Christian T. Brownlees : Citation Profile

Barcelona School of Economics (BSE) (50% share)
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) (50% share)

14

H index

16

i10 index

2551

Citations

RESEARCH PRODUCTION:

28

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 134
   Journals where Christian T. Brownlees has often published
   Relations with other researchers
   Recent citing documents: 195.    Total self citations: 23 (0.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr121
   Updated: 2026-03-28    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Gehrig, Thomas (12)

Menkveld, Albert (12)

Johannesson, Magnus (12)

Dreber, Anna (12)

Füllbrunn, Sascha (10)

Dumitrescu, Ariadna (10)

Dimpfl, Thomas (10)

Davies, Ryan (10)

FERROUHI, EL MEHDI (10)

Frömmel, Michael (10)

Frijns, Bart (10)

Holzmeister, Felix (10)

Degryse, Hans (10)

Gil-Bazo, Javier (10)

Deev, Oleg (10)

Bos, Charles (10)

Alexeev, Vitali (10)

Caporin, Massimiliano (10)

Ferrara, Gerardo (10)

Bohorquez Correa, Santiago (9)

Aloosh, Arash (9)

Schwarz, Marco (9)

Gerritsen, Dirk (8)

Rinne, Kalle (8)

Sarno, Lucio (8)

Harris, Jeffrey (8)

Sojli, Elvira (8)

Prokopczuk, Marcel (8)

Smales, Lee (8)

Moinas, Sophie (8)

Ødegaard, Bernt (8)

Chernov, Mikhail (8)

Tonks, Ian (8)

Schuerhoff, Norman (8)

Talavera, Oleksandr (8)

Lof, Matthijs (8)

Park, Andreas (8)

Hurlin, Christophe (8)

Renault, Thomas (8)

Söderlind, Paul (8)

Korajczyk, Robert (8)

Pastor, Lubos (8)

Taylor, Nick (8)

Liew, Chee (8)

Stefanova, Denitsa (8)

Wolff, Christian (8)

Palan, Stefan (8)

Nielsson, Ulf (8)

Reitz, Stefan (8)

Foucault, Thierry (8)

Scaillet, Olivier (8)

Shui, Jessica (7)

Koetter, Michael (7)

Eugster, Nicolas (7)

CAPELLE-BLANCARD, Gunther (7)

Deku, Solomon (7)

Schenk-Hoppé, Klaus (7)

Roesch, Dominik (7)

Neszveda, Gabor (7)

Tang, Yuehua (7)

Hambuckers, Julien (7)

Roy, Saurabh (6)

Wilhelmsson, Anders (6)

Colliard, Jean-Edouard (6)

Xiu, Dacheng (6)

Vilkov, Grigory (6)

Jurkatis, Simon (6)

Xia, Shuo (6)

Ait-Sahalia, Yacine (6)

Zhang, S. Sarah (6)

Pasquariello, Paolo (6)

Shachar, Or (6)

van Kervel, Vincent (6)

Ranaldo, Angelo (6)

LINTON, OLIVER (6)

Walther, Thomas (5)

Capera Romero, Laura (5)

Horenstein, Alex (5)

Abudy, Menachem (5)

Verousis, Thanos (5)

Hautsch, Nikolaus (5)

Chow, Nikolai Sheung-Chi (5)

Huang, Wenqian (5)

Jalkh, Naji (5)

Güçbilmez, Ufuk (4)

Bjønnes, Geir (4)

Adrian, Tobias (4)

Wong, Wing-Keung (4)

Guðmundsson, Guðmundur (3)

Mihet, Roxana (3)

Voigt, Stefan (3)

He, Xuezhong (Tony) (3)

Hasse, Jean-Baptiste (2)

Regis, Luca (2)

Rakowski, David (2)

Theissen, Erik (2)

Lopez-Lira, Alejandro (2)

Kearney, Fearghal (2)

Hjalmarsson, Erik (2)

Llorens-Terrazas, Jordi (2)

Patton, Andrew (2)

Patel, Vinay (2)

Kassner, Bernhard (2)

Le Fol, Gaelle (2)

Heath, Davidson (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

Lajaunie, Quentin (2)

PASCUAL, ROBERTO (2)

Vogel, Sebastian (2)

Bouri, Elie (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Zhou, Chen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian T. Brownlees.

