Cosimo Pancaro : Citation Profile

Are you Cosimo Pancaro?

European Central Bank

7

H index

6

i10 index

324

Citations

RESEARCH PRODUCTION:

16

Articles

20

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 24
   Journals where Cosimo Pancaro has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 12 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa895
   Updated: 2023-11-04    RAS profile: 2023-11-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ongena, Steven (4)

Müller, Carola (4)

Moccero, Diego (4)

Arnould, Guillaume (3)

Żochowski, Dawid (2)

Martin, Reiner (2)

Palligkinis, Spyros (2)

Kok, Christoffer (2)

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

Is cited by:

Gnimassoun, Blaise (7)

Budnik, Katarzyna (7)

Lisicky, Milan (6)

Koren, Miklós (6)

Volk, Matjaž (6)

Tenreyro, Silvana (5)

Kubitza, Christian (5)

ruta, michele (5)

Eichengreen, Barry (4)

Gupta, Poonam (4)

Palazzo, Francesco (4)

Cites to:

Peydro, Jose-Luis (21)

Maddaloni, Angela (16)

Bubeck, Johannes (14)

Kok, Christoffer (12)

Bernanke, Ben (9)

Shin, Hyun Song (9)

Gambacorta, Leonardo (9)

Babus, Ana (8)

Berger, Allen (8)

Gertler, Mark (7)

Hartmann, Philipp (6)

Main data

Where Cosimo Pancaro has published?

Journals with more than one article published# docs
Financial Stability Review4
Macroprudential Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Occasional Paper Series / European Central Bank2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Cosimo Pancaro (2023 and 2022)

YearTitle of citing document
2022Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310286.

Full description at Econpapers || Download paper

2022Life Insurance, Liquidity Risk, Interest Rates, Fire Sales, Systemic Risk. (2022). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:154.

Full description at Econpapers || Download paper

2022A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023Unpacking international banks deposit funding. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309d.

Full description at Econpapers || Download paper

2022RMB misalignment: What does a meta?analysis tell us?. (2022). He, Shi ; Cheung, Yinwong. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1038-1086.

Full description at Econpapers || Download paper

2022Public and private pension systems and macroeconomic volatility in OECD countries. (2022). Holzner, Mario ; Pichler, David ; Jestl, Stefan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:131-168.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

Full description at Econpapers || Download paper

2022Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications. (2022). Sudo, Nao ; Hogen, Yoshihiko ; Koide, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e15.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022The economic impact of the NPLcoverage expectations in the euro area. (2022). Volk, Matjaz ; Vagliano, Gianluca ; Lampe, Max ; Kusmierczyk, Piotr ; Gross, Johannes ; Dimitrov, Ivan ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022297.

Full description at Econpapers || Download paper

2022Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model. (2022). Boucherie, Louis ; Panos, Jiri ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022301.

Full description at Econpapers || Download paper

2022A tale of three crises: synergies between ECB tasks. (2022). Hobelsberger, Karin ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer. In: Occasional Paper Series. RePEc:ecb:ecbops:2022305.

Full description at Econpapers || Download paper

2022A study on the EBA stress test results: influence of bank, portfolio, and country-level characteristics. (2022). Tarancon, Javier ; Suarez, Nuria ; Poblacion, Francisco Javier ; Hernandez, Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20222648.

Full description at Econpapers || Download paper

2022Stress tests and capital requirement disclosures: do they impact banks’ lending and risk-taking decisions?. (2022). Marques, Aurea Ponte ; Ongena, Steven ; Konietschke, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222679.

Full description at Econpapers || Download paper

2022The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711.

Full description at Econpapers || Download paper

2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

Full description at Econpapers || Download paper

2022Pandemic lending: micro and macro effects of model-based regulation. (2022). Marques-Ibaez, David ; Maddaloni, Angela ; Fusi, Giulia ; Fiordelisi, Franco. In: Working Paper Series. RePEc:ecb:ecbwps:20222760.

Full description at Econpapers || Download paper

2023Why European banks adjust their dividend payouts?. (2023). Jarmuzek, Mariusz ; Grodzicki, Maciej ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20232765.

Full description at Econpapers || Download paper

2023Life insurance convexity. (2023). Kubitza, Christian ; Grundl, Helmut ; Grochola, Nicolaus. In: Working Paper Series. RePEc:ecb:ecbwps:20232829.

Full description at Econpapers || Download paper

2022Hedge fund sales fees and the flow of funds around the world. (2022). Monteiro, Pedro ; Cumming, Douglas. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322000931.

Full description at Econpapers || Download paper

2022Trade openness, financial openness, and macroeconomic volatility. (2022). Yao, Chi ; Jiang, Yiqing ; Ma, Yong. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000820.

Full description at Econpapers || Download paper

2022Max headroom: Discretionary capital buffers and bank risk. (2022). Lubberink, Martien. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003520.

Full description at Econpapers || Download paper

2023ESG performance and banks’ funding costs. (2023). Andrieș, Alin Marius ; Sprincean, Nicu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001848.

Full description at Econpapers || Download paper

2022Bank solvency risk and funding cost interactions: Evidence from Korea. (2022). Aldasoro, Iñaki ; Park, Kyounghoon ; Cho, Chun Hee. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002995.

