Andreas Alexander Jobst : Citation Profile

Central Bank of the United Arab Emirates (80% share)
University of Cambridge (20% share)

14

H index

18

i10 index

743

Citations

RESEARCH PRODUCTION:

18

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 39
   Journals where Andreas Alexander Jobst has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 14 (1.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo109
   Updated: 2026-01-17    RAS profile: 2025-10-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas Alexander Jobst.

Is cited by:

BOUNGOU, Whelsy (9)

Ongena, Steven (9)

Reghezza, Alessio (8)

Sosvilla-Rivero, Simon (7)

Gómez-Puig, Marta (7)

Turk Ariss, Rima (7)

Singh, Manish (7)

Molyneux, Philip (6)

Rose, Andrew (6)

Guidolin, Massimo (6)

Hubert, Paul (5)

Cites to:

Babus, Ana (28)

Carletti, Elena (20)

Allen, Franklin (16)

Berger, Allen (12)

merton, robert (8)

Thakor, Anjan (8)

Mester, Loretta (8)

Leland, Hayne (8)

santos, joao (7)

Lo, Andrew (7)

Diebold, Francis (7)

Main data

Where Andreas Alexander Jobst has published?

Journals with more than one article published# docs
International Journal of Monetary Economics and Finance2
Journal of Financial Regulation and Compliance2
Journal of Operational Risk2
Journal of Banking & Finance2
Asian-Pacific Economic Literature2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund18
IMF Departmental Papers / Policy Papers / International Monetary Fund3
CFS Working Paper Series / Center for Financial Studies (CFS)3
IMF Staff Discussion Notes / International Monetary Fund2

Recent works citing Andreas Alexander Jobst (2025 and 2024)

YearTitle of citing document
2024Bridging the Gap: Investigating Untapped Markets for Sukuk Issuance and Growth Opportunities. (2024). Muhamat, Amirul Afif ; Naeem, Muhammad ; Riana, Nana ; Ben-Nasr, Hamdi ; Zakaria, Shahsuzan. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:12:p:4014-4023.

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2024Impact of Insolvency Regimes on NPLs: Two Birds in the Bush is WorThéone in the Hand. (2024). bricongne, jean-charles ; Dufouleur, Mathilde. In: Working papers. RePEc:bfr:banfra:953.

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2024Financial stability communication: the case of the Bank of England practices. (2024). Jbir, Hamdi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00493.

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2024Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001324.

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2025Asymmetric information and the securitization of SME loans. (2025). Ongena, Steven ; Gambacorta, Leonardo ; Bottero, Margherita ; Albertazzi, Ugo. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125001035.

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2024Option valuation via nonaffine dynamics with realized volatility. (2024). Wang, Zerong ; Zhang, Yuanyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000215.

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2024Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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2024Does heat stress deteriorate the quality of banks’ loan portfolios? Evidence from U.S. community banks. (2024). Wening, Fabian ; Vollmar, Steffen. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012340.

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2024Market reaction to the expected loss model in banks. (2024). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Operational loss recoveries and the macroeconomic environment: Evidence from the U.S. banking sector. (2024). Frame, Scott W ; McLemore, Ping ; Lazaryan, Nika ; Mihov, Atanas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001377.

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2024What moves markets?. (2024). Kerssenfischer, Mark ; Schmeling, Maik. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000138.

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2025Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers. (2025). Krettek, Jonas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000316.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024The impact of monetary and fiscal policy on FinTech firms during the crisis. (2024). Kakhkharov, Jakhongir ; Akhtaruzzaman, MD ; Bianchi, Robert J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005483.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2025Market reaction to EU CRD IV regulation in the banking industry. (2025). Parbonetti, Antonio ; Fabrizi, Michele ; Longo, Sara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004458.

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2024Financial Stability and Innovation: The Role of Non-Performing Loans. (2024). Magazzino, Cosimo ; LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Hussain, Syed Kafait ; Arnone, Massimo. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:4:p:27-536:d:1498226.

