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Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
19
Impact Factor
0.37
5 Years IF
1.58
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 0.15 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1992 0 0.12 0 0 0 0 0 0 0 0 0 0 0.08
1993 0 0.17 0 0 0 0 0 0 0 0 0 0 0.13
1994 0 0.16 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1996 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1997 0 0.26 0 0 0 0 0 0 0 0 0 0 0.14
1998 0 0.28 0 0 0 0 0 0 0 0 0 0 0.17
1999 0 0.37 0 0 0 0 0 0 0 0 0 0 0.24
2000 0 0.51 0 0 0 0 0 0 0 0 0 0 0.23
2001 0 0.46 0 0 0 0 0 0 0 0 0 0 0.26
2002 0 0.5 0 0 0 0 0 0 0 0 0 0 0.28
2003 0 0.5 0 0 0 0 0 0 0 0 0 0 0.29
2004 0 0.55 0 0 0 0 0 0 0 0 0 0 0.33
2005 0 0.57 0 0 0 0 0 0 0 0 0 0 0.35
2006 0 0.56 0 0 0 0 0 0 0 0 0 0 0.33
2007 0 0.48 0 0 0 0 0 0 0 0 0 0 0.27
2008 0 0.56 0 0 0 0 0 0 0 0 0 0 0.29
2009 0 0.54 0 0 0 0 0 0 0 0 0 0 0.3
2010 0 0.49 0 0 0 0 0 0 0 0 0 0 0.28
2011 0 0.58 0 0 0 0 0 0 0 0 0 0 0.34
2012 0 0.63 0 0 0 0 0 0 0 0 0 0 0.33
2013 0 0.62 0 0 0 0 0 0 0 0 0 0 0.32
2014 0 0.63 0 0 0 0 0 2 0 0 0 0 0.32
2015 0 0.61 0 0 0 0 0 11 0 0 0 0 0.33
2016 0 0.62 1.17 0 42 42 390 40 60 0 0 6 15 40 0.95 0.33
2017 1.81 0.6 2.7 1.81 29 71 546 192 252 42 76 42 76 12 6.3 62 2.14 0.32
2018 2.2 0.6 2.19 2.2 24 95 112 208 460 71 156 71 156 11 5.3 10 0.42 0.34
2019 2.13 0.61 2 1.79 20 115 32 230 690 53 113 95 170 7 3 8 0.4 0.36
2020 1.14 0.7 2.32 1.83 7 122 0 283 973 44 50 115 211 2 0.7 0 0.67
2021 0.37 1.04 1.86 1.58 17 139 6 259 1232 27 10 122 193 6 2.3 4 0.24 0.44
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
12017SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737.

Full description at Econpapers || Download paper

246
22016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605.

Full description at Econpapers || Download paper

82
32016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Tous, Francesc R ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20165.

Full description at Econpapers || Download paper

73
42016Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:201608.

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65
52016Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Ippolito, Filippo ; Polo, Andrea ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20168.

Full description at Econpapers || Download paper

59
62017The real effects of bank capital requirements. (2017). Lé, Mathias ; fraisse, henri ; David, Mathias Leauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201747.

Full description at Econpapers || Download paper

50
72016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611.

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49
82018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

Full description at Econpapers || Download paper

48
92016Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Sunderam, Adi ; Chernenko, Sergey. In: ESRB Working Paper Series. RePEc:srk:srkwps:201623.

Full description at Econpapers || Download paper

48
102016The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631.

Full description at Econpapers || Download paper

42
112016Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder di Mauro, Beatrice ; Schnabel, Isabel ; Schafer, Alexander . In: ESRB Working Paper Series. RePEc:srk:srkwps:201607.

Full description at Econpapers || Download paper

33
122016Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:20167.

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31
132017A dynamic theory of mutual fund runs and liquidity management. (2017). Zeng, Yao. In: ESRB Working Paper Series. RePEc:srk:srkwps:201742.

