Sujit Ramesh Kapadia : Citation Profile


European Central Bank

19

H index

22

i10 index

2064

Citations

RESEARCH PRODUCTION:

16

Articles

30

Papers

5

Chapters

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 103
   Journals where Sujit Ramesh Kapadia has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 25 (1.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka1066
   Updated: 2026-02-21    RAS profile: 2023-08-07    
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Relations with other researchers


Works with:

Bluwstein, Kristina (3)

Giuzio, Margherita (3)

Redl, Chris (2)

Turrell, Arthur (2)

Kapetanios, George (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sujit Ramesh Kapadia.

Is cited by:

Napoletano, Mauro (68)

Roventini, Andrea (64)

Farmer, J. (32)

Fagiolo, Giorgio (26)

Silva, Thiago (25)

Kobayashi, Teruyoshi (23)

Berndsen, Ron (21)

battiston, stefano (20)

Tabak, Benjamin (19)

Halaj, Grzegorz (19)

Mandel, Antoine (19)

Cites to:

Shin, Hyun Song (32)

BORIO, Claudio (27)

Drehmann, Mathias (20)

Pedersen, Lasse (19)

Reinhart, Carmen (19)

HALDANE, ANDREW (16)

Aikman, David (15)

Taylor, Alan (15)

Gertler, Mark (13)

Galí, Jordi (12)

Laeven, Luc (11)

Main data


Where Sujit Ramesh Kapadia has published?


Journals with more than one article published# docs
Journal of Risk Finance2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
Bank of England working papers / Bank of England12
Working Paper Series / European Central Bank5
Economics Series Working Papers / University of Oxford, Department of Economics3
Working Papers Central Bank of Chile / Central Bank of Chile2

Recent works citing Sujit Ramesh Kapadia (2025 and 2024)


YearTitle of citing document
2024Dynamic Clearing and Contagion in Financial Networks. (2024). Feinstein, Zachary ; Banerjee, Tathagata ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091.

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2024From interpretability to inference: an estimation framework for universal approximators. (2024). Joseph, Andreas. In: Papers. RePEc:arx:papers:1903.04209.

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2024Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective. (2024). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2024Formation of Optimal Interbank Networks under Liquidity Shocks. (2024). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024Contagion on Financial Networks: An Introduction. (2024). Ugwu, Sunday Akukodi ; Medina, Sofia ; Babul, Shazia'Ayn. In: Papers. RePEc:arx:papers:2402.08071.

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2024Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques. (2024). Zhang, Yuanyuan ; Chan, Stephen ; Osterrieder, Joerg ; Chu, Jeffrey ; Mare, Codruta ; Misheva, Branka Hadji. In: Papers. RePEc:arx:papers:2402.11231.

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2024The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284.

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2025Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs. (2025). Zohren, Stefan ; Pierrehumbert, Janet B ; Drinkall, Felix. In: Papers. RePEc:arx:papers:2407.17624.

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks. (2024). Visentin, Gabriele ; D'Errico, Marco ; Citterio, Matteo. In: Papers. RePEc:arx:papers:2410.23275.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

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2025Clearing Sections of Lattice Liability Networks. (2025). Riess, Hans ; Lopez, Miguel ; Gould, Julian ; Ghrist, Robert. In: Papers. RePEc:arx:papers:2503.17836.

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2025Causal analysis of extreme risk in a network of industry portfolios. (2025). Kluppelberg, Claudia ; Krali, Mario. In: Papers. RePEc:arx:papers:2504.00523.

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2025Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis. (2025). , Ana. In: Papers. RePEc:arx:papers:2504.01969.

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2025Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets. (2025). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2507.08065.

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2025Federal Reserve Communication and the COVID-19 Pandemic. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Kazinnik, Sophia. In: Papers. RePEc:arx:papers:2508.04830.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2026Recidivism and Peer Influence with LLM Text Embeddings in Low Security Correctional Facilities. (2025). Nath, Shanjukta ; Hong, Jiwon ; Warren, Keith ; Paul, Subhadeep. In: Papers. RePEc:arx:papers:2509.20634.

