Alfred Lehar : Citation Profile


Are you Alfred Lehar?

10

H index

10

i10 index

1140

Citations

RESEARCH PRODUCTION:

13

Articles

5

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 60
   Journals where Alfred Lehar has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 7 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple148
   Updated: 2023-11-04    RAS profile: 2020-09-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

battiston, stefano (18)

Tabak, Benjamin (16)

Silva, Thiago (13)

Herings, P. Jean-Jacques (13)

Krahnen, Jan (12)

Guerra, Solange (12)

Kapadia, Sujit (11)

BORIO, Claudio (11)

Bougheas, Spiros (10)

Thurner, Stefan (10)

Drehmann, Mathias (10)

Cites to:

Acharya, Viral (15)

merton, robert (11)

Rochet, Jean (9)

Summer, Martin (9)

Degryse, Hans (7)

Elsinger, Helmut (7)

Noe, Thomas (6)

Scholes, Myron (6)

Eisenberg, Larry (6)

Allen, Franklin (5)

Hartmann, Philipp (5)

Main data


Where Alfred Lehar has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada2

Recent works citing Alfred Lehar (2023 and 2022)


YearTitle of citing document
2022A New Approach to Estimating Loss-Given-Default Distribution. (2020). Kevkhishvili, Rusudan ; Egami, Masahiko. In: Papers. RePEc:arx:papers:2009.00868.

Full description at Econpapers || Download paper

2022Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872.

Full description at Econpapers || Download paper

2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

Full description at Econpapers || Download paper

2022Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects. (2022). Chiu, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02276.

Full description at Econpapers || Download paper

2022Bankruptcy Prediction via Mixing Intra-Risk and Spillover-Risk. (2022). Zhao, YU ; Kou, Gang ; Liu, JI ; Zhuang, Fuzhen ; Yang, Qing ; Guo, YU ; Wei, Shaopeng. In: Papers. RePEc:arx:papers:2202.03874.

Full description at Econpapers || Download paper

2023Modeling Inverse Demand Function with Explainable Dual Neural Networks. (2023). Feinstein, Zachary ; Amini, Hamed ; Mishra, Prerna ; Chen, Zihan ; Cao, Zhiyu. In: Papers. RePEc:arx:papers:2307.14322.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

Full description at Econpapers || Download paper

2022DETERMINANTS ANALYSIS OF ISLAMIC AND CONVENTIONAL BANKS SYSTEMIC RISK POTENTIALITY: A PRELIMINARY STUDY. (2022). Hafiz, Sagala Gaffar ; Fitri, Rahmadana Muhammad. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:1:p:202-217.

Full description at Econpapers || Download paper

2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

Full description at Econpapers || Download paper

2023Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765.

Full description at Econpapers || Download paper

2022A sensitivities based CoVaR approach to assets commonality and its application to SSM banks. (2022). Cappelletti, Giuseppe ; Spano, Guido ; Shaw, Frances ; Giglio, Carla ; del Vecchio, Leonardo. In: Working Paper Series. RePEc:ecb:ecbwps:20222725.

Full description at Econpapers || Download paper

2022Is bank diversification a linking channel between regulatory capital and bank value?. (2022). Velasco, Pilar. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:4:s0890838921000962.

Full description at Econpapers || Download paper

2022Geographic networks and spillovers between banks. (2022). Shakya, Shasta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001560.

Full description at Econpapers || Download paper

2022Backtesting macroprudential stress tests. (2022). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000380.

Full description at Econpapers || Download paper

2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

Full description at Econpapers || Download paper

2022Examining the effectiveness of macroprudential policy in India. (2022). Bashar, Omar ; Prabheesh, K P ; Kumar, Sanjiv. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:91-113.

Full description at Econpapers || Download paper

2022Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001997.

Full description at Econpapers || Download paper

2022The default contagion of contingent convertible bonds in financial network. (2022). Meng, Hui ; Guo, Yanhong ; Li, Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000201.

Full description at Econpapers || Download paper

2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

Full description at Econpapers || Download paper

2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

Full description at Econpapers || Download paper

2022Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans. (2022). Ushakova, Yulia ; Petreneva, Ekaterina ; Penikas, Henry ; Kozlovtceva, Irina. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000279.

Full description at Econpapers || Download paper

2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

Full description at Econpapers || Download paper

2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

Full description at Econpapers || Download paper

2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

Full description at Econpapers || Download paper

2022Concentrated commonalities and systemic risk in Chinas banking system: A contagion network approach. (2022). Jiang, Yile ; Sun, Xiaoqi ; Shi, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002113.

Full description at Econpapers || Download paper

2022Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach. (2022). Dvoakova, Hana ; Radi, Davide ; Torri, Gabriele. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000435.

Full description at Econpapers || Download paper

2022An empirical study on the characterization of implied volatility and pricing in the Chinese option market. (2022). Feng, Sixian ; Fan, Qingqian. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003828.

Full description at Econpapers || Download paper

2022An integrated macroprudential stress test of bank liquidity and solvency. (2022). Wolfe, Simon ; Mishra, Tapas ; Gerding, Enrico ; Bakoush, Mohamed. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000377.

Full description at Econpapers || Download paper

2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

Full description at Econpapers || Download paper

2022Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000894.

Full description at Econpapers || Download paper

2022Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841.

Full description at Econpapers || Download paper

2022The effect of individualism on bank risk and bank Performance: An international study. (2022). Jin, YI ; Gao, Xin ; Li, Donghui. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001081.

Full description at Econpapers || Download paper

2022Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?. (2022). Apergis, Nicholas ; Aysan, Ahmet F ; Bakkar, Yassine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001202.

Full description at Econpapers || Download paper

2022The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

Full description at Econpapers || Download paper

2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

Full description at Econpapers || Download paper

2023The impact of macroprudential policy on inequality and implications for inclusive financial stability. (2023). Park, Sungmin ; Kim, Young-Han. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002965.

Full description at Econpapers || Download paper

2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

Full description at Econpapers || Download paper

2022What is the impact of macroprudential regulations on the Swedish housing market?. (2022). Wilhelmsson, Mats. In: Journal of Housing Economics. RePEc:eee:jhouse:v:57:y:2022:i:c:s1051137722000158.

Full description at Econpapers || Download paper

2022Bank lending and small and medium-sized enterprises’ access to finance – Effects of macroprudential policies. (2022). Koak, Marko ; Ehaji, Aida. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000158.

Full description at Econpapers || Download paper

2022Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era. (2022). Singh, Vipul Kumar ; Kumar, Pawan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002215.

Full description at Econpapers || Download paper

2023Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018.

Full description at Econpapers || Download paper

2023Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110.

Full description at Econpapers || Download paper

2023The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

Full description at Econpapers || Download paper

2023The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270.

Full description at Econpapers || Download paper

2023Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693.

Full description at Econpapers || Download paper

2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

Full description at Econpapers || Download paper

2023Measurement and prediction of systemic risk in China’s banking industry. (2023). Zhao, Yue ; Lee, Chien-Chiang ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604.

Full description at Econpapers || Download paper

2022The Interrelationship Among Efficiency and Concentration of Banking System and its Stability: Evidence from Poland. (2022). Mikita, Malgorzata. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:1:p:670-689.

Full description at Econpapers || Download paper

2022How Effective Are Macroprudential Policy Instruments? Evidence from Turkey. (2022). Ogus Binatli, Ayla ; Ou, Ayla ; Elik, Mahmut. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:76-:d:778687.

Full description at Econpapers || Download paper

2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

Full description at Econpapers || Download paper

2022Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Post-Print. RePEc:hal:journl:hal-03955630.

Full description at Econpapers || Download paper

2022Retrospective on Twenty Years of the FDIC-JFSR Bank Research Conference. (2022). Kravitz, Troy ; Carabello, Michael ; Anderson, Haelim. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:61:y:2022:i:1:d:10.1007_s10693-021-00374-9.

Full description at Econpapers || Download paper

2022The Importance of Board Risk Oversight in Times of Crisis. (2022). Slagmulder, Regine ; Haddad, Christian ; Dupire, Marion. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:61:y:2022:i:3:d:10.1007_s10693-021-00364-x.

Full description at Econpapers || Download paper

2023Micro-Prudential Regulation and Loan Monitoring. (2023). Nakata, Hiroyuki ; Instefjord, Norvald. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:3:d:10.1007_s10693-021-00376-7.

Full description at Econpapers || Download paper

2023US National Banks and Local Economic Fragility. (2023). Gam, Yong Kyu ; Calice, Giovanni. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:3:d:10.1007_s10693-022-00382-3.

Full description at Econpapers || Download paper

2023Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

Full description at Econpapers || Download paper

2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

Full description at Econpapers || Download paper

2022An AI approach for managing financial systemic risk via bank bailouts by taxpayers. (2022). Latora, Vito ; Rodosthenous, Neofytos ; Petrone, Daniele. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-34102-1.

Full description at Econpapers || Download paper

2022Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: Discussion Papers. RePEc:not:notcfc:2022/04.

Full description at Econpapers || Download paper

2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:544.

Full description at Econpapers || Download paper

2022Taxation of the financial sector: Is a bank levy the answer to the financial crisis?. (2022). Puawska, Karolina. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:4:d:10.1057_s41261-021-00178-w.

Full description at Econpapers || Download paper

2023Built-in challenges within the supervisory architecture of the Eurozone. (2023). Dragomirescu-Gaina, Catalin ; Papadamou, Stephanos ; Leontitsis, Alexandros ; Philippas, Dionisis. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00183-z.

Full description at Econpapers || Download paper

2023IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights. (2023). Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00109-7.

Full description at Econpapers || Download paper

2022A baseline stock-flow model for the analysis of macroprudential regulation for Latin America and the Caribbean. (2022). Rojas, Leonardo ; Nalin, Lorenzo ; Perez, Esteban Ramon . In: Working Papers. RePEc:pke:wpaper:pkwp2217.

Full description at Econpapers || Download paper

2022An application of interactive fuzzy optimization model for redesigning supply chain for resilience. (2022). Marmolejo-Saucedo, Jose Antonio ; Pazhani, Subramanian ; Kamath, Vasanth ; Mendoza, Abraham ; Kungwalsong, Kanokporn. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:2:d:10.1007_s10479-022-04542-5.

Full description at Econpapers || Download paper

2023DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0.

Full description at Econpapers || Download paper

2022Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector. (2022). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220034.

Full description at Econpapers || Download paper

2023Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002.

Full description at Econpapers || Download paper

2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:26750293-9599-4e05-9ae1-85cb55a89166.

Full description at Econpapers || Download paper

2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:26750293-9599-4e05-9ae1-85cb55a89166.

Full description at Econpapers || Download paper

2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

Full description at Econpapers || Download paper

2023Impact of bank regulation on risk of Islamic and conventional banks. (2023). Liu, Heng ; Hoque, Hafiz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1025-1062.

Full description at Econpapers || Download paper

2023The effect of Economic Policy Uncertainty on the credit risk of US commercial banks. (2023). Lobo, Julio ; Paulevianez, Jessica ; Ordencruz, Carmen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3420-3436.

Full description at Econpapers || Download paper

2022How macroeconomic conditions affect systemic risk in the short and long-run?. (2022). Kurter, Zeynep O. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1407.

Full description at Econpapers || Download paper

Works by Alfred Lehar:


YearTitleTypeCited
2010Macroprudential Regulation and Systemic Capital Requirements In: Staff Working Papers.
[Full Text][Citation analysis]
paper54
2015Emergency Liquidity Facilities, Signalling and Funding Costs In: Staff Working Papers.
[Full Text][Citation analysis]
paper3
2016Macroprudential Policy: A Summary In: SPP Communique.
[Full Text][Citation analysis]
article0
2015Macroprudential Policy: A Review In: SPP Research Papers.
[Full Text][Citation analysis]
article38
2017Macroprudential policy: A review.(2017) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2002GARCH vs. stochastic volatility: Option pricing and risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article49
2005Measuring systemic risk: A risk management approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article235
2004Value-at-risk vs. building block regulation in banking In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article26
2012Macroprudential capital requirements and systemic risk In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article107
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]
article189
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 189
paper
2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]
article308
2019Imperfect Renegotiations in Interbank Financial Networks In: Management Science.
[Full Text][Citation analysis]
article0
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
[Full Text][Citation analysis]
article27
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
[Full Text][Citation analysis]
article7
2002Risk Assessment for Banking Systems In: Working Papers.
[Full Text][Citation analysis]
paper93
2006Chinese Walls in German Banks In: Review of Finance.
[Full Text][Citation analysis]
article4
2000ALTERNATIVE VALUE-AT-RISK MODELS FOR OPTIONS In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team