Alexis Derviz : Citation Profile

Česká Národní Banka (90% share)
Akademie věd České Republiky (10% share)

6

H index

4

i10 index

378

Citations

RESEARCH PRODUCTION:

23

Articles

29

Papers

5

Books

8

Chapters

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 13
   Journals where Alexis Derviz has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 14 (3.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde319
   Updated: 2026-05-02    RAS profile: 2025-04-28    
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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 Alexis Derviz.

Is cited by:

Babecký, Jan (29)

Nikolov, Kalin (19)

Mendicino, Caterina (13)

Suarez, Javier (11)

DARRACQ PARIES, Matthieu (10)

Papadopoulou, Niki (8)

Lewis, Vivien (7)

Horvath, Roman (6)

Villa, Stefania (6)

Moura, Alban (5)

Fève, Patrick (5)

Cites to:

Havranek, Tomas (36)

Horvath, Roman (33)

Irsova, Zuzana (22)

Babecký, Jan (18)

Komarek, Lubos (17)

Townsend, Robert (15)

Jeanne, Olivier (15)

Korinek, Anton (14)

Vašíček, Bořek (13)

Suarez, Javier (12)

CLERC, Laurent (12)

Main data

Where Alexis Derviz has published?

Journals with more than one article published# docs
Czech Journal of Economics and Finance (Finance a uver)2
Prague Economic Papers2

Working Papers Series with more than one paper published# docs
Working Papers / Czech National Bank, Research and Statistics Department13
Working Paper Series / European Central Bank4
Archive of Monetary Policy Division Working Papers / Czech National Bank3
Working Papers IES / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies3
Occasional Paper Series / European Central Bank2

Recent works citing Alexis Derviz (2026 and 2025)

YearTitle of citing document
2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stephane. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1518_26.

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2024Capital Requirements in Light of Monetary Tightening. (2024). Matheron, Julien ; Kerdelhue, Lisa ; Espic, Aurelien. In: Working papers. RePEc:bfr:banfra:947.

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2025The positive neutral countercyclical capital buffer. (2025). Smets, Frank ; Muoz, Manuel A. In: Bank of England working papers. RePEc:boe:boeewp:1128.

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2025The Cross Border Effects of Bank Capital Regulation in General Equilibrium. (2025). san Milln, Maximiliano. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1046.

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2024Blockchain use cases outside of digital currencies. (2024). Derviz, Alexis. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2024/8.

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2024Implications of higher inflation and interest rates for macroprudential policy stance. (2024). Palligkinis, Spyros ; Herrera, Luis ; Lhe, Sebastian ; Silva, Fatima ; Kerbl, Stefan ; Kent, Luke ; Krkkinen, Samu ; Hempell, Hannah S ; Steikn, Paulina ; Garcia, Salomn ; Oliveira, Vitor ; Espic, Aurlien ; Bork, Tams ; Velez, Anatoli Segura ; di Virgilio, Domenica ; Cornacchia, Wanda ; Heires, Marcel ; Scalone, Valerio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024358.

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2024Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979.

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2025From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061.

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2026The role of macroprudential policy in times of trouble. (2026). De Lorenzo Buratta, Ivan ; corrado, germana ; Chadha, Jagjit. In: European Economic Review. RePEc:eee:eecrev:v:181:y:2026:i:c:s0014292125002284.

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2025Risk shocks, due loans, and policy options: When less is more!. (2025). Maria, José ; Santos, Slvia ; Jlio, Paulo. In: Journal of Financial Stability. RePEc:eee:finsta:v:80:y:2025:i:c:s1572308925000683.

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2025The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597.

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2025Micro-assessment of macroprudential borrower-based measures. (2025). Karmelaviius, Jaunius ; Dirma, Mantas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000755.

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2025Sovereign loan guarantees and financial stability. (2025). De Lorenzo Buratta, Ivan ; Pinheiro, Tiago. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001037.

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2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stphane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s026156062500186x.

