Alberto Maria Sorrentino : Citation Profile

Banca d'Italia (50% share)
European Central Bank (50% share)

4

H index

3

i10 index

78

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 7
   Journals where Alberto Maria Sorrentino has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 3 (3.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso732
   Updated: 2026-01-17    RAS profile: 2025-06-11    
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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 Alberto Maria Sorrentino.

Is cited by:

Chiesa, Gabriella (3)

Borri, Nicola (2)

Scaramozzino, Pasquale (2)

Pisicoli, Beniamino (2)

Signoretti, Federico (2)

Williams, Jonathan (2)

Patella, Valeria (1)

Silva, Nuno (1)

Pancaro, Cosimo (1)

Di Giorgio, Giorgio (1)

Júlio, Paulo (1)

Cites to:

Perignon, Christophe (4)

Lucas, Andre (4)

Colliard, Jean-Edouard (4)

Schwaab, Bernd (4)

Koopman, Siem Jan (4)

Hurlin, Christophe (4)

Nucera, Federico Calogero (4)

Reinhart, Carmen (3)

Zhou, Hao (3)

Monfort, Alain (2)

Columba, Francesco (2)

Main data

Where Alberto Maria Sorrentino has published?

Working Papers Series with more than one paper published# docs
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Alberto Maria Sorrentino (2025 and 2024)

YearTitle of citing document
2024Debt and financial fragility: Italian non-financial companies after the pandemic. (2024). Scaramozzino, Pasquale ; Pisicoli, Beniamino ; Fattouh, Bassam. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004406.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024A financial supply chain on corporate working capital and interbank lines of credit. (2024). Kumar, Satish ; Rahman, Molla Ramizur ; Misra, Arun Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004817.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

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2024The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x.

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2024Bank lending to small firms: Metamorphosis of a financing model. (2024). Pastorelli, Sabrina ; Nigro, Valentina ; Russo, Paolo Finaldi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:13-31.

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2025Navigating Uncertainty in an Emerging Market: Data-Centric Portfolio Strategies and Systemic Risk Assessment in the Johannesburg Stock Exchange. (2025). Kitenge, Anaclet K ; Mba, Jules C. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:32-:d:1603349.

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2025The Effect of Non-Performing Loans on Credit Availability: Insight from the Moroccan Banking System.. (2025). Savon, Zakaria. In: Post-Print. RePEc:hal:journl:hal-05060821.

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2024Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:59-98.

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2025How reliable are systemic risk measures? Model risk estimates of MES and ΔCoVaR. (2025). Pasieczna-Dixit, Aleksandra. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:4:p:463-496.

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2025Loan Dynamics and Financial Decision-Making in Public Administration. (2025). Paschina, Silvia. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:15:y:2025:i:5:f:15_5_5.

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2025Asset-Quality-at-Risk. (2025). picarelli, mattia osvaldo ; Fusi, Giulia ; Donini, Alessandra. In: Working Papers. RePEc:stm:wpaper:69.

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2025Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business. (2025). Zhang, Wenzhe ; Lee, Chienchiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1450-1474.

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2025Systemic Credit Risk Premium: Insights From Credit Derivatives Markets. (2025). Kim, Baeho ; Byun, Kiwoong ; Oh, Dong Hwan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1448-1465.

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Works by Alberto Maria Sorrentino:

YearTitleTypeCited
2017Non-performing loans and the supply of bank credit: evidence from Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper39
2018A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2017Sectoral risk in the Italian Banking System In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2014Systemic Risk in the Italian Banking Industry In: Economic Notes.
[Full Text][Citation analysis]		article16
2018Credit risk in banks’ exposures to non‐financial firms In: European Financial Management.
[Full Text][Citation analysis]		article3
2020Measuring CoVaR: An Empirical Comparison In: Computational Economics.
[Full Text][Citation analysis]		article10
2022Exploring the Systemic Risk of Domestic Banks with ΔCoVaR and Elastic-Net In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article2
2012Systemic Risk and the European Banking Sector In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team