Full description at Econpapers || Download paper

28
142017Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201740.

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25
152017Why are banks not recapitalized during crises?. (2017). Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201757.

Full description at Econpapers || Download paper

25
162017The missing links: A global study on uncovering financial network structures from partial data. (2017). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Nobili, Stefano ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Fique, José ; Banai, Adam ; Anand, Kartik ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Friedrich, Soeren ; van Lelyveldauthor-Name, Iman ; Rajan, Sriram ; Molina-Borboa, Jose Luis ; Lee, Hwayun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751.

Full description at Econpapers || Download Banks exposure to interest rate risk and the transmission of monetary policy. (2016). thesmar, david ; Sraer, David ; Landier, Augustin ; Gomez, Matthieu. In: ESRB Working Paper Series. RePEc:srk:srkwps:201613.

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22
182017Banking integration and house price comovement. (2017). David, David Sraerauthor-Name ; Landier, Augustin. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748.

Full description at Econpapers || Download paper

20
192017Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735.

Full description at Econpapers || Download paper

19
202017Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743.

Full description at Econpapers || Download paper

18
212018Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875.

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14
222017Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761.

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12
232017Equity versus bail-in debt in banking: an agency perspective. (2017). Nikolov, Kalin ; Mendicino, Caterina ; Javier, Kalin Nikolovauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201750.

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11
242016ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:201621.

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10
252017Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201744.

Full description at Econpapers || Download paper

10
262016How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

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10
272017Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746.

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9
282017The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762.

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9
292017A macro approach to international bank resolution. (2017). Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:201756.

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8
302017Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736.

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8
312016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Peltonen, Tuomas ; Gross, Marco ; Behn, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:201617.

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8
322016Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej. In: ESRB Working Paper Series. RePEc:srk:srkwps:201616.

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8
332018Lending standards and output growth. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201879.

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7
342017Wholesale funding dry-ups. (2017). thesmar, david ; Perignon, Christophe ; Guillaume, David Thesmarauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201749.

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7
352017ETF arbitrage under liquidity mismatch. (2017). Zeng, Yao ; Pan, Kevin . In: ESRB Working Paper Series. RePEc:srk:srkwps:201759.

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7
362016Exposure to international crises: trade vs. financial contagion. (2016). Grant, Everett. In: ESRB Working Paper Series. RePEc:srk:srkwps:201630.

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7
372016Credit default swap spreads and systemic financial risk. (2016). Giglio, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201615.

Full description at Econpapers || Download paper

7
382018Regulating the doom loop. (2018). Langfield, Sam ; Alogoskoufis, Spyros. In: ESRB Working Paper Series. RePEc:srk:srkwps:201874.

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7
392017Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201755.

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6
402017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754.

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6
412019Bank capital forbearance. (2019). Suarez, Javier ; Perotti, Enrico ; Martynova, Natalya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201993.

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6
422017Asset encumbrance, bank funding and fragility. (2017). Chapman, James ; Anand, Kartik ; Ahnert, Toni ; Prasanna, Kartik Anandauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201752.

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6
432019Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: ESRB Working Paper Series. RePEc:srk:srkwps:201987.

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6
442018When gambling for resurrection is too risky. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201869.

Full description at Econpapers || Download paper

6
45Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: ESRB Working Paper Series. RePEc:srk:srkwps:201880.

Full description at Econpapers || Download paper

5
462016Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201618.

Full description at Econpapers || Download paper

4
472016Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201602.

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4
482018Bank resolution and public backstop in an asymmetric banking union. (2018). Vicente, Sergio ; Segura, Anatoli. In: ESRB Working Paper Series. RePEc:srk:srkwps:201883.

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4
492016Financial intermediation, resource allocation, and macroeconomic interdependence. (2016). Ozhan, Galip. In: ESRB Working Paper Series. RePEc:srk:srkwps:201628.

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4
502016Multiplex interbank networks and systemic importance РAn application to European data. (2016). Aldasoro, I̱aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737.

