12
H index
12
i10 index
491
Citations
| 12 H index 12 i10 index 491 Citations RESEARCH PRODUCTION: 6 Articles 10 Papers 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luci Ellis. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| RBA Research Discussion Papers / Reserve Bank of Australia | 7 |
| BIS Working Papers / Bank for International Settlements | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044. Full description at Econpapers || Download paper |
| 2025 | Clearing Sections of Lattice Liability Networks. (2025). Riess, Hans ; Lopez, Miguel ; Gould, Julian ; Ghrist, Robert. In: Papers. RePEc:arx:papers:2503.17836. Full description at Econpapers || Download paper |
| 2024 | Evaluating Australias financial conditions: A comparative analysis and extension of a dynamic factor model index. (2024). Khreish, Alexander. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:47-58. Full description at Econpapers || Download paper |
| 2025 | Biodiversity finance: Sovereign biodiversity loss drivers and financial stability. (2025). Mies, Michael. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:29:y:2025:i:3:p:937-954. Full description at Econpapers || Download paper |
| 2026 | A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2026). Thurner, Stefan ; Borsos, Andrs ; Diem, Christian ; Fialkowski, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:188:y:2026:i:c:s0165188926000795. Full description at Econpapers || Download paper |
| 2025 | Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system. (2025). Li, Zhinan ; Ren, Yaqi ; Shen, Peilong ; Zhang, Can. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002469. Full description at Econpapers || Download paper |
| 2025 | Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295. Full description at Econpapers || Download paper |
| 2025 | Debt risk spillover and driving mechanism of China’s local government financing platforms. (2025). Ouyang, Hongbing ; Long, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008074. Full description at Econpapers || Download paper |
| 2025 | The role of depositors’ expectations in bank risk: a dual-channel perspective. (2025). Shen, YU ; Hu, Guangyu. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010281. Full description at Econpapers || Download paper |
| 2025 | Mitigating or magnifying systemic risk? The role of non-interest income during market disruptions. (2025). Zurbruegg, Ralf ; Wasi, Md Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325019919. Full description at Econpapers || Download paper |
| 2024 | Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219. 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 |
| 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 |
| 2024 | The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil. (2024). Do, Matheus ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000274. Full description at Econpapers || Download paper |
| 2024 | Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778. Full description at Econpapers || Download paper |
| 2026 | How Cross-Border capital flows affect systemic Risk: Tariffs as Amplifiers. (2026). Lee, Chien-Chiang ; Zhao, Ruijie ; Zhang, Xiaoming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:165:y:2026:i:c:s0261560626000689. Full description at Econpapers || Download paper |
| 2025 | The impact of trade sanctions on financial risk: Empirical evidence from global data. (2025). Wang, Shihao ; Zhou, Jiaxin ; Duan, Haipeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002823. Full description at Econpapers || Download paper |
| 2024 | A composite index for workers’ bargaining power and the inflation rate in the United States, 1960–2018. (2024). Romaniello, Davide ; Levrero, Enrico Sergio ; Fontanari, Claudia. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:682-698. Full description at Econpapers || Download paper |
| 2024 | Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability. (2024). Velic, Adnan. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:3:d:10.1007_s11079-022-09673-7. Full description at Econpapers || Download paper |
| 2025 | Understanding contemporary demographic and economic drivers of household mobility and their policy implications. (2025). Han, Hoon ; Crommelin, Laura ; Lee, Brian ; Searle, Glen ; Hoseini, Parian ; Ming, Matthew Kok. In: SocArXiv. RePEc:osf:socarx:3khps_v1. Full description at Econpapers || Download paper |
| 2024 | AI and Financial Systemic Risk in the Global Market. (2024). Nagayasu, Jun ; Tian, Jingyi. In: TUPD Discussion Papers. RePEc:toh:tupdaa:55. Full description at Econpapers || Download paper |
| 2024 | An empirical investigation of the relationship between real exchange rate and innovation: Evidence from China. (2024). Usman, Muhammad Ahmad ; Wen, Jun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2991-3006. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | Implications of declining government debt for financial markets and monetary operations in Australia In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2005 | Disinflation and the dynamics of mortgage debt In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 8 |
| 2008 | How many in negative equity? The role of mortgage contract characteristics In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 6 |
| 2007 | The global upward trend in the profit share In: BIS Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2008 | The housing meltdown: Why did it happen in the United States? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2010 | The Housing Meltdown: Why Did It Happen in the United States?.(2010) In: International Real Estate Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2018 | Where is the Growth Going to Come From? In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2004 | Housing Construction Cycles and Interest Rates In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 26 |
| 2004 | Housing Construction Cycles and Interest Rates.(2004) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2012 | Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 90 |
| 2014 | Systemic risk, governance and global financial stability In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 29 |
| 1997 | The Smoothing of Official Interest Rates In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 79 |
| 2012 | Property Market Cycles as Paths to Financial Distress In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 3 |
| 2017 | Financial Stability in a Low Interest Rate Environment: An Australian Case Study In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 3 |
| 2010 | Commercial Property and Financial Stability - An International Perspective In: RBA Bulletin (Print copy discontinued). [Full Text][Citation analysis] | article | 19 |
| 2001 | The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2001 | Measuring the Real Exchange Rate: Pitfalls and Practicalities In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2001 | City Sizes, Housing Costs, and Wealth In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2003 | Housing Leverage in Australia In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | Housing and Housing Finance: The View from Australia and Beyond In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
| 1998 | Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team