Iñaki Aldasoro : Citation Profile


Are you Iñaki Aldasoro?

Bank for International Settlements (BIS)

12

H index

16

i10 index

563

Citations

RESEARCH PRODUCTION:

24

Articles

38

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 40
   Journals where Iñaki Aldasoro has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 34 (5.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal621
   Updated: 2023-11-04    RAS profile: 2023-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ehlers, Torsten (7)

Gambacorta, Leonardo (5)

Giudici, Paolo (5)

Eren, Egemen (4)

Barth, Andreas (3)

Kok, Christoffer (3)

Doerr, Sebastian (2)

Drehmann, Mathias (2)

Zhou, Haonan (2)

Park, Kyounghoon (2)

BORIO, Claudio (2)

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

Is cited by:

Killeen, Neill (12)

Nunnenkamp, Peter (12)

Agénor, Pierre-Richard (8)

Farmer, J. (7)

Langfield, Sam (7)

Rungcharoenkitkul, Phurichai (7)

Fiedor, Paweł (7)

Eren, Egemen (7)

Pereira da Silva, Luiz Awazu (7)

Hardy, Bryan (7)

Claessens, Stijn (6)

Cites to:

Shin, Hyun Song (41)

McGuire, Patrick (25)

BORIO, Claudio (19)

von Peter, Goetz (18)

McCauley, Robert (17)

Claessens, Stijn (17)

Gambacorta, Leonardo (16)

Drehmann, Mathias (16)

Laeven, Luc (13)

Adrian, Tobias (12)

Eren, Egemen (12)

Main data


Where Iñaki Aldasoro has published?


Journals with more than one article published# docs
BIS Quarterly Review11
Journal of Financial Stability3
Journal of International Economics3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements13
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE6
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Paper Series / European Central Bank2
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Iñaki Aldasoro (2023 and 2022)


YearTitle of citing document
2022International banking, crises and strategic interests. (2022). Anghel, Cristian ; Niescu, Dan Costin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:5-24.

Full description at Econpapers || Download paper

2022Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: FEEM Working Papers. RePEc:ags:feemwp:324171.

Full description at Econpapers || Download paper

2022Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153.

Full description at Econpapers || Download paper

2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

Full description at Econpapers || Download paper

2022Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

Full description at Econpapers || Download paper

2022Cyber Risk Frequency, Severity and Insurance Viability. (2021). Shevchenko, Pavel V ; Peters, Gareth W ; Malavasi, Matteo ; Sofronov, Georgy ; Jang, Jiwook ; Truck, Stefan. In: Papers. RePEc:arx:papers:2111.03366.

Full description at Econpapers || Download paper

2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

Full description at Econpapers || Download paper

2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

Full description at Econpapers || Download paper

2022On the Choice of Central Counterparties in the EU. (2022). Piquard, Thibaut ; Demange, Gabrielle. In: Working papers. RePEc:bfr:banfra:868.

Full description at Econpapers || Download paper

2022Capital Controls, Corporate Debt and Real Effects. (2022). Soto, Paul E ; Peydro, Jose-Luis ; Pieros, Martha Lopez ; Fabiani, Andrea. In: Working Papers. RePEc:bge:wpaper:1339.

Full description at Econpapers || Download paper

2022The role of non-bank financial institutions in cross-border spillovers. (2022). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:129.

Full description at Econpapers || Download paper

2023Building an integrated surveillance framework for highly leveraged NBFIs – lessons from the HKMA. (2023). Yu, Liang ; Pezzini, Silvia ; Liu, Zijun ; Cheng, Kevin. In: BIS Papers. RePEc:bis:bisbps:137.

Full description at Econpapers || Download paper

2023Digital safety nets: a roadmap. (2023). Townsend, Robert M ; Pereira, Luiz Awazu ; Mojon, Benoit ; Karaivanov, Alexander. In: BIS Papers. RePEc:bis:bisbps:139.

Full description at Econpapers || Download paper

2022Bank funding: evolution, stability and the role of foreign offices. (2022). Hardy, Bryan ; Caparusso, John. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209f.

Full description at Econpapers || Download paper

2023Unpacking international banks deposit funding. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309d.

Full description at Econpapers || Download paper

2023CP and CDs markets: a primer. (2023). Todorov, Karamfil ; Schrimpf, Andreas ; Aquilina, Matteo. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309e.

