19
H index
22
i10 index
2064
Citations
European Central Bank | 19 H index 22 i10 index 2064 Citations RESEARCH PRODUCTION: 16 Articles 30 Papers 5 Chapters 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 Sujit Ramesh Kapadia. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Risk Finance | 2 |
| International Journal of Central Banking | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bank of England working papers / Bank of England | 12 |
| Working Paper Series / European Central Bank | 5 |
| Economics Series Working Papers / University of Oxford, Department of Economics | 3 |
| Working Papers Central Bank of Chile / Central Bank of Chile | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Dynamic Clearing and Contagion in Financial Networks. (2024). Feinstein, Zachary ; Banerjee, Tathagata ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
| 2024 | From interpretability to inference: an estimation framework for universal approximators. (2024). Joseph, Andreas. In: Papers. RePEc:arx:papers:1903.04209. Full description at Econpapers || Download paper | |
| 2024 | Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective. (2024). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
| 2024 | Formation of Optimal Interbank Networks under Liquidity Shocks. (2024). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
| 2025 | A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
| 2024 | Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571. Full description at Econpapers || Download paper | |
| 2024 | Contagion on Financial Networks: An Introduction. (2024). Ugwu, Sunday Akukodi ; Medina, Sofia ; Babul, Shazia'Ayn. In: Papers. RePEc:arx:papers:2402.08071. Full description at Econpapers || Download paper | |
| 2024 | Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques. (2024). Zhang, Yuanyuan ; Chan, Stephen ; Osterrieder, Joerg ; Chu, Jeffrey ; Mare, Codruta ; Misheva, Branka Hadji. In: Papers. RePEc:arx:papers:2402.11231. Full description at Econpapers || Download paper | |
| 2024 | The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs. (2025). Zohren, Stefan ; Pierrehumbert, Janet B ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2407.17624. Full description at Econpapers || Download paper | |
| 2025 | EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214. Full description at Econpapers || Download paper | |
| 2024 | Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks. (2024). Visentin, Gabriele ; D'Errico, Marco ; Citterio, Matteo. In: Papers. RePEc:arx:papers:2410.23275. Full description at Econpapers || Download paper | |
| 2025 | On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218. Full description at Econpapers || Download paper | |
| 2025 | Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260. Full description at Econpapers || Download paper | |
| 2025 | Clearing Sections of Lattice Liability Networks. (2025). Riess, Hans ; Lopez, Miguel ; Gould, Julian ; Ghrist, Robert. In: Papers. RePEc:arx:papers:2503.17836. Full description at Econpapers || Download paper | |
| 2025 | Causal analysis of extreme risk in a network of industry portfolios. (2025). Kluppelberg, Claudia ; Krali, Mario. In: Papers. RePEc:arx:papers:2504.00523. Full description at Econpapers || Download paper | |
| 2025 | Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis. (2025). , Ana. In: Papers. RePEc:arx:papers:2504.01969. Full description at Econpapers || Download paper | |
| 2025 | Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets. (2025). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2507.08065. Full description at Econpapers || Download paper | |
| 2025 | Federal Reserve Communication and the COVID-19 Pandemic. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Kazinnik, Sophia. In: Papers. RePEc:arx:papers:2508.04830. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2026 | Recidivism and Peer Influence with LLM Text Embeddings in Low Security Correctional Facilities. (2025). Nath, Shanjukta ; Hong, Jiwon ; Warren, Keith ; Paul, Subhadeep. In: Papers. RePEc:arx:papers:2509.20634. Full description at Econpapers || Download paper | |
| 2025 | Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.19630. Full description at Econpapers || Download paper | |
| 2026 | Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from European Banking. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.24775. Full description at Econpapers || Download paper | |
| 2025 | Network and Risk Analysis of Surety Bonds. (2025). Broderick, Tamara ; Lin, Vanessa ; Jadbabaie, Ali ; Quintero, Manuel ; Sinclair, Sean R ; Sarker, Arnab. In: Papers. RePEc:arx:papers:2511.05691. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2511.08602. Full description at Econpapers || Download paper | |
| 2025 | Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory. (2025). Wu, Jiacheng. In: Papers. RePEc:arx:papers:2511.11909. Full description at Econpapers || Download paper | |
| 2024 | Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19. Full description at Econpapers || Download paper | |
| 2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper | |
| 2024 | Critical Edges in Financial Networks. (2024). Silva, Thiago ; Alexandre, Michel ; Rodrigues, Francisco Aparecido. In: Working Papers Series. RePEc:bcb:wpaper:594. Full description at Econpapers || Download paper | |
| 2024 | Portfolio decarbonisation strategies: questions and suggestions. (2024). Angelini, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_840_24. Full description at Econpapers || Download paper | |
| 2024 | Green granular borrowers. (2024). Cascarano, Michele ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1471_24. Full description at Econpapers || Download paper | |
