12
H index
16
i10 index
563
Citations
Bank for International Settlements (BIS) | 12 H index 16 i10 index 563 Citations RESEARCH PRODUCTION: 24 Articles 38 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Iñaki Aldasoro. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 11 |
Journal of Financial Stability | 3 |
Journal of International Economics | 3 |
Journal of Banking & Finance | 2 |
Year | Title of citing document | |
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2022 | International 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 | |
2022 | Energy 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 | |
2022 | Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153. Full description at Econpapers || Download paper | |
2022 | Network 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 | |
2022 | Hierarchical 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 | |
2022 | Cyber 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 | |
2022 | Network 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 | |
2023 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2022 | On 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 | |
2022 | Capital 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 | |
2022 | The 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 | |
2023 | Building 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 | |
2023 | Digital 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 | |
2022 | Bank 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 | |
2023 | Unpacking international banks deposit funding. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309d. Full description at Econpapers || Download paper | |
2023 | CP 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 | |
2022 | Cross-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 | |
2022 | Cyber 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 | |
2023 | CBDC 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 | |
2023 | Money 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 | |
2022 | Bank opacity - patterns and implications. (2022). Avdjiev, Stefan ; Jager, Maximilian. In: BIS Working Papers. RePEc:bis:biswps:992. Full description at Econpapers || Download paper | |
2022 | Did 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 | |
2023 | Global 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 | |
2022 | Credit 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 | |
2023 | Interbank 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 | |
2022 | Predictable 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 | |
2022 | Information 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 | |
2023 | Nonbank 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 | |
2023 | The 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 | |
2022 | Non-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 | |
2022 | Fintech, 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 | |
2023 | External 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 | |
2022 | Embedded 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 | |
2023 | CBDC 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 | |
2022 | Renewal 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 | |
2022 | News 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 | |
2022 | The 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 | |
2022 | Money 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 | |
2022 | Modelling 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 | |
2022 | A 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 | |
2022 | Effectiveness 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 | |
2022 | A 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 | |
2023 | Quantifying 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 | |
2022 | The 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 | |
2022 | The 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 | |
2022 | Uncovering 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 | |
2022 | The 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 | |
2023 | Interbank 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 | |
2023 | Bank 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 | |
2022 | Monetary 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 | |
2022 | The 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 | |
2022 | How 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 | |
2022 | Forecasting 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 | |
2022 | Macroeconomic 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 | |
2022 | Partial 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 | |
2022 | Modelling 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 | |
2022 | Identifying 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 | |
2022 | Risk 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 | |
2023 | Interpersonal 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 | |
2023 | Determinants 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 | |
2023 | Price 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 | |
2023 | Energy 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 | |
2022 | Research 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 | |
2023 | Interconnected 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 | |
2023 | Do 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 | |
2022 | Standardization, 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 | |
2022 | Digital 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 | |
2022 | Systemic 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 | |
2022 | Hierarchical 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 | |
2022 | Institutional 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 | |
2022 | Is 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 | |
2022 | The 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 | |
2022 | Are 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 | |
2022 | Cyber 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 | |
2022 | FX 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 | |
2022 | Mapping 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 | |
2022 | Post-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 | |
2022 | OTC 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 | |
2023 | External 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 | |
2022 | Cyber 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 | |
2023 | Pirates 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 | |
2022 | The 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 | |
2022 | Prime 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 | |
2022 | Financial 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 | |
2022 | The 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 | |
2022 | Why 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 | |
2022 | Commodity 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 | |
2022 | Measuring 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 | |
2022 | A 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 | |
2023 | Dynamic 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 | |
2022 | Systemic 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 | |
2023 | Bank 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 | |
2022 | Sentiment, 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 | |
2022 | Credit 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 | |
2023 | Optimal 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 | |
2022 | Financial 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 | |
2022 | EU-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 | |
2023 | Financial 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 | |
2022 | The 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... |
Year | Title | Type | Cited |
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2020 | Global banks dollar funding needs and central bank swap lines In: BIS Bulletins. [Full Text][Citation analysis] | paper | 11 |
2017 | Risk transfers in international banking In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2018 | Early warning indicators of banking crises: expanding the family In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 62 |
2018 | Early 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 | |
2018 | The credit default swap market: what a difference a decade makes In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 30 |
2018 | Global liquidity: changing instrument and currency patterns In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 22 |
2018 | The geography of dollar funding of non-US banks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
2019 | Concentration in cross-border banking In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 7 |
2020 | Cross-border links between banks and non-bank financial institutions In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 12 |
2021 | Dollar funding of non-US banks through Covid-19 In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 9 |
2022 | Global banks local presence: a new lens In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2022 | Non-bank lenders in the syndicated loan market In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 2 |
2022 | Under pressure: market conditions and stress In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
2023 | Non-bank lending during crises In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Bank networks: contagion, systemic risk and prudential policy In: BIS Working Papers. [Full Text][Citation analysis] | paper | 75 |
2015 | Bank 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 | |
2015 | Bank 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 | |
2015 | Bank 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 | |
2017 | Bank 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 | |
2015 | Bank 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 | |
2017 | Multiplex interbank networks and systemic importance - An application to European data In: BIS Working Papers. [Full Text][Citation analysis] | paper | 58 |
2016 | Multiplex 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 | |
2018 | Multiplex 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 | |
2016 | Multiplex 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 | |
2015 | Multiplex 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 | |
2015 | Multiplex 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 | |
2017 | External financing and economic activity in the euro area - why are bank loans special? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 11 |
2017 | External 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 | |
2017 | Syndicated loans and CDS positioning In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Syndicated loans and CDS positioning.(2017) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | Business models and dollar funding of global banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 17 |
2018 | Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Spillovers of funding dry ups In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Spillovers of funding dry-ups.(2022) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2019 | Spillovers of funding dry-ups.(2019) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Operational and cyber risks in the financial sector In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Operational 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 | |
2020 | The drivers of cyber risk In: BIS Working Papers. [Full Text][Citation analysis] | paper | 22 |
2020 | The drivers of cyber risk.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2022 | The drivers of cyber risk.(2022) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2020 | The macro-financial effects of international bank lending on emerging markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | The 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 | |
2020 | Contagion Accounting In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Contagion accounting.(2020) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Contagion accounting.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Asset managers, market liquidity and bank regulation In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Systemic Loops and Liquidity Regulation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2016 | Systemic loops and liquidity regulation.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2022 | Contagion accounting in stress-testing In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2022 | Global banks, dollar funding, and regulation In: Journal of International Economics. [Full Text][Citation analysis] | article | 4 |
2022 | The Janus face of bank geographic complexity In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2022 | Bank solvency risk and funding cost interactions: Evidence from Korea In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2014 | Vertical Fiscal Imbalances and the Accumulation of Government Debt In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Vertical 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 | |
2013 | Input-Output-based Measures of Systemic Importance In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
2015 | Input-output-based measures of systemic importance.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2013 | Input-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 | |
2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 83 |
2022 | Comment on Growing importance of investment funds in capital flows by Richard Schmidt and Pinar Yesin In: Aussenwirtschaft. [Full Text][Citation analysis] | article | 0 |
2009 | Inflation Differentials in the Euro Area and their Determinants ??? an empirical view In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2009 | Less aid proliferation and more donor coordination? The wide gap between words and deeds In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 50 |
2014 | The fiscal compact and government debt: One law, multiple statistics In: SAFE Policy Letters. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team