Vladimir Yankov : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

3

H index

3

i10 index

490

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 30
   Journals where Vladimir Yankov has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (0.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya220
   Updated: 2025-07-12    RAS profile: 2025-03-26    
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Relations with other researchers

Works with:

Sapriza, Horacio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vladimir Yankov.

Is cited by:

Zakrajšek, Egon (17)

Stevanovic, Dalibor (15)

Gilchrist, Simon (13)

Görtz, Christoph (9)

Peersman, Gert (8)

Otrok, Christopher (8)

Tsoukalas, John (7)

mumtaz, haroon (7)

Zha, Tao (7)

Okimoto, Tatsuyoshi (7)

Alessandri, Piergiorgio (7)

Cites to:

Wildenbeest, Matthijs (7)

Gabaix, Xavier (6)

Laibson, David (6)

Watson, Mark (6)

Acharya, Viral (6)

Hannan, Timothy (5)

Tirole, Jean (5)

Peydro, Jose-Luis (5)

Stock, James (5)

Moraga-Gonzalez, Jose (5)

Sharpe, Steven (4)

Main data

Where Vladimir Yankov has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5

Recent works citing Vladimir Yankov (2025 and 2024)

YearTitle of citing document
2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024Understanding the Excess Bond Premium. (2024). Yuan, Jun ; Hull, John ; Cheng, Ing-Haw ; Martineau, Charles ; Strela, Vasily ; Nozawa, Yoshio ; Wu, Yuntao ; Benson, Kevin. In: Papers. RePEc:arx:papers:2412.04063.

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2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

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2025Financial Inclusion, Financial Depth, and Macroeconomic Fluctuations. (2025). Mehboob, Ul Hassan ; Shahzad, Alvi ; Madiha, Munir ; Ruba, Aljarallah ; Saira, Tufail. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:23:n:1001.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gürkaynak, Refet ; Altavilla, Carlo ; Gurkaynak, Refet S. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2025Faster bank runs. (2025). Shy, Oz. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002447.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2025Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

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2025Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?. (2025). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001012.

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2024Sustainability and credit spreads in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005689.

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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2025Measuring the impact of changing deposit insurance coverage levels: Findings from Colombia. (2025). Quintero, Juan C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s037842662500055x.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2024The Credit Channel of Public Procurement. (2024). Gabriel, Ricardo Duque. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000540.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Gürkaynak, Refet ; Altavilla, Carlo ; Quaedvlieg, Rogier ; Gurkaynak, Refet S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000874.

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2024Do corporate credit spreads predict the real economy?. (2024). Chatterjee, Ujjal Kanti ; Bazzana, Flavio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:272-286.

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2025QE, Bank Liquidity Risk Management, and Non-Bank Funding: Evidence from U.S. Administrative Data. (2025). Darst, Matthew ; Vardoulakis, Alexandros ; Peydr, Jos-Luis ; Kontonikas, Alexandros ; Kokas, Sotirios. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-30.

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2024Explaining the Life Cycle of Bank-Sponsored Money Market Funds: An Application of the Regulatory Dialectic. (2024). Jacewitz, Stefan ; Pogach, Jonathan ; Unal, Haluk ; Wu, Chengjun. In: Research Working Paper. RePEc:fip:fedkrw:97778.

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2024Where Do Banks End and NBFIs Begin?. (2024). Cetorelli, Nicola ; Tuckman, Bruce ; Acharya, Viral V. In: Staff Reports. RePEc:fip:fednsr:98820.

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2025Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2025). Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09971-y.

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2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings. (2025). Richter, Alexander ; Kilian, Lutz ; Plante, Michael D. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:395-410.

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2024Does Monetary Policy Affect Income Inequality in the Euro Area?. (2024). Samarina, Anna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:1:p:35-80.

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2024Nonlinear Transmission of Financial Shocks: Some New Evidence. (2024). Gambetti, Luca ; Forni, Mario ; Maffeifaccioli, Nicolo ; Sala, Luca. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:1:p:5-33.

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2024Shadow Funding and Economic Growth: Evidence from China. (2024). Xiao, Yajun ; An, Yahui ; Feng, XU. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:589-611.

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2025Bank transparency, asset and liquidity risks. (2025). Takalo, Tuomas ; Hasan, Iftekhar ; Chen, Yehning. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:316423.

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Works by Vladimir Yankov:

YearTitleTypeCited
2016Limited deposit insurance coverage and bank competition In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2014Limited Deposit Insurance Coverage and Bank Competition.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article451
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 451		paper
2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 451		paper
2025The Secondary Market for Syndicated Loans In: Working Papers.
[Full Text][Citation analysis]		paper0
2014In Search of a Risk-free Asset In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper20
2021Liquidity Provision and Co-insurance in Bank Syndicates In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2022The Collateral Channel and Bank Credit In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2023The Collateral Channel and Bank Credit.(2023) In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2022The Collateral Channel and Bank Credit.(2022) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025Rewiring repo In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2020The Liquidity Coverage Ratio and Corporate Liquidity Management In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2024In Search of a Risk‐Free Asset: Search Costs and Sticky Deposit Rates In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0

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