Full description at Econpapers || Download paper

151
22016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605.

Full description at Econpapers || Download paper

46
32016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Tous, Francesc R ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20165.

Full description at Econpapers || Download paper

43
42018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

Full description at Econpapers || Download paper

38
52016Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:201608.

Full description at Econpapers || Download paper

35
62016Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Ippolito, Filippo ; Polo, Andrea ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20168.

Full description at Econpapers || Download paper

34
72016Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Sunderam, Adi ; Chernenko, Sergey. In: ESRB Working Paper Series. RePEc:srk:srkwps:201623.

Full description at Econpapers || Download paper

23
82017A dynamic theory of mutual fund runs and liquidity management. (2017). Zeng, Yao. In: ESRB Working Paper Series. RePEc:srk:srkwps:201742.

Full description at Econpapers || Download paper

18
92016Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder di Mauro, Beatrice ; Schnabel, Isabel ; Schafer, Alexander . In: ESRB Working Paper Series. RePEc:srk:srkwps:201607.

Full description at Econpapers || Download paper

17
102016Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:20167.

Full description at Econpapers || Download paper

15
112017Banking integration and house price comovement. (2017). David, David Sraerauthor-Name ; Landier, Augustin. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748.

Full description at Econpapers || Download paper

15
122017Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201740.

Full description at Econpapers || Download paper

13
132018Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875.

Full description at Econpapers || Download paper

13
142016The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631.

Full description at Econpapers || Download paper

12
152017Why are banks not recapitalized during crises?. (2017). Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201757.

Full description at Econpapers || Download paper

11
162017The real effects of bank capital requirements. (2017). Lé, Mathias ; fraisse, henri ; David, Mathias Leauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201747.

Full description at Econpapers || Download paper

8
172017Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743.

Full description at Econpapers || Download paper

6
182017The missing links: A global study on uncovering financial network structures from partial data. (2017). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Nobili, Stefano ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Fique, José ; Banai, Adam ; Anand, Kartik ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Friedrich, Soeren ; van Lelyveldauthor-Name, Iman ; Rajan, Sriram ; Molina-Borboa, Jose Luis ; Lee, Hwayun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751.

Full description at Econpapers || Download Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735.

Full description at Econpapers || Download paper

6
202016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611.

Full description at Econpapers || Download paper

5
212019Bank capital forbearance. (2019). Suarez, Javier ; Perotti, Enrico ; Martynova, Natalya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201993.

Full description at Econpapers || Download paper

5
222018When gambling for resurrection is too risky. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201869.

Full description at Econpapers || Download paper

5
232017ETF arbitrage under liquidity mismatch. (2017). Zeng, Yao ; Pan, Kevin . In: ESRB Working Paper Series. RePEc:srk:srkwps:201759.

Full description at Econpapers || Download paper

5
242019Electoral cycles in macroprudential regulation. (2019). Muller, Karsten. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019106.

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4
252018Regulating the doom loop. (2018). Langfield, Sam ; Alogoskoufis, Spyros. In: ESRB Working Paper Series. RePEc:srk:srkwps:201874.

Full description at Econpapers || Download paper

4
262018Evaluating macroprudential policies. (2018). Weigert, Benjamin ; Vogel, Edgar ; Buch, Claudia M. In: ESRB Working Paper Series. RePEc:srk:srkwps:201876.

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4
272018Lending standards and output growth. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201879.

Full description at Econpapers || Download paper

4
282019Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: ESRB Working Paper Series. RePEc:srk:srkwps:201987.

Full description at Econpapers || Download paper

3
292018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: ESRB Working Paper Series. RePEc:srk:srkwps:201880.

Full description at Econpapers || Download paper

3
302017Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201755.

Full description at Econpapers || Download paper

3
312016Banks exposure to interest rate risk and the transmission of monetary policy. (2016). thesmar, david ; Sraer, David ; Landier, Augustin ; Gomez, Matthieu. In: ESRB Working Paper Series. RePEc:srk:srkwps:201613.