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2025Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.19630.

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2026Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from European Banking. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.24775.

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2025Network and Risk Analysis of Surety Bonds. (2025). Broderick, Tamara ; Lin, Vanessa ; Jadbabaie, Ali ; Quintero, Manuel ; Sinclair, Sean R ; Sarker, Arnab. In: Papers. RePEc:arx:papers:2511.05691.

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2025Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2511.08602.

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2025Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory. (2025). Wu, Jiacheng. In: Papers. RePEc:arx:papers:2511.11909.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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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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2024Critical Edges in Financial Networks. (2024). Silva, Thiago ; Alexandre, Michel ; Rodrigues, Francisco Aparecido. In: Working Papers Series. RePEc:bcb:wpaper:594.

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2024Portfolio decarbonisation strategies: questions and suggestions. (2024). Angelini, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_840_24.

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2024Green granular borrowers. (2024). Cascarano, Michele ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1471_24.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961.

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2024The Effect of Quantitative Complexity Analysis on the Resilience of Nigerian Banks. Case Study: The Four Listed Nigerian Banks on the Premium Board of the Nigerian Exchange Group (NGX) for the Year 2019 -2022. (2024). Samuel, Apanisile Temitope. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:7:p:17-71.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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2024Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2025Investing in Europe’s green future: green investment needs, outlook and obstacles to funding the gap. (2025). Tamburrini, Fabio ; Kostakis, Vasileios ; Bakowski, Krzysztof ; Momferatou, Daphne ; Abraham, Laurent ; Rau-Goehring, Matthias ; Pasqua, Carlo ; Rariga, Erzsebet-Judit ; Andersson, Malin ; Spaggiari, Martina ; Khler-Ulbrich, Petra ; Setzer, Ralph ; Gross, Johannes ; Rusinova, Desislava ; Nerlich, Carolin ; Vendrell, Josep Maria ; Grynberg, Charlotte ; Vinci, Francesca ; Ferrando, Annalisa ; Hoendervangers, Lucia ; Emambakhsh, Tina. In: Occasional Paper Series. RePEc:ecb:ecbops:2025367.

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2024Burn now or never? Climate change exposure and investment of fossil fuel firms. (2024). Manu, Ana-Simona ; Adolfsen, Jakob ; Heissel, Malte ; Vinci, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242945.

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2024Climate risk, bank lending and monetary policy. (2024). Pagano, Marco ; Altavilla, Carlo ; Boucinha, Miguel ; Polo, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20242969.

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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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2024Financial returns, sentiment and market volatility. A dynamic assessment.. (2024). Gallo, Giampiero ; Borgioli, Stefano ; Ongari, Chiara. In: Working Paper Series. RePEc:ecb:ecbwps:20242999.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2025When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20253074.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2025Sustainability labels vs. reality: how climate-friendly are green and ESG funds?. (2025). Mazzolini, Giulio ; Kapadia, Sujit ; Salakhova, Dilyara ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20253121.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2025Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130.

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2024Techno-economic and environmental analyses of hybrid renewable energy systems for a remote location employing machine learning models. (2024). Zhu, Shunmin ; Wang, Ruiqi ; Mondal, Pradip ; Ling-Chin, Janie ; Roy, Dibyendu ; Roskilly, Anthony Paul. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924002678.

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2024Matrix centrality for annotated hypergraphs. (2024). Musatov, Daniil ; Kovalenko, K ; Samoylenko, I ; Vasilyeva, E ; Raigorodskii, A M ; Boccaletti, S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008087.

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2024Interaction uncertainty in financial networks. (2024). Auconi, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010208.

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2024Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165.