Full description at Econpapers || Download paper

2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

Full description at Econpapers || Download paper

2022Cyber risk in central banking. (2022). Whyte, David ; Legros, Bertrand ; Leach, Thomas ; Gambacorta, Leonardo ; Doerr, Sebastian. In: BIS Working Papers. RePEc:bis:biswps:1039.

Full description at Econpapers || Download paper

2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

Full description at Econpapers || Download paper

2023Money market funds and the pricing of near-money assets. (2023). Doerr, Sebastian ; Malamud, Semyon ; Eren, Sebastian Egemen. In: BIS Working Papers. RePEc:bis:biswps:1096.

Full description at Econpapers || Download paper

2022Bank opacity - patterns and implications. (2022). Avdjiev, Stefan ; Jager, Maximilian. In: BIS Working Papers. RePEc:bis:biswps:992.

Full description at Econpapers || Download paper

2022Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207.

Full description at Econpapers || Download paper

2023Global banking, financial spillovers and macroprudential policy coordination. (2023). Pereira, Luiz A ; Jackson, Timothy P ; Agenor, Pierrerichard. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:1003-1040.

Full description at Econpapers || Download paper

2022Credit derivatives and loan yields. (2022). Tannous, George F ; Mamun, Abdullah ; Azam, Nimita. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:205-241.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

Full description at Econpapers || Download paper

2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

Full description at Econpapers || Download paper

2023Nonbank lenders as global shock absorbers: evidence from US monetary policy spillovers. (2023). Peydro, Jose-Luis ; Meisenzah, Ralf R ; Elliott, David. In: Bank of England working papers. RePEc:boe:boeewp:1012.

Full description at Econpapers || Download paper

2023The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2022Non-bank mortgage lending in Ireland: recent developments and macroprudential considerations. (2022). McCann, Feargal ; Hennessy, Christina ; Gaffney, Edward. In: Financial Stability Notes. RePEc:cbi:fsnote:3/fs/22.

Full description at Econpapers || Download paper

2022Fintech, Risk-Based Thinking and Cyber Risk. (2022). Luburi, Radoica ; Vuini, Milena. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:27-53.

Full description at Econpapers || Download paper

2023External Balance Sheets and the COVID-19 Crisis.. (2023). Juvenal, Luciana ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt00p8f01t.

Full description at Econpapers || Download paper

2022Embedded Supervision: How to Build Regulation into Decentralised Finance. (2022). Auer, Raphael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9771.

Full description at Econpapers || Download paper

2023CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309.

Full description at Econpapers || Download paper

2022Renewal of Public Action: Co-Production and Financial Regulation. (2022). Ulgen, Faruk. In: CIRIEC Studies Series. RePEc:crc:chapte:3-09.

Full description at Econpapers || Download paper

2022News and narratives: A cointegration analysis of Russian economic policy uncertainty.. (2022). Dragomirescu-Gaina, Catalin ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def115.

Full description at Econpapers || Download paper

2022The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population.. (2022). Russo, Antonio ; Lucifora, Claudio ; Torrini, Irene. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def117.

Full description at Econpapers || Download paper

2022Money versus debt financed regime: Evidence from an estimated DSGE model.. (2022). Rivolta, Giulia ; Punzo, Chiara. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def120.

Full description at Econpapers || Download paper

2022Modelling and predicting enterprise?level cyber risks in the context of sparse data availability. (2022). Schiereck, Dirk ; Zangerle, Daniel. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:136276.

Full description at Econpapers || Download paper

2022A macroprudential perspective on cyber risk. (2022). Vermeulen, Robert ; van der Molen, Remco ; Remco van der Molen, ; Koo, Helga ; Boven, Harro ; Wierts, Peter ; Pollastri, Alessandro ; Verhoeks, Ralph . In: Occasional Studies. RePEc:dnb:dnbocs:2001.

Full description at Econpapers || Download paper

2022Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic. (2022). Schellekens, Kai ; Duijm, Patty. In: Working Papers. RePEc:dnb:dnbwpp:752.

Full description at Econpapers || Download paper

2022A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757.

Full description at Econpapers || Download paper

2023Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768.

Full description at Econpapers || Download paper

2022The impact of credit supply shocks in the euro area: market-based financing versus loans. (2022). Cappiello, Lorenzo ; Rousova, Linda ; Barauskait, Kristina. In: Working Paper Series. RePEc:ecb:ecbwps:20222673.