Full description at Econpapers || Download paper

3
322017Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736.

Full description at Econpapers || Download paper

3
332017Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746.

Full description at Econpapers || Download paper

3
342016Credit default swap spreads and systemic financial risk. (2016). Giglio, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201615.

Full description at Econpapers || Download paper

3
352018A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882.

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3
362017Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201744.

Full description at Econpapers || Download paper

3
372018Bank resolution and public backstop in an asymmetric banking union. (2018). Vicente, Sergio ; Segura, Anatoli. In: ESRB Working Paper Series. RePEc:srk:srkwps:201883.

Full description at Econpapers || Download paper

2
382019The effect of possible EU diversification requirements on the risk of banks sovereign bond portfolios. (2019). Paterlini, Sandra ; Giuzio, Margherita ; Craig, Ben. In: ESRB Working Paper Series. RePEc:srk:srkwps:201989.

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2
392021Do liquidity limits amplify money market fund redemptions during the COVID crisis?. (2021). Giuliana, Raffaele ; Dunne, Peter G. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021127.

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2
402018The role of contagion in the transmission of financial stress. (2018). Herculano, Miguel C. In: ESRB Working Paper Series. RePEc:srk:srkwps:201881.

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2
412016Financial intermediation, resource allocation, and macroeconomic interdependence. (2016). Ozhan, Galip. In: ESRB Working Paper Series. RePEc:srk:srkwps:201628.

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2
422017A macro approach to international bank resolution. (2017). Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:201756.

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2
432019Has regulatory capital made banks safer? Skin in the game vs moral hazard. (2019). Dautovic, Ernest. In: ESRB Working Paper Series. RePEc:srk:srkwps:201991.

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442021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko ; Eller, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021118.

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452017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754.

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462017Equity versus bail-in debt in banking: an agency perspective. (2017). Nikolov, Kalin ; Mendicino, Caterina ; Javier, Kalin Nikolovauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201750.

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472019What drives sovereign debt portfolios of banks in a crisis context?. (2019). Mencia, Javier ; Lamas, Matías. In: ESRB Working Paper Series. RePEc:srk:srkwps:201988.

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482016Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej. In: ESRB Working Paper Series. RePEc:srk:srkwps:201616.

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492019Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David. In: ESRB Working Paper Series. RePEc:srk:srkwps:201998.

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502016ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:201621.

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Citing documents used to compute impact factor: 10
YearTitle
2021Staggered completion of the European Banking Union: Transposition dates of the BRRD. Data record description. (2021). Krause, Thomas ; Koetter, Michael ; Tonzer, Lena ; Sfrappini, Eleonora. In: IWH Technical Reports. RePEc:zbw:iwhtrp:12021.

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2021Web Scraping Housing Prices in Real-time: the Covid-19 Crisis in the UK. (2021). Meunier, Baptiste ; Pouget, Sylvain ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:827.

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2021Switching from Incurred to Expected Loan Loss Provisioning: Early Evidence. (2021). Ormazabal, Gaizka ; Lopezespinosa, German ; Sakasai, Yuki. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:3:p:757-804.

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2021The nexus between loan portfolio size and volatility: Does bank capital regulation matter?. (2021). Ludolph, Melina ; Bremus, Franziska. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000807.

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2021Monetary Policy Pass-through, Ownership and Crisis: How Robust is the Indian Evidence?. (2021). Ghosh, Saibal ; Ansari, Jugnu. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:15:y:2021:i:4:p:456-483.

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2021Transmission of Monetary Policy through Credit Interest Rates in Turkey: A Microeconomic Perspective. (2021). Siklar, Ilyas. In: Business and Economic Research. RePEc:mth:ber888:v:11:y:2021:i:4:p:122-140.

