Martin Summer : Citation Profile


Oesterreichische Nationalbank

15

H index

17

i10 index

1573

Citations

RESEARCH PRODUCTION:

31

Articles

20

Papers

2

Books

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 58
   Journals where Martin Summer has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 15 (0.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu182
   Updated: 2026-01-17    RAS profile: 2025-04-28    
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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 Summer.

Is cited by:

battiston, stefano (27)

Thurner, Stefan (24)

León, Carlos (24)

Tabak, Benjamin (23)

Aldasoro, Iñaki (22)

Kok, Christoffer (20)

Gallegati, Mauro (20)

Herings, P. Jean-Jacques (17)

Delli Gatti, Domenico (16)

Silva, Thiago (14)

Stiglitz, Joseph (14)

Cites to:

Brunnermeier, Markus (14)

Niepelt, Dirk (12)

Pesaran, Mohammad (12)

Lehar, Alfred (11)

Elsinger, Helmut (10)

Schuermann, Til (10)

Degryse, Hans (9)

Rochet, Jean (7)

Hellwig, Martin (6)

Thurner, Stefan (6)

Auer, Raphael (6)

Main data


Where Martin Summer has published?


Journals with more than one article published# docs
Monetary Policy & the Economy8
Financial Stability Report7
Journal of Banking & Finance3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)10

Recent works citing Martin Summer (2025 and 2024)


YearTitle of citing document
2024Dynamic Clearing and Contagion in Financial Networks. (2024). Feinstein, Zachary ; Banerjee, Tathagata ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091.

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2024Optimal Clearing Payments in a Financial Contagion Model. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2103.10872.

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2024Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective. (2024). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2024Measures of the Capital Network of the U.S. Economy. (2024). Klemens, Ben. In: Papers. RePEc:arx:papers:2401.12118.

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2025Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2403.10631.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints. (2024). Traxler, Theresa ; Frey, Rudiger. In: Papers. RePEc:arx:papers:2406.17528.

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2024Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach. (2024). Dungore, Parizad ; Saxena, Aditya. In: Papers. RePEc:arx:papers:2407.12044.

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2024Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329.

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2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

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2025Clearing Sections of Lattice Liability Networks. (2025). Riess, Hans ; Lopez, Miguel ; Gould, Julian ; Ghrist, Robert. In: Papers. RePEc:arx:papers:2503.17836.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.19630.

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2025Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2025A Quick Stress Testing Methodology for Irish Banks. (2025). Mugrabi, Farah ; Lyons, Paul ; de Comres, Quentin Bro. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25.

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2024Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2025Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884.

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2024Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Fessina, Massimiliano ; Cimini, Giulio ; Zaccaria, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2025Stabilizing financial networks via mergers and acquisitions. (2025). Kallio, Markku ; Khabazian, Aein. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:314-329.

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2025Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675.

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2025Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957.

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2025Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x.

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2025Does digital transformation affect systemic risk? Evidence from the banking sector in China. (2025). Sun, Naili ; Xia, Yufei ; Li, Yawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002248.

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2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Liu, Yiting ; Baals, Lennart John ; Osterrieder, Jorg ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2024Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024A simple model of a central bank digital currency. (2024). Prasad, Eswar ; Mishra, Bineet. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000676.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2024Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244.

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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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2024Stressing dynamic loss models. (2024). Pesenti, Silvana M ; Jaimungal, Sebastian ; Kroell, Emma. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:56-78.

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2024On bankruptcy in general equilibrium with uncertainty. (2024). Tsomocos, Dimitrios ; Ritzberger, Klaus. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000449.

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2024Bank heterogeneity and financial stability. (2024). Xiang, Haotian ; Shen, Lin ; Kopytov, Alexandr ; Goldstein, Itay. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001570.

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2025Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2025Source identification on financial networks with label propagation. (2025). Sun, Lei ; Peng, Shuilin ; Hu, Zhao-Long ; Jin, Qichao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008380.

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2025Interconnected bank networks: Shock amplifiers or absorbers in the financial system?. (2025). Tang, LE ; Ren, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500142x.

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2024Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). de Frana, Joo Vinicius ; Guimares, Acassio Silva. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915.

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2025Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. (2025). Sensoy, Ahmet ; Misra, Arun Kumar ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400429x.

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2024On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480.

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2025Individuals attitudes and their adoption intentions of central bank digital currency: Combining theories and analytics for deeper insights. (2025). Osakwe, Christian Nedu ; Ogunmokun, Oluwatobi A ; Kwarteng, Michael Adu ; Elgammal, Islam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006553.

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2025A novel similarity-based recommendation for identifying potential customers in new markets using an inter-firm transaction network. (2025). Lee, Ho-Shin ; Choi, Jeongsub ; Jang, Kabsoo ; Kim, Byunghoon. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:216:y:2025:i:c:s0040162525001829.

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2025“Feeling Stressed?” A Critical Analysis of the Regulatory Prescribed Stress Tests for Financial Services in the UK. (2025). Pantos, Stavros. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:246-:d:1648008.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Zhang, Xiang ; Yuan, Zhining ; Costola, Michele ; Maillet, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2025Climate stress test of the global supply chain network: the case of river floods. (2025). Papadopoulos, Georgios ; Javier, Ojea Ferreiro ; Roberto, Panzica. In: JRC Working Papers in Economics and Finance. RePEc:jrs:wpaper:202509.

