Jean-David Sigaux : Citation Profile

European Central Bank

3

H index

2

i10 index

35

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   4 years (2018 - 2022). See details.
   Cites by year: 8
   Journals where Jean-David Sigaux has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 1 (2.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi843
   Updated: 2026-05-02    RAS profile: 2023-09-22    
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Relations with other researchers

Works with:

Schepens, Glenn (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-David Sigaux.

Is cited by:

Zigraiova, Diana (3)

Reghezza, Alessio (3)

Laeven, Luc (2)

Erce, Aitor (2)

Timmer, Yannick (2)

Maddaloni, Angela (2)

Beetsma, Roel (2)

Schrimpf, Andreas (2)

Marques-Ibanez, David (1)

Moura, Alban (1)

Tamborini, Roberto (1)

Cites to:

Heider, Florian (6)

Hoerova, Marie (5)

Ranaldo, Angelo (4)

Peydro, Jose-Luis (4)

Acharya, Viral (4)

Garcia-de-Andoain, Carlos (4)

Manganelli, Simone (4)

Rajan, Raghuram (4)

Degryse, Hans (4)

Rodríguez Tous, Francesc (4)

Rochet, Jean (4)

Main data

Where Jean-David Sigaux has published?

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank4

Recent works citing Jean-David Sigaux (2025 and 2024)

YearTitle of citing document
2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Bittner, Christian ; Rodnyansky, Alexander. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552.

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2025Carbon Pricing and Household Finance: How Banks Price Transition Risk in Auto Loans. (2025). Hagen, Achim ; Fliegel, Philip ; Ritter, Nolan ; Koch, Nicolas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12288.

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2024As interest rates surge: flighty deposits and lending. (2024). Reghezza, Alessio ; Marques-Ibanez, David ; Cappelletti, Giuseppe ; Marques-Ibaez, David ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20242923.

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2024Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

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2025Collateral and credit. (2025). Laeven, Luc ; De Jonghe, Olivier ; Zhao, Tong ; Degryse, Hans. In: Working Paper Series. RePEc:ecb:ecbwps:20253095.

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2025Hidden weaknesses: the role of unrealized losses in monetary policy transmission. (2025). Reghezza, Alessio ; de Vito, Antonio ; Pancaro, Cosimo ; Kagerer, Benedikt. In: Working Paper Series. RePEc:ecb:ecbwps:20253129.

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2026Risky collateral and default probability. (2026). Reghezza, Alessio ; Spaggiari, Martina ; Koufopoulos, Kostas ; McGowan, Danny ; Perdichizzi, Salvatore. In: Working Paper Series. RePEc:ecb:ecbwps:20263167.

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2026Securities losses and the bank collateral channel of monetary transmission. (2026). Giannetti, Mariassunta ; Supera, Dominik ; Mendicino, Caterina ; Jasova, Martina. In: Working Paper Series. RePEc:ecb:ecbwps:20263209.

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2026Central clearing and the pricing of specialness in repo markets. (2026). Mazzari, Francesco ; Mancini, Loriano ; Dieler, Tobias ; Danisewicz, Piotr ; Metzler, Julian. In: Working Paper Series. RePEc:ecb:ecbwps:20263214.

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2025Bank lending and interest-on-excess-reserves: Effects of Central Banks on the global credit supply. (2025). Erten, Irem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000757.

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2024Window dressing of regulatory metrics: Evidence from repo markets. (2024). Grill, Michael ; Waibel, Martin ; Behn, Markus ; Bassi, Claudio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000147.

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2025Bond supply expectations and the term structure of interest rates. (2025). Dufour, Alfonso ; Billio, Monica ; Busetto, F ; Varotto, S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002043.

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2024Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment. (2024). Schelling, Tan ; Fuster, Andreas ; Towbin, Pascal. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:c:s0304393224000679.

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2025Quantifying Risks to Sovereign Market Access. (2025). Zigraiova, Diana ; Erce, Aitor. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:4:d:10.1057_s41308-024-00244-z.

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2025Growth of non-bank financial intermediaries, financial stability, and monetary policy. (2025). Schlegel, Jonas ; Mattiello, Riccardo ; Pelizzon, Loriana. In: SAFE Working Paper Series. RePEc:zbw:safewp:330175.

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Works by Jean-David Sigaux:

YearTitleTypeCited
2018Trading ahead of treasury auctions In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2020Money markets, central bank balance sheet and regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2022Liquidation value and loan pricing In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2022How do banks manage liquidity? Evidence from the ECB’s tiering experiment In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2020Determinants of excess reserve holdings In: Economics Letters.
[Full Text][Citation analysis]		article0

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