Somnath Chatterjee : Citation Profile

Bank of England

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

1

Books

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 1
   Journals where Somnath Chatterjee has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 1 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch325
   Updated: 2026-06-06    RAS profile: 2026-02-16    
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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 Somnath Chatterjee.

Is cited by:

Duprey, Thibaut (3)

Szendrei, Tibor (2)

de Haan, Leo (2)

Balcilar, Mehmet (2)

Kisten, Theshne (2)

Broeders, Dirk (2)

GUPTA, RANGAN (2)

Klaus, Benjamin (1)

Jobst, Andreas (1)

Dehmej, Salim (1)

Mikaliunaite-Jouvanceau, Ieva (1)

Cites to:

Babus, Ana (14)

Carletti, Elena (10)

Allen, Franklin (8)

Duprey, Thibaut (5)

Zakrajšek, Egon (5)

Klaus, Benjamin (5)

Zanetti, Francesco (5)

Gilchrist, Simon (5)

mumtaz, haroon (4)

Fuentes-Albero, Cristina (3)

Reichlin, Lucrezia (3)

Main data

Where Somnath Chatterjee has published?

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Somnath Chatterjee (2025 and 2024)

YearTitle of citing document
2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

Full description at Econpapers || Download paper

2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

Full description at Econpapers || Download paper

2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

Full description at Econpapers || Download paper

2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

Full description at Econpapers || Download paper

Works by Somnath Chatterjee:

YearTitleTypeCited
2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2019Market-implied systemic risk and shadow capital adequacy In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2015Modelling credit risk In: Handbooks.
[Full Text][Citation analysis]		book7
2016Modelos del riesgo de crédito In: Boletín.
[Full Text][Citation analysis]		article0
2005AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS In: Working Papers.
[Full Text][Citation analysis]		paper0
2005APPLICATION OF THE KALMAN FILTER FOR ESTIMATING CONTINUOUS TIME TERM STRUCTURE MODELS: THE CASE OF UK AND GERMANY In: Working Papers.
[Full Text][Citation analysis]		paper2
2021Measuring Systemic Risk in South African Banks In: Working Papers.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team