7
H index
4
i10 index
124
Citations
Peter Zimmerman : Citation Profile
Federal Reserve Bank of Cleveland | RESEARCH PRODUCTION: 7 Articles 8 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2009 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Zimmerman. | Is cited by:
| Cites to:
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Main data
Where Peter Zimmerman has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Commentary | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Federal Reserve Bank of Cleveland | 2 |
Recent works citing Peter Zimmerman (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | How Banks Create Gridlock to Save Liquidity in Canadas Large Value Payment System. (2023). Tian, Phoebe ; Lu, Zhentong ; Garratt, Rodney J. In: Staff Working Papers. RePEc:bca:bocawp:23-26. Full description at Econpapers || Download paper |
| 2023 | Intraday liquidity around the world. (2023). Testi, Sara ; Duca-Radu, Ioana ; Do, Mario Rubem ; Diehl, Martin ; Rivadeneyra, Antoine Francisco ; Chapman, James ; Pustelnikov, Andrei ; Cepeda-Lopez, Freddy ; Paulick, Jan ; Benos, Evangelos ; Nilsson, Thomas ; Bastos, Saulo Benchimol ; Nellen, Thomas ; Badev, Anton ; Martin, Antoine ; Kabadjova, Biliana Alexandrova ; Kosse, Anneke ; Heijmans, Ronald ; Garratt, Rodney. In: BIS Working Papers. RePEc:bis:biswps:1089. Full description at Econpapers || Download paper |
| 2023 | Counter-cyclical Margins for Option Portfolios. (2023). Li, Duan ; Wu, QI ; Chen, Yuanyuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002755. Full description at Econpapers || Download paper |
| 2022 | Network 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. Full description at Econpapers || Download paper |
| 2022 | Is it worth to hold bitcoin?. (2022). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001719. Full description at Econpapers || Download paper |
| 2022 | Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341. Full description at Econpapers || Download paper |
| 2022 | Bubbles across Meme Stocks and Cryptocurrencies. (2022). Hussain, Syed Jawad ; Ouzan, Samuel ; Aloosh, Arash. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003774. Full description at Econpapers || Download paper |
| 2022 | Central clearing and loss allocation rules. (2022). Cucic, Dominic. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000434. Full description at Econpapers || Download paper |
| 2023 | On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme. (2023). Son, Dong-Hoon. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:171:y:2023:i:c:s1366554523000145. Full description at Econpapers || Download paper |
| 2023 | Bitcoin Is Full of Surprises. (2023). Rudd, Murray A. In: Challenges. RePEc:gam:jchals:v:14:y:2023:i:2:p:27-:d:1149932. Full description at Econpapers || Download paper |
| 2022 | Liquidity Risk and Interdependence in Payment Systems: The Case of Peru. (2022). Meza, Anthony ; Baldoceda, Jushua. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2022. Full description at Econpapers || Download paper |
| 2022 | Principal Trading Arrangements: When Are Common Contracts Optimal?. (2022). Mollner, Joshua ; Frei, Christoph ; Baldauf, Markus. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3112-3128. Full description at Econpapers || Download paper |
| 2023 | Interest rate swaps: a comparison of compounded daily versus discrete reference rates. (2023). Jarrow, Robert ; Li, Siguang. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09191-1. Full description at Econpapers || Download paper |
| 2022 | European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism. (2022). Altunbas, Yener ; Scannella, Enzo ; Polizzi, Salvatore ; Thornton, John. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01005-z. Full description at Econpapers || Download paper |
| 2022 | Stock Market Stimulus. (2022). Wurgler, Jeffrey ; Laarits, Toomas ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:29827. Full description at Econpapers || Download paper |
| 2022 | Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Ãzdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0. Full description at Econpapers || Download paper |
| 2022 | A systemic change of measure from central clearing. (2022). Kim, Baeho ; Hwang, Injun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1738-1754. Full description at Econpapers || Download paper |
Works by Peter Zimmerman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The sterling unsecured loan market during 2006-08: insights from network theory In: Bank of England working papers. [Full Text][Citation analysis] | paper | 37 |
| 2012 | Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Variations in liquidity provision in real-time payment systems In: Bank of England working papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Blockchain structure and cryptocurrency prices In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Banks’ disclosure and financial stability (110KB) In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2023 | The Lightning Network: Turning Bitcoin into money In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2022 | The Lightning Network: Turning Bitcoin into Money.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Centralized netting in financial networks In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2022 | Unbanked in America: A Review of the Literature In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
| 2022 | Why Worry about Financial Exclusion? In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
| 2021 | Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks.(2021) In: SocArXiv. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Does central clearing reduce counterparty risk in realistic financial networks? In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
| 2014 | The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 8 |
| 2018 | A Mechanism for LIBOR* In: Review of Finance. [Full Text][Citation analysis] | article | 2 |
| 2009 | The Economics of Large-value Payments and Settlement: Theory and Policy Issues for Central Banks In: OUP Catalogue. [Citation analysis] | book | 22 |
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