Christian T. Brownlees : Citation Profile

Barcelona School of Economics (BSE)

14

H index

16

i10 index

2297

Citations

RESEARCH PRODUCTION:

25

Articles

31

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 127
   Journals where Christian T. Brownlees has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 22 (0.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr121
   Updated: 2025-04-19    RAS profile: 2024-11-09    
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Relations with other researchers

Works with:

Holzmeister, Felix (10)

Gehrig, Thomas (10)

Johannesson, Magnus (10)

Dreber, Anna (10)

Menkveld, Albert (9)

Füllbrunn, Sascha (8)

Deev, Oleg (8)

Ferrara, Gerardo (8)

Frömmel, Michael (8)

Bos, Charles (8)

FERROUHI, EL MEHDI (8)

Gerritsen, Dirk (8)

Chernov, Mikhail (8)

Alexeev, Vitali (8)

Deku, Solomon (7)

Bohorquez Correa, Santiago (7)

Caporin, Massimiliano (7)

Eugster, Nicolas (7)

Frijns, Bart (7)

Gil-Bazo, Javier (7)

Schwarz, Marco (7)

Dimpfl, Thomas (7)

Davies, Ryan (7)

CAPELLE-BLANCARD, Gunther (7)

Wilhelmsson, Anders (6)

Korajczyk, Robert (6)

Foucault, Thierry (6)

Aloosh, Arash (6)

Xiu, Dacheng (6)

Scaillet, Olivier (6)

Hurlin, Christophe (6)

Jurkatis, Simon (6)

Liew, Chee (6)

Schuerhoff, Norman (6)

Shachar, Or (6)

Ranaldo, Angelo (6)

Smales, Lee (6)

Reitz, Stefan (6)

Ait-Sahalia, Yacine (6)

Renault, Thomas (6)

Wolff, Christian (6)

Zhang, S. Sarah (6)

Palan, Stefan (6)

Pasquariello, Paolo (6)

Ødegaard, Bernt (6)

Sarno, Lucio (6)

Rinne, Kalle (6)

Colliard, Jean-Edouard (6)

Park, Andreas (6)

Harris, Jeffrey (6)

Sojli, Elvira (6)

Pastor, Lubos (6)

Xia, Shuo (6)

Lof, Matthijs (6)

LINTON, OLIVER (6)

Nielsson, Ulf (6)

Talavera, Oleksandr (6)

Stefanova, Denitsa (6)

Abudy, Menachem (5)

Chow, Nikolai Sheung-Chi (5)

Degryse, Hans (5)

Walther, Thomas (5)

Schenk-Hoppé, Klaus (5)

Neszveda, Gabor (5)

Horenstein, Alex (5)

Koetter, Michael (5)

Vilkov, Grigory (5)

Hautsch, Nikolaus (5)

Verousis, Thanos (5)

Huang, Wenqian (5)

Jalkh, Naji (5)

Bjønnes, Geir (4)

Dumitrescu, Ariadna (4)

Güçbilmez, Ufuk (4)

van Kervel, Vincent (4)

Adrian, Tobias (4)

Voigt, Stefan (3)

Guðmundsson, Guðmundur (3)

Mihet, Roxana (3)

He, Xuezhong (Tony) (3)

Taylor, Nick (3)

Roy, Saurabh (3)

Regis, Luca (2)

Kassner, Bernhard (2)

PASCUAL, ROBERTO (2)

Hasse, Jean-Baptiste (2)

Pelizzon, Loriana (2)

Vogel, Sebastian (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Tonks, Ian (2)

Patel, Vinay (2)

Kearney, Fearghal (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Putnins, Talis (2)

Wong, Wing-Keung (2)

Moinas, Sophie (2)

Patton, Andrew (2)

Lopez-Lira, Alejandro (2)

Prokopczuk, Marcel (2)

Rakowski, David (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

Roy, Saurabh (2)

Theissen, Erik (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 (60)

Otranto, Edoardo (23)

Giudici, Paolo (21)

Hallin, Marc (20)

Barigozzi, Matteo (20)

Engle, Robert (20)

Acharya, Viral (19)

Lucas, Andre (19)

Wang, Gang-Jin (18)

Diebold, Francis (18)

Stolbov, Mikhail (17)

Cites to:

Engle, Robert (61)

Gallo, Giampiero (38)

Diebold, Francis (34)

Shephard, Neil (28)

Hautsch, Nikolaus (26)

Bauwens, Luc (26)

Bollerslev, Tim (21)

Reichlin, Lucrezia (21)

Forni, Mario (19)

Lippi, Marco (17)

Bai, Jushan (17)

Main data

Production by document typechapterpaperarticle2006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200620072008200920102011201220132014201520162017201820192020202120222023202405001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents1234567891011121314151605001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Christian T. Brownlees has published?

Journals with more than one article published# docs
Journal of Financial Econometrics3
International Journal of Forecasting3
Journal of 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
Papers / arXiv.org3
Post-Print / HAL3
Working Papers / Barcelona School of Economics3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Christian T. Brownlees (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318.