Is cited by:

Gallo, Giampiero (64)

Engle, Robert (24)

Otranto, Edoardo (23)

Giudici, Paolo (21)

Diebold, Francis (20)

Barigozzi, Matteo (20)

Lucas, Andre (20)

Hallin, Marc (20)

Yilmaz, Kamil (19)

Acharya, Viral (19)

Wang, Gang-Jin (18)

Cites to:

Engle, Robert (64)

Gallo, Giampiero (43)

Diebold, Francis (39)

Shephard, Neil (28)

Hautsch, Nikolaus (27)

Bauwens, Luc (26)

Bollerslev, Tim (23)

Reichlin, Lucrezia (22)

Bai, Jushan (19)

Forni, Mario (19)

Andersen, Torben (18)

Main data

Where Christian T. Brownlees has published?

Journals with more than one article published# docs
Journal of Econometrics4
International Journal of Forecasting3
Journal of Financial Econometrics3
Journal of Applied Econometrics2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"9
Post-Print / HAL5
Papers / arXiv.org4
Working Papers / Barcelona School of Economics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Christian T. Brownlees (2026 and 2025)

YearTitle of citing document
2025ESG Reporting and Systemic Risk: Evidence from European Markets. (2025). Filip, Radu Ion ; Cosoveanu, Georgiana ; Tigu, Gabriela ; Hurduzeu, Gheorghe ; Lupu, Iulia. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:869.

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2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2026Systemic risk measures with markets volatility. (2019). Hu, Yijun ; Sun, Fei. In: Papers. RePEc:arx:papers:1812.06185.

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2025Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

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2025Dynamic CoVaR Modeling and Estimation. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275.

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2026Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2026Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455.

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2025Measuring risk contagion in financial networks with CoVaR. (2024). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2025Enhancing Startup Success Predictions in Venture Capital: A GraphRAG Augmented Multivariate Time Series Method. (2025). Gao, Zitian ; Xiao, Yihao. In: Papers. RePEc:arx:papers:2408.09420.

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2025Systemic Risk Asymptotics in a Renewal Model with Multiple Business Lines and Heterogeneous Claims. (2024). Wan, Hongfu ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2410.00158.

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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Marginal expected shortfall: Systemic risk measurement under dependence uncertainty. (2025). Lin, Sheldon X ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2504.19953.

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2025Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635.

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2025(Visualizing) Plausible Treatment Effect Paths. (2025). Freyaldenhoven, Simon ; Hansen, Christian. In: Papers. RePEc:arx:papers:2505.12014.

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2025Machine-learning Growth at Risk. (2025). Lee, Ji Hyung ; Dovi, Max-Sebastian ; Chen, Hongqi ; Adrian, Tobias. In: Papers. RePEc:arx:papers:2506.00572.

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2025Kronos: A Foundation Model for the Language of Financial Markets. (2025). Li, Jian ; Zhang, Changshui ; Xu, Wei ; Zhao, Bohan ; Chen, Shuo ; Fu, Zongliang ; Shi, YU. In: Papers. RePEc:arx:papers:2508.02739.

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2025Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600.

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2025What influenced the lack of diversity in CSR after the companys losses: evidence from topic modeling. (2025). Liu, Ruiying. In: Papers. RePEc:arx:papers:2509.23424.

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2025Equity Market Price Changes Are Predictable: A Natural Science Approach. (2025). Han, Qingyuan. In: Papers. RePEc:arx:papers:2510.01542.

