Thibaut Duprey : Citation Profile

Bank of Canada

7

H index

6

i10 index

254

Citations

RESEARCH PRODUCTION:

7

Articles

32

Papers

RESEARCH ACTIVITY:

   12 years (2013 - 2025). See details.
   Cites by year: 21
   Journals where Thibaut Duprey has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 14 (5.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu324
   Updated: 2025-04-19    RAS profile: 2024-04-25    
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Relations with other researchers

Works with:

Schnattinger, Philip (4)

Ueberfeldt, Alexander (2)

Vallée, Geneviève (2)

Kotlicki, Artur (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thibaut Duprey.

Is cited by:

Tuzcuoglu, Kerem (8)

GUPTA, RANGAN (7)

Škrinjarić, Tihana (6)

Galan, Jorge (5)

Rodriguez-Moreno, Maria (4)

Gächter, Martin (4)

Kim, Hyeongwoo (4)

Manea, Cristina (4)

Szendrei, Tibor (3)

Gómez-Puig, Marta (3)

Borel-Mathurin, Fabrice (3)

Cites to:

Drehmann, Mathias (17)

Giannone, Domenico (14)

Klaus, Benjamin (14)

Peltonen, Tuomas (13)

Taylor, Alan (12)

Schularick, Moritz (12)

BORIO, Claudio (12)

Jorda, Oscar (12)

Tsatsaronis, Kostas (9)

Adrian, Tobias (9)

Reichlin, Lucrezia (8)

Main data

Production by document typearticlepaper201320142015201620172018201920202021202220232024202502.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201320142015201620172018201920202021202220232024202502040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2014201520162017201820192020202120222023202420250204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents123456789050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution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h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Thibaut Duprey has published?

Working Papers Series with more than one paper published# docs
Staff Analytical Notes / Bank of Canada9
Staff Working Papers / Bank of Canada8
I4R Discussion Paper Series / The Institute for Replication (I4R)2
Working Paper Series / European Central Bank2
Working Papers / HAL2

Recent works citing Thibaut Duprey (2025 and 2024)

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

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2025Bouncing back: how mothballing curbs prices. (2025). Kotlicki, Artur ; Duprey, Thibaut ; Schnattinger, Philip ; Rigobon, Daniel. In: Bank of England working papers. RePEc:boe:boeewp:1112.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2024Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective. (2024). Verbič, Miroslav ; Zabavnik, Darja. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002151.

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2024Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661.

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2024Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871.

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2024The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk. (2024). Galan, Jorge E. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301340.

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2024Bank ownership around the world. (2024). Panizza, Ugo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001699.

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2024Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices. (2024). de Schryder, Selien ; Coulier, Lara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000093.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2024A Replication of Macchi (2023): Worth Your Weight: Experimental Evidence on the Benefits of Obesity in Low-Income Countries. (2024). Clerc, Melchior ; Gosselin-Pali, Adrien ; Wendling, Eliot. In: Post-Print. RePEc:hal:journl:halshs-04840748.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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2024Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4.

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2024Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Papers. RePEc:ptu:wpaper:w202414.

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2024Macroprudential policy and financial system stability: an aggregate study. (2024). Oros, Cornel ; Popescu, Alexandra ; Jbir, Hamdi. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02524-5.

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2024The geography of social vulnerability and wildfire occurrence (1984–2018) in the conterminous USA. (2024). Syphard, Alexandra D ; Whittaker, Joshua ; Aksha, Sanam K ; Schumann, Ronald L ; Emrich, Christopher T ; Butsic, Van ; Mockrin, Miranda H ; Zhou, Yao ; Price, Owen ; Gaither, Cassandra Johnson. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:120:y:2024:i:5:d:10.1007_s11069-023-06367-2.

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2024Carbon performance and financial debt: Effect of formal and informal institutions. (2024). Tascon, Maria T ; Castro, Paula ; Ferreras, Adrian. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:2801-2822.

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2024.

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2024.

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2024.

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Works by Thibaut Duprey:

Year  ↓Title  ↓Type  ↓Cited  ↓
2023Timely Business Dynamics Using Google Places In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article0
2020Canadian Financial Stress and Macroeconomic Conditions In: Discussion Papers.
[Full Text][Citation analysis]		paper14
2020Canadian Financial Stress and Macroeconomic Condition.(2020) In: Canadian Public Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2022Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model In: Technical Reports.
[Full Text][Citation analysis]		paper0
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
[Full Text][Citation analysis]		paper130
2015Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		paper
2017Dating systemic financial stress episodes in the EU countries.(2017) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		article
2016Bank Screening Heterogeneity In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper14
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Managing GDP Tail Risk In: Staff Working Papers.
[Full Text][Citation analysis]		paper21
2021Shaping the future: Policy shocks and the GDP growth distribution In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2022Business Closures and (Re)Openings in Real Time Using Google Places In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2024Let’s Get Physical: Impacts of Climate Change Physical Risks on Provincial Employment In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2024Bouncing Back: How Mothballing Curbs Prices In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2017A Barometer of Canadian Financial System Vulnerabilities In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper3
2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2018How to Manage Macroeconomic and Financial Stability Risks: A New Framework In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper16
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper4
2021Household financial vulnerabilities and physical climate risks In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper3
2025Effects of macroprudential policy announcements on perceptions of systemic risks In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2025Estimating the impacts on GDP of natural disasters in Canada In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2025Natural disasters and inflation in Canada In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2013Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations. In: Working papers.
[Full Text][Citation analysis]		paper0
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: PSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Heterogeneous Banking Efficiency : Allocative Distortions and Lending Fluctuations.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Bank Capital Adjustment Process and Aggregate Lending. In: Working papers.
[Full Text][Citation analysis]		paper3
2014Macroprudential framework:key questions applied to the French case. In: Occasional papers.
[Full Text][Citation analysis]		paper7
2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]		paper5
2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2022Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept In: JRFM.
[Full Text][Citation analysis]		article2
2015Do publicly owned banks lend against the wind? In: Post-Print.
[Full Text][Citation analysis]		paper10
2015Do publicly owned banks lend against the wind?.(2015) In: PSE-Ecole d'économie de Paris (Postprint).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2015Do Publicly Owned Banks Lend Against the Wind?.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2013Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle In: Working Papers.
[Full Text][Citation analysis]		paper3
In: .
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In: .
[Full Text][Citation analysis]		paper0

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