Kasper Roszbach : Citation Profile

Are you Kasper Roszbach?

Norges Bank (80% share)
Rijksuniversiteit Groningen (19% share)
Sveriges Riksbank (1% share)

12

H index

13

i10 index

628

Citations

RESEARCH PRODUCTION:

12

Articles

31

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 27
   Journals where Kasper Roszbach has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 18 (2.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro102
   Updated: 2024-11-04    RAS profile: 2022-10-24    
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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 Kasper Roszbach.

Is cited by:

HASAN, IFTEKHAR (13)

Grammatikos, Theoharry (9)

masciandaro, donato (9)

Horvath, Roman (9)

Nakamura, Leonard (8)

Bourlès, Renaud (8)

von Schedvin, Erik (8)

Degryse, Hans (7)

TARAZI, Amine (7)

Drehmann, Mathias (7)

Fraccaroli, Nicolò (6)

Cites to:

Altman, Edward (34)

Levine, Ross (23)

Shleifer, Andrei (23)

Jacobson, Tor (16)

Gertler, Mark (14)

Bernanke, Ben (13)

Gordy, Michael (12)

Lindé, Jesper (11)

Carey, Mark (11)

Beck, Thorsten (10)

Thorburn, Karin (9)

Main data

Where Kasper Roszbach has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)11
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics5
Working Papers / Federal Reserve Bank of Philadelphia4
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Kasper Roszbach (2024 and 2023)

YearTitle of citing document
2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140.

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2023The Financial Market of Indices of Socioeconomic Wellbeing. (2023). Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thilini V. In: Papers. RePEc:arx:papers:2303.05654.

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2023The Financial Market of Environmental Indices. (2023). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thisari K. In: Papers. RePEc:arx:papers:2308.15661.

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2023Financial Education between Market and State: Private Commitment, Conflicts of Interest and Public Certification. (2023). Masciandaro, Donato ; Guerini, Carolina. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23213.

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2024Literacy and Financial Education: Private Providers, Public Certification and Political Preferences. (2024). Papini, Alessia ; Masciandaro, Donato ; Guerini, Carolina. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24223.

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2023Pricing strategies in BigTech lending: Evidence from China. (2023). Zhou, YI ; Wu, Weixing ; Wei, Jianxing ; Lu, Lei. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:333-374.

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2023.

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2023BigTech credit risk assessment for SMEs. (2023). Zhang, Longmei ; Wang, Xue ; Tao, Sun ; Qiu, Han ; Li, Zhenhua ; Huang, Yiping. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001013.

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2023Judicial independence and corporate innovation: Evidence from the establishment of circuit courts. (2023). Anderson, Hamish D ; Wang, Qing ; Yang, Laifeng ; Lai, Shaojie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000731.

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2024Flood, farms and credit: The role of branch banking in the era of climate change. (2024). Ongena, Steven ; Kashizadeh, Seyed Javad ; Abedifar, Pejman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000063.

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2023Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169.

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2023An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121.

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2023A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. (2023). Ballester, Laura ; Shen, Long ; Zhou, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002715.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2023A cross-regional investigation of institutional quality and sustainable development. (2023). Hunjra, Ahmed ; Bouri, Elie ; Bruna, Maria Giuseppina ; Azam, Muhammad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000264.

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2023Recourse restrictions and judicial foreclosures: Effects of mortgage law on loan price and collateralization. (2023). Sa, Ana. In: International Review of Law and Economics. RePEc:eee:irlaec:v:75:y:2023:i:c:s0144818823000200.

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2023How Does Access to the Unsecured Debt Market Affect Investment?. (2023). Biguri, Kizkitza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000808.

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2023Consistency of banks internal probability of default estimates: Empirical evidence from the COVID-19 crisis. (2023). Teply, Petr ; Stepankova, Barbora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300167x.

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2024Loan officer specialization and credit defaults. (2024). Ingermann, Peter-Hendrik ; Goedde-Menke, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426623002728.