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

2022When banks punch back: Macrofinancial feedback loops in stress tests. (2022). Hoffmaister, Alexander ; Catalan, Mario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560621002230.

Full description at Econpapers || Download paper

2023A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005.

Full description at Econpapers || Download paper

2022Exploring the effects of import diversification on energy efficiency: Evidence from the OECD economies. (2022). Shahzadi, Irum ; Duc, Toan Luu ; Gupta, Monika ; Ferraz, Diogo ; Doan, Buhari. In: Renewable Energy. RePEc:eee:renene:v:189:y:2022:i:c:p:639-650.

Full description at Econpapers || Download paper

2022Export diversification in low-income countries and small states: Do country size and income level matter?. (2022). Lee, Dongyeol ; Zhang, Huan. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:250-265.

Full description at Econpapers || Download paper

2023Effect of the duration of membership in the GATT/WTO on economic growth volatility. (2023). Gnangnon, Sena Kimm. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:65:y:2023:i:c:p:448-467.

Full description at Econpapers || Download paper

2022Development Aid and Export Resilience in Developing Countries: A Reference to Aid for Trade. (2022). Gnangnon, Sena Kimm. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:7:p:161-:d:855308.

Full description at Econpapers || Download paper

2022Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings. (2022). Kravtsov, Oleg ; Janda, Karel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:1.

Full description at Econpapers || Download paper

2022Export diversification and financial openness. (2022). Gnangnon, Sena Kimm. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00533-w.

Full description at Econpapers || Download paper

2023Forbearance vs foreclosure in a general equilibrium model. (2023). Tirelli, Patrizio ; Barbaro, Bianca. In: Working Papers. RePEc:mib:wpaper:516.

Full description at Econpapers || Download paper

2022Financial Liberalization, Institutional Quality and Economic Growth Nexus: Panel Analysis of African Countries. (2022). Ali, Amjad. In: MPRA Paper. RePEc:pra:mprapa:116101.

Full description at Econpapers || Download paper

2022Financial Liberalization, Institutional Quality and Economic Growth Nexus: Panel Analysis of African Countries. (2022). Ali, Amjad. In: MPRA Paper. RePEc:pra:mprapa:116329.

Full description at Econpapers || Download paper

2022Investigating Export Determinants: A Time Series Evidence From Canada. (2022). Arshed, Noman ; Kausar, Amna ; Hassan, Muhammad Shahid. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221101037.

Full description at Econpapers || Download paper

2022R&D and export performance: exploring heterogeneity along the export intensity distribution. (2022). Bottasso, Anna ; Piccardo, C ; Benfratello, L. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:2:d:10.1007_s40812-022-00209-1.

Full description at Econpapers || Download paper

2022Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market. (2022). Balcells, Christian. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:2:d:10.1007_s00191-022-00767-6.

Full description at Econpapers || Download paper

2022Do investments in human and physical capital respond differently to financing constraints?. (2022). brunello, giorgio ; Ruckert, Desiree ; Gereben, Aron ; Wruuck, Patricia ; Weiss, Christoph. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:158:y:2022:i:1:d:10.1186_s41937-022-00090-8.

Full description at Econpapers || Download paper

2022Key factors of the net interest margin of European and US banks in a low interest rate environment. (2022). Tepl, Petr ; Hanzlik, Petr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2795-2818.

Full description at Econpapers || Download paper

2022Effect of the Duration of Membership in the GATT/WTO on Human Development in Developed and Developing Countries. (2022). Gnangnon, Sena Kimm. In: EconStor Preprints. RePEc:zbw:esprep:265061.

Full description at Econpapers || Download paper

Works by Cosimo Pancaro:

YearTitleTypeCited
2020Bank funding costs and solvency In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2020Bank funding costs and solvency.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2022Bank funding costs and solvency.(2022) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2013The Balassa-Samuelson and the Penn Effect: Are They Really the Same? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2022The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2021The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2023The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2023) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2013Trade openness reduces growth volatility when countries are well diversified In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article120
2012Trade openness reduces growth volatility when countries are well diversified.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2013Trade openness reduces growth volatility when countries are well diversified.(2013) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		article
2019The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2022Does the disclosure of stress test results affect market behaviour? In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article0
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper37
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper18
2013Current account reversals in industrial countries: does the exchange rate regime matter? In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2016Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?.(2016) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2020Do non-performing loans matter for bank lending and the business cycle in euro area countries? In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2022Do non-performing loans matter for bank lending and the business cycle in euro area countries?.(2022) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2020Fire sales by euro area banks and funds: what is their asset price impact? In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2020Fire sales by euro area banks and funds: What is their asset price impact?.(2020) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2022Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Bank private information in CDS markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
[Full Text][Citation analysis]		article18
2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
[Full Text][Citation analysis]		article4
2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
[Full Text][Citation analysis]		article6
2023Key linkages between banks and the non-bank financial sector In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2021Macro-stress testing dividend income. Evidence from euro area banks In: Economics Letters.
[Full Text][Citation analysis]		article0
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long In: World Bank - Economic Premise.
[Full Text][Citation analysis]		article55
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long.(2010) In: World Bank Publications - Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2010Macroeconomic volatility after trade and capital account liberalization In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper4

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