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper | |
| 2024 | Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961. Full description at Econpapers || Download paper | |
| 2024 | The Effect of Quantitative Complexity Analysis on the Resilience of Nigerian Banks. Case Study: The Four Listed Nigerian Banks on the Premium Board of the Nigerian Exchange Group (NGX) for the Year 2019 -2022. (2024). Samuel, Apanisile Temitope. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:7:p:17-71. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59. Full description at Econpapers || Download paper | |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
| 2024 | Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829. Full description at Econpapers || Download paper | |
| 2024 | Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267. Full description at Econpapers || Download paper | |
| 2025 | Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25. Full description at Econpapers || Download paper | |
| 2024 | First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24. Full description at Econpapers || Download paper | |
| 2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper | |
| 2025 | Investing in Europe’s green future: green investment needs, outlook and obstacles to funding the gap. (2025). Tamburrini, Fabio ; Kostakis, Vasileios ; Bakowski, Krzysztof ; Momferatou, Daphne ; Abraham, Laurent ; Rau-Goehring, Matthias ; Pasqua, Carlo ; Rariga, Erzsebet-Judit ; Andersson, Malin ; Spaggiari, Martina ; Khler-Ulbrich, Petra ; Setzer, Ralph ; Gross, Johannes ; Rusinova, Desislava ; Nerlich, Carolin ; Vendrell, Josep Maria ; Grynberg, Charlotte ; Vinci, Francesca ; Ferrando, Annalisa ; Hoendervangers, Lucia ; Emambakhsh, Tina. In: Occasional Paper Series. RePEc:ecb:ecbops:2025367. Full description at Econpapers || Download paper | |
| 2024 | Burn now or never? Climate change exposure and investment of fossil fuel firms. (2024). Manu, Ana-Simona ; Adolfsen, Jakob ; Heissel, Malte ; Vinci, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242945. Full description at Econpapers || Download paper | |
| 2024 | Climate risk, bank lending and monetary policy. (2024). Pagano, Marco ; Altavilla, Carlo ; Boucinha, Miguel ; Polo, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20242969. Full description at Econpapers || Download paper | |
| 2024 | Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979. Full description at Econpapers || Download paper | |
| 2024 | Financial returns, sentiment and market volatility. A dynamic assessment.. (2024). Gallo, Giampiero ; Borgioli, Stefano ; Ongari, Chiara. In: Working Paper Series. RePEc:ecb:ecbwps:20242999. Full description at Econpapers || Download paper | |
| 2025 | Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047. Full description at Econpapers || Download paper | |
| 2025 | When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20253074. Full description at Econpapers || Download paper | |
| 2025 | Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091. Full description at Econpapers || Download paper | |
| 2025 | Sustainability labels vs. reality: how climate-friendly are green and ESG funds?. (2025). Mazzolini, Giulio ; Kapadia, Sujit ; Salakhova, Dilyara ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20253121. Full description at Econpapers || Download paper | |
| 2025 | What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122. Full description at Econpapers || Download paper | |
| 2025 | Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130. Full description at Econpapers || Download paper | |
| 2024 | Techno-economic and environmental analyses of hybrid renewable energy systems for a remote location employing machine learning models. (2024). Zhu, Shunmin ; Wang, Ruiqi ; Mondal, Pradip ; Ling-Chin, Janie ; Roy, Dibyendu ; Roskilly, Anthony Paul. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924002678. Full description at Econpapers || Download paper | |
| 2024 | Matrix centrality for annotated hypergraphs. (2024). Musatov, Daniil ; Kovalenko, K ; Samoylenko, I ; Vasilyeva, E ; Raigorodskii, A M ; Boccaletti, S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008087. Full description at Econpapers || Download paper | |
| 2024 | Interaction uncertainty in financial networks. (2024). Auconi, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010208. Full description at Econpapers || Download paper | |
| 2024 | Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165. Full description at Econpapers || Download paper | |
| 2025 | Analysis of digital financial innovation behavior based on fractional-order evolutionary game. (2025). Liu, Siqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:192:y:2025:i:c:s0960077925000803. Full description at Econpapers || Download paper | |
| 2025 | Recent advances in network dismantling: A comprehensive review and list of recommendations for future work. (2025). Wandelt, Sebastian ; Chen, Xinyue ; Sun, Xiaoqian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925006861. Full description at Econpapers || Download paper | |
| 2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper | |
| 2024 | Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672. Full description at Econpapers || Download paper | |
| 2024 | The labor market channel of systemic risk. (2024). Silva, Thiago ; Alexandre, Michel ; Tabak, Benjamin Miranda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001684. Full description at Econpapers || Download paper | |
| 2024 | Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130. Full description at Econpapers || Download paper | |