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2023Uncertain tone, asset volatility and credit default swap spreads. (2023). Ramani, Srikanth ; Patel, Saurin ; Doshi, Hitesh ; Sooy, Matthew. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000309.

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2023The value of family social capital in informal financial markets: Evidence from China. (2023). Hua, Xiuping ; Li, Wanning. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002177.

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2023Who should finance the supply chain? Impact of accounts receivable mortgage on supply chain decision. (2023). Wen, Fenghua ; Cheng, Yuxiang ; Olson, David L ; Wang, Yiming. In: International Journal of Production Economics. RePEc:eee:proeco:v:261:y:2023:i:c:s0925527323001068.

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2023Predicting SMEs’ default risk: Evidence from bank-firm relationship data. (2023). Formisano, Vincenzo ; Gallucci, Carmen ; Pietrovito, Filomena ; Modina, Michele. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:254-268.

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2023Enduring lending relationships and european firms default. (2023). Rondinella, Sandro ; Errico, Lucia ; Agostino, Mariarosaria ; Trivieri, Francesco. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:4:p:459-477.

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2023Does fear spur default risk?. (2023). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:879-899.

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2024Default risk and stock returns: From a perspective of measurement errors. (2024). Hu, Yingyao ; Yang, Xiaolou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1545-1561.

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2024Do banks price ESG risks? A critical review of empirical research. (2024). Drago, Danilo ; Carnevale, Concetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000199.

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2024Financing a dual capital-constrained supply chain: Profit enhancement and diffusion effect of default risk. (2024). Xu, Xun ; Chen, Xiangfeng ; Xie, Xiaofeng ; Gu, Jing. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:181:y:2024:i:c:s1366554523003769.

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2024How Private Equity Fuels Non-Bank Lending. (2024). Wang, Teng ; Haque, Sharjil ; Mayer, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-15.

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2023The “Privatization” of Municipal Debt. (2023). Zimmermann, Tom ; Ivanov, Ivan T. In: Working Paper Series. RePEc:fip:fedhwp:96669.

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2023Do bankers want their umbrellas back when it rains? Evidence from typhoons in China. (2023). ROMOCEA TURCU, Camelia ; Levieuge, Gregory ; Avril, Pauline. In: Working Papers. RePEc:inf:wpaper:2023.08.

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2023Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5.

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2023Does commercial court organisation affect firms’ bankruptcy rate? evidence from the french judicial reform. (2023). Succurro, Marianna ; Levratto, Nadine ; Arcuri, Giuseppe. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:55:y:2023:i:3:d:10.1007_s10657-023-09765-w.

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2023Trade credit and firm investments: empirical evidence from Italian cooperative banks. (2023). Tabacco, Elena ; Modina, Michele ; Filomeni, Stefano. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01122-3.

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2023Effects of Monetary Policy on Stability and Asset Quality of the Banks in Pakistan. (2023). Arby, Muhammad ; Zaheer, Sajjad. In: SBP Working Paper Series. RePEc:sbp:wpaper:113.

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2023Modeling the linkage between coal mining and ecological footprint in South Africa: does technological innovation matter?. (2023). Hassan, Adewale Samuel. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00330-6.

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2023Loan Recoveries and the Financing of Zombie Firms over the Business Cycle. (2023). Huizinga, Harry ; Horvath, Balint L ; Demirguc-Kunt, Asli. In: Discussion Paper. RePEc:tiu:tiucen:f86d5fb2-4829-426b-b026-b9fe12b9e932.

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2023Loan Recoveries and the Financing of Zombie Firms over the Business Cycle. (2023). Huizinga, Harry ; Horvath, Balint L ; Demirguc-Kunt, Asli. In: Other publications TiSEM. RePEc:tiu:tiutis:f86d5fb2-4829-426b-b026-b9fe12b9e932.

