8
H index
8
i10 index
1197
Citations
Oesterreichische Nationalbank | 8 H index 8 i10 index 1197 Citations RESEARCH PRODUCTION: 20 Articles 12 Papers RESEARCH ACTIVITY: 21 years (2001 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pel56 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Helmut Elsinger. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Financial Stability Report | 7 |
Monetary Policy & the Economy | 5 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 7 |
Year | Title of citing document |
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2024 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper |
2023 | Computation of systemic risk measures: a mixed-integer linear programming approach. (2019). Meimanjanov, Nurtai ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:1903.08367. Full description at Econpapers || Download paper |
2024 | Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper |
2024 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper |
2023 | Modeling Inverse Demand Function with Explainable Dual Neural Networks. (2023). Feinstein, Zachary ; Amini, Hamed ; Mishra, Prerna ; Chen, Zihan ; Cao, Zhiyu. In: Papers. RePEc:arx:papers:2307.14322. Full description at Econpapers || Download paper |
2024 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
2023 | Financial literacy in the digital age—A research agenda. (2023). Vartiainen, Tero ; Scornavacca, Eusebio ; Kalmi, Panu ; Koskelainen, Tiina. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:507-528. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046. Full description at Econpapers || Download paper |
2023 | Do market-based networks reflect true exposures between banks?. (2023). Karamysheva, Madina ; Craig, Ben ; Salakhova, Dilyara. In: Working Paper Series. RePEc:ecb:ecbwps:20232867. Full description at Econpapers || Download paper |
2024 | Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Cimini, Giulio ; Zaccaria, Andrea ; Fessina, Massimiliano. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814. 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 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2024 | Public debt management announcements: A welfare-theoretic analysis. (2024). Rossi, Enzo ; Dentler, Alexander. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323003735. Full description at Econpapers || Download paper |
2023 | Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420. Full description at Econpapers || Download paper |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper |
2023 | Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004477. Full description at Econpapers || Download paper |
2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper |
2024 | Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Osterrieder, Jorg ; Baals, Lennart John ; Liu, Yiting ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386. Full description at Econpapers || Download paper |
2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper |
2023 | Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633. Full description at Econpapers || Download paper |
2024 | From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955. Full description at Econpapers || Download paper |
2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. 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 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper |
2023 | Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699. Full description at Econpapers || Download paper |
2023 | Strategic supply management and mechanism choice in government debt auctions: An empirical analysis from the Philippines. (2023). Marszalec, Daniel ; Anthony, Eduardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001504. Full description at Econpapers || Download paper |
2023 | Primary market demand for German government bonds. (2023). Shida, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001109. Full description at Econpapers || Download paper |
2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper |
2023 | Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110. Full description at Econpapers || Download paper |
2023 | Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223. Full description at Econpapers || Download paper |
2023 | Deposit insurance system, risk-adjusted premium and bank systemic risk: Evidence from China. (2023). Shen, Chuang ; Chen, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000958. Full description at Econpapers || Download paper |
2024 | Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). Guimares, Acassio Silva ; de Frana, Joo Vinicius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915. Full description at Econpapers || Download paper |
2024 | On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Rahman, Molla Ramizur ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480. Full description at Econpapers || Download paper |
2024 | Green Finance and Fintech Adoption Services among Croatian Online Users: How Digital Transformation and Digital Awareness Increase Banking Sustainability. (2024). Zavii, Eljka ; Panci, Mladen ; Serdarui, Hrvoje. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:3:p:54-:d:1343956. Full description at Econpapers || Download paper |
2023 | The Chance of FinTech to be a New General-Purpose Technology. (2023). Treu, Johannes. In: International Business Research. RePEc:ibn:ibrjnl:v:16:y:2023:i:11:p:22. Full description at Econpapers || Download paper |
2023 | Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z. Full description at Econpapers || Download paper |
