Martin Summer : Citation Profile

Are you Martin Summer?

Oesterreichische Nationalbank

15

H index

18

i10 index

1460

Citations

RESEARCH PRODUCTION:

29

Articles

18

Papers

2

Books

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 60
   Journals where Martin Summer has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 15 (1.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu182
   Updated: 2023-11-04    RAS profile: 2022-03-04    
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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 (29)

León, Carlos (24)

Tabak, Benjamin (23)

Aldasoro, Iñaki (22)

Gallegati, Mauro (21)

Thurner, Stefan (18)

Delli Gatti, Domenico (17)

Kok, Christoffer (16)

Stiglitz, Joseph (15)

Silva, Thiago (14)

Herings, P. Jean-Jacques (13)

Cites to:

Pesaran, Mohammad (12)

Lehar, Alfred (11)

Rochet, Jean (10)

Schuermann, Til (10)

Elsinger, Helmut (10)

Degryse, Hans (9)

FREIXAS, XAVIER (8)

Hellwig, Martin (7)

Brunnermeier, Markus (7)

merton, robert (6)

Noe, Thomas (6)

Main data

Where Martin Summer has published?

Journals with more than one article published# docs
Monetary Policy & the Economy7
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)8

Recent works citing Martin Summer (2023 and 2022)

YearTitle of citing document
2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2022An optimal test for strategic interaction in social and economic network formation between heterogeneous agents. (2020). Graham, Bryan ; Pelican, Andrin. In: Papers. RePEc:arx:papers:2009.00212.

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2022Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872.

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2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2022Decentralized Payment Clearing using Blockchain and Optimal Bidding. (2021). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: Papers. RePEc:arx:papers:2109.00446.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2022When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2022Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk. (2022). Hinterplattner, Melanie ; Diem, Christian ; Schueller, William ; Thurner, Stefan ; Gerschberger, Markus ; Conrady, Beate ; Stangl, Johannes. In: Papers. RePEc:arx:papers:2201.13325.

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2022Bankruptcy Prediction via Mixing Intra-Risk and Spillover-Risk. (2022). Zhao, YU ; Kou, Gang ; Liu, JI ; Zhuang, Fuzhen ; Yang, Qing ; Guo, YU ; Wei, Shaopeng. In: Papers. RePEc:arx:papers:2202.03874.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2023Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2023Stressing Dynamic Loss Models. (2022). Jaimungal, Sebastian ; Pesenti, Silvana M ; Kroell, Emma. In: Papers. RePEc:arx:papers:2211.03221.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets. (2023). Chakrabarty, Siddhartha P ; Raj, Rishabh ; Mishra, Shashwat. In: Papers. RePEc:arx:papers:2305.16712.

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2023Modeling Inverse Demand Function with Explainable Dual Neural Networks. (2023). Feinstein, Zachary ; Amini, Hamed ; Mishra, Prerna ; Chen, Zihan ; Cao, Zhiyu. In: Papers. RePEc:arx:papers:2307.14322.

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2022.

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2023.

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2023Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2023Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256.

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2022Links between government bond and futures markets: dealer-client relationships and price discovery in the UK. (2022). Mankodi, Aakash ; Lazarov, Vladimir ; di Gangi, Domenico ; Silvestri, Laura. In: Bank of England working papers. RePEc:boe:boeewp:0991.

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2023Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2022A sensitivities based CoVaR approach to assets commonality and its application to SSM banks. (2022). Cappelletti, Giuseppe ; Spano, Guido ; Shaw, Frances ; Giglio, Carla ; del Vecchio, Leonardo. In: Working Paper Series. RePEc:ecb:ecbwps:20222725.

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2022Geographic networks and spillovers between banks. (2022). Shakya, Shasta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001560.

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2022Backtesting macroprudential stress tests. (2022). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000380.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2022The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

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2022Exploring risks in syndicated loan networks: Evidence from real estate investment trusts. (2022). Kanno, Masayasu. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001997.

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2022The default contagion of contingent convertible bonds in financial network. (2022). Meng, Hui ; Guo, Yanhong ; Li, Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000201.

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2022Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI. (2022). Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000791.

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2023Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

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2022Concentrated commonalities and systemic risk in Chinas banking system: A contagion network approach. (2022). Jiang, Yile ; Sun, Xiaoqi ; Shi, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002113.