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2023Credit information sharing and non?performing loans: The moderating role of creditor rights protection. (2022). Adeleye, Ngozi ; Adusei, Michael. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4756-4769.

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Works by Kasper Roszbach:

YearTitleTypeCited
2013FIRM DEFAULT AND AGGREGATE FLUCTUATIONS In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article41
2008Firm Default and Aggregate Fluctuations.(2008) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 41		paper
2011Firm default and aggregate fluctuations.(2011) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 41		paper
2008Firm default and aggregate fluctuations.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 41		paper
2008Firm Default and Aggregate Fluctuations.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 41		paper
2016Collateralization, Bank Loan Rates, and Monitoring In: Journal of Finance.
[Full Text][Citation analysis]		article88
2008Governing the Governors: A Clinical Study of Central Banks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2008Governing the Governors: A Clinical Study of Central Banks.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 16		paper
2016Collateral damage? On collateral, corporate financing and performance In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2015Finance and growth: Time series evidence on causality In: Journal of Financial Stability.
[Full Text][Citation analysis]		article59
2005Exploring interactions between real activity and the financial stance In: Journal of Financial Stability.
[Full Text][Citation analysis]		article53
2005Exploring Interactions between Real Activity and the Financial Stance.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2001Dormancy risk and expected profits of consumer loans In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2003Bank lending policy, credit scoring and value-at-risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
1998Bank Lending Policy, Credit Scoring and Value at Risk.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 39		paper
1998Bank Lending Policy, Credit Scoring and Value at Risk.(1998) In: Working Paper Series.
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This paper has nother version. Agregated cites: 39		paper
2006Internal ratings systems, implied credit risk and the consistency of banks risk classification policies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2003Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies.(2003) In: Working Paper Series.
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2007Corporate credit risk modeling and the macroeconomy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article114
2018Credit ratings, private information, and bank monitoring ability In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article17
2016Credit Ratings, Private Information, and Bank Monitoring Ability.(2016) In: Working Papers.
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2010Credit ratings and bank monitoring ability In: Working Papers.
[Full Text][Citation analysis]		paper9
2013Credit ratings and bank monitoring ability.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2010Credit Ratings and Bank Monitoring Ability.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 9		paper
2010Credit Ratings and Bank Monitoring Ability.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9		paper
2010Credit Ratings and Bank Monitoring Ability.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9		paper
1995Trade unions, employee share ownership and wage setting: A supply-side approach to the share economy In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper8
1997Reaction Function Estimation when Central Banks Face Adjustment Costs In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper1
1998Bank Lending Policy, Credit Scoring and the Survival of Loans In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper62
2003Bank Lending Policy, Credit Scoring and the Survival of Loans.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 62		paper
2004Bank Lending Policy, Credit Scoring, and the Survival of Loans.(2004) In: The Review of Economics and Statistics.
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1998Duration of consumer loans and bank lending policy: dormancy versus default risk In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper2
1998Duration of Consumer Loans and Bank Lending Policy: Dormancy Versus Default Risk.(1998) In: Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2002Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2004Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? In: Working Paper Series.
[Full Text][Citation analysis]		paper35
2005Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?.(2005) In: Journal of Financial Services Research.
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This paper has nother version. Agregated cites: 35		article
2004Is Firm Interdependence within Industries Important for Portfolio Credit Risk? In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2012Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2012Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment.(2012) In: 2012 Meeting Papers.
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This paper has nother version. Agregated cites: 9		paper
2011Collateralization, Bank Loan Rates and Monitoring : Evidence from a Natural Experiment.(2011) In: Discussion Paper.
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This paper has nother version. Agregated cites: 9		paper
2011Collateralization, Bank Loan Rates and Monitoring : Evidence from a Natural Experiment.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2011Collateralization, Bank Loan Rates and Monitoring : Evidence from a Natural Experiment.(2011) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9		paper
2014Financial Stability and Central Bank Governance In: International Journal of Central Banking.
[Full Text][Citation analysis]		article10

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