9
H index
9
i10 index
543
Citations
HEC Paris (École des Hautes Études Commerciales) | 9 H index 9 i10 index 543 Citations RESEARCH PRODUCTION: 11 Articles 45 Papers 1 Books RESEARCH ACTIVITY: 17 years (2007 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco647 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Edouard Colliard. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Finance | 2 |
The Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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HEC Research Papers Series / HEC Paris | 11 |
Working Papers / HAL | 10 |
Working Paper Series / European Central Bank | 6 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
Post-Print / HAL | 4 |
PSE Working Papers / HAL | 2 |
PSE-Ecole d'conomie de Paris (Postprint) / HAL | 2 |
Year | Title of citing document | |
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2023 | FINANCIAL RISK OPTIMISATION METHODS: A SURVEY. (2023). Chiper, Alexandra-Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:chipera. Full description at Econpapers || Download paper | |
2023 | Too-many-to-fail and the Design of Bailout Regimes. (2023). Zeng, Jing ; Wagner, Wolf. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:230. Full description at Econpapers || Download paper | |
2024 | Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
2023 | Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668. Full description at Econpapers || Download paper | |
2023 | The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263. Full description at Econpapers || Download paper | |
2023 | Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392. Full description at Econpapers || Download paper | |
2024 | Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337. Full description at Econpapers || Download paper | |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2023 | Open banking, shadow banking and regulation. (2023). Siciliani, Paolo ; Zalewska, Anna ; Grout, Paul ; Eccles, Peter. In: Bank of England working papers. RePEc:boe:boeewp:1039. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es. Full description at Econpapers || Download paper | |
2023 | Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en. Full description at Econpapers || Download paper | |
2023 | Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper | |
2023 | Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070. Full description at Econpapers || Download paper | |
2023 | Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365. Full description at Econpapers || Download paper | |
2023 | Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2024 | Contagion 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. Full description at Econpapers || Download paper | |
2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper | |
2024 | Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system. (2024). Zhang, Wenyu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004718. Full description at Econpapers || Download paper | |
2023 | Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347. Full description at Econpapers || Download paper | |
2024 | Persistence 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. Full description at Econpapers || Download paper | |
2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper | |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper | |
2023 | Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651. Full description at Econpapers || Download paper | |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper | |
2023 | The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482. Full description at Econpapers || Download paper | |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper | |
2023 | Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621. Full description at Econpapers || Download paper | |
2023 | Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746. Full description at Econpapers || Download paper | |
2023 | Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028. Full description at Econpapers || Download paper | |
2023 | Fintech inputs, non-performing loans risk reduction and bank performance improvement. (2023). Wu, Wanting ; Mao, Kunyuan ; Wang, Haijun ; Luo, Haohan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003654. Full description at Econpapers || Download paper | |
2023 | Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295. Full description at Econpapers || Download paper | |
2024 | Non-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. Full description at Econpapers || Download paper | |
2023 | Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617. Full description at Econpapers || Download paper | |
2023 | Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective. (2023). Xing, Xiaoyun ; Zheng, Huike ; Deng, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003628. Full description at Econpapers || Download paper | |
2023 | Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002. Full description at Econpapers || Download paper | |
2023 | European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243. Full description at Econpapers || Download paper | |
2023 | Macro-prudential policy and systemic risk of real estate firms: Evidence from China. (2023). Kong, Dongmin ; Wang, Lijuan ; Li, Xiao-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008905. Full description at Econpapers || Download paper | |
2024 | The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641. Full description at Econpapers || Download paper | |
2023 | When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532. Full description at Econpapers || Download paper | |
2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper | |
2024 | External 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. Full description at Econpapers || Download paper | |
2024 | Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110. Full description at Econpapers || Download paper | |
2024 | Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135. Full description at Econpapers || Download paper | |
2024 | Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35. Full description at Econpapers || Download paper | |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper | |
2023 | Policy uncertainty and bank systemic risk: A perspective of risk decomposition. (2023). Wang, QI ; Fang, YI ; Zhao, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000951. Full description at Econpapers || Download paper | |
2023 | Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270. Full description at Econpapers || Download paper | |
2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper | |
2023 | Compensation regulation in banking: Executive director behavior and bank performance after the EU bonus cap. (2023). Koetter, Michael ; Wagner, Konstantin ; Colonnello, Stefano. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000994. Full description at Econpapers || Download paper | |
2023 | Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011. Full description at Econpapers || Download paper | |