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2022The network structure of overnight index swap rates. (2022). Uddin, Ajim ; Taylor, Stephen ; Fang, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004141.

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2022Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach. (2022). Dvoakova, Hana ; Radi, Davide ; Torri, Gabriele. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000435.

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2023Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2022The effect of individualism on bank risk and bank Performance: An international study. (2022). Jin, YI ; Gao, Xin ; Li, Donghui. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001081.

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2022Sensitivity-implied tail-correlation matrices. (2022). Schlutter, Sebastian ; Paulusch, Joachim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002843.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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2023Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

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2022Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207.

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2022How severe are the EBA macroeconomic scenarios for the Italian Economy? A joint probability approach. (2022). Catalano, Michele ; Bonucchi, Manuel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001383.

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2022Measuring systemic risk for bank credit networks: A multilayer approach. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Livan, Giacomo ; Yanquen, Eduardo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:2:s2666143822000047.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205.

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2022Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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2022Defense strategies against cascading failures in networks: “Too-big-to-fail” and “too-small-to-fail”. (2022). Kim, Beom Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007615.

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2022The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Gao, Qiunan ; Sun, Rong ; Yao, Dongmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710.

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2022Reducing systemic risk in a multi-layer network using reinforcement learning. (2022). Ku, Hyejin ; Le, Richard. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006458.

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2023Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018.

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2023Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110.

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2023The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

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2022From random failures to targeted attacks in network dismantling. (2022). Zanin, Massimiliano ; Sun, Xiaoqian ; Lin, Wei ; Wandelt, Sebastian. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:218:y:2022:i:pa:s0951832021006335.

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2022Financial stability and network complexity: A random matrix approach. (2022). Xu, Jingfeng ; Kang, Hao ; Li, Fei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:177-185.

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2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2023Deposit insurance system, risk-adjusted premium and bank systemic risk: Evidence from China. (2023). Shen, Chuang ; Chen, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000958.

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2022Updating politicized beliefs: How motivated reasoning contributes to polarization. (2022). Su, Siyan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:96:y:2022:i:c:s2214804321001397.

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2022Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange. (2022). Singh, Guru Ashish ; Bak, Iwona ; Tarczynska-Luniewska, Magorzata. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8624-:d:975689.

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2023A Simple Model of a Central Bank Digital Currency. (2023). Prasad, Eswar ; Mishra, Bineet. In: IZA Discussion Papers. RePEc:iza:izadps:dp16154.

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2022Retrospective on Twenty Years of the FDIC-JFSR Bank Research Conference. (2022). Kravitz, Troy ; Carabello, Michael ; Anderson, Haelim. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:61:y:2022:i:1:d:10.1007_s10693-021-00374-9.

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2023Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

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2022Influence maximization in Boolean networks. (2022). Rocha, Luis M ; Parmer, Thomas ; Radicchi, Filippo. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-31066-0.

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2022Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: Discussion Papers. RePEc:not:notcfc:2022/04.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:544.

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2022The Digital Leu Challenges and Possible Areas of Implementation. (2022). Scarlat, Elena Madalina ; Negrea, Claudiu Ioan. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxii:y:2022:i:1:p:377-385.

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2022Estimating Probability of Default for Systemically Important Financial Institutions during Covid-19 Pandemic. Evidence from Europe and USA. (2022). Cepoi, Cosmin-Octavian ; Huidumac-Petrescu, Ctlin-Emilian ; Anton, George. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:44-53.

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2023Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability. (2023). Ji, Meng ; Ma, Xuanling. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:72-91.

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2023Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667.

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2022An application of interactive fuzzy optimization model for redesigning supply chain for resilience. (2022). Marmolejo-Saucedo, Jose Antonio ; Pazhani, Subramanian ; Kamath, Vasanth ; Mendoza, Abraham ; Kungwalsong, Kanokporn. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:2:d:10.1007_s10479-022-04542-5.

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2022Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w.

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2023DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0.

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2022Continuity and sensitivity analysis of parameterized Nash games. (2022). Feinstein, Zachary. In: Economic Theory Bulletin. RePEc:spr:etbull:v:10:y:2022:i:2:d:10.1007_s40505-022-00228-0.

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2023Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w.