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2025Analysis of digital financial innovation behavior based on fractional-order evolutionary game. (2025). Liu, Siqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:192:y:2025:i:c:s0960077925000803.

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2025Recent advances in network dismantling: A comprehensive review and list of recommendations for future work. (2025). Wandelt, Sebastian ; Chen, Xinyue ; Sun, Xiaoqian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925006861.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672.

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2024The labor market channel of systemic risk. (2024). Silva, Thiago ; Alexandre, Michel ; Tabak, Benjamin Miranda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001684.

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2024Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130.

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2024Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x.

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2025Do green policies enhance short-term economic growth? Assessing EU Recovery and Resilience Plans through the lens of Sustainable Development Goals. (2025). Mustica, Paolo ; Millemaci, Emanuele ; Limosani, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000392.

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2025An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014.

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2024A new method for measuring financial resilience. (2024). Chen, Yilin ; Sun, Chentong. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003677.

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2024Risk amplification effect of multilayer financial networks: Feedback mechanism or cyclic structure?. (2024). Fan, Hong ; Pang, Congyuan. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003719.

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2025Corporate carbon emissions and financial performance: A flexible copula-based model to address non-random sample selection. (2025). Zanin, Luca. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000254.

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2024The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211.

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2025Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

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2024The impact of synergistic development of renewable energy and digital economy on energy intensity: Evidence from 33 countries. (2024). Ding, Tao ; Jiao, Jianling ; Song, Jiangfeng. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007692.

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2025AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics. (2025). Yu, Pei-Shan ; Ryan, Darragh ; Neelakantan, Parvati ; Muckley, Cal B ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000675.

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2025Climate risks and financial stability: Evidence on the effectiveness of climate-related financial policies. (2025). Dorazio, Paola. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925003916.

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2025Analyzing the markets reaction to AI narratives in corporate filings. (2025). Zhao, Yunfei ; Walker, Thomas ; Salganik-Shoshan, Galla ; Elias, Maxim ; Basnet, Anup. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s105752192500465x.

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2025Understanding risk spillover in multi-layer financial networks: The role of bank–firm connections. (2025). Wang, Guanghou ; Zhao, Han ; Shu, Lei ; Song, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004910.

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2024Unconscious thoughts as a spur and halt on good financial decisioning making. (2024). Forbes, William. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005288.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Wang, Shixuan ; Lu, Shanglin ; He, YU ; Wei, Ran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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2025Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269.

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2024Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment. (2024). Storani, Saverio ; Cerqueti, Roy ; Pampurini, Francesca ; Quaranta, Anna Grazia. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000916.

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2025In bank runs and market stress, it matters how networks impact: Exploring the financial connectedness in Vietnam. (2025). Le, Thanh T. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015186.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024Are green loans less risky? Micro-evidence from a European Emerging Economy. (2024). Neagu, Florian ; Tatarici, Luminia ; Dragu, Florin ; Stamate, Amalia. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001080.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024Estimating 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.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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2025Analyzing and forecasting Chinas financial resilience: Measurement techniques and identification of key influencing factors. (2025). Sun, Chentong ; Zhang, XU ; Chen, Yilin. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000014.

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2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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2024Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151.

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2024Estimating probability of default via delinquencies? Evidence from European P2P lending market. (2024). Nigmonov, Asror ; Urbonas, Povilas ; Shams, Syed. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001224.

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2024Geopolitical risk perceptions. (2024). Schüler, Yves ; Lewis, Vivien ; Bondarenko, Yevheniia ; Schler, Yves ; Rottner, Matthias. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001326.

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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580.

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2025Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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2025Econometric forecasting using ubiquitous news text: Text-enhanced factor model. (2025). Seo, Beomseok. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1055-1072.

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More than 100 citations found, this list is not complete...

