3
H index
2
i10 index
38
Citations
Martin Saldias : Citation Profile
European Central Bank | RESEARCH PRODUCTION: 6 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2006 - 2023). 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:
| Cites to:
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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 Studies | 3 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IMF Working Papers / International Monetary Fund | 3 |
| Working Papers (Old Series) / Federal Reserve Bank of Cleveland | 2 |
| Working Papers / Banco de Portugal, Economics and Research Department | 2 |
Recent works citing Martin Saldias (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects. (2022). Chiu, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02276. Full description at Econpapers || Download paper |
| 2023 | Systemic risk indicator based on implied and realized volatility. (2023). Ślepaczuk, Robert ; Sieradzki, Rafal ; Sakowski, Pawel. In: Papers. RePEc:arx:papers:2307.05719. Full description at Econpapers || Download paper |
| 2022 | The Determinants of Non-Performing Loans in the Indonesian Banking Industry: An Asymmetric Approach Before and During the Pandemic Crisis. (2022). Hendrie, Mohammad Bekti ; Haron, Razali ; Isnaini, Rindang Nuri ; Fakhrunnas, Faaza. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221102421. Full description at Econpapers || Download paper |
| 2022 | Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach. (2022). Racicot, François-Ãric ; Theoret, Raymond. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00316-3. Full description at Econpapers || Download paper |
Works by Martin Saldias:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Payments delay: propagation and punishment In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A market-based approach to sector risk determinants and transmission in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2013 | A 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 another version. Agregated cites: 10 | article | |
| 2011 | A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | Systemic risk analysis using forward-looking Distance-to-Default series In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 18 |
| 2010 | Systemic risk analysis using forward-looking distance-to-default series.(2010) In: Working Papers (Old Series). [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2012 | Systemic Risk Analysis using Forward-Looking Distance-to-Default Series.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2018 | Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2016 | Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador.(2016) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2016 | Spatial Dependence and Data-Driven Networks of International Banks In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 1 |
| 2016 | Spatial Dependence and Data-Driven Networks of International Banks.(2016) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | The Nonlinear Interaction Between Monetary Policy and Financial Stress In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Sectoral credit risk in the euro area In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2012 | Systemic 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] | article | 0 |
| 2013 | Option 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] | article | 0 |
| 2006 | Financial dollarization and currency substitution: an empirical study for Bolivia In: Kiel Advanced Studies Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team