Michiel van de Leur : Citation Profile

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H index

2

i10 index

41

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 20
   Journals where Michiel van de Leur has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva824
   Updated: 2026-07-04    RAS profile: 2026-06-09    
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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 Michiel van de Leur.

Is cited by:

Volkov, Vladimir (4)

Anufriev, Mikhail (2)

Hasse, Jean-Baptiste (2)

Andrieș, Alin Marius (1)

Ponomarenko, Alexey (1)

El Ghoul, Sadok (1)

Sinyakov, Andrey (1)

Wang, Gang-Jin (1)

Luciani, Matteo (1)

Bekiros, Stelios (1)

Jokivuolle, Esa (1)

Cites to:

LiCalzi, Marco (6)

Iori, Giulia (4)

Pellizzari, Paolo (4)

Manganelli, Simone (4)

Fischer, Thomas (4)

Diebold, Francis (3)

Yilmaz, Kamil (3)

Lo, Andrew (3)

Bargigli, Leonardo (3)

Galavotti, Stefano (3)

Ledyard, John (3)

Main data

Where Michiel van de Leur has published?

Recent works citing Michiel van de Leur (2025 and 2024)

YearTitle of citing document
2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Li, Nan ; Chen, Muzi ; Zheng, Lifen ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19363.

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2024Measuring the connectedness of the Nigerian banking network and its implications for systemic risk. (2024). Kamah, Miriam ; Riti, Joshua. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:2:p:96-119:id:111.

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2024Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149.

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2025IEL-CDA model: A more accurate theory of behavior in continuous double auctions. (2025). Anufriev, Mikhail ; Arifovic, Jasmina ; Donmez, Anil ; Ledyard, John ; Panchenko, Valentyn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924000320.

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2025Systemic risk between banks and firms in dual-layer dynamic networks. (2025). Qian, Shuitu ; You, Hang ; Zhang, Xiaoyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000251.

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2025Sectoral similarity of banks’ business loans and its negative externality in China. (2025). Yan, Guan ; Liu, Zhidong ; Trck, Stefan ; Gao, Hongwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000423.

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2025Measuring systemic risk in China: A new hybrid approach incorporating ensemble learning and risk spillover networks. (2025). Huo, DA ; Wang, Chao ; Shi, Yongdong ; Yang, MO ; Xing, Weize ; Zhao, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001015.

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2025How risk spillover network structure affects VaR: A study using complex networks and quantile regression. (2025). , Xian ; Zhong, Weiqiong ; Gao, Xiangyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001194.

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2025Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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2025Measurement and Early Warning of Systemic Financial Risk in China: Markov Switching Models. (2025). Wang, Yingdong. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10873-9.

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Works by Michiel van de Leur:

YearTitleTypeCited
2016Interbank loans, collateral and modern monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2016Interbank loans, collateral and modern monetary policy.(2016) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2017Network, market, and book-based systemic risk rankings In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2016Network, Market, and Book-Based Systemic Risk Rankings.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Information and Efficiency in Thin Buyer–Seller Markets over Random Networks In: Computational Economics.
[Full Text][Citation analysis]		article0
2018Timing under individual evolutionary learning in a continuous double auction In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team