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2025Signed network models for portfolio optimization. (2025). Adhikari, Bibhas. In: Papers. RePEc:arx:papers:2510.05377.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2025An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts. (2025). Nikolopoulos, Sotirios D. In: Papers. RePEc:arx:papers:2512.00916.

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2025Banking system stability: A global analysis of cybercrime laws. (2025). Nguyen, MY ; Cumming, Douglas ; Pham, Anh Viet ; Samarasinghe, Ama. In: Papers. RePEc:arx:papers:2512.01237.

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2025HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect. (2025). Zhang, Weikang ; Watts, Alison. In: Papers. RePEc:arx:papers:2512.02029.

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2025Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries. (2025). Wang, Haibo. In: Papers. RePEc:arx:papers:2512.20515.

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2026Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects. (2026). Sua, Lutfu S ; Huang, Jun ; Roan, Jinshyang ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2601.01783.

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2026A Robust Similarity Estimator. (2026). Archakov, Ilya. In: Papers. RePEc:arx:papers:2601.12198.

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2026Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment. (2026). Hounyo, Ulrich ; Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.16613.

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2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2025Performance Measurement Framework for Local Government: A Systematic Literature Review. (2025). Rachbini, Widarto ; Roziq, Mohammad ; Widyastuti, Sri. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:14:p:247-259.

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2025Comparing the systemic risk of Italian insurers and banks. (2025). Bianchi, Michele Leonardo ; Pallante, Federica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_922_25.

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2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

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2025A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25.

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2025Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

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2025Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Xu, LE ; Li, Yiliang ; Fernndez-Villaverde, Jess. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11684.

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2025Charting the Uncharted: The (Un)Intended Consaequences of Oil Sanctions and Dark Shipping. (2025). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Xu, LE. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-009e.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2025Gaming the test? Window-dressing and portfolio similarity around the EU-wide stress tests. (2025). Barbieri, Claudio ; Cuzzola, Angelo ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20253094.

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2026Liquidity spirals. (2026). Wiersema, Garbrand ; Kemp, Esti ; Farmer, Doyne J. In: Working Paper Series. RePEc:ecb:ecbwps:20263169.

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2025Effects of credit misallocation on systemic risk of non-financial corporations: The role of monetary policy. (2025). Zhang, Rong-Jing ; Li, Xiao-Lin. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001087.

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2025Monetary policy in China: High-frequency shocks and the signaling effects. (2025). Liu, Qing ; Xiong, Qiaoqin ; Luo, Wenlan. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x25001798.

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2025How does non-financial firms systemic risk affect their credit constraints? Evidence from China. (2025). Qu, Wentian ; Qiu, Guojing ; Li, Xiao-Lin. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25002159.

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2025Self-dynamics and inter-dynamics network reconstruction for characterizing the systemic risk in stock market. (2025). Wei, Hongyu ; An, Feng ; Sun, Xiaotian ; Gao, Xiangyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:201:y:2025:i:p3:s0960077925013256.

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2026Extreme risk clustering in long-memory financial series. (2026). Oliveira, Mauri A ; Bergmann, Daniel R. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:202:y:2026:i:p1:s0960077925015267.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025Systemic risk of commodity traders. (2025). Adams, Zeno ; Glck, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001320.

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2025Does common institutional ownership affect systemic risk of non-financial firms? Evidence from China. (2025). Li, Xiao-Lin ; Liu, Liang ; Hao, Jiawei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:235-255.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2025An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014.

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2025Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191.

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2025From collapse to contagion: How bank failures influence stock markets. (2025). Tepl, Petr ; Bro, Vclav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000841.

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2025Network volatility, contagion, and two-pillar policies: Insights from Chinese financial sector data. (2025). Zhang, Xiaoyuan ; You, Hang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000890.

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2025Cascading failure, financial network and systemic risk. (2025). Yang, Xiaoguang ; Cao, Jie ; Miao, Hualu ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001457.

