Viktoria Baklanova : Citation Profile

Government of the United States

4

H index

3

i10 index

99

Citations

RESEARCH PRODUCTION:

3

Articles

11

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 24
   Journals where Viktoria Baklanova has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1680
   Updated: 2026-09-19    RAS profile: 2024-05-07    
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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 Viktoria Baklanova.

Is cited by:

Monnet, Cyril (7)

Gottardi, Piero (6)

Bulusu, Narayan (5)

lepore, caterina (4)

kang, kee-youn (4)

Nagel, Stefan (3)

He, Zhiguo (3)

Affinito, Massimiliano (2)

Paddrik, Mark (2)

Madison, Florian (2)

King, Thomas (2)

Cites to:

Martin, Antoine (8)

Copeland, Adam (6)

Walker, Michael (5)

Metrick, Andrew (2)

Skeie, David (1)

McAndrews, James (1)

von Thadden, Ernst-Ludwig (1)

Sturgess, Jason (1)

Acharya, Viral (1)

KRISHNAMURTHY, ARVIND (1)

Duffie, Darrell (1)

Main data

Where Viktoria Baklanova has published?

Journals with more than one article published# docs
Journal of Financial Market Infrastructures2

Working Papers Series with more than one paper published# docs
Briefs / Office of Financial Research, US Department of the Treasury4
Staff Reports / Federal Reserve Bank of New York3
Working Papers / Office of Financial Research, US Department of the Treasury3

Recent works citing Viktoria Baklanova (2025 and 2024)

YearTitle of citing document
2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2024Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale. (2024). Madison, Florian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002142.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2025Informational frictions in funding and credit markets. (2025). Sockin, Michael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:230:y:2025:i:c:s0022053125001474.

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2024Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

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2024Contagion in debt and collateral markets. (2024). Chang, Jin-Wook ; Chuan, Grace. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:c:s0304393224000539.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2024Balance-Sheet Netting in U.S. Treasury Markets and Central Clearing. (2024). Huh, Yesol ; Infante, Sebastian ; Bowman, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-57.

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2025Asset Pricing with Costly Short Sales. (2025). Hugonnier, Julien ; Prieto, Rodolfo. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:5:p:3768-3789.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Research Papers. RePEc:liv:livedp:202411.

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2025Treasury Tri-party Repo Pricing. (2025). Paddrik, Mark ; Ramirez, Carlos. In: Working Papers. RePEc:ofr:wpaper:25-07.

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2026Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market. (2026). kang, kee-youn ; Choi, Sangyup ; Kim, Hyunpyung ; Jang, Inkee. In: Review of Economic Dynamics. RePEc:red:issued:25-1.

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2024Sovereign Default and FDI Transactions: Evidence from Argentina. (2024). Fernandes, Miguel ; Pascoa, Mario. In: School of Economics Discussion Papers. RePEc:sur:surrec:0224.

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2024On-the-run Premia, Settlement Fails, and Central Bank Access. (2024). Schneider, Fabienne. In: Working Papers. RePEc:szg:worpap:2405.

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Works by Viktoria Baklanova:

YearTitleTypeCited
2017The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper1
2017The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Reference guide to U.S. repo and securities lending markets In: Staff Reports.
[Full Text][Citation analysis]		paper53
2015Reference Guide to U.S. Repo and Securities Lending Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2016The use of collateral in bilateral repurchase and securities lending agreements In: Staff Reports.
[Full Text][Citation analysis]		paper27
2019The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements.(2019) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2016A pilot survey of agent securities lending activity In: Staff Reports.
[Full Text][Citation analysis]		paper3
2016A Pilot Survey of Agent Securities Lending Activity.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015Repo and Securities Lending: Improving Transparency with Better Data In: Briefs.
[Full Text][Citation analysis]		paper1
2016The U.S. Bilateral Repo Market: Lessons from a New Survey In: Briefs.
[Full Text][Citation analysis]		paper4
2016Reference Guide to the OFRs U.S. Money Market Fund Monitor In: Briefs.
[Full Text][Citation analysis]		paper0
2017Benefits and Risks of Central Clearing in the Repo Market In: Briefs.
[Full Text][Citation analysis]		paper10
Benefits and risks of central clearing in the repurchase agreement market In: Journal of Financial Market Infrastructures.
[Full Text][Citation analysis]		article0
Alternative margin models for mortgage-backed securities In: Journal of Financial Market Infrastructures.
[Full Text][Citation analysis]		article0

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