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2024Unconventional monetary policy, financial frictions, and the equity tandem. (2024). von Campe, Roland. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000800.

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2025How did banks react to SVB collapse?. (2025). Ye, XI ; Salama, Feras M ; Gleason, Kimberly C ; Samet, Anis. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:78:y:2025:i:c:s1042444x25000040.

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2024Assessment of the effectiveness of the macroprudential measures implemented in the context of the Covid-19 pandemic. (2024). Oliveira, Vitor ; Avezum, Lucas ; Serra, Diogo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1542-1555.

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2025Monetary policy spillovers and the role of prudential policies in the European Union. (2025). Coman, Andra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025000826.

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2024Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models. (2024). Straughan, Michael ; Sahuc, Jean-Guillaume ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Durdu, C. Bora ; DE BANDT, OLIVIER ; Scalone, Valerio ; Roehrs, Sigrid ; Ichiue, Hibiki. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:1.

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2024Housing and Macroprudential Policy. (2024). muellbauer, john. In: Economics Series Working Papers. RePEc:oxf:wpaper:1056.

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2025Complementarities between capital buffers and dividend prudential target. (2025). Maia, Duarte ; di Virgilio, Domenica. In: Working Papers. RePEc:ptu:wpaper:w202504.

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2024Robust design of countercyclical capital buffer rules. (2024). Verona, Fabio ; Rubio, Margarita ; Jang, Hun ; Hecker, Dominik. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:305273.

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2024Risky firms and fragile banks: Implications for macroprudential policy. (2024). Villa, Stefania ; Moyen, Stéphane ; Lewis, Vivien ; Gasparini, Tommaso. In: Discussion Papers. RePEc:zbw:bubdps:287761.

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2024Climate change and the macroeconomics of bank capital regulation. (2024). Kaldorf, Matthias ; Giovanardi, Francesco. In: Discussion Papers. RePEc:zbw:bubdps:298857.

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2024Climate Change and the Macroeconomics of Bank Capital Regulation. (2024). Kaldorf, Matthias ; Giovanardi, Francesco. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302379.

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Works by Alexis Derviz:

YearTitleTypeCited
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default. In: Working papers.
[Full Text][Citation analysis]		paper238
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		paper
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		paper
2015Capital regulation in a macroeconomic model with three layers of default.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		paper
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		article
2015Capital Regulation in a Macroeconomic Model with Three Layers of Default.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 238		paper
2014Macroprudential capital tools: assessing their rationale and effectiveness. In: Financial Stability Review.
[Full Text][Citation analysis]		article3
2005Business cycle, credit risk and economic capital determination by commercial banks In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter2
1999Generalized Asset Return Parity and the Exchange Rate in a Finnancially open Economy In: Archive of Monetary Policy Division Working Papers.
[Full Text][Citation analysis]		paper3
2000Monetary Transmission and Asset-Liability Management by Financial Institutions in Transitional Economies - Implications for Czech Monetary Policy In: Archive of Monetary Policy Division Working Papers.
[Full Text][Citation analysis]		paper0
2001Methodological Problems of Quantitative Credit Risk Modeling in the Czech Economy In: Archive of Monetary Policy Division Working Papers.
[Full Text][Citation analysis]		paper1
2015Collateral and the Role of International Merchant Banks in the Spread of Aggregate Risks In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter0
2019What changes in financial intermediation are to be expected from fintech? In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter1
2020Stablecoins - a gateway between conventional and crypto financial universes? In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter2
2021Decentralised finance, its prospects and limits: Is blockchain interoperability the only obstacle? In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter1
2023Cross-border payments at a crossroads between SWIFT and DLT In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter1
2024Blockchain use cases outside of digital currencies In: Occasional Publications - Chapters in Edited Volumes.
[Full Text][Citation analysis]		chapter0
2005CNB Economic Research Bulletin: Financial Stability In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book1
2007CNB Economic Research Bulletin: Financial Stability in a Transforming Economy In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2011Macro-Financial Linkages: Theory and Applications In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2012Financial Stability and Monetary Policy In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book1
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]		book0
2003Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market In: Working Papers.
[Full Text][Citation analysis]		paper5
2003FOREX Microstructure, Invisible Price Determinants,and the Central Banks Understanding of Exchange Rate Formation In: Working Papers.
[Full Text][Citation analysis]		paper4
2003Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio In: Working Papers.
[Full Text][Citation analysis]		paper2
2004Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic In: Working Papers.
[Full Text][Citation analysis]		paper18
2008Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic.(2008) In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2006Cross-Border Lending Contagion in Multinational Banks In: Working Papers.
[Full Text][Citation analysis]		paper16
2007Cross-border lending contagion in multinational banks.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2009Funding Costs and Loan Pricing by Multinational Bank Affiliates In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Financial Frictions, Bubbles, and Macroprudential Policies In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Coordination Incentives in Cross-Border Macroprudential Regulation In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Coordination Incentives in Cross-Border Macroprudential Regulation.(2012) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks In: Working Papers.
[Full Text][Citation analysis]		paper8
2014Collateral composition, diversification risk, and systemically important merchant banks.(2014) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 8		article
2016Credit Constraints and Creditless Recoveries: An Unsteady State Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Foreign Exchange Implications of CBDCs and Their Integration via Bridge Coins In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Dealer Quotes, Order Flow and Indirect Foreign Currency Utility in a Multiple Dealership Market In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
1995Bayesian Capital Markets and Currency Crises In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
1996Adjoint Equations in Stochastic Optimal Control and Application to Portfolio Optimization with Borrowing Constraints In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
1996A Shadow Asset Pricing Approach to the Analysis of Financial Markets Equilibria in an Open Economy In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
1998Precautionary Saving And Currency Substitution In An Optimizing Model Of The Czech Economy In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
1999Generalized Asset Return Parity And The Exchange Rate In A Financially Open Economy In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article4
1999Currency Options And Trade Smoothing Under An Exchange Rate Regime Shift In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
2000The Asset-Liability Management Aspects of Monetary Transmission in Transitional Economies: the Czech and the Austrian Credit Channels In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
2000Continuous Time Decision-Making in a Partially Decentralized Multiple Dealership Forex Market and Equilibrium Exchange Rate In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
2001Equilibrium Asset Prices in a Continuous Time Portfolio Optimization Model with Decentralized Dealership Markets In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
2002Producer Subsidies And Adverse Selection In The Corporate Credit Market In: Bulletin of the Czech Econometric Society.
[Full Text][Citation analysis]		article0
2016Understanding the weakness in global trade - What is the new normal? In: Occasional Paper Series.
[Full Text][Citation analysis]		paper25
2026Crypto-Asset Monitoring Expert Group (CAMEG) 2025 Conference - Book of abstracts In: Occasional Paper Series.
[Full Text][Citation analysis]		paper0
2004Exchange rate risks and asset prices in a small open economy In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2013Bubbles, bank credit and macroprudential policies In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2004Asset return dynamics and the FX risk premium in a decentralized dealer market In: European Economic Review.
[Full Text][Citation analysis]		article5
2007Cross-Border Risk Transmission by a Multinational Bank In: Czech Economic Review.
[Full Text][Citation analysis]		article5
2005Cross-border Risk Transmission by a Multinational Bank.(2005) In: Working Papers IES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2006Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2011Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article7
2007Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2012Financial frictions and real implications of macroprudential policies In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2001Currency Options and Trade Smoothing under an Exchange Rate Regime Shift In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2002The uncovered parity properties of the czech koruna In: Prague Economic Papers.
[Full Text][Citation analysis]		article0
2012Parent Influence on Loan Pricing by Czech Banks In: Prague Economic Papers.
[Full Text][Citation analysis]		article6
2014The 3D Model: a Framework to Assess Capital Regulation In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article5

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