Works by Sujit Ramesh Kapadia:


YearTitleTypeCited
2011The long-term economic impact of higher capital levels In: BIS Papers chapters.
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chapter5
2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
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paper131
2011Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has nother version. Agregated cites: 131
chapter
2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 131
paper
2010Contagion in financial networks In: Bank of England working papers.
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paper643
2012Liquidity risk, cash-flow constraints and systemic feedbacks In: Bank of England working papers.
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paper28
2012Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks.(2012) In: NBER Chapters.
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This paper has nother version. Agregated cites: 28
chapter
2012A network model of financial system resilience In: Bank of England working papers.
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paper58
2013A network model of financial system resilience.(2013) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 58
article
2011A network model of financial system resilience.(2011) In: SFB 649 Discussion Papers.
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This paper has nother version. Agregated cites: 58
paper
2012Size and complexity in model financial systems In: Bank of England working papers.
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paper69
2018News and narratives in financial systems: exploiting big data for systemic risk assessment In: Bank of England working papers.
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paper75
2021News and narratives in financial systems: Exploiting big data for systemic risk assessment.(2021) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 75
article
2018Rethinking financial stability In: Bank of England working papers.
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paper31
2018Targeting financial stability: macroprudential or monetary policy? In: Bank of England working papers.
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paper32
2019Targeting financial stability: macroprudential or monetary policy?.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 32
paper
2023Targeting Financial Stability: Macroprudential or Monetary Policy?.(2023) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 32
article
2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach In: Bank of England working papers.
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paper40
2021Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 40
paper
2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach.(2023) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 40
article
2020Making text count: economic forecasting using newspaper text In: Bank of England working papers.
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paper63
2022Making text count: Economic forecasting using newspaper text.(2022) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 63
article
2021The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation In: Bank of England working papers.
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paper4
2008Financial innovation, macroeconomic stability and systemic crises In: Bank of England working papers.
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paper26
2008Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal.
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This paper has nother version. Agregated cites: 26
article
2008Financial Innovation, Macroeconomic Stability and Systemic Crises.(2008) In: Economic Journal.
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This paper has nother version. Agregated cites: 26
article
2014Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation In: Bank of England Financial Stability Papers.
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paper55
2011A Network Model of Super-Systemic Crises In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter5
2009A Network Model of Super-systemic Crises.(2009) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 5
paper
2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies In: Occasional Paper Series.
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paper23
2021The low-carbon transition, climate commitments and firm credit risk In: Working Paper Series.
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paper21
2022The low-carbon transition, climate commitments and firm credit risk.(2022) In: Working Paper Series.
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This paper has nother version. Agregated cites: 21
paper
2022Are ethical and green investment funds more resilient? In: Working Paper Series.
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paper6
2023Financing the low-carbon transition in Europe In: Working Paper Series.
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paper5
2023The more the merrier? Evidence on the value of multiple requirements in bank regulation In: Journal of Banking & Finance.
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article2
2011Complexity, concentration and contagion In: Journal of Monetary Economics.
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article503
2007Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance.
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article1
2007Systemic risk in modern financial systems: analytics and policy design In: Journal of Risk Finance.
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article9
2006Financial innovation, macroeconomic stability and systemic crises In: Proceedings.
[Citation analysis]
article4
2011A Network Model of Financial System Resilience In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper24
2009Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking.
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article31
2004The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper8
2003The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective.(2003) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2005Inflation-Target Expectations and Optimal Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2005.
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paper3
2005Inflation-Target Expectations and Optimal Monetary Policy.(2005) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2021Taking uncertainty seriously: simplicity versus complexity in financial regulation In: Industrial and Corporate Change.
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article55
2014Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 55
paper
2019Networks and systemic risk in the financial system In: Oxford Review of Economic Policy.
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article19
2005Optimal Monetary Policy under Hysteresis In: Economics Series Working Papers.
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paper11
2013Bank Funding and Financial Stability In: RBA Annual Conference Volume (Discontinued).
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chapter14
2014THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK In: International Journal of Finance & Economics.
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article60

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