9
H index
9
i10 index
495
Citations
European Central Bank | 9 H index 9 i10 index 495 Citations RESEARCH PRODUCTION: 12 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin Klaus. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Financial Stability Review | 5 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 5 |
| ESRB Occasional Paper Series / European Systemic Risk Board | 2 |
| Staff Working Papers / Bank of Canada | 2 |
| Occasional Paper Series / European Central Bank | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper |
| 2024 | How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2407.02183. Full description at Econpapers || Download paper |
| 2024 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. Full description at Econpapers || Download paper |
| 2024 | Interaction of Macroprudential and Monetary Policies: Practice Ahead of Theory. (2024). Yang, Jing ; Terajima, Yaz ; Duprey, Thibaut. In: Discussion Papers. RePEc:bca:bocadp:24-18. Full description at Econpapers || Download paper |
| 2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper |
| 2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper |
| 2024 | The Risk of Inflation Dispersion in the Euro Area. (2024). Lhuissier, Stéphane ; Tripier, Fabien ; Ortmans, Aymeric. In: Working papers. RePEc:bfr:banfra:954. Full description at Econpapers || Download paper |
| 2025 | Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291. Full description at Econpapers || Download paper |
| 2024 | Calibrating 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. Full description at Econpapers || Download paper |
| 2025 | Climate Hazards Meet Overpriced Cities: Linking Environmental Risks to Real Estate Markets Across the Globe. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader ; Giraldo-Salazar, Iader. In: Documentos de trabajo. RePEc:col:000566:021689. Full description at Econpapers || Download paper |
| 2024 | Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Paper Series. RePEc:ecb:ecbwps:20242989. Full description at Econpapers || Download paper |
| 2025 | The impact of monetary policy and macroprudential policy on corporate lending rates in the Euro area. (2025). Rusnák, Marek ; Herbst, Tobias ; Rusnk, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20253057. Full description at Econpapers || Download paper |
| 2025 | From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061. Full description at Econpapers || Download paper |
| 2025 | Revisiting the impact of financial shocks on the fiscal position of euro area countries. (2025). Verbič, Miroslav ; Zabavnik, Darja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:622-635. Full description at Econpapers || Download paper |
| 2024 | Stabilizing 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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper |
| 2024 | Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457. Full description at Econpapers || Download paper |
| 2024 | European politicians and financial literacy activism: Does financial (in)stability matter?. (2024). Borghi, Elisa