11
H index
11
i10 index
647
Citations
HEC Paris (École des Hautes Études Commerciales) | 11 H index 11 i10 index 647 Citations RESEARCH PRODUCTION: 12 Articles 46 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
|---|---|
| Review of Finance | 2 |
| The Review of Financial Studies | 2 |
| Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| HEC Research Papers Series / HEC Paris | 12 |
| 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 | |
|---|---|---|
| 2025 | ESG 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. Full description at Econpapers || Download paper | |
| 2024 | Formation of Optimal Interbank Networks under Liquidity Shocks. (2024). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
| 2025 | Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337. Full description at Econpapers || Download paper | |
| 2024 | Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents. (2024). Pastushkov, Aleksei. In: Papers. RePEc:arx:papers:2411.05032. Full description at Econpapers || Download paper | |
| 2025 | Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets. (2025). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2501.12591. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2025 | Competition and Incentives in a Shared Order Book. (2025). Ren'e A"id, ; Bergault, Philippe ; Rosenbaum, Mathieu. In: Papers. RePEc:arx:papers:2509.10094. Full description at Econpapers || Download paper | |
| 2025 | Probability 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. Full description at Econpapers || Download paper | |
| 2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper | |
| 2025 | The disciplining effect of bank supervision: evidence from SupTech. (2025). Degryse, Hans ; Nazar, Bernardus F ; Huylebroek, Cdric. In: BIS Working Papers. RePEc:bis:biswps:1256. Full description at Econpapers || Download paper | |
| 2025 | Comparing search and intermediation frictions across markets. (2025). Üslü, Semih ; Pinter, Gabor ; Wijnandts, Jean-Charles. In: BIS Working Papers. RePEc:bis:biswps:1283. Full description at Econpapers || Download paper | |
| 2024 | Where does ex‐dividend trading occur: An examination of trading venues around dividends. (2024). van Ness, Robert ; Fuller, Kathleen P ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:31-55. Full description at Econpapers || Download paper | |
| 2024 | Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716. Full description at Econpapers || Download paper | |
| 2024 | Duration‐dependent transaction tax effects on sellers and their behaviors. (2024). Zhang, Yanjiang ; Tu, Yong ; Deng, Yongheng. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:140-183. Full description at Econpapers || Download paper | |
| 2025 | Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126. Full description at Econpapers || Download paper | |
| 2024 | Too-Many-To-Fail and the Design of Bailout Regimes. (2024). Zeng, Jing ; Wagner, Wolf. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_613. Full description at Econpapers || Download paper | |
| 2024 | Banking on Resolution: Portfolio Effects of Bail-in vs. Bailout. (2024). Hashemi, Siema. In: Working Papers. RePEc:cmf:wpaper:wp2024_2410. Full description at Econpapers || Download paper | |
| 2024 | Bank Recovery and Resolution Planning, Liquidity Management and Fragility. (2024). Panetti, Ettore ; Deidda, Luca. In: Working Paper CRENoS. RePEc:cns:cnscwp:202420. Full description at Econpapers || Download paper | |
| 2024 | Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981. Full description at Econpapers || Download paper | |
| 2024 | Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723. 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 | Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857. Full description at Econpapers || Download paper | |
| 2025 | Asymmetry 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. 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 | |
| 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 | |
| 2025 | Systemic 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. Full description at Econpapers || Download paper | |
| 2024 | Non-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. Full description at Econpapers || Download paper | |
| 2024 | The 2008 short-selling ban’s impact on tail risk. (2024). Bostandzic, Denefa ; Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677. Full description at Econpapers || Download paper | |
| 2025 | Tail 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. Full description at Econpapers || Download paper | |
| 2024 | Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x. Full description at Econpapers || Download paper | |
| 2025 | Multiscale 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. Full description at Econpapers || Download paper | |
| 2025 | Capital 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. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
| 2024 | FinTech, systemic risk and bank market power – Australian perspective. (2024). Saklain, Md Sohel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002837. Full description at Econpapers || Download paper | |
| 2024 | The 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. Full description at Econpapers || Download paper | |
| 2024 | Interbank 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. Full description at Econpapers || Download paper | |
| 2024 | Systemic 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. Full description at Econpapers || Download paper | |
| 2025 | Systemic 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. Full description at Econpapers || Download paper | |
| 2024 | The impact of the capital gains tax on the Korean derivatives market. (2024). CAPELLE-BLANCARD, Gunther ; Khemakhem, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641. Full description at Econpapers || Download paper | |
| 2024 | Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. Full description at Econpapers || Download paper | |
| 2025 | Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562. Full description at Econpapers || Download paper | |
