Jean-David Sigaux : Citation Profile


European Central Bank

3

H index

2

i10 index

32

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: 15.    Total self citations: 1 (3.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi843
   Updated: 2026-03-28    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:

Reghezza, Alessio (3)

Schrimpf, Andreas (2)

Erce, Aitor (2)

Timmer, Yannick (2)

Maddaloni, Angela (2)

Beetsma, Roel (2)

Zigraiova, Diana (2)

Laeven, Luc (2)

Soares, Carla (1)

Giuzio, Margherita (1)

van Spronsen, Josha (1)

Cites to:

Heider, Florian (6)

Hoerova, Marie (5)

Whelan, Karl (4)

Rodríguez Tous, Francesc (4)

Ranaldo, Angelo (4)

Rajan, Raghuram (4)

Peydro, Jose-Luis (4)

Rochet, Jean (4)

Manganelli, Simone (4)

FREIXAS, XAVIER (4)

Degryse, Hans (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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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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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]
paper11
2020Money markets, central bank balance sheet and regulation In: Working Paper Series.
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paper13
2022Liquidation value and loan pricing In: Working Paper Series.
[Full Text][Citation analysis]
paper6
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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