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2024How FinTech Affects Bank Systemic Risk: Evidence from China. (2024). Chen, Qian ; Shen, Chuang. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:1:d:10.1007_s10693-023-00421-7.

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2024Inequality in economic shock exposures across the global firm-level supply network. (2024). Reisch, Tobias ; Diem, Christian ; Thurner, Stefan ; Astudillo-Estevez, Pablo ; Chakraborty, Abhijit. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w.

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2024Exploring the backward and forward linkages of production network in a developing country. (2024). Alvi, Shahzad ; Ahmad, Imtiaz. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02727-w.

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2024The impact of social media discourse on financial performance of e-commerce companies listed on Borsa Istanbul. (2024). Balci, Mehmet Ali ; Batrancea, Larissa M ; Nichita, Anca ; Akgller, Mer. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03894-6.

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2025Design of an evolutionary model for international trade settlement based on genetic algorithm and fuzzy neural network. (2025). Liu, Yang ; Huang, Jiaqing ; Sohaib, Osama ; Tu, Miaomiao. In: PLOS ONE. RePEc:plo:pone00:0327199.

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2024Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3.

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2024Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-022-00837-x.

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2025How will the digital euro work? A preliminary analysis of design, structures, and challenges. (2025). Brhl, Volker. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00822-7.

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2025Financial stability through a global perspective: an in-depth integrative review. (2025). Singh, Jagvinder ; Singhania, Shubham ; Sardana, Varda ; Khetan, Rishika. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:16:y:2025:i:8:d:10.1007_s13198-025-02831-3.

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2025Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x.

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2025Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector. (2025). Liu, Xin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-01861-9.

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2024The network econometrics of financial concentration. (2024). Cruz Rambaud, Salvador ; Garcia, Javier Sanchez. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00689-y.

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2025Banks’ Cross-Border Borrowing and Currency Shock: Evidence from an Emerging Economy. (2025). Ozyildirim, Suheyla ; Sumer, Tuba Pelin ; Topaloglu-Bozkurt, Ayca. In: Working Papers. RePEc:tcb:wpaper:2513.

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2024Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:6821532b-151b-4ae3-9543-5aa4f31ce1d4.

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2024The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Discussion Paper. RePEc:tiu:tiucen:e1e1e64f-022b-4206-b7b3-b4586bebb179.

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2024Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:6821532b-151b-4ae3-9543-5aa4f31ce1d4.

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2024Clearing in financial networks and dynamic investment under uncertainty. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:94768fb9-fd72-405d-a330-6b704cd05b41.

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2024The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179.

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2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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Martin Summer is editor of


Journal
Working Papers

Works by Martin Summer:


YearTitleTypeCited
2013Financial Contagion and Network Analysis In: Annual Review of Financial Economics.
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article45
2004Contagion Flow Through Banking Networks In: Papers.
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paper31
2010A systematic approach to multi-period stress testing of portfolio credit risk In: Working Papers.
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paper37
2012A systematic approach to multi-period stress testing of portfolio credit risk.(2012) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 37
article
2014Credit Risk in General Equilibrium In: CESifo Working Paper Series.
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paper5
2012Credit risk in general equilibrium.(2012) In: Working Paper Series.
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This paper has nother version. Agregated cites: 5
paper
2011Credit Risk in General Equilibrium.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2014Credit risk in general equilibrium.(2014) In: Economic Theory.
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This paper has nother version. Agregated cites: 5
article
2015Endogenous leverage and asset pricing in double auctions In: Journal of Economic Dynamics and Control.
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article2
2013Endogenous Leverage and Asset Pricing in Double Auctions.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2023Bank solvency stress tests with fire sales In: Journal of Financial Stability.
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article2
2020Systematic stress tests on public data In: Journal of Banking & Finance.
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article5
2010Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance.
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article22
2002Financial markets, the structure of long-term investments and labour income risks In: Research in Economics.
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article0
2004Financial Regulation in the New Europe In: Chapters.
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chapter0
2002Financial System Transition in Central Europe: The First Decades In: SUERF Studies.
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book12
2018Do We Need Central Bank Digital Currency? Economics, Technology and Institutions In: SUERF Studies.
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book21
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
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article220
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 220
paper
2009How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking.
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article87
2009How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 87
paper
2006Risk Assessment for Banking Systems In: Management Science.
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article415
2002Risk Assessment for Banking Systems.(2002) In: Working Papers.
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This paper has nother version. Agregated cites: 415
paper
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
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article27
2003Banking Regulation and Systemic Risk In: Open Economies Review.
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article26
2002Banking Regulation and Systemic Risk.(2002) In: Working Papers.
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This paper has nother version. Agregated cites: 26
paper
2004Bank capital, liquidity and systemic risk In: Papers.
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paper42
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 42
paper
2005Bank Capital, Liquidity, and Systemic Risk.(2005) In: Journal of the European Economic Association.
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This paper has nother version. Agregated cites: 42
article
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Sonderforschungsbereich 504 Publications.
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