5
H index
3
i10 index
115
Citations
Case Western Reserve University | 5 H index 3 i10 index 115 Citations RESEARCH PRODUCTION: 11 Articles 6 Papers 1 Chapters RESEARCH ACTIVITY: 8 years (2011 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/poe11 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mikhail Victor Oet. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Risks | 2 |
Journal of Financial Stability | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers (Old Series) / Federal Reserve Bank of Cleveland | 6 |
Year | Title of citing document |
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2023 | Interbank 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 |
2023 | Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842. Full description at Econpapers || Download paper |
2023 | How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165. Full description at Econpapers || Download paper |
2023 | How does fintech affect bank risk? A perspective based on financialized transfer of government implicit debt risk. (2023). Sun, Ruiyi ; Song, Zilong ; Gu, Qiankun ; Huang, Xiang ; Wang, Jiaxin. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003103. Full description at Econpapers || Download paper |
2023 | Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611. Full description at Econpapers || Download paper |
2023 | Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England. (2023). Murgia, Lucia Milena ; Curi, Claudia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006626. Full description at Econpapers || Download paper |
2023 | On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521. Full description at Econpapers || Download paper |
2023 | A Financial Stress Index for a Small Open Economy: The Australian Case. (2023). Gomis-Porqueras, Pedro ; Zhou, Xuan ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-29. Full description at Econpapers || Download paper |
2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
2024 | Measuring Financial Stability in Curaçao and Sint Maarten. (2024). Ooft, Gavin ; Thijn-Baank, Monique. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:4:f:14_4_2. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Systemic Financial Feedbacks – Conceptual Framework and Modelling Implications In: Systems Research and Behavioral Science. [Full Text][Citation analysis] | article | 2 |
2016 | Evaluating measures of adverse financial conditions In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 7 |
2017 | Capital and resolution policies: The US interbank market In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 2 |
2013 | SAFE: An early warning system for systemic banking risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
2011 | SAFE: An early warning system for systemic banking risk.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2019 | From organization to activity in the US collateralized interbank market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2015 | From Organization to Activity in the US Collateralized Interbank Market.(2015) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | The structural fragility of financial systems: Analysis and modeling implications for early warning systems In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 6 |
2012 | The Cleveland financial stress index In: Economic Commentary. [Citation analysis] | article | 1 |
2011 | The financial stress index: identification of systemic risk conditions In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 48 |
2015 | The Financial Stress Index: Identification of Systemic Risk Conditions.(2015) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
2012 | Financial stress index: a lens for supervising the financial system In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 3 |
2013 | Policy in adaptive financial markets—the use of systemic risk early warning tools In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
2015 | Evaluating the Information Value for Measures of Systemic Conditions In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 0 |
2015 | Supervising System Stress in Multiple Markets In: Risks. [Full Text][Citation analysis] | article | 0 |
2012 | Comment on Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2017 | Does Financial Stability Matter to the Fed in Setting US Monetary Policy? In: Review of Finance. [Full Text][Citation analysis] | article | 16 |
2017 | The contributions to systemic stress of financial interactions between the US and Europe In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
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