Martin Saldias : Citation Profile


European Central Bank (50% share)
Banco de Portugal (50% share)

3

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

11

Articles

12

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 2
   Journals where Martin Saldias has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 1 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1066
   Updated: 2026-01-17    RAS profile: 2026-01-14    
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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 Martin Saldias.

Is cited by:

Gómez-Puig, Marta (8)

Sosvilla-Rivero, Simon (8)

Singh, Manish (8)

Schaumburg, Julia (3)

Lucas, Andre (3)

Blasques, Francisco (3)

Çevik, Emrah (3)

Koopman, Siem Jan (3)

Lahura, Erick (2)

Palligkinis, Spyros (1)

Sy, Amadou (1)

Cites to:

Pesaran, Mohammad (10)

Yilmaz, Kamil (8)

Diebold, Francis (8)

Drehmann, Mathias (6)

Zhou, Hao (5)

Garratt, Rodney (4)

Tarashev, Nikola (4)

Moessner, Richhild (4)

Bollerslev, Tim (4)

Galati, Gabriele (4)

Bech, Morten (4)

Main data


Where Martin Saldias has published?


Journals with more than one article published# docs
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies8
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department3
IMF Working Papers / International Monetary Fund3
Working Papers (Old Series) / Federal Reserve Bank of Cleveland2

Recent works citing Martin Saldias (2025 and 2024)


YearTitle of citing document
2024Implications of higher inflation and interest rates for macroprudential policy stance. (2024). Palligkinis, Spyros ; Herrera, Luis ; Lhe, Sebastian ; Silva, Fatima ; Kerbl, Stefan ; Kent, Luke ; Krkkinen, Samu ; Hempell, Hannah S ; Steikn, Paulina ; Garcia, Salomn ; Oliveira, Vitor ; Espic, Aurlien ; Bork, Tams ; Velez, Anatoli Segura ; di Virgilio, Domenica ; Cornacchia, Wanda ; Heires, Marcel ; Scalone, Valerio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024358.

Full description at Econpapers || Download paper

2025Micro-assessment of macroprudential borrower-based measures. (2025). Karmelaviius, Jaunius ; Dirma, Mantas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000755.

Full description at Econpapers || Download paper

2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

Full description at Econpapers || Download paper

2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

Full description at Econpapers || Download paper

Works by Martin Saldias:


YearTitleTypeCited
2018Payments delay: propagation and punishment In: Working papers.
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paper0
2023The more the merrier? Macroprudential instrument interactions and effective policy implementation In: Occasional Paper Series.
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paper3
2013A market-based approach to sector risk determinants and transmission in the euro area In: Working Paper Series.
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paper11
2013A market-based approach to sector risk determinants and transmission in the euro area.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2011A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2013Systemic risk analysis using forward-looking Distance-to-Default series In: Journal of Financial Stability.
[Full Text][Citation analysis]
article18
2010Systemic risk analysis using forward-looking distance-to-default series.(2010) In: Working Papers (Old Series).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2012Systemic Risk Analysis using Forward-Looking Distance-to-Default Series.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador In: Journal of Banking & Finance.
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article8
2016Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador.(2016) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2016Spatial Dependence and Data-Driven Networks of International Banks In: Working Papers (Old Series).
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paper2
2016Spatial Dependence and Data-Driven Networks of International Banks.(2016) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017The Nonlinear Interaction Between Monetary Policy and Financial Stress In: IMF Working Papers.
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paper2
2011Sectoral credit risk in the euro area In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2012Systemic risk analysis and option-based theory and information In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2013Option trade volume and volatility of banks’ stock returns In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2011Sectoral credit risk in the euro area In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2012Systemic risk analysis and option-based theory and information In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2013Option trade volume and volatility of banks’ stock returns In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2025How do financial markets view risks in the global banking sector? A heatmap with a novel thermometer In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2025Banks’ risk sentiment across time and frequencies In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2025Developing a Financial Stability Network Model: The Macroprudential Two-Mode Network (M2MN) toolbox In: Working Papers.
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paper0
2006Financial dollarization and currency substitution: an empirical study for Bolivia In: Kiel Advanced Studies Working Papers.
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paper0

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