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2026Systemically important commodity futures in China. (2026). Liu, Qing ; Xu, Mengxia ; Chen, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001652.

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2026On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Wang, Bin ; Cheung, Adrian ; Huai, Jingliang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664.

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2026Enhancing financial stability through prospective resilience: Insights from the EN-VAR-DY-PR framework in international stock market networks. (2026). Zhong, Guang-Yan ; Tao, Chen ; Xu, Yi-Zhen ; Li, Jiang-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001792.

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2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

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2025Identifying the volatility risk price through the leverage effect. (2025). Renault, Eric ; Sangrey, Paul ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400294x.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2025Estimating time-varying networks for high-dimensional time series. (2025). Chen, Jia ; Li, Degui ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002926.

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2025A simple and computationally trivial estimator for grouped fixed effects models. (2025). Mugnier, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s030440762500065x.

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2025Weighted-average quantile regression. (2025). Chetverikov, Denis ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001691.

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2025Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Waibel, Christian ; Rasch, Alexander ; Liu, Fang. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2025Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615.

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2026Probabilistic forecast aggregation with statistical depth. (2026). Taylor, James W. In: European Journal of Operational Research. RePEc:eee:ejores:v:328:y:2026:i:2:p:460-476.

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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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2025How stressed are the banks? An inter-temporal network analysis. (2025). Poddar, Abhishek ; Swain, Pankaj ; Misra, Arun Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189.

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2025Interconnectedness and systemic risk in financial networks: Fresh evidence from India. (2025). Sharma, Harshit Kumar ; Ahmad, Wasim. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001220.

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2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

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2025Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295.

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2025Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis. (2025). Zhang, Feipeng ; Yuan, DI ; Zhou, Sitong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008600.

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2025Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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2025Cross-border and cross-regional electricity transmission: Is there a price impact in south Norway?. (2025). Lyócsa, Štefan ; Bendiksen, Vidar ; Lycsa, Tefan ; Fjellestad, Lars Olai. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325007054.

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2025Impact of renewable energy expansion and access policy on sustainable development performance in Ethiopia: A policy evaluation study. (2025). Wang, Feng ; Debel, Mulatu Tilahun. In: Energy Policy. RePEc:eee:enepol:v:199:y:2025:i:c:s0301421525000369.

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2025Capital regulation, regulatory avoidance, and bank systemic risk. (2025). Xu, Haoran ; Ma, Yuxian ; Miao, Wenlong. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000894.

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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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2025Does digital transformation affect systemic risk? Evidence from the banking sector in China. (2025). Sun, Naili ; Xia, Yufei ; Li, Yawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002248.

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2025How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Language structure and corporate financing: The role of future time reference. (2025). Machokoto, Michael ; Kadzima, Marvelous ; Lemma, Tesfaye T. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s105752192500479x.

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2025Do EU-China spillover effects inhibit Chinas carbon market volatility? A mixed data sampling approach. (2025). Yi, Yang ; Fang, Yan ; Chen, Xiaojing ; Zhu, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006532.

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2025The systemic risk of leveraged and covenant-lite loan syndications. (2025). Dufour, Alfonso ; Billio, Monica ; Rocciolo, F ; Sina, A ; Varotto, S. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006707.

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2025Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269.

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2025Insider filings as trading signals — Does it pay to be fast?. (2025). Oenschlger, Eike ; Mllenhoff, Steffen. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015435.

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2025Geopolitical risk, bank regulation, and systemic risk: A cross-country analysis. (2025). Lu, Yiming ; Song, Gaoya ; Wang, YU. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001576.

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2025Green finance policies and bank systemic risk: Evidence from listed banks in China. (2025). Tian, Chenkai ; Liu, Yangjingzhuo ; Shen, Xinyan. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006488.

