eigenkapitalpuffer im Abschwung wirksam?. (2021). Menkhoff, Lukas ; Bremus, Franziska. In: Wirtschaftsdienst. RePEc:spr:wirtsc:v:101:y:2021:i:3:d:10.1007_s10273-021-2875-8.

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2021Global Stablecoins: Monetary Policy Implementation Considerations from the U.S. Perspective. (2021). Malloy, Matthew ; Lowe, David . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-20.

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2021CBDCs beyond borders: results from a survey of central banks. (2021). Cornelli, Giulio ; Boar, Codruta ; Auer, Raphael ; Wehrli, Andreas ; Holden, Henry ; Frost, Jon. In: BIS Papers. RePEc:bis:bisbps:116.

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2021Multi-CBDC arrangements and the future of cross-border payments. (2021). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:115.

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2021Central Bank Digital Currencies and Monetary Policy Effectiveness in the Euro Area. (2021). Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:74.

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2021The volatility of Bitcoin and its role as a medium of exchange and a store of value. (2021). Dimpfl, Thomas ; Baur, Dirk G. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01990-5.

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Recent citations
Recent citations received in 2021
YearCiting document
2021Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302.

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2021Open-ended bond funds: systemic risks and policy implications. (2021). Lewrick, Ulf ; Claessens, Stijn. In: BIS Quarterly Review. RePEc:bis:bisqtr:2112c.

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2021The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954.

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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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