Full description at Econpapers || Download paper

2022The economics of central bank digital currency. (2022). Porcellacchia, Davide ; Monnet, Cyril ; Leonello, Agnese ; Hoffmann, Peter ; Assenmacher, Katrin ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20222713.

Full description at Econpapers || Download paper

2022Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20222721.

Full description at Econpapers || Download paper

2022The impact of derivatives collateralisation on liquidity risk: evidence from the investment fund sector. (2022). Rousova, Linda ; Letizia, Elisa ; Jukonis, Audrius. In: Working Paper Series. RePEc:ecb:ecbwps:20222756.

Full description at Econpapers || Download paper

2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

Full description at Econpapers || Download paper

2023Bank private information in CDS markets. (2023). Pancaro, Cosimo ; Ongena, Steven ; Bilan, Andrada. In: Working Paper Series. RePEc:ecb:ecbwps:20232818.

Full description at Econpapers || Download paper

2022Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

Full description at Econpapers || Download paper

2022The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

Full description at Econpapers || Download paper

2022How does bank equity affect credit creation? Multiplier effects under Basel III regulations. (2022). Li, Boyao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:299-324.

Full description at Econpapers || Download paper

2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

Full description at Econpapers || Download paper

2022Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey. (2022). Kuuk, Hande ; Karasoy-Can, Goke ; Buyukbaaran, Tayyar. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001924.

Full description at Econpapers || Download paper

2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

Full description at Econpapers || Download paper

2022Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

Full description at Econpapers || Download paper

2022Identifying systemically important financial institutions in complex network: A case study of Chinese stock market. (2022). Jiang, Cheng ; Hou, Xiaoli ; Chen, Wei. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000443.

Full description at Econpapers || Download paper

2022Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

Full description at Econpapers || Download paper

2023Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066.

Full description at Econpapers || Download paper

2023Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

Full description at Econpapers || Download paper

2023Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213.

Full description at Econpapers || Download paper

2023Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520.

Full description at Econpapers || Download paper

2022Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x.

Full description at Econpapers || Download paper

2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Standardization, transparency initiatives, and liquidity in the CDS market. (2022). Daures-Lescourret, Laurence ; Fulop, Andras. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000106.

Full description at Econpapers || Download paper

2022Digital currencies in financial networks. (2022). Rancan, Michela ; Kavonius, Ilja Kristian ; Castren, Olli. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000286.

Full description at Econpapers || Download paper

2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

Full description at Econpapers || Download paper

2022Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

Full description at Econpapers || Download paper

2022Institutional mandates for macroeconomic and financial stability. (2022). Flamini, Alessandro ; Agenor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000857.

Full description at Econpapers || Download paper

2022Is cloud computing the digital solution to the future of banking?. (2022). Zhao, Chenchen ; Jiang, Chunxia ; Qu, Yang ; Cheng, Maoyong. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000948.

Full description at Econpapers || Download paper

2022The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

Full description at Econpapers || Download paper

2022Are higher U.S. interest rates always bad news for emerging markets?. (2022). Yoldas, Emre ; Kamin, Steve ; Hoek, Jasper. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000174.

Full description at Econpapers || Download paper

2022Cyber risk frequency, severity and insurance viability. (2022). Sofronov, Georgy ; Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Peters, Gareth W ; Malavasi, Matteo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:90-114.

Full description at Econpapers || Download paper

2022FX swaps and forwards in global dollar debt: “Known knowns” and “known unknowns”. (2022). McGuire, Patrick. In: Japan and the World Economy. RePEc:eee:japwor:v:64:y:2022:i:c:s0922142522000457.

Full description at Econpapers || Download paper

2022Mapping exposures of EU banks to the global shadow banking system. (2022). Killeen, Neill ; Derrico, Marco ; Abad, Jorge ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621001278.

Full description at Econpapers || Download paper

2022Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

Full description at Econpapers || Download paper

2022OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514.

Full description at Econpapers || Download paper

2023External Balance Sheets and the COVID-19 Crisis. (2023). Juvenal, Luciana ; Hale, Galina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001662.

Full description at Econpapers || Download paper

2022Cyber risk and the U.S. financial system: A pre-mortem analysis. (2022). Lee, Michael Junho ; Kovner, Anna ; Eisenbach, Thomas M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:802-826.

