Peter Raupach : Citation Profile

Deutsche Bundesbank

6

H index

5

i10 index

187

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: 22.    Total self citations: 5 (2.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra273
   Updated: 2026-04-04    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)

Thakor, Anjan (3)

saghi-zedek, nadia (3)

Ongena, Steven (3)

Aldasoro, Iñaki (3)

Hautsch, Nikolaus (3)

Demange, Gabrielle (3)

Angeloni, Ignazio (3)

Cites to:

De Jonghe, Olivier (8)

Ongena, Steven (7)

Memmel, Christoph (6)

Jimenez, Gabriel (5)

Schuermann, Til (5)

Puri, Manju (4)

Schepens, Glenn (4)

Weber, Martin (4)

Peydro, Jose-Luis (4)

Steffen, Sascha (4)

Lando, David (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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2025Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310.

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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). Tan, Xiaofen ; Sun, Yuchen ; Li, Wei ; He, Yun. 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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2025How reliable are systemic risk measures? Model risk estimates of MES and ΔCoVaR. (2025). Pasieczna-Dixit, Aleksandra. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:4:p:463-496.

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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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2025Do capital requirements and their international differences affect banks profitability?. (2025). Buchholz, Manuel ; Lffler, Axel ; Sigel, Patrick. In: Discussion Papers. RePEc:zbw:bubdps:331885.

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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]		article35
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]		article66
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team