5
H index
3
i10 index
74
Citations
Universität Regensburg | 5 H index 3 i10 index 74 Citations RESEARCH PRODUCTION: 11 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Ferstl. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Financial Stability Report | 3 |
| Monetary Policy & the Economy | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971. Full description at Econpapers || Download paper |
| 2025 | Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates. (2025). Agati, Alessandra ; Sigmund, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20253039. Full description at Econpapers || Download paper |
| 2024 | Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions. (2024). Ghasemi, Alireza ; Ghahtarani, Alireza ; Saif, Ahmed. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:500-519. Full description at Econpapers || Download paper |
| 2025 | Do energy transition investment flows aid climate commitments?. (2025). Dunbar, Kwamie ; Treku, Daniel N. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008727. Full description at Econpapers || Download paper |
| 2025 | US economic policy uncertainty and China’s outward investment diversification. (2025). Moon, Jiyong ; Lee, Won Kyung ; Kim, Hee-Eun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016490. Full description at Econpapers || Download paper |
| 2025 | Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417. Full description at Econpapers || Download paper |
| 2025 | Airline network response to government policies: COVID-19 and Russian airspace closure. (2025). Cheung, Tommy ; Zhang, Yilin ; Liao, Maozhu. In: Transport Policy. RePEc:eee:trapol:v:169:y:2025:i:c:p:74-89. Full description at Econpapers || Download paper |
| 2025 | Zero-Coupon Yield Curve Estimation with the Package termstrc. (2010). Ferstl, Robert ; Hayden, Josef . In: Journal of Statistical Software. RePEc:jss:jstsof:36:i01. Full description at Econpapers || Download paper |
| 2025 | University ambidexterity: assessing the nature of interdependence between knowledge exchange and knowledge creation in UK universities. (2025). Woodhouse, Drew ; Johnston, Andrew ; Wells, Peter. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:50:y:2025:i:3:d:10.1007_s10961-024-10137-y. Full description at Econpapers || Download paper |
| 2024 | Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Jang, Chul ; Clare, Andrew. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9. Full description at Econpapers || Download paper |
| 2025 | Assessing the impact of Covid-19 on the Italian comic book industry: a panel vector autoregressive analysis of financial ratios. (2025). Magrini, Alessandro ; Rimediotti, Luca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02122-w. Full description at Econpapers || Download paper |
| 2024 | Balancing act: Trade‐offs and synergies within Sustainable Development Goals 1st, 10th, and 13th—Poverty, inequality, and climate actions. (2024). Hussain, Muttahir ; Yuan, Hongping ; Khan, Salim. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:6:p:6950-6967. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The investment effects of price caps under imperfect competition: A note In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2008 | The Investment Effects of Price Caps under Imperfect Competition: A Note.(2008) In: University of St. Gallen Department of Economics working paper series 2008. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Asset-liability management under time-varying investment opportunities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
| 2009 | Asset-Liability Management under time-varying Investment Opportunities.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2021 | Panel vector autoregression in R with the package panelvar In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
| 2010 | Zero-Coupon Yield Curve Estimation with the Package termstrc In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 6 |
| 2012 | Clustering Austrian Banks’ Business Models and Peer Groups in the European Banking Sector In: Financial Stability Report. [Full Text][Citation analysis] | article | 1 |
| 2013 | ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System In: Financial Stability Report. [Full Text][Citation analysis] | article | 10 |
| 2014 | Austrian Banks in the Comprehensive Assessment In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
| 2023 | Grocery price setting in times of high inflation: what webscraped data tell us In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2024 | The pass-through of policy interest rates to bank retail rates in Austria In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2010 | Backtesting short-term treasury management strategies based on multi-stage stochastic programming In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2011 | Backtesting Short-Term Treasury Management Strategies Based on Multi-Stage Stochastic Programming.(2011) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2010 | Cash management using multi-stage stochastic programming In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
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