Benjamin Klaus : Citation Profile

Are you Benjamin Klaus?

European Central Bank

8

H index

8

i10 index

441

Citations

RESEARCH PRODUCTION:

12

Articles

13

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 31
   Journals where Benjamin Klaus has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 6 (1.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl117
   Updated: 2024-11-04    RAS profile: 2023-08-06    
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Relations with other researchers

Works with:

Gardo, Sandor (4)

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

Is cited by:

Galan, Jorge (12)

Drehmann, Mathias (12)

Schüler, Yves (11)

Hodula, Martin (10)

Duprey, Thibaut (8)

Juselius, John (8)

GUPTA, RANGAN (8)

von Schweinitz, Gregor (8)

Lang, Jan Hannes (8)

Beutel, Johannes (6)

Pirovano, Mara (6)

Cites to:

Reinhart, Carmen (18)

Rose, Andrew (16)

Frankel, Jeffrey (16)

BORIO, Claudio (13)

Drehmann, Mathias (12)

Rogoff, Kenneth (10)

Reichlin, Lucrezia (10)

Peltonen, Tuomas (9)

Giannone, Domenico (8)

Tsatsaronis, Kostas (8)

Kaminsky, Graciela (8)

Main data

Where Benjamin Klaus has published?

Journals with more than one article published# docs
Financial Stability Review5
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
ESRB Occasional Paper Series / European Systemic Risk Board2
Staff Working Papers / Bank of Canada2
Occasional Paper Series / European Central Bank2

Recent works citing Benjamin Klaus (2024 and 2023)

YearTitle 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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2023Investor behavior under market stress:evidence from the Italian sovereign bond market. (2023). Panzarino, Onofrio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_033_23.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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2023.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Understanding the profitability gap between euro area and US global systemically important banks. (2023). Leite, Joo Matos ; di Vito, Luca ; Fuentes, Natalia Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023327.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

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2024Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x.

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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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2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

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2023Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150.

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2023Preventing financial disasters: Macroprudential policy and financial crises. (2023). Fernandez-Gallardo, Alvaro. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002306.

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2023Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg. (2023). Giordana, Gastón ; Pi, Maria Noel. In: Economics & Human Biology. RePEc:eee:ehbiol:v:50:y:2023:i:c:s1570677x23000436.

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2023Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704.

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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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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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2023Bank-specific capital requirements: Short and long-run determinants. (2023). Marques, Bernardo P ; Citterio, Alberto ; Alves, Carlos Francisco. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007346.

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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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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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2023The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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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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2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2024Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries. (2024). Yersh, Valeryia ; Beck, Krzysztof. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:784-803.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

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2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784.

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2023How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:3:a:3.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Fiscal crises and climate change.. (2023). Uribe, Jorge. In: IREA Working Papers. RePEc:ira:wpaper:202303.

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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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2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

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2023The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model. (2023). Abbes, Mouna Boujelbene ; Soltani, Hayet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09600-z.

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2023Bank Profitability and Mergers in the German Cooperative Banking Sector. (2023). Reichel, Richard. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_6.

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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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2024Constructing a composite indicator to assess cyclical systemic risks: An early warning approach. (2024). Koponen, Heidi. In: BoF Economics Review. RePEc:zbw:bofecr:294867.

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2023.

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Works by Benjamin Klaus:

YearTitleTypeCited
2016Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers.
[Full Text][Citation analysis]		paper124
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: 124		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: 124		article
2017How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper15
2017How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 15		paper
2012Commonality in hedge fund returns: driving factors and implications In: Working papers.
[Full Text][Citation analysis]		paper15
2014Commonality in hedge fund returns: driving factors and implications.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2015Commonality in hedge fund returns: Driving factors and implications.(2015) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2014Euro Area business cycles in turbulent times: convergence or decoupling? In: Working papers.
[Full Text][Citation analysis]		paper33
2015Euro area business cycles in turbulent times: convergence or decoupling?.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2015Euro Area business cycles in turbulent times: convergence or decoupling?.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 33		article
2013Implicit State Guarantees Exacerbate Problem: Separated Banking System Alone Not a Solution In: DIW Economic Bulletin.
[Full Text][Citation analysis]		article0
2013Implizite Staatsgarantien verschärfen die Probleme - Trennbankensystem allein ist keine Lösung In: DIW Wochenbericht.
[Full Text][Citation analysis]		article1
2017A new database for financial crises in European countries In: Occasional Paper Series.
[Full Text][Citation analysis]		paper104
2017A new database for financial crises in European countries.(2017) In: ESRB Occasional Paper Series.
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This paper has nother version. Agregated cites: 104		paper
2019Overcapacities in banking: measurements, trends and determinants In: Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2020Overcapacities in banking: Measurement, trends and determinants.(2020) In: Economic Modelling.
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This paper has nother version. Agregated cites: 7		article
2009Risk spillover among hedge funds: The role of redemptions and fund failures In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2014Capturing the Financial Cycle in Euro Area Countries In: Financial Stability Review.
[Full Text][Citation analysis]		article24
2018The distribution of interest rate risk in the euro area In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2021Bank mergers and acquisitions in the euro area: drivers and implications for bank performance In: Financial Stability Review.
[Full Text][Citation analysis]		article3
2022Towards a framework for assessing systemic cyber risk In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2023Gauging the interplay between market liquidity and funding liquidity In: Financial Stability Review.
[Full Text][Citation analysis]		article0
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]		article6
2014Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series.
[Full Text][Citation analysis]		paper96

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team