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2025Hybrid GARCH-LSTM Forecasting for Foreign Exchange Risk. (2025). Ruranga, Charles ; Mungatu, Joseph K ; Nsengiyumva, Elysee. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:2:p:22-:d:1670909.

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2024Bank Risk-Taking and Impaired Monetary Policy Transmission. (2024). Koenig, Philipp J ; Schliephake, Eva. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:3:a:6.

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2024When Myopic Managers Must Mark to Market. (2024). Yang, Nan ; Kolasinski, Adam. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:9:p:6234-6254.

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2024Determinants of Nonperforming Loans: A Global Data Analysis. (2024). Valcarce, Lucia ; Fernndez-Migulez, Angel L ; Delgado, Enrique ; Lamothe, Prosper ; Salas, Mbelen. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10543-8.

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2025Negative interest rate policy and bank lending channel: evidence from the Swedish experience. (2025). Ozbugday, Fatih Cemil ; Özgür, Önder ; Karagol, Erdal Tanas. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00673-9.

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2024COVID‑19, corporate non-performing loans, and corporate lending dynamics: Evidence from Russian regions. (2024). Popova, Polina. In: Applied Econometrics. RePEc:ris:apltrx:0507.

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2025Judicial inefficiency and the default of zombie firms. (2025). Oliviero, Tommaso ; Fatica, Serena ; Rancan, Michela. In: CSEF Working Papers. RePEc:sef:csefwp:747.

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2025Cryptocurrency markets, macroeconomic news announcements and energy consumption. (2025). ben Omrane, Walid ; Qi, Qianru ; Saadi, Samir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05500-5.

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2024The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2.

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2024The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets. (2024). Baba, Boubekeur. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00350-4.

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2024The Role of Culture on Islamic Finance: A Comparative Analysis from Islamic Finance Permitting Countries. (2024). Masron, Tajul Ariffin ; Al-Hersh, Nafith Fayez. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01579-0.

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2024Identifying Financial Performance Drivers in the Indian Banking Sector During the COVID-19 Crisis. (2024). Malik, Pooja ; Goswami, Anju. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:3:d:10.1007_s40953-024-00396-9.

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2025Asset-Quality-at-Risk. (2025). picarelli, mattia osvaldo ; Fusi, Giulia ; Donini, Alessandra. In: Working Papers. RePEc:stm:wpaper:69.

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2025Does financial stability communication affect financial asset prices? Evidence from the Bank of Englands communication experiment. (2025). Jbir, Hamdi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1831-1855.

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2025Negative interest rate policy and bank risk‐taking: Search for yield or de‐leverage?. (2025). Tang, Wenjin ; Chen, Weichang ; Ma, Xiaorui ; Fu, Chengbo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2450-2469.

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2024The Zero Lower Bound on Household Deposit Rates: Not As Binding As We Thought. (2024). Ulbing, Philipp. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302353.

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Works by Andreas Alexander Jobst:

YearTitleTypeCited
2019Greater transparency and better policy for climate finance In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2014ASEAN-5 bond market development: Where does it stand? Where is it going? In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]		article14
2011Asean Bond Market Development: Where Does it Stand? Where is it Going?.(2011) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2014Developing ASEAN-5 bond markets: what needs to be done? In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]		article1
2019Market-implied systemic risk and shadow capital adequacy In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2013Multivariate dependence of implied volatilities from equity options as measure of systemic risk In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2012Market response to policy initiatives during the global financial crisis In: Journal of International Economics.
[Full Text][Citation analysis]		article171
2010Market Response to Policy Initiatives during the Global Financial Crisis.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
2011Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article53
2014Measuring systemic risk-adjusted liquidity (SRL)—A model approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2012Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach.(2012) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2002Loan securitisation: default term structure and asset pricing based on loss prioritisation In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014The Islamic debate on derivatives In: Chapters.
[Full Text][Citation analysis]		chapter0
2008The development of equity derivative markets In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article0
2008Islamic bond issuance: what sovereign debt managers need to know In: International Journal of Islamic and Middle Eastern Finance and Management.
[Full Text][Citation analysis]		article30
2008Islamic Bond Issuance: What Sovereign Debt Managers Need to Know.(2008) In: IMF Policy Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2005The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article0
2007Its all in the data – consistent operational risk measurement and regulation In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article7
2009Islamic derivatives In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article1
2009Islamic securitisation: An ethical remedy to incentive problems? In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article3
2020Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper2
2020Sectoral Policies for Climate Change Mitigation in the EU In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper3
2021COVID-19: How Will European Banks Fare? In: IMF Departmental Papers / Policy Papers.
[Full Text][Citation analysis]		paper7
2015Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe In: IMF Staff Discussion Notes.
[Full Text][Citation analysis]		paper15
2015A Strategy for Resolving Europes Problem Loans In: IMF Staff Discussion Notes.
[Full Text][Citation analysis]		paper36
2006Asian Equity Markets: Growth, Opportunities, and Challenges In: IMF Working Papers.
[Full Text][Citation analysis]		paper11
2008Asian equity markets: growth, opportunities, and challenges.(2008) In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2007The Economics of Islamic Finance and Securitization In: IMF Working Papers.
[Full Text][Citation analysis]		paper52
2007Public Debt Markets in Central America, Panama, and the Dominican Republic In: IMF Working Papers.
[Full Text][Citation analysis]		paper3
2007Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose In: IMF Working Papers.
[Full Text][Citation analysis]		paper21
Operational risk: the sting is still in the tail but the poison depends on the dose.() In: Journal of Operational Risk.
[Citation analysis]
This paper has nother version. Agregated cites: 21		article
2007Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting In: IMF Working Papers.
[Full Text][Citation analysis]		paper3
2009An Investigation of Some Macro-Financial Linkages of Securitization In: IMF Working Papers.
[Full Text][Citation analysis]		paper11
2011Developing Asean5 Bond Markets: What Still Needs to Be Done? In: IMF Working Papers.
[Full Text][Citation analysis]		paper4
2012Operative Principles of Islamic Derivatives: Towards a Coherent Theory In: IMF Working Papers.
[Full Text][Citation analysis]		paper23
2013Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk In: IMF Working Papers.
[Full Text][Citation analysis]		paper64
2013A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs In: IMF Working Papers.
[Full Text][Citation analysis]		paper21
2014Macroprudential Solvency Stress Testing of the Insurance Sector In: IMF Working Papers.
[Full Text][Citation analysis]		paper7
2016Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area In: IMF Working Papers.
[Full Text][Citation analysis]		paper89
2016Profitability and Balance Sheet Repair of Italian Banks In: IMF Working Papers.
[Full Text][Citation analysis]		paper4
2017Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems In: IMF Working Papers.
[Full Text][Citation analysis]		paper7
2019Sovereign Risk in Macroprudential Solvency Stress Testing In: IMF Working Papers.
[Full Text][Citation analysis]		paper1
2020The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations In: IMF Working Papers.
[Full Text][Citation analysis]		paper2
2014Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article10
The credit crisis and operational risk - implications for practitioners and regulators In: Journal of Operational Risk.
[Full Text][Citation analysis]		article0
2018Credit Risk Dynamics of Infrastructure Investment In: World Bank Publications - Reports.
[Full Text][Citation analysis]		paper1
2018Credit risk dynamics of infrastructure investment : considerations for financial regulators In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper1
2008Trends and Challenges in Islamic Finance In: World Economics.
[Full Text][Citation analysis]		article26
2002Collateralised loan obligations (CLOs): A primer In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper4
2002The Pricing puzzle: The default term structure of collateralised loan obligations In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper2
2005The Basle scuritisation framework explained: The regulatory treatment of asset securitisation In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team