8
H index
8
i10 index
439
Citations
HEC Paris (École des Hautes Études Commerciales) | 8 H index 8 i10 index 439 Citations RESEARCH PRODUCTION: 11 Articles 39 Papers 1 Books 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 Jean-Edouard Colliard. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 2 |
Review of Financial Studies | 2 |
Review of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / HAL | 10 |
Working Paper Series / European Central Bank | 6 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
Post-Print / HAL | 4 |
PSE Working Papers / HAL | 2 |
PSE-Ecole d'économie de Paris (Postprint) / HAL | 2 |
Year | Title of citing document | |
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2021 | Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079. Full description at Econpapers || Download paper | |
2023 | Too-many-to-fail and the Design of Bailout Regimes. (2023). Zeng, Jing ; Wagner, Wolf. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:230. Full description at Econpapers || Download paper | |
2022 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2022 | Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375. Full description at Econpapers || Download paper | |
2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
2022 | Systemic Risk of Optioned Portfolios: Controllability and Optimization. (2022). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Papers. RePEc:arx:papers:2209.04685. Full description at Econpapers || Download paper | |
2022 | Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
2023 | Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668. Full description at Econpapers || Download paper | |
2023 | The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263. Full description at Econpapers || Download paper | |
2021 | Lessons from the Early Establishment of Banking Supervision in Italy (1926-1936). (2021). Pellegrino, Dario ; Molteni, Marco. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_48. Full description at Econpapers || Download paper | |
2022 | Voluntary support and ring-fencing in cross-border banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyoengyi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1373_22. Full description at Econpapers || Download paper | |
2021 | Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923. Full description at Econpapers || Download paper | |
2022 | Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113. Full description at Econpapers || Download paper | |
2021 | Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754. Full description at Econpapers || Download paper | |
2021 | Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2021 | Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148. Full description at Econpapers || Download paper | |
2021 | On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906. Full description at Econpapers || Download paper | |
2022 | Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974. Full description at Econpapers || Download paper | |
2022 | Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es. Full description at Econpapers || Download paper | |
2023 | Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en. Full description at Econpapers || Download paper | |
2021 | Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?. (2021). Ongena, Steven ; Gropp, Reint ; Wix, Carlo ; Simac, Ines ; Mosk, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15764. Full description at Econpapers || Download paper | |
2021 | How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260. Full description at Econpapers || Download paper | |
2021 | A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556. Full description at Econpapers || Download paper | |
2022 | Voluntary Support and Ring-Fencing in Cross-border Banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyongyi. In: Working Paper Series. RePEc:ecb:ecbwps:20222688. Full description at Econpapers || Download paper | |
2022 | Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692. Full description at Econpapers || Download paper | |
2022 | Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698. Full description at Econpapers || Download paper | |
2022 | A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087. Full description at Econpapers || Download paper | |
2021 | Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x. Full description at Econpapers || Download paper | |
2021 | Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609. Full description at Econpapers || Download paper | |
2021 | Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522. Full description at Econpapers || Download paper | |
2022 | Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602. Full description at Econpapers || Download paper | |
2021 | Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x. Full description at Econpapers || Download paper | |
2021 | TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772. Full description at Econpapers || Download paper | |
2021 | Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838. Full description at Econpapers || Download paper | |
2022 | The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods. (2022). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001668. Full description at Econpapers || Download paper | |
2023 | Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
2021 | Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343. Full description at Econpapers || Download paper | |
2022 | Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2022). Sfrappini, Eleonora ; Krause, Thomas ; Koetter, Michael ; Tonzer, Lena. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001337. Full description at Econpapers || Download paper | |
2021 | Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277. Full description at Econpapers || Download paper | |
2023 | Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347. Full description at Econpapers || Download paper | |
2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper | |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper | |
2021 | Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38. Full description at Econpapers || Download paper | |
2022 | The anatomy of a fee change — evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167. Full description at Econpapers || Download paper | |
2022 | Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482. Full description at Econpapers || Download paper | |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper | |
2021 | Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830. Full description at Econpapers || Download paper | |
2021 | Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629. Full description at Econpapers || Download paper | |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper | |
2022 | Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266. Full description at Econpapers || Download paper | |
2022 | Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405. Full description at Econpapers || Download paper | |
2022 | Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x. Full description at Econpapers || Download paper | |
2022 | The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581. Full description at Econpapers || Download paper | |
2021 | Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?. (2021). Fenech, Jean-Pierre ; Contessi, Silvio ; Halili, Alba. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000118. Full description at Econpapers || Download paper | |
2022 | A study of interconnections and contagion among Chinese financial institutions using a ?CoV aR network. (2022). Xu, Zezhou ; Mo, Dongxu ; Chen, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321003950. Full description at Econpapers || Download paper | |
2022 | Financial inclusion and bank risk-taking: the effect of information sharing. (2022). Junarsin, E ; Teclezion, M ; Sun, W ; Marcelin, I. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003804. Full description at Econpapers || Download paper | |
2023 | Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617. Full description at Econpapers || Download paper | |
2021 | Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355. Full description at Econpapers || Download paper | |
2021 | Broker routing decisions in limit order markets. (2021). Cimon, David A. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300719. Full description at Econpapers || Download paper | |
