Angela Abbate : Citation Profile

Schweizerische Nationalbank (SNB)

5

H index

4

i10 index

203

Citations

RESEARCH PRODUCTION:

5

Articles

13

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 22
   Journals where Angela Abbate has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (2.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pab300
   Updated: 2026-01-17    RAS profile: 2022-12-15    
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Relations with other researchers

Works with:

Thaler, Dominik (2)

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

Is cited by:

Eickmeier, Sandra (10)

Baumeister, Christiane (8)

Hamilton, James (8)

Marcellino, Massimiliano (8)

Bjørnland, Hilde (7)

Aastveit, Knut Are (6)

Corsello, Francesco (6)

Thorsrud, Leif (6)

Boehl, Gregor (6)

Koop, Gary (5)

Korobilis, Dimitris (5)

Cites to:

Eickmeier, Sandra (12)

Marcellino, Massimiliano (10)

Peydro, Jose-Luis (9)

Wouters, Raf (7)

Ongena, Steven (7)

Fagiolo, Giorgio (7)

Smets, Frank (7)

Moran, Kevin (6)

Christensen, Ian (6)

Devereux, Michael (6)

Schiavo, Stefano (5)

Main data

Where Angela Abbate has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2
Network Science2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank3
Working Papers / Banco de Espa�a2
Working Papers / Swiss National Bank2

Recent works citing Angela Abbate (2025 and 2024)

YearTitle of citing document
2025Monetary policy, bank leverage and systemic risk-taking. (2025). Nikolov, Kalin ; Martorell, Enric ; Aoki, Kosuke. In: Working Papers. RePEc:bde:wpaper:2517.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Should macroprudential policy be countercyclical?. (2024). Igarashi, Yoske ; Liu, Keqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001719.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2025Strategic cooperation in fintech field and efficiency of commercial banks. (2025). Ji, Xinru ; Ao, Zhiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000178.

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2024Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964.

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2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

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2025The global financial cycle and macroeconomic tail risks. (2025). Schüler, Yves ; Prieto, Esteban ; Metiu, Norbert ; Emter, Lorenz ; Schler, Yves ; Beutel, Johannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000774.

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2025The multifaceted effect of monetary policy on U.S. credit aggregates. (2025). Coussin, Maximilien. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000114.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2025MONETARY POLICY INTEREST RATES AND BANK RISKRETURN TRADEOFF: HOW DOES BANK COMPETITION MODERATE THIS RELATIONSHIP?. (2025). Huynh, Japan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:2a:p:173-198.

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2024Time-Varying Structural Approximate Dynamic Factor Model. (2024). Liu, Qingfeng ; Zhao, Ziyan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2401.

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2024Optimal Macroeconomic Policies in a Heterogeneous World. (2024). Bullard, James ; Suda, Jacek ; Singh, Aarti. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-024-00261-y.

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2025Reflecting on the recent banking crisis, what are the new financial stability determinants?. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125565.

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2024On the time-varying effects of the ECB’s asset purchases. (2024). Zlobins, Andrejs. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02529-0.

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2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025The term structure of interest rates as predictor of stock market volatility. (2025). Megaritis, Anastasios ; Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3212-3229.

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Works by Angela Abbate:

YearTitleTypeCited
2017Macroeconomic activity and risk indicators: an unstable relationship In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper2
2018Monetary policy and the asset risk-taking channel In: Working Papers.
[Full Text][Citation analysis]		paper19
2019Monetary Policy and the Asset Risk‐Taking Channel.(2019) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2015Monetary policy and the asset risk-taking channel.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2021Optimal Monetary Policy with the Risk-Taking Channel In: Working Papers.
[Full Text][Citation analysis]		paper5
2021Optimal monetary policy with the risk-taking channel.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2018Point, interval and density forecasts of exchange rates with time varying parameter models In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article18
2016Point, interval and density forecasts of exchange rates with time-varying parameter models.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2016Point, interval and density forecasts of exchange rates with time-varying parameter models.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2018Distance-varying assortativity and clustering of the international trade network In: Network Science.
[Full Text][Citation analysis]		article5
2018Distance-varying assortativity and clustering of the international trade network–ADDENDUM In: Network Science.
[Full Text][Citation analysis]		article5
2016Financial Shocks and Inflation Dynamics In: CAMA Working Papers.
[Full Text][Citation analysis]		paper40
2020Financial shocks and inflation dynamics.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2016Financial shocks and inflation dynamics.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2014Monetary policy effects on bank risk taking In: Economics Working Papers.
[Full Text][Citation analysis]		paper4
2015Monetary policy effects on bank risk taking.(2015) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012The International Trade Network in Space and Time In: LEM Papers Series.
[Full Text][Citation analysis]		paper7
2016The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article98

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