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2023Attributes needed for Japan’s central bank digital currency. (2023). Fujiki, Hiroshi. In: The Japanese Economic Review. RePEc:spr:jecrev:v:74:y:2023:i:1:d:10.1007_s42973-021-00106-7.

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2022Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019). (2022). Righi, Simone ; Iori, Giulia ; di Matteo, Tiziana ; Caccioli, Fabio ; Livan, Giacomo ; Jafarey, Saqib. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-022-00354-9.

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2023Factor affecting technical efficiency of the banking sector: Evidence from Ethiopia. (2023). Mamo, Wondmagegn Biru ; Feyisa, Habtamu Legese ; Yitayaw, Mekonnen Kumlachew ; Abdulahi, Salah Mohammed. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:11:y:2023:i:1:p:2186039.

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2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:26750293-9599-4e05-9ae1-85cb55a89166.

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2023Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:26750293-9599-4e05-9ae1-85cb55a89166.

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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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2022Effects of the Covid?19 pandemic on derivatives markets: Evidence from global futures and options exchanges. (2022). Ren, Honglin ; Ma, Han ; Gay, Gerald D ; Emm, Ekaterina E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:823-851.

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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.
[Full Text][Citation analysis]		article37
2004Contagion Flow Through Banking Networks In: Papers.
[Full Text][Citation analysis]		paper30
2010A systematic approach to multi-period stress testing of portfolio credit risk In: Working Papers.
[Full Text][Citation analysis]		paper33
2012A systematic approach to multi-period stress testing of portfolio credit risk.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		article
2014Credit Risk in General Equilibrium In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2012Credit risk in general equilibrium.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Credit Risk in General Equilibrium.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Credit risk in general equilibrium.(2014) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015Endogenous leverage and asset pricing in double auctions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2013Endogenous Leverage and Asset Pricing in Double Auctions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2020Systematic stress tests on public data In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2010Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2002Financial markets, the structure of long-term investments and labour income risks In: Research in Economics.
[Full Text][Citation analysis]		article0
2002Financial System Transition in Central Europe: The First Decades In: SUERF Studies.
[Full Text][Citation analysis]		book12
2018Do We Need Central Bank Digital Currency? Economics, Technology and Institutions In: SUERF Studies.
[Full Text][Citation analysis]		book18
2006Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking.
[Full Text][Citation analysis]		article190
2005Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 190		paper
2009How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking.
[Full Text][Citation analysis]		article76
2009How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2006Risk Assessment for Banking Systems In: Management Science.
[Full Text][Citation analysis]		article311
2006Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article27
2003Banking Regulation and Systemic Risk In: Open Economies Review.
[Full Text][Citation analysis]		article23
2002Banking Regulation and Systemic Risk.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2004Bank capital, liquidity and systemic risk In: Papers.
[Full Text][Citation analysis]		paper41
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2005Bank Capital, Liquidity, and Systemic Risk.(2005) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
2004Bank Capital, Liquidity and Systemic Risk.(2004) In: Sonderforschungsbereich 504 Publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2002A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report.
[Full Text][Citation analysis]		article7
2004An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report.
[Full Text][Citation analysis]		article67
2006Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems In: Financial Stability Report.
[Full Text][Citation analysis]		article57
2008Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report.
[Full Text][Citation analysis]		article4
2010The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2011Bank Supervision and Resolution: National and International Challenges In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2013Stress Test Robustness: Recent Advances and Open Problems In: Financial Stability Report.
[Full Text][Citation analysis]		article0
2008The Economics of Financial Stability: Research Workshop at the OeNB In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2008The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1
2010Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2010Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2017The financial system of the future In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1
2018Digital money In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article0
2020Does digitalization require Central Bank Digital Currencies for the general public? In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article5
2018Systematic Systemic Stress Tests In: Working Papers.
[Full Text][Citation analysis]		paper1
2001Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers.
[Full Text][Citation analysis]		paper10
2002Risk Assessment for Banking Systems In: Working Papers.
[Full Text][Citation analysis]		paper89
2008Credit portfolio risk and asset price cycles In: Computational Management Science.
[Full Text][Citation analysis]		article0
2004Network topology of the interbank market In: Quantitative Finance.
[Full Text][Citation analysis]		article369
1996Verifying Reports With a Self Interested Auditor In: Vienna Economics Papers.
[Citation analysis]		paper0
2009Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2001The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper15
2008Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team