2024 | Inequality in economic shock exposures across the global firm-level supply network. (2024). Diem, Christian ; Reisch, Tobias ; Chakraborty, Abhijit ; Thurner, Stefan ; Astudillo-Estevez, Pablo. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w. Full description at Econpapers || Download paper |
2023 | Are zombie firms really contagious? (Norbert Ernst, Michael Sigmund). (2023). Sigmund, Michael ; Ernst, Norbert. In: Working Papers. RePEc:onb:oenbwp:245. Full description at Econpapers || Download paper |
2023 | DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks. (2023). Soldatos, John ; Kotios, Dimitrios ; Makridis, Georgios ; Fatouros, Georgios ; Kyriazis, Dimosthenis ; Filippakis, Michael. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00050-0. Full description at Econpapers || Download paper |
2023 | Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w. Full description at Econpapers || Download paper |
2023 | Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:26750293-9599-4e05-9ae1-85cb55a89166. Full description at Econpapers || Download paper |
2024 | The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Discussion Paper. RePEc:tiu:tiucen:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
2023 | Duality in Financial Networks. (2023). Herings, Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:26750293-9599-4e05-9ae1-85cb55a89166. Full description at Econpapers || Download paper |
2024 | The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Herings, P. J. J., ; Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
2023 | Risk aversion in share auctions: Estimating import rents from TRQs in Switzerland. (2023). Hafner, Samuel. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:419-470. Full description at Econpapers || Download paper |
2023 | Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Competition in Treasury Auctions In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 2 |
2015 | Competition in Treasury Auctions.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Competition in Treasury Auctions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Competition in Treasury Auctions.(2016) In: WIFO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Competition in treasury auctions.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | Comment on: A new test for chaos and determinism based on symbolic dynamics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2013 | Comment on: A non-parametric spatial independence test using symbolic entropy In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 1 |
2006 | Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 211 |
2005 | Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 211 | paper | |
2006 | Risk Assessment for Banking Systems In: Management Science. [Full Text][Citation analysis] | article | 402 |
2002 | Risk Assessment for Banking Systems.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 402 | paper | |
2006 | Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 27 |
2002 | A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report. [Full Text][Citation analysis] | article | 7 |
2004 | An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report. [Full Text][Citation analysis] | article | 68 |
2010 | The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2016 | Corporate financing in Austria in the run-up to capital markets union (This study is also available in German) In: Financial Stability Report. [Full Text][Citation analysis] | article | 2 |
2018 | Digitalization in financial services and household finance: fintech, financial literacy and financial stability In: Financial Stability Report. [Full Text][Citation analysis] | article | 7 |
2018 | Nonperforming exposures of Austrian banks – decomposing aggregate measures In: Financial Stability Report. [Full Text][Citation analysis] | article | 1 |
2021 | The calm before the storm? Insolvencies during the COVID-19 pandemic In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
2007 | Bidding Behavior in Austrian Treasury Bond Auctions In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 12 |
2010 | Determinants of Price Comparison and Supplier Switching Rates in Selected Sectors In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 2 |
2010 | Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2014 | Toward a European Banking Union: Taking Stock Summary of the 42nd OeNB Economics Conference in Vienna on May 12 and 13, 2014 In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
2022 | Where have all the insolvencies gone? In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 2 |
2009 | Financial Networks, Cross Holdings, and Limited Liability In: Working Papers. [Full Text][Citation analysis] | paper | 54 |
2010 | Independence Tests based on Symbolic Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Serial Correlation in Contingency Tables (Helmut Elsinger) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents (Svetlana Abramova, Rainer Böhme, Helmut Elsinger, Helmut Stix, Martin Summer) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | The Strategic Role of Dividends and Debt in Markets with Imperfect Competition In: Dynamic Games and Applications. [Full Text][Citation analysis] | article | 3 |
2004 | Network topology of the interbank market In: Quantitative Finance. [Full Text][Citation analysis] | article | 383 |
2013 | Competition in Austrian Treasury Auctions In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] | paper | 0 |
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