Peter Raupach : Citation Profile

Deutsche Bundesbank

6

H index

5

i10 index

184

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 13
   Journals where Peter Raupach has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 5 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra273
   Updated: 2025-12-27    RAS profile: 2022-01-03    
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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 Peter Raupach.

Is cited by:

TARAZI, Amine (9)

De Jonghe, Olivier (6)

Kok, Christoffer (5)

Lepetit, Laetitia (4)

Schienle, Melanie (3)

Hautsch, Nikolaus (3)

Aldasoro, Iñaki (3)

Angeloni, Ignazio (3)

Thakor, Anjan (3)

Ongena, Steven (3)

Peltonen, Tuomas (3)

Cites to:

De Jonghe, Olivier (8)

Ongena, Steven (7)

Memmel, Christoph (6)

Schuermann, Til (5)

Jimenez, Gabriel (5)

Saurina, Jesús (4)

Steffen, Sascha (4)

Schepens, Glenn (4)

Weber, Martin (4)

Puri, Manju (4)

Peydro, Jose-Luis (4)

Main data

Where Peter Raupach has published?

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank5
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank2

Recent works citing Peter Raupach (2025 and 2024)

YearTitle of citing document
2024Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032.

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2024A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868.

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2024Bank capital, lending, and regulation: A meta‐analysis. (2024). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana ; Bajzk, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:823-851.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954.

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2024On the optimal control of interbank contagion in the euro area banking system. (2024). Kok, Christoffer ; Fukker, Gabor. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x.

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2025The performance of FDIC-identified community banks. (2025). Ongena, Steven ; Fairchild, Richard ; Petropoulou, Athina ; Pappas, Vasileios ; Gounopoulos, Dimitrios. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000233.

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2025Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610.

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2024Credit rating downgrades and systemic risk. (2024). Kladakis, George ; Skouralis, Alexandros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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2024Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2025Economic policy uncertainty, digital transformation, and bank systemic risk. (2025). He, Yun ; Tan, Xiaofen ; Sun, Yuchen ; Li, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004721.

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2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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2024Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x.

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2024Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09426-7.

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2025How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada. (2025). Lai, Van Son ; Guidara, Alaa ; Zhao, Yang ; Yu, Min-Teh. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01314-z.

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2024Systemic risk and idiosyncratic networks among global systemically important banks. (2024). Yang, Lu ; Cui, Xue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:58-75.

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2024Late payments on mortgage loans and unemployment: Evidence from a German household panel. (2024). Vogel, Edgar ; Mhlmann, Axel. In: Technical Papers. RePEc:zbw:bubtps:308093.

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2025When unemployment hits mortgage loans. (2025). Vogel, Edgar ; Mhlmann, Axel. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325418.

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Works by Peter Raupach:

YearTitleTypeCited
2018Pitfalls in the Use of Systemic Risk Measures In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article33
2015The common drivers of default risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article20
2012The common drivers of default risk.(2012) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article65
2015Centrality-based Capital Allocations In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper29
2015Centrality-Based Capital Allocations.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2014Centrality-based Capital Allocations.(2014) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2015Centrality-based capital allocations.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2010The Impact of Downward Rating Momentum In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article6
2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper3
2008The impact of downward rating momentum on credit portfolio risk In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper2
2013Robustness and informativeness of systemic risk measures In: Discussion Papers.
[Full Text][Citation analysis]		paper25
2015Calculating trading book capital: Is risk separation appropriate? In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Banks credit losses and lending dynamics In: Discussion Papers.
[Full Text][Citation analysis]		paper0

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