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2025When real estate trembles: Spillover effects on stock price volatility under China’s “Three Red Lines” policy. (2025). Gao, Jingtian ; Zheng, Dengjin ; Zhang, Wei ; Kwon, Jiwon. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s154461232501685x.

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2025Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487.

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2025Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178.

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2025The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324.

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2025Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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More than 100 citations found, this list is not complete...

Works by Christian T. Brownlees:

YearTitleTypeCited
2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data In: Papers.
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2025PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA.(2025) In: Econometric Theory.
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This paper has nother version. Agregated cites: 1		article
2024Unit Averaging for Heterogeneous Panels In: Papers.
[Full Text][Citation analysis]		paper0
2024Performance of Empirical Risk Minimization For Principal Component Regression In: Papers.
[Full Text][Citation analysis]		paper0
2026Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning In: Papers.
[Full Text][Citation analysis]		paper0
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper16
2024Nonstandard Errors.(2024) In: Journal of Finance.
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This paper has nother version. Agregated cites: 16		article
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 16		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 16		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 16		paper
2021Non-Standard Errors.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 16		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Non-standard errors.(2021) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2015Nets: Network Estimation for Time Series In: Working Papers.
[Full Text][Citation analysis]		paper102
2013Nets: Network estimation for time series.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2019NETS: Network estimation for time series.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		article
2017Detecting Granular Time Series in Large Panels In: Working Papers.
[Full Text][Citation analysis]		paper7
2021Detecting granular time series in large panels.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2013A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2016Impulse Response Estimation By Smooth Local Projections In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper145
2019Impulse Response Estimation by Smooth Local Projections.(2019) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 145		article
2017Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2020Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression.(2020) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2022Corporate hedging and the variance of stock returns In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article3
2006Financial econometric analysis at ultra-high frequency: Data handling concerns In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article164
2006Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns.(2006) In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		paper
2014Disentangling systematic and idiosyncratic dynamics in panels of volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures.(2014) In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2021Detecting groups in large vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2024Empirical risk minimization for time series: Nonparametric performance bounds for prediction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2019Hierarchical GARCH In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2017Credit risk interconnectedness: What does the market really know? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article28
2016Credit risk interconnectedness: What does the market really know?.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2011Shrinkage estimation of semiparametric multiplicative error models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2011Shrinkage estimation of semiparametric multiplicative error models.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2023Projected Dynamic Conditional Correlations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2021Bank credit risk networks: Evidence from the Eurozone In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article14
2021Backtesting global Growth-at-Risk In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article54
2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2018Nets: network estimation for time series In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2015Backtesting Systemic Risk Measures During Historical Bank Runs In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2007Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper0
2007Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper0
2007Comparison of Volatility Measures: a Risk Management Perspective In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper107
2008Comparison of Volatility Measures: a Risk Management Perspective.(2008) In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2010Comparison of Volatility Measures: a Risk Management Perspective.(2010) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		article
2009Intra-daily Volume Modeling and Prediction for Algorithmic Trading In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper45
2011Intra-daily Volume Modeling and Prediction for Algorithmic Trading.(2011) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2010Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper7
2011Multiplicative Error Models In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper30
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2022Forecasting intra-daily volume in large panels of assets In: Post-Print.
[Citation analysis]		paper0
2024Forecasting Intra-daily Volume in Large Panels of Assets.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2008On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article8
2017SRISK: A Conditional Capital Shortfall Measure of Systemic Risk In: The Review of Financial Studies.
[Full Text][Citation analysis]		article496
2017SRISK: a conditional capital shortfall measure of systemic risk.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 496		paper
A practical guide to volatility forecasting through calm and storm In: Journal of Risk.
[Full Text][Citation analysis]		article0
2020On the estimation of integrated volatility in the presence of jumps and microstructure noise In: Econometric Reviews.
[Full Text][Citation analysis]		article6
2022Community Detection in Partial Correlation Network Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3
2018Realized networks In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article15
2018EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article3
2013MEASURING SYSTEMIC RISK In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1194

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