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2024Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2025Dynamic Co-Quantile Regression. (2022). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275.

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2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2024Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2025Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification. (2024). Zhao, Yimiao ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2404.18029.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

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2024Financial Interactions and Capital Accumulation. (2024). Lotz, Aileen ; Gosselin, Pierre. In: Papers. RePEc:arx:papers:2405.10338.

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2025Comparisons of multivariate contribution measures of risk contagion and their applications in cryptocurrency market. (2024). Pu, Tong ; Li, Junxue ; Wen, Limin ; Zhang, Yiying. 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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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2025.

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2024.

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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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2024Growth at risk from climate change. (2024). Kiley, Michael. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1134-1151.

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2024Drivers of international fiscal spillovers. (2024). YILMAZKUDAY, HAKAN. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1491-1536.

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2024.

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2024Testing for jumps with robust spot volatility estimators. (2024). Sun, Yucheng. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:79-104.

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

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2025.

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

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2024On the relationship of country geopolitical risk on energy inflation. (2024). Lopes, Mara Helena ; Vedia, Ignacio Garrn ; de Oliveira, Cristina Alexandra. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:45113.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Pushing and pulling on a string? Inflationary effects of expansionary and contractionary monetary policies when rates are negative. (2024). Pihlajamaa, Matias ; Laine, Olli-Matti. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004327.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2024Constructing early warning indicators for banks using machine learning models. (2024). Tarkocin, Coskun ; Donduran, Murat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001419.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024Assessing time-varying risk in China’s GDP growth. (2024). Ye, Shiqi ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei ; Jiao, Shoukun. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

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2024Estimation of complier expected shortfall treatment effects with a binary instrumental variable. (2024). He, Xuming ; Tan, Kean Ming ; Wei, BO. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002889.

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2024Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75.

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2024Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72.

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2024Chinas risk contagion using the mixed-frequency macro-financial network. (2024). Xu, Qifa ; Gao, Haijing ; Jiang, Cuixia. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000347.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024The 2008 short-selling ban’s impact on tail risk. (2024). Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei ; Bostandzic, Denefa. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

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2024On transmission channels of energy prices and monetary policy shocks to household consumption: Evidence from India. (2024). Sharma, Chandan ; Priya, Pragati. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004316.

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2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Xu, Xin ; Rong, Xueyun ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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2024Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

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2024Spatial correlation of local government implicit debt tail risks in China and its spillover effects on the banking system. (2024). Zhang, Zhongyi ; Hao, Jing ; Xu, Jiaxiang ; Wen, Bohui. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005416.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2024Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Yang, Hua ; Tang, Yusui ; Zeng, Qing ; Zhang, XI. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863.

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2024Star power: A quasi-natural experiment on how analyst status affects recommendation performance. (2024). Wu, Chong ; Zhan, Baoqiang. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011649.

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2024Influence of digital transformation on banks’ systemic risk in China. (2024). Zhai, Kun ; Bi, Xiaohan ; Zhao, Guoqing ; Yuan, Xuemei. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400388x.

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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2024Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371.

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2024Impact of economic policy uncertainty on systemic risk of real enterprises: Evidence from China. (2024). Meng, Wanshan ; Lan, Sushan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012728.

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2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Structural shifts in bank credit ratings. (2024). Sifodaskalakis, Emmanouil ; Ioannidis, Christos ; Ballis, Antonis. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000573.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743.

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

Works by Christian T. Brownlees:

Year  ↓Title  ↓Type  ↓Cited  ↓
2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data In: Papers.
[Full Text][Citation analysis]		paper1
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
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper14
2024Nonstandard Errors.(2024) In: Journal of Finance.
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This paper has nother version. Agregated cites: 14		article
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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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: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2021Non-standard errors.(2021) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2015Nets: Network Estimation for Time Series In: Working Papers.
[Full Text][Citation analysis]		paper96
2018Nets: network estimation for time series.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2013Nets: Network estimation for time series.(2013) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 96		paper
2019NETS: Network estimation for time series.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		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.
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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]		paper121
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: 121		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]		article2
2006Financial econometric analysis at ultra-high frequency: Data handling concerns In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article156
2006Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns.(2006) In: Econometrics Working Papers Archive.
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This paper has nother version. Agregated cites: 156		paper
2014Disentangling systematic and idiosyncratic dynamics in panels of volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
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: 30		paper
2021Detecting groups in large vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
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]		article22
2016Credit risk interconnectedness: What does the market really know?.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		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]		article0
2021Bank credit risk networks: Evidence from the Eurozone In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article10
2021Backtesting global Growth-at-Risk In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article41
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]		paper105
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: 105		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: 105		article
2009Intra-daily Volume Modeling and Prediction for Algorithmic Trading In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper44
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: 44		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
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]		article436
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: 436		paper
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]		article2
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]		chapter1081

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