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2021Electoral Cycles in Inequality Abstract:. (2021). Yucel, Emekcan ; Sever, Can. In: Working Papers. RePEc:bou:wpaper:2021/01.

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2021Potential Output: A Market Conditionalities Interpretation. (2021). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:4:p:5-38.

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2021Political Stability and the Effectiveness of Currency Based Macro Prudential Measures. (2021). Roy Trivedi, Smita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09323-3.

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2021The Impact of Shadow Banking on the Financial Stability: Evidence from G20 Countries. (2021). Mirjalili, Seyed Hossein ; Esfandiari, Marziyeh ; Zarei, Mehran. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:2:p:237-252.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021Macroprudential measures and developments in bank funding costs. (2021). Koak, Marko ; Ehaji, Aida. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002647.

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2021An empirical characterization of volatility dynamics in the DAX. (2021). Virla, Leonardo Quero. In: IPE Working Papers. RePEc:zbw:ipewps:1672021.

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2021Technology adoption and the bank lending channel of monetary policy transmission. (2021). Li, Xiang ; Hasan, Iftekhar. In: IWH Discussion Papers. RePEc:zbw:iwhdps:142021.

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Recent citations received in 2019

YearCiting document
2019Beyond the LTV ratio: new macroprudential lessons from Spain. (2019). Lamas, Matias ; Galan, Jorge E. In: Working Papers. RePEc:bde:wpaper:1931.

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2019Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2019). Smets, Frank ; Altavilla, Carlo ; Peydro, Jose-Luis ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1137.

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2019Fixed-rate mortgages: building resilience or generating risk?. (2019). Myers, Samantha ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/19.

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2019The Impact of Expectations on IFRS 9 Loan Loss Provisions. (2019). Panos, Jiri ; Polak, Petr. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2019/03.

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2019Optimal Forbearance of Bank Resolution. (2019). Schilling, Linda Marlene. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14244.

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2019Housing taxation: a new database for Europe. (2019). Denis, Cécile ; Barrios, Salvador ; Torres, Estefania Vazquez ; Reut, Adriana ; Ivaskaite-Tamosiune, Viginta. In: JRC Working Papers on Taxation & Structural Reforms. RePEc:ipt:taxref:201908.

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2019Sovereign exposures in the Portuguese banking system: determinants and dynamics. (2019). Pina, Alvaro ; Mateus, Ana Rita ; Campos, Maria Manuel. In: Working Papers. RePEc:ptu:wpaper:w201916.

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2019Banks and corporate income taxation: A review. (2019). Gawehn, Vanessa. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:247.

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Recent citations received in 2018

YearCiting document
2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2018What drives sovereign debt portfolios of banks in a crisis context?. (2018). Mencia, Javier ; Lamas, Matías. In: Working Papers. RePEc:bde:wpaper:1843.

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2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18.

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2018The Leverage Ratio and Its Impact on Capital Regulation. (2018). Hodula, Martin ; Pikhart, Zdenek ; Holub, Libor ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/15.

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2018The Search for a Euro Area Safe Asset. (2018). Leandro, Alvaro ; Zettelmeyer, Jeromin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12793.

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2018Systemic liquidity concept, measurement and macroprudential instruments. (2018). Wedow, Michael ; Schmitz, Stefan ; Lamas, Matías ; Duijm, Patty ; Budnik, Katarzyna ; Bonner, Clemens ; Force, Ecb Task. In: Occasional Paper Series. RePEc:ecb:ecbops:2018214.

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2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:117-141.

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2018Zero leverage and the value in waiting to have debt. (2018). Lotfaliei, Babak. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:335-349.

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2018Does Financial Tranquility Call for Stringent Regulation?. (2018). Zhao, Yunhui ; Basak, Deepal. In: IMF Working Papers. RePEc:imf:imfwpa:2018/123.

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2018Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel. (2018). Paludkiewicz, Karol. In: Discussion Papers. RePEc:zbw:bubdps:222018.

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