Thibaut Duprey : Citation Profile

Are you Thibaut Duprey?

Bank of Canada

7

H index

4

i10 index

199

Citations

RESEARCH PRODUCTION:

7

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 19
   Journals where Thibaut Duprey has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 12 (5.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu324
   Updated: 2023-11-04    RAS profile: 2023-06-26    
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Relations with other researchers

Works with:

Ueberfeldt, Alexander (3)

Schnattinger, Philip (2)

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

Is cited by:

GUPTA, RANGAN (7)

Kim, Hyeongwoo (4)

Gächter, Martin (4)

Giudici, Paolo (3)

Davis, E (3)

Hodula, Martin (3)

Baumohl, Eduard (3)

Lang, Jan Hannes (3)

Mikaliunaite-Jouvanceau, Ieva (3)

Peltonen, Tuomas (3)

Loisel, Stéphane (3)

Cites to:

Drehmann, Mathias (17)

Giannone, Domenico (14)

Klaus, Benjamin (14)

Peltonen, Tuomas (13)

Taylor, Alan (12)

BORIO, Claudio (12)

Schularick, Moritz (12)

Jorda, Oscar (10)

Adrian, Tobias (9)

Tsatsaronis, Kostas (9)

Zanetti, Francesco (8)

Main data

Where Thibaut Duprey has published?

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada6
Staff Analytical Notes / Bank of Canada6
Working Papers / HAL2
Working Paper Series / European Central Bank2

Recent works citing Thibaut Duprey (2023 and 2022)

YearTitle of citing document
2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:22-30.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2022Seismonomics: Listening to the heartbeat of the economy. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s288-s309.

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2022Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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2023.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2022Credit market concentration and systemic risk in Europe. (2022). Paulus, Alari ; Kukk, Merike ; Reigl, Nicolas. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2022-4.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2022A new comprehensive database of financial crises: Identification, frequency, and duration. (2022). Wood, Justine ; Castro, Vitor ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2022A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Li, Changtai ; Tan, Sook-Rei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565.

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2023Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150.

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2023Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2022Growth-at-risk and macroprudential policy design. (2022). Suarez, Javier. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000353.

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2022Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s157230892200105x.

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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2022IFABS 2017: Towards an Integrated View of Financial Regulation: Key Lessons from the Crisis and Future Challenges. (2022). Berrospide, Jose M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003423.

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2023We didn’t start the fire: Effects of a natural disaster on consumers’ financial distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:119:y:2023:i:c:s0095069623000086.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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2022The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063.

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2022Growth at risk: Methodology and applications in an open-source platform. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Rodriguez-Martinez, Anahi ; Busch, Matias Ossandon ; Sanchez-Martinez, Jose Manuel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000229.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2023How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784.

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2022Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method. (2022). Lv, Xuan ; Li, Menggang ; Zhang, Yingjie. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12926-:d:937982.

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2022Geopolitical risks and financial stress in emerging economies. (2022). Nguyenhuu, Tam ; Orsal, Deniz Karaman. In: Working Papers. RePEc:inf:wpaper:2022.09.

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2022On the structural determinants of growth-at-risk. (2022). Hasler, Elias ; Geiger, Martin ; Gachter, Martin. In: Working Papers. RePEc:inn:wpaper:2022-06.

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2022Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Fiscal crises and climate change.. (2023). Uribe, Jorge. In: IREA Working Papers. RePEc:ira:wpaper:202303.

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2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

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2023Were small businesses more likely to permanently close in the pandemic?. (2023). Fossen, Frank ; Fairlie, Robert ; Droboniku, Gentian ; Johnsen, Reid. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00662-1.

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2022How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal. (2022). Maia, Duarte ; Feliciano, Marina ; de Lorenzo, Ivan. In: Working Papers. RePEc:ptu:wpaper:w202204.

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2022Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal. (2022). Maia, Duarte ; Feliciano, Marina ; de Lorenzo, Ivan. In: Working Papers. RePEc:ptu:wpaper:w202207.

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2022Spillovers in the Presence of Financial Stress – An Application to Romania. (2022). Horobet, Alexandra ; Copaciu, Anca Mihaela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:29-43.

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2022Assessing the Effects of Borrower-Based Macroprudential Policy on Credit in the EU Using Intensity-Based Indices. (2022). de Schryder, Selien ; Coulier, Lara. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:22/1044.

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2023The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model. (2023). Abbes, Mouna Boujelbene ; Soltani, Hayet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09600-z.

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2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Gabauer, David ; Balcilar, Mehmet. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1049-1064.

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2022Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis. (2022). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Wohar, Mark E. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1525-1556.

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2022Demand Shocks for Public Debt in the Eurozone. (2022). Giuliodori, Massimo ; Lengyel, Andras. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:7:p:1997-2028.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249340.

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2022Stress-ridden finance and growth losses: Does financial development break the link?. (2022). Ossandon Busch, Matias ; Sanchez-Martinez, Manuel ; Rodriguez-Martinez, Anahi ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Montaez-Enriquez, Ricardo ; Martinez-Jaramillo, Serafin. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32022.

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Works by Thibaut Duprey:

YearTitleTypeCited
2023Timely Business Dynamics Using Google Places In: AEA Papers and Proceedings.
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2020Canadian Financial Stress and Macroeconomic Conditions In: Discussion Papers.
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2020Canadian Financial Stress and Macroeconomic Condition.(2020) In: Canadian Public Policy.
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This paper has another version. Agregated cites: 9		article
2022Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model In: Technical Reports.
[Full Text][Citation analysis]		paper0
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
[Full Text][Citation analysis]		paper109
2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 109		paper
2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 109		article
2016Bank Screening Heterogeneity In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper14
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 14		paper
2020Managing GDP Tail Risk In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
2021Shaping the future: Policy shocks and the GDP growth distribution In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2022Business Closures and (Re)Openings in Real Time Using Google Places In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2017A Barometer of Canadian Financial System Vulnerabilities In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper2
2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2018How to Manage Macroeconomic and Financial Stability Risks: A New Framework In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper11
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper3
2021Household financial vulnerabilities and physical climate risks In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper2
2013Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations. In: Working papers.
[Full Text][Citation analysis]		paper0
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: PSE Working Papers.
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This paper has another version. Agregated cites: 0		paper
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: Working Papers.
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2014Bank Capital Adjustment Process and Aggregate Lending. In: Working papers.
[Full Text][Citation analysis]		paper3
2014Macroprudential framework:key questions applied to the French case. In: Occasional papers.
[Full Text][Citation analysis]		paper7
2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2022Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept In: JRFM.
[Full Text][Citation analysis]		article1
2015Do publicly owned banks lend against the wind? In: Post-Print.
[Full Text][Citation analysis]		paper9
2015Do publicly owned banks lend against the wind?.(2015) In: PSE-Ecole d'économie de Paris (Postprint).
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This paper has another version. Agregated cites: 9		paper
2015Do Publicly Owned Banks Lend Against the Wind?.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 9		article
2013Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle In: Working Papers.
[Full Text][Citation analysis]		paper3

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