Full description at Econpapers || Download paper

2023Pirates without borders: The propagation of cyberattacks through firms’ supply chains. (2023). Silva, Andre F ; Macchiavelli, Marco ; Crosignani, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:432-448.

Full description at Econpapers || Download paper

2022The riskiness of credit allocation and financial stability. (2022). Xie, Peichu ; Vandenbussche, Jerome ; Raddatz, Claudio ; Chen, Qianying ; Brando-Marques, Luis. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s104295732200033x.

Full description at Econpapers || Download paper

2022Prime money market funds regulation, global liquidity, and the crude oil market. (2022). Kellard, Neil ; Banti, Chiara ; Ivan, Miruna-Daniela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000742.

Full description at Econpapers || Download paper

2022Financial Risk Meter FRM based on Expectiles. (2022). Hardle, Wolfgang Karl ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001597.

Full description at Econpapers || Download paper

2022The multiplex network structure of global cobalt industry chain. (2022). Wang, Mengjiao ; Xu, Man ; Sun, Xiaoqi ; Shi, Qing. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000083.

Full description at Econpapers || Download paper

2022Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023.

Full description at Econpapers || Download paper

2022Commodity prices, bank balance sheets and macroprudential policies in small open economies. (2022). Villca, Alfredo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000072.

Full description at Econpapers || Download paper

2022Measuring systemic risk for bank credit networks: A multilayer approach. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Livan, Giacomo ; Yanquen, Eduardo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:2:s2666143822000047.

Full description at Econpapers || Download paper

2022A natural level of capital flows. (2022). Warnock, Veronica Cacdac ; Burger, John D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:1-16.

Full description at Econpapers || Download paper

2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

Full description at Econpapers || Download paper

2022Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476.

Full description at Econpapers || Download paper

2023Bank funding costs during the COVID-19 pandemic: Evidence from China. (2023). Wen, Huiyu ; Li, Jinxuan ; Gao, Haoyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000720.

Full description at Econpapers || Download paper

2022Sentiment, Google queries and explosivity in the cryptocurrency market. (2022). Pagnottoni, Paolo ; Cerchiello, Paola ; Agosto, Arianna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006380.

Full description at Econpapers || Download paper

2022Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

Full description at Econpapers || Download paper

2023Optimal liquidity allocation in an equity network. (2023). Tzavellas, Hector ; Jiang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:286-294.

Full description at Econpapers || Download paper

2022Financial Risk Meter for emerging markets. (2022). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154.

Full description at Econpapers || Download paper

2022EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks. (2022). Virag, Miklos ; Kristof, Tamas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000320.

Full description at Econpapers || Download paper

2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

Full description at Econpapers || Download paper

2022The economic efficiency of aid targeting. (2022). Dolan, Carrie ; Dilorenzo, Matthew ; Benyishay, Ariel. In: World Development. RePEc:eee:wdevel:v:160:y:2022:i:c:s0305750x22002522.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Iñaki Aldasoro:


YearTitleTypeCited
2020Global banks dollar funding needs and central bank swap lines In: BIS Bulletins.
[Full Text][Citation analysis]
paper11
2017Risk transfers in international banking In: BIS Quarterly Review.
[Full Text][Citation analysis]
article0
2018Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review.
[Full Text][Citation analysis]
article62
2018Early warning indicators of banking crises: expanding the family.(2018) In: Journal of Financial Transformation.
[Citation analysis]
This paper has another version. Agregated cites: 62
article
2018The credit default swap market: what a difference a decade makes In: BIS Quarterly Review.
[Full Text][Citation analysis]
article30
2018Global liquidity: changing instrument and currency patterns In: BIS Quarterly Review.
[Full Text][Citation analysis]
article22
2018The geography of dollar funding of non-US banks In: BIS Quarterly Review.
[Full Text][Citation analysis]
article12
2019Concentration in cross-border banking In: BIS Quarterly Review.
[Full Text][Citation analysis]
article7
2020Cross-border links between banks and non-bank financial institutions In: BIS Quarterly Review.
[Full Text][Citation analysis]
article12
2021Dollar funding of non-US banks through Covid-19 In: BIS Quarterly Review.
[Full Text][Citation analysis]
article9
2022Global banks local presence: a new lens In: BIS Quarterly Review.
[Full Text][Citation analysis]
article0
2022Non-bank lenders in the syndicated loan market In: BIS Quarterly Review.
[Full Text][Citation analysis]
article2
2022Under pressure: market conditions and stress In: BIS Quarterly Review.
[Full Text][Citation analysis]
article1
2023Non-bank lending during crises In: BIS Working Papers.
[Full Text][Citation analysis]
paper0
2016Bank networks: contagion, systemic risk and prudential policy In: BIS Working Papers.
[Full Text][Citation analysis]
paper75
2015Bank Networks: Contagion, Systemic Risk and Prudential Policy.(2015) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75
paper
2015Bank Networks: Contagion, Systemic Risk and Prudential Policy.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75
paper
2015Bank Networks: Contagion, Systemic Risk and Prudential Policy.(2015) In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75
paper
2017Bank networks: Contagion, systemic risk and prudential policy.(2017) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75
article
2015Bank networks: Contagion, systemic risk and prudential policy.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75
paper
2017Multiplex interbank networks and systemic importance - An application to European data In: BIS Working Papers.
[Full Text][Citation analysis]
paper58
2016Multiplex interbank networks and systemic importance: an application to European data.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2018Multiplex interbank networks and systemic importance: An application to European data.(2018) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
article
2016Multiplex interbank networks and systemic importance – An application to European data.(2016) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2015Multiplex interbank networks and systemic importance: An application to European data.(2015) In: SAFE Working Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 58
paper
2015Multiplex interbank networks and systemic importance: An application to European data.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2017External financing and economic activity in the euro area - why are bank loans special? In: BIS Working Papers.
[Full Text][Citation analysis]
paper11
2017External financing and economic activity in the euro area: Why are bank loans special?.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2017Syndicated loans and CDS positioning In: BIS Working Papers.
[Full Text][Citation analysis]
paper3
2017Syndicated loans and CDS positioning.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Business models and dollar funding of global banks In: BIS Working Papers.
[Full Text][Citation analysis]
paper17
2018Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea In: BIS Working Papers.
[Full Text][Citation analysis]
paper0
2019Spillovers of funding dry ups In: BIS Working Papers.
[Full Text][Citation analysis]
paper2
2022Spillovers of funding dry-ups.(2022) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2019Spillovers of funding dry-ups.(2019) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020Operational and cyber risks in the financial sector In: BIS Working Papers.
[Full Text][Citation analysis]
paper9
2020Operational and cyber risks in the financial sector.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2020The drivers of cyber risk In: BIS Working Papers.
[Full Text][Citation analysis]
paper22
2020The drivers of cyber risk.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2022The drivers of cyber risk.(2022) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2020The macro-financial effects of international bank lending on emerging markets In: BIS Working Papers.
[Full Text][Citation analysis]
paper3
2023The macro-financial effects of international bank lending on emerging markets.(2023) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2020Contagion Accounting In: BIS Working Papers.
[Full Text][Citation analysis]
paper0
2020Contagion accounting.(2020) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Contagion accounting.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Asset managers, market liquidity and bank regulation In: BIS Working Papers.
[Full Text][Citation analysis]
paper1
2015Systemic Loops and Liquidity Regulation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper18
2016Systemic loops and liquidity regulation.(2016) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2022Contagion accounting in stress-testing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2022Global banks, dollar funding, and regulation In: Journal of International Economics.
[Full Text][Citation analysis]
article4
2022The Janus face of bank geographic complexity In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2022Bank solvency risk and funding cost interactions: Evidence from Korea In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2014Vertical Fiscal Imbalances and the Accumulation of Government Debt In: IMF Working Papers.
[Full Text][Citation analysis]
paper12
2014Vertical fiscal imbalances and the accumulation of government debt.(2014) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2013Input-Output-based Measures of Systemic Importance In: MPRA Paper.
[Full Text][Citation analysis]
paper17
2015Input-output-based measures of systemic importance.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2013Input-output-based measures of systemic importance.(2013) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2016Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]
paper83
2022Comment on Growing importance of investment funds in capital flows by Richard Schmidt and Pinar Yesin In: Aussenwirtschaft.
[Full Text][Citation analysis]
article0
2009Inflation Differentials in the Euro Area and their Determinants ??? an empirical view In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
paper1
2009Less aid proliferation and more donor coordination? The wide gap between words and deeds In: Kiel Working Papers.
[Full Text][Citation analysis]
paper50
2014The fiscal compact and government debt: One law, multiple statistics In: SAFE Policy Letters.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team