2023 | The importance of deposit insurance credibility. (2023). Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300122x. Full description at Econpapers || Download paper | |
2023 | Back to the roots of internal credit risk models: Does risk explain why banks risk-weighted asset levels converge over time?. (2023). Ongena, Steven ; Bohnke, Victoria ; Reite, Endre J ; Paraschiv, Florentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001905. Full description at Econpapers || Download paper | |
2023 | The case for CASE: Estimating heterogeneous systemic effects. (2023). Zhu, Guangwei ; Escanciano, Juan Carlos ; Du, Zaichao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002133. Full description at Econpapers || Download paper | |
2024 | Modeling your stress away. (2024). Stebunovs, Viktors ; Niepmann, Friederike. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327. Full description at Econpapers || Download paper | |
2024 | Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782. Full description at Econpapers || Download paper | |
2023 | Bank restructuring under asymmetric information: The role of bad loan sales. (2023). Suarez, Javier ; Segura, Anatoli. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:56:y:2023:i:c:s1042957323000414. Full description at Econpapers || Download paper | |
2023 | The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803. Full description at Econpapers || Download paper | |
2024 | Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699. Full description at Econpapers || Download paper | |
2024 | Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kumar, Abhishek ; Kamate, Vidya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870. Full description at Econpapers || Download paper | |
2023 | Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263. Full description at Econpapers || Download paper | |
2024 | Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246. Full description at Econpapers || Download paper | |
2024 | Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132. Full description at Econpapers || Download paper | |
2023 | Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840. Full description at Econpapers || Download paper | |
2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172. Full description at Econpapers || Download paper | |
2024 | The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers || Download paper | |
2023 | Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879. Full description at Econpapers || Download paper | |
2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper | |
2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper | |
2023 | Asset Trade, Real Investment, and a Tilting Financial Transaction Tax. (2023). Castiglionesi, Fabio ; Calzolari, Giacomo ; Biswas, Sonny ; Dieler, Tobias. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2401-2424. Full description at Econpapers || Download paper | |
2023 | Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837. Full description at Econpapers || Download paper | |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper | |
2023 | Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5. Full description at Econpapers || Download paper | |
2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme | |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper | |
2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper | |
2023 | Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. (2023). Ødegaard, Bernt ; Meling, Tom G ; Foley, Sean. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:659-692.. Full description at Econpapers || Download paper | |
2023 | Cross-Border Bank Flows and Systemic Risk*. (2023). Taboada, Alvaro G ; Sedunov, John ; Karolyi, Andrew G. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1563-1614.. Full description at Econpapers || Download paper | |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper | |
2023 | Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2017 | Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance. [Full Text][Citation analysis] | article | 41 |
2017 | Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2007 | Une brève histoire de limpôt In: Regards croisés sur l'économie. [Full Text][Citation analysis] | article | 0 |
2018 | Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2015 | Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2016 | Multinational Banks and Supranational Supervision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2017 | Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2019 | Multinational Banks and Supranational Supervision.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | Measuring Regulatory Complexity In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Measuring Regulatory Complexity.(2020) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Measuring Regulatory Complexity.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2011 | Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | article | |
2015 | Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 274 |
2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 274 | paper | |
2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 274 | paper | |
2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 274 | paper | |
2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 274 | article | |
2017 | Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 14 |
2019 | Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 38 |
2018 | Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2018) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2015 | Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2020 | Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
2018 | Financial Restructuring and Resolution of Banks In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 14 |
2018 | Financial Restructuring and Resolution of Banks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2018 | Asset Dissemination Through Dealer Markets In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 3 |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Asset Dissemination Through Dealer Markets.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Asset Dissemination Through Dealer Markets.(2021) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2019 | Reproducibility Certification in Economics Research In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Algorithmic Pricing and Liquidity in Securities Markets In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Algorithmic Pricing and Liquidity in Securities Markets.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | The impact of financial transaction taxes: new evidence In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | Catching falling knives: speculating on market overreaction In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2014 | Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | The architecture of supervision In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | The SSM at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2017 | Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science. [Full Text][Citation analysis] | article | 1 |
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