| 2024 | Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x. Full description at Econpapers || Download paper | |
| 2025 | Do green policies enhance short-term economic growth? Assessing EU Recovery and Resilience Plans through the lens of Sustainable Development Goals. (2025). Mustica, Paolo ; Millemaci, Emanuele ; Limosani, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000392. Full description at Econpapers || Download paper | |
| 2025 | An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014. Full description at Econpapers || Download paper | |
| 2024 | A new method for measuring financial resilience. (2024). Chen, Yilin ; Sun, Chentong. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003677. Full description at Econpapers || Download paper | |
| 2024 | Risk amplification effect of multilayer financial networks: Feedback mechanism or cyclic structure?. (2024). Fan, Hong ; Pang, Congyuan. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003719. Full description at Econpapers || Download paper | |
| 2025 | Corporate carbon emissions and financial performance: A flexible copula-based model to address non-random sample selection. (2025). Zanin, Luca. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000254. Full description at Econpapers || Download paper | |
| 2024 | The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211. Full description at Econpapers || Download paper | |
| 2025 | Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675. Full description at Econpapers || Download paper | |
| 2024 | Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141. Full description at Econpapers || Download paper | |
| 2025 | Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714. Full description at Econpapers || Download paper | |
| 2024 | The impact of synergistic development of renewable energy and digital economy on energy intensity: Evidence from 33 countries. (2024). Ding, Tao ; Jiao, Jianling ; Song, Jiangfeng. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007692. Full description at Econpapers || Download paper | |
| 2025 | AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics. (2025). Yu, Pei-Shan ; Ryan, Darragh ; Neelakantan, Parvati ; Muckley, Cal B ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000675. Full description at Econpapers || Download paper | |
| 2025 | Climate risks and financial stability: Evidence on the effectiveness of climate-related financial policies. (2025). Dorazio, Paola. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925003916. Full description at Econpapers || Download paper | |
| 2025 | Analyzing the markets reaction to AI narratives in corporate filings. (2025). Zhao, Yunfei ; Walker, Thomas ; Salganik-Shoshan, Galla ; Elias, Maxim ; Basnet, Anup. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s105752192500465x. Full description at Econpapers || Download paper | |
| 2025 | Understanding risk spillover in multi-layer financial networks: The role of bank–firm connections. (2025). Wang, Guanghou ; Zhao, Han ; Shu, Lei ; Song, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004910. Full description at Econpapers || Download paper | |
| 2024 | Unconscious thoughts as a spur and halt on good financial decisioning making. (2024). Forbes, William. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005288. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796. Full description at Econpapers || Download paper | |
| 2024 | Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Wang, Shixuan ; Lu, Shanglin ; He, YU ; Wei, Ran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269. Full description at Econpapers || Download paper | |
| 2024 | Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment. (2024). Storani, Saverio ; Cerqueti, Roy ; Pampurini, Francesca ; Quaranta, Anna Grazia. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000916. Full description at Econpapers || Download paper | |
| 2025 | In bank runs and market stress, it matters how networks impact: Exploring the financial connectedness in Vietnam. (2025). Le, Thanh T. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015186. Full description at Econpapers || Download paper | |
| 2024 | How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931. Full description at Econpapers || Download paper | |
| 2024 | Are green loans less risky? Micro-evidence from a European Emerging Economy. (2024). Neagu, Florian ; Tatarici, Luminia ; Dragu, Florin ; Stamate, Amalia. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001080. Full description at Econpapers || Download paper | |
| 2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111. Full description at Econpapers || Download paper | |
| 2024 | Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135. Full description at Econpapers || Download paper | |
| 2024 | Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219. Full description at Econpapers || Download paper | |
| 2025 | Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372. Full description at Econpapers || Download paper | |
| 2025 | Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014. Full description at Econpapers || Download paper | |
| 2025 | A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154. Full description at Econpapers || Download paper | |
| 2025 | Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x. Full description at Econpapers || Download paper | |
| 2024 | Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151. Full description at Econpapers || Download paper | |
| 2024 | Estimating probability of default via delinquencies? Evidence from European P2P lending market. (2024). Nigmonov, Asror ; Urbonas, Povilas ; Shams, Syed. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001224. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk perceptions. (2024). Schüler, Yves ; Lewis, Vivien ; Bondarenko, Yevheniia ; Schler, Yves ; Rottner, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001326. Full description at Econpapers || Download paper | |
| 2024 | Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580. Full description at Econpapers || Download paper | |
| 2025 | Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083. Full description at Econpapers || Download paper | |
| 2025 | Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320. Full description at Econpapers || Download paper | |
| 2025 | Econometric forecasting using ubiquitous news text: Text-enhanced factor model. (2025). Seo, Beomseok. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1055-1072. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | The long-term economic impact of higher capital levels In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 5 |
| 2009 | Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 131 |
| 2011 | Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | chapter | |
| 2009 | Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
| 2010 | Contagion in financial networks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 643 |
| 2012 | Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 28 |
| 2012 | Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | chapter | |
| 2012 | A network model of financial system resilience In: Bank of England working papers. [Full Text][Citation analysis] | paper | 58 |
| 2013 | A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
| 2011 | A network model of financial system resilience.(2011) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2012 | Size and complexity in model financial systems In: Bank of England working papers. [Full Text][Citation analysis] | paper | 69 |
| 2018 | News and narratives in financial systems: exploiting big data for systemic risk assessment In: Bank of England working papers. [Full Text][Citation analysis] | paper | 75 |
| 2021 | News and narratives in financial systems: Exploiting big data for systemic risk assessment.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
| 2018 | Rethinking financial stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 31 |
| 2018 | Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers. [Full Text][Citation analysis] | paper | 32 |
| 2019 | Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2023 | Targeting Financial Stability: Macroprudential or Monetary Policy?.(2023) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2020 | Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach In: Bank of England working papers. [Full Text][Citation analysis] | paper | 40 |
| 2021 | Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach.(2023) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2020 | Making text count: economic forecasting using newspaper text In: Bank of England working papers. [Full Text][Citation analysis] | paper | 63 |
| 2022 | Making text count: Economic forecasting using newspaper text.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 2021 | The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Financial innovation, macroeconomic stability and systemic crises In: Bank of England working papers. [Full Text][Citation analysis] | paper | 26 |
| 2008 | Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2008 | Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2014 | Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation In: Bank of England Financial Stability Papers. [Full Text][Citation analysis] | paper | 55 |
| 2011 | A Network Model of Super-Systemic Crises In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 5 |
| 2009 | A Network Model of Super-systemic Crises.(2009) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2021 | The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2022 | The low-carbon transition, climate commitments and firm credit risk.(2022) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2022 | Are ethical and green investment funds more resilient? In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2023 | Financing the low-carbon transition in Europe In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2023 | The more the merrier? Evidence on the value of multiple requirements in bank regulation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2011 | Complexity, concentration and contagion In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 503 |
| 2007 | Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 9 |
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| 2011 | A Network Model of Financial System Resilience In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 31 |
| 2004 | The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 8 |
| 2003 | The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective.(2003) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2005 | Inflation-Target Expectations and Optimal Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Inflation-Target Expectations and Optimal Monetary Policy.(2005) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Taking uncertainty seriously: simplicity versus complexity in financial regulation In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 55 |
| 2014 | Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2019 | Networks and systemic risk in the financial system In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 19 |
| 2005 | Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2013 | Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 14 |
| 2014 | THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 60 |
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