2022 | Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118. Full description at Econpapers || Download paper | |
2023 | When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532. Full description at Econpapers || Download paper | |
2021 | Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383. Full description at Econpapers || Download paper | |
2021 | ESG investing: A chance to reduce systemic risk. (2021). Nicolosi, Marco ; Dalo, Ambrogio ; Ciciretti, Rocco ; Cerqueti, Roy. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000474. Full description at Econpapers || Download paper | |
2022 | Risk spillovers and interconnectedness between systemically important institutions. (2022). AndrieÈ™, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224. Full description at Econpapers || Download paper | |
2022 | The contribution of (shadow) banks and real estate to systemic risk in China. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000420. Full description at Econpapers || Download paper | |
2021 | Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664. Full description at Econpapers || Download paper | |
2021 | Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499. Full description at Econpapers || Download paper | |
2022 | From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762. Full description at Econpapers || Download paper | |
2022 | Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865. Full description at Econpapers || Download paper | |
2022 | Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x. Full description at Econpapers || Download paper | |
2022 | Does differential taxation of short-term relative to long-term capital gains affect long-term investment?. (2022). Venkatachalam, Mohan ; Vashishtha, Rahul ; Jacob, Martin ; He, Eric. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000027. Full description at Econpapers || Download paper | |
2021 | Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636. Full description at Econpapers || Download paper | |
2022 | Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685. Full description at Econpapers || Download paper | |
2022 | Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727. Full description at Econpapers || Download paper | |
2022 | Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909. Full description at Econpapers || Download paper | |
2022 | Internal models for deposits: Effects on banks capital and interest rate risk of assets. (2022). Dal Borgo, Mariela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302028. Full description at Econpapers || Download paper | |
2022 | The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x. Full description at Econpapers || Download paper | |
2022 | Supervisory enforcement actions against banks and systemic risk. (2022). Sedunov, John ; Roman, Raluca A ; Cai, Jin ; Berger, Allen N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001813. Full description at Econpapers || Download paper | |
2022 | Artificial intelligence and systemic risk. (2022). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621002466. Full description at Econpapers || Download paper | |
2022 | Winning connections? Special interests and the sale of failed banks. (2022). Igan, Deniz ; Zhang, Eden Quxian ; Wagner, Wolf ; Lambert, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622000930. Full description at Econpapers || Download paper | |
2022 | Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207. Full description at Econpapers || Download paper | |
2022 | Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072. Full description at Econpapers || Download paper | |
2022 | Capital forbearance in the bank recovery and resolution game. (2022). Suarez, Javier ; Perotti, Enrico ; Martynova, Natalya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:884-904. Full description at Econpapers || Download paper | |
2021 | Should bank capital regulation be risk sensitive?. (2021). Ahnert, Toni ; Wilkins, Carolyn ; Chapman, James. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300243. Full description at Econpapers || Download paper | |
2022 | Political influence and banks: Evidence from mortgage lending. (2022). Zhang, Tim ; Chu, Yongqiang. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000353. Full description at Econpapers || Download paper | |
2021 | Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205. Full description at Econpapers || Download paper | |
2021 | Corporate Governance and Banking Systemic Risk: A Test of the Bundling Hypothesis. (2021). Hussain, Nazim ; Addo, Kwabena Aboah ; Iqbal, Jamshed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302837. Full description at Econpapers || Download paper | |
2022 | Global banks and systemic risk: The dark side of country financial connectedness. (2022). Sanz, Leandro ; Mihov, Atanas ; McLemore, Ping. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001371. Full description at Econpapers || Download paper | |
2021 | The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890. Full description at Econpapers || Download paper | |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773. Full description at Econpapers || Download paper | |
2021 | A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110. Full description at Econpapers || Download paper | |
2021 | Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery. (2021). Prakash, OM ; Nurujjaman, MD ; Rai, Anish ; Mahata, Ajit. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002806. Full description at Econpapers || Download paper | |
2022 | Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400. Full description at Econpapers || Download paper | |
2021 | Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196. Full description at Econpapers || Download paper | |
2021 | Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2017 | Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
2017 | Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2021 | Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2007 | Une brève histoire de limpôt In: Regards croisés sur l'économie. [Full Text][Citation analysis] | article | 0 |
2018 | Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2015 | Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2016 | Multinational Banks and Supranational Supervision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2017 | Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2019 | Multinational Banks and Supranational Supervision.(2019) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2020 | Measuring Regulatory Complexity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Measuring Regulatory Complexity.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
2015 | Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 218 |
2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 218 | paper | |
2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 218 | paper | |
2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 218 | paper | |
2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 218 | article | |
2017 | Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 8 |
2019 | Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 34 |
2015 | Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2020 | Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
2018 | Financial Restructuring and Resolution of Banks In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 12 |
2018 | Financial Restructuring and Resolution of Banks.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2018 | Asset Dissemination Through Dealer Markets In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Asset Dissemination Through Dealer Markets.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | The impact of financial transaction taxes: new evidence In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | Catching falling knives: speculating on market overreaction In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2014 | Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | The architecture of supervision In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2016 | The SSM at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2022 | Algorithmic Pricing and Liquidity in Securities Markets In: Working Papers. [Citation analysis] | paper | 0 |
2017 | Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science. [Full Text][Citation analysis] | article | 0 |
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