| 2025 | How do systematic risk spillovers reshape investment outcomes?. (2025). Tiwari, Aviral ; Silva, Emilson ; Roubaud, David ; Tao, Miaomiao. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000741. Full description at Econpapers || Download paper | |
| 2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. 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 | Too-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. Full description at Econpapers || Download paper | |
| 2024 | Do repeated government infusions help financial stability? Evidence from an emerging market. (2024). Morohunfolu, Olaleye ; Kalimipalli, Madhu ; Ramachandran, Shankar. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001190. Full description at Econpapers || Download paper | |
| 2024 | Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256. Full description at Econpapers || Download paper | |
| 2025 | Banking supervisory architecture and sovereign risk. (2025). Cuadros-Solas, Pedro J ; Surez, Nuria ; Salvador, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001505. Full description at Econpapers || Download paper | |
| 2025 | Bank recovery and resolution planning, liquidity management and fragility. (2025). Panetti, Ettore ; Deidda, Luca G. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000245. Full description at Econpapers || Download paper | |
| 2024 | Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899. Full description at Econpapers || Download paper | |
| 2024 | Probability equivalent level for CoVaR and VaR. (2024). Ortega-Jimenez, Patricia ; Sordo, Miguel A ; Pellerey, Franco ; Suarez-Llorens, Alfonso. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35. Full description at Econpapers || Download paper | |
| 2025 | Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460. 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 | |
| 2025 | Sudden stops of capital inflows, macroprudential policies, and bank systemic risk: An international investigation. (2025). Song, Gaoya ; Lu, Yiming ; Wang, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000010. Full description at Econpapers || Download paper | |
| 2025 | Other comprehensive income volatility and bank risk. (2025). Zhang, Junrui ; Su, Yang ; Zhou, Mingming ; Zhao, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000058. Full description at Econpapers || Download paper | |
| 2024 | Modeling your stress away. (2024). Niepmann, Friederike ; Stebunovs, Viktors. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327. Full description at Econpapers || Download paper | |
| 2024 | Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality. (2024). Galati, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001390. Full description at Econpapers || Download paper | |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper | |
| 2025 | Does regulatory and supervisory independence affect financial stability?. (2025). Fraccaroli, Nicol ; Whitworth, Andrew ; Sowerbutts, Rhiannon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002322. Full description at Econpapers || Download paper | |
| 2025 | Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449. Full description at Econpapers || Download paper | |
| 2025 | Macroprudential policy spillovers in international banking groups. Beggar-thy-neighbour and the role of internal capital markets. (2025). Marques, Aurea Ponte ; Martn, Diego Vila ; Salleo, Carmelo ; Cappelletti, Giuseppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002632. Full description at Econpapers || Download paper | |
| 2024 | Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782. Full description at Econpapers || Download paper | |
| 2024 | The informational impact of prudential regulations. (2024). Vadasz, Tamas ; Ma, Kebin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000196. 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). Kamate, Vidya ; Kumar, Abhishek. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870. Full description at Econpapers || Download paper | |
| 2024 | Latent fragility: Conditioning banks joint probability of default on the financial cycle. (2024). Schüler, Yves ; Schuler, Yves ; Hiebert, Paul ; Bochmann, Paul ; Segoviano, Miguel A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000949. Full description at Econpapers || Download paper | |
| 2024 | Measuring systemic risk in Asian foreign exchange markets. (2024). Chen, Yanghan ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001220. Full description at Econpapers || Download paper | |
| 2024 | Managerial macroeconomic perception and systemic risk in China. (2024). Liu, Yumin ; Guo, Peng ; Jiang, Fuwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002579. Full description at Econpapers || Download paper | |
| 2024 | Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853. Full description at Econpapers || Download paper | |
| 2025 | Market responses to the Chinas transaction cost changes: An analysis of volatility dynamics. (2025). Xu, Zailin ; Yu, Mei ; Chen, Xiaoyijing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003500. Full description at Econpapers || Download paper | |
| 2025 | Regional financial risk and firms access to trade credit: Evidence from China. (2025). Zhang, Yun ; Shi, Luqing ; Yin, Zhujia ; Song, Linjia ; Yang, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003949. Full description at Econpapers || Download paper | |
| 2025 | Does AI contribute to systemic risk reduction in non-financial corporations?. (2025). Han, Wang-Zhe ; Meng, Wanshan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000146. Full description at Econpapers || Download paper | |
| 2024 | Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; 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). Xiang, Youtao ; Borjigin, Sumuya. 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 | |
| 2024 | Tail risk connectedness among GCC banks episodes from the Global Financial Crisis to COVID-19 pandemic. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000759. Full description at Econpapers || Download paper | |
| 2024 | Macro-prudential policy, digital transformations and banks’ risk-taking. (2024). Li, Yongkui ; Gao, Xiang ; Chao, Xiangrui ; Du, Qixuan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001479. Full description at Econpapers || Download paper | |
| 2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Fang, YI ; Yuan, Yan ; Wang, Yanru. 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 ; Ge, Hengshun ; Yang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers || Download paper | |
| 2024 | Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699. Full description at Econpapers || Download paper | |
| 2025 | Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network. (2025). Xiao-Li, Gong ; Zhuo-Cheng, WU ; Xiong, Xiong ; Wei, Zhang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001558. Full description at Econpapers || Download paper | |
| 2025 | Cross-border capital inflows and systemic financial risks. (2025). Zhang, Siyu ; Miao, Wenlong ; Xu, Haoran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002126. Full description at Econpapers || Download paper | |
| 2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; 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 | |
| 2024 | Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580. Full description at Econpapers || Download paper | |
| 2025 | Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648. Full description at Econpapers || Download paper | |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper | |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper | |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper | |
| 2025 | Systemic Financial Risk of Stock Market Based on Multiscale Networks. (2025). Xiang, Youtao ; Borjigin, Sumuya. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10680-8. Full description at Econpapers || Download paper | |
| 2025 | Preference aggregation with heterogeneous beliefs and catastrophe risk. (2025). Wang, Weijia. In: Journal of Economics. RePEc:kap:jeczfn:v:146:y:2025:i:2:d:10.1007_s00712-025-00919-9. Full description at Econpapers || Download paper | |
| 2024 | Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1. Full description at Econpapers || Download paper | |
| 2025 | Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4. Full description at Econpapers || Download paper | |
| 2024 | Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01. Full description at Econpapers || Download paper | |
| 2024 | Insurers’ and banks’ market connectedness: generalized event study estimates from random forest residuals regression. (2024). Merrill, Craig ; Lai, Gene ; Butler, Richard J. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:4:d:10.1057_s41288-023-00307-8. Full description at Econpapers || Download paper | |
| 2025 | Discretionary decisions in capital requirements under Solvency II. (2025). Schltter, Sebastian ; Grochola, Nicolaus. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:2:d:10.1057_s41288-024-00330-3. Full description at Econpapers || Download paper | |
| 2024 | Macro-prudential regulations and systemic risk: the role of country-level governance indicators. (2024). Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah ; Qureshi, Anum. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00231-w. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance. [Full Text][Citation analysis] | article | 45 |
| 2017 | Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2021 | Inventory Management, Dealers Connections, and Prices in Over‐the‐Counter Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 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 | 16 |
| 2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2014 | Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2016 | Multinational Banks and Supranational Supervision In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2017 | Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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: 30 | article | |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 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: 20 | 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: 20 | paper | |
| 2018 | Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | 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 | 75 |
| 2012 | Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 75 | 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: 75 | paper | |
| 2012 | Trading fees and efficiency in limit order markets.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 75 | 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: 75 | article | |
| 2015 | Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 326 |
| 2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 326 | paper | |
| 2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 326 | 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: 326 | 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: 326 | article | |
| 2017 | Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | article | |
| 2017 | Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 42 |
| 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: 42 | 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: 42 | 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: 42 | 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: 42 | article | |
| 2018 | Financial Restructuring and Resolution of Banks In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 18 |
| 2018 | Financial Restructuring and Resolution of Banks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2018 | Asset Dissemination Through Dealer Markets In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Asset Dissemination Through Dealer Markets.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | 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: 4 | paper | |
| 2018 | Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Asset Dissemination Through Dealer Markets.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Asset Dissemination Through Dealer Markets.(2021) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | |
| 2024 | The Economics of Computational Reproducibility In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 7 |
| 2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team