14
H index
14
i10 index
822
Citations
Massachusetts Institute of Technology (MIT) (12% share) | 14 H index 14 i10 index 822 Citations RESEARCH PRODUCTION: 10 Articles 33 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sam Langfield. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Policy | 3 |
Year | Title of citing document |
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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 | Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418. Full description at Econpapers || Download paper |
2024 | Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Ruzzi, Dario ; Segura, Anatoli ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2412.15986. Full description at Econpapers || Download paper |
2024 | The changing nature of the financial system in Israel in the last two decades. (2024). Of, Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:148-12. Full description at Econpapers || Download paper |
2024 | Returns to scale in cost, revenue, and profit for European banks: New results from nonparametric local linear methods. (2024). Zhao, Shirong ; Wu, JI. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:487-517. Full description at Econpapers || Download paper |
2024 | Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581. Full description at Econpapers || Download paper |
2025 | R&D Investment and Financial Stability. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021327. Full description at Econpapers || Download paper |
2024 | The “doom loop” and default incentives. (2024). Thaler, Dominik ; Rojas, Luis E. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0126:. Full description at Econpapers || Download paper |
2024 | As interest rates surge: flighty deposits and lending. (2024). Reghezza, Alessio ; Marques-Ibanez, David ; Cappelletti, Giuseppe ; Marques-Ibaez, David ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20242923. Full description at Econpapers || Download paper |
2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper |
2024 | Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment. (2024). Reghezza, Alessio ; Pancaro, Cosimo ; Coulier, Lara. In: Working Paper Series. RePEc:ecb:ecbwps:20242950. Full description at Econpapers || Download paper |
2025 | The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017. Full description at Econpapers || Download paper |
2024 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149. 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 |
2024 | Fixed rate versus adjustable rate mortgages: Evidence from euro area banks. (2024). Ongena, Steven ; Fringuellotti, Fulvia ; Albertazzi, Ugo. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002714. Full description at Econpapers || Download paper |
2024 | The bright side of the doom loop: Banks’ sovereign exposure and default incentives. (2024). Thaler, Dominik ; Rojas, Luis E. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002058. 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 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper |
2024 | Bank liability structure and corporate employment: Evidence from a quasi-natural experiment in China. (2024). Liu, Yuanyuan ; Chen, Xiaoxiong ; Mu, Jinghao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002989. Full description at Econpapers || Download paper |
2024 | Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501. Full description at Econpapers || Download paper |
2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x. 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 | 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 | Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper |
2024 | The double materiality of climate physical and transition risks in the euro area. (2024). Parisi, Laura ; Gourdel, Regis ; Dunz, Nepomuk ; Monasterolo, Irene ; Mazzocchetti, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000184. Full description at Econpapers || Download paper |
2024 | The demand for central clearing: To clear or not to clear, that is the question!. (2024). Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto ; Pelizzon, Loriana ; Girardi, Giulio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000329. Full description at Econpapers || Download paper |
2024 | Structural shifts in bank credit ratings. (2024). Sifodaskalakis, Emmanouil ; Ioannidis, Christos ; Ballis, Antonis. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000573. Full description at Econpapers || Download paper |
2024 | The misuse of regression-based x-Scores as dependent variables. (2024). Basu, Sudipta ; Byzalov, Dmitri. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000678. Full description at Econpapers || Download paper |
2024 | Price impact under heterogeneous beliefs and restricted participation. (2024). Anthropelos, Michail ; Kardaras, Constantinos. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709. Full description at Econpapers || Download paper |
2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper |
2024 | Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kamate, Vidya ; Kumar, Abhishek. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870. Full description at Econpapers || Download paper |
2024 | Lessons from low interest rate policy: How did euro area banks respond?. (2024). Kakes, Jan ; Freriks, Jorien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001098. Full description at Econpapers || Download paper |
2024 | The double sustainability: The link between government debt and renewable energy. (2024). Mele, Marco ; Magazzino, Cosimo ; Auteri, Monica ; Ruble, Isabella. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000057. Full description at Econpapers || Download paper |
2024 | Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Gianfrancesco, Igor ; Onorato, Grazia ; Curcio, Domenico ; Vioto, Davide. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436. Full description at Econpapers || Download paper |
2024 | How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347. Full description at Econpapers || Download paper |
2024 | Optimal Bailouts in Banking and Sovereign Crises. (2024). Sosa-Padilla, Cesar ; Yom, Zeynep ; Hur, Sewon. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89754. Full description at Econpapers || Download paper |
2024 | Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:59-98. Full description at Econpapers || Download paper |
2024 | The Threshold Effect of Finance on Growth: Reassessing the Burden of Evidence. (2024). Luintel, Kul B ; Li, Guangjie ; Khan, Mosahid. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-024-09757-6. Full description at Econpapers || Download paper |
2025 | Transitional role of risk and uncertainty on bank-based versus market-based relationship: evidence from MENA region. (2025). Saleh, Mamdouh Abdulaziz ; Kalu, Ebere Ume ; Ujunwa, Angela ; Okoyeuzu, Chinwe R ; Nwani, Nkwor Nelson. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00248-9. Full description at Econpapers || Download paper |
2024 | Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation. (2024). Ogbole, Ogbole Friday ; Uchechukwu, Josaphat ; Dibal, Hyeladi Stanley ; Haruna, Habila Abel ; Onyejiaku, Chinyere C. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:248-269. Full description at Econpapers || Download paper |
2024 | Stabilising market expectations through a market tool: a proposal for an enhanced TPI. (2024). Amato, Massimo ; Gobbi, Lucio ; Saraceno, Francesco ; Belloni, Everardo ; Favero, Carlo A. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:2:d:10.1007_s40888-023-00302-1. Full description at Econpapers || Download paper |
2024 | The market liquidity of interest rate swaps. (2024). Scheicher, Martin ; Boudiaf, Ismael Alexander ; Frieden, Immo. In: ESRB Working Paper Series. RePEc:srk:srkwps:20240. Full description at Econpapers || Download paper |
2024 | The market liquidity of interest rate swaps. (2024). Frieden, Immo ; Scheicher, Martin ; Boudiaf, Ismael Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:2024147. Full description at Econpapers || Download paper |
2024 | Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 4 | |
2012 | Bank ratings-What determines their quality? In: Working Papers. [Full Text][Citation analysis] | paper | 47 |
2012 | Bank Ratings: What Determines Their Quality?.(2012) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2012 | Bank ratings: What determines their quality?.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2012 | Bank ratings: what determines their quality?.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2013 | Bank ratings: what determines their quality?.(2013) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2014 | Mapping the UK interbank system In: Bank of England working papers. [Full Text][Citation analysis] | paper | 128 |
2014 | Mapping the UK interbank system.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | article | |
2017 | Systemic illiquidity in the interbank network In: Bank of England working papers. [Full Text][Citation analysis] | paper | 17 |
2018 | Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2019 | Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2016 | ESBies: Safety in the tranches In: Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
2016 | ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2017 | ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2016 | ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2016 | ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2017 | ESBies: safety in the tranches.(2017) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
2016 | ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2016 | ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2016 | ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2017 | Discriminatory Pricing of Over-the-Counter Derivatives In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 36 |
2017 | Discriminatory Pricing of Over-The-Counter Derivatives.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2019 | Discriminatory Pricing of Over-the-Counter Derivatives.(2019) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2017 | Discriminatory pricing of over-the-counter derivatives.(2017) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2012 | Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Bank bias in Europe: effects on systemic risk and growth In: Working Paper Series. [Full Text][Citation analysis] | paper | 175 |
2016 | Bank bias in Europe: effects on systemic risk and growth.(2016) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | article | |
2015 | Bank Bias in Europe: Effects on Systemic Risk and Growth.(2015) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 175 | paper | |
2018 | Who bears interest rate risk? In: Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
2019 | Who Bears Interest Rate Risk?.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
2019 | Regulating the doom loop In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2020 | Regulating the Doom Loop.(2020) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2018 | Regulating the doom loop.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2018 | The distribution of interest rate risk in the euro area In: Financial Stability Review. [Full Text][Citation analysis] | article | 1 |
2016 | Interbank Exposure Networks In: Computational Economics. [Full Text][Citation analysis] | article | 20 |
2014 | Is Europe Overbanked? In: mBank - CASE Seminar Proceedings. [Full Text][Citation analysis] | paper | 33 |
2014 | Is Europe Overbanked?.(2014) In: Report of the Advisory Scientific Committee. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | Allocating macro-prudential powers In: Report of the Advisory Scientific Committee. [Full Text][Citation analysis] | paper | 1 |
2016 | Too late, too sudden: Transition to a low-carbon economy and systemic risk In: Report of the Advisory Scientific Committee. [Full Text][Citation analysis] | paper | 21 |
2013 | The structure and resilience of the European interbank market In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 46 |
2016 | Indirect contagion: the policy problem In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 31 |
2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 90 |
2018 | From the horse’s mouth: surveying responses to stress by banks and insurers In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 1 |
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