Francisco Nadal De Simone : Citation Profile

Université du Luxembourg (10% share)
Banque Centrale du Luxembourg (90% share)

8

H index

7

i10 index

298

Citations

RESEARCH PRODUCTION:

18

Articles

13

Papers

RESEARCH ACTIVITY:

   36 years (1985 - 2021). See details.
   Cites by year: 8
   Journals where Francisco Nadal De Simone has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 20 (6.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna414
   Updated: 2026-01-17    RAS profile: 2024-03-07    
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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 Francisco Nadal De Simone.

Is cited by:

Punzi, Maria Teresa (12)

Kauko, Karlo (12)

Kabundi, Alain (11)

Mazelis, Falk (8)

Giordana, Gastón (5)

Alsakka, Rasha (4)

Tirole, Jean (4)

guimaraes, bernardo (4)

ap Gwilym, Owain (4)

Alter, Adrian (4)

Broto, Carmen (4)

Cites to:

Reichlin, Lucrezia (41)

Forni, Mario (33)

Hallin, Marc (32)

Lippi, Marco (28)

BORIO, Claudio (19)

Giannone, Domenico (19)

Kose, Ayhan (18)

Jin, Xisong (18)

Schwaab, Bernd (16)

Bai, Jushan (13)

Capasso, Marco (13)

Main data

Where Francisco Nadal De Simone has published?

Journals with more than one article published# docs
Empirical Economics2
Journal of Financial Stability2
Contemporary Economic Policy2

Working Papers Series with more than one paper published# docs
BCL working papers / Central Bank of Luxembourg7

Recent works citing Francisco Nadal De Simone (2025 and 2024)

YearTitle of citing document
2024Dynamic Measures of Sovereign Systemic Risk. (2024). Radev, Deyan. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:3-24.

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2024The plucking model of the unemployment rate floor: Corss-country estimates and empirics. (2024). Suah, Jing Lian. In: BIS Working Papers. RePEc:bis:biswps:1159.

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2024Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?. (2024). Witte, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20242988.

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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Murro, Pierluigi ; Bellardini, Luca ; Previtali, Daniele. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073.

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2025Sovereign credit rating provision and financial development. (2025). Kowalewski, Oskar ; Vanpe, Rosanne ; Luitel, Prabesh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000435.

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2024Mandatory disclosure of open-ended real estate fund shares that are registered for redemption?. (2024). Kaspereit, Thomas. In: International Review of Law and Economics. RePEc:eee:irlaec:v:80:y:2024:i:c:s0144818824000498.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1039-1057.

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2024Mortgages, house prices, and business cycle dynamic: A medium-run exploration using the continuous wavelet transform. (2024). Giri, Federico ; Andreani, Michele. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003721.

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2024Asset encumbrance in banks: Is systemic risk affected?. (2024). Querci, Francesca ; Ielasi, Federica ; Cipollini, Fabrizio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002490.

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2024Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Al-Nassar, Nassar S ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001910.

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2024Sustainability of the Current Account in Developing Countries: A Fourier Wavelet-Based Unit Root Test. (2024). Oruc, Erhan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:17:p:7300-:d:1463611.

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2025The performance of the euro area banking system: the pandemic in perspective. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Simone, Francisco Nadal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01180-1.

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2024Enhancing Employee Pension Fund Performance for Sustainable Economic Growth in Indonesia. (2024). Susanti, Yuli. In: Warwick-Monash Economics Student Papers. RePEc:wrk:wrkesp:80.

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2025Understanding bank demand for sovereign debt and its systemic risk implications: The Kenyan experience. (2025). Ochenge, Rogers. In: KBA Centre for Research on Financial Markets and Policy Working Paper Series. RePEc:zbw:kbawps:316414.

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Works by Francisco Nadal De Simone:

YearTitleTypeCited
2010Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector In: BCL working papers.
[Full Text][Citation analysis]		paper1
2011Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools In: BCL working papers.
[Full Text][Citation analysis]		paper2
2012An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal In: BCL working papers.
[Full Text][Citation analysis]		paper1
2013Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach In: BCL working papers.
[Full Text][Citation analysis]		paper18
2014Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach In: BCL working papers.
[Full Text][Citation analysis]		paper1
2016Tracking Changes in the Intensity of Financial Sectors Systemic Risk In: BCL working papers.
[Full Text][Citation analysis]		paper5
2017Systemic Financial Sector and Sovereign Risks In: BCL working papers.
[Full Text][Citation analysis]		paper2
1995A MACROECONOMIC PERSPECTIVE OF AFTAS PROBLEMS AND PROSPECTS In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article1
2001INFLATION TARGETERS IN PRACTICE: A LUCKY LOT? In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article7
2001Inflation Forecasting in Chile In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article0
2011Does the GARCH Structural Credit Risk Model Make a Difference? In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper1
1985A money demand equation for Brazil : Comments and additional evidence In: Journal of Development Economics.
[Full Text][Citation analysis]		article7
2012Recent French relative export performance: Is there a competitiveness problem? In: Economic Modelling.
[Full Text][Citation analysis]		article0
2014A framework for tracking changes in the intensity of investment funds systemic risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis In: Journal of Financial Stability.
[Full Text][Citation analysis]		article13
2011Housing, credit, and real activity cycles: Characteristics and comovement In: Journal of Housing Economics.
[Full Text][Citation analysis]		article47
2007Asymmetry in business fluctuations: International evidence on Friedmans plucking model In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article12
2017Monetary policy and balance sheets In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article28
2021Measuring the deadly embrace: Systemic and sovereign risks In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
1997Is there a business cycle in Singapore? Is there a Singaporean business cycle? In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article2
2011Does the GARCH Structural Credit Risk Model Make a Difference? In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
1998The current account balance: an analysis of the issues In: Reserve Bank of New Zealand Bulletin.
[Full Text][Citation analysis]		article8
1997Current account and exchange rate behaviour under inflation targeting in a small open economy In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2011The impact of sovereign credit risk on bank funding conditions In: MPRA Paper.
[Full Text][Citation analysis]		paper99
2018Family-type Public Goods and Intra-Household Decision-Making by Co-Resident South African Couples In: Working Papers.
[Citation analysis]		paper0
2013Monetary Policy and Balance Sheets In: Working Papers.
[Citation analysis]		paper13
2007Improving the estimation of total factor productivity growth: capital operating time in a latent variable approach In: Empirical Economics.
[Full Text][Citation analysis]		article4
2011France in the global economy: a structural approximate dynamic factor model analysis In: Empirical Economics.
[Full Text][Citation analysis]		article7
1989Monotonicity of indices of “Revealed“ comparative advantage: Empirical evidence on Hillman’s condition In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article7
2001Inflation targeting in a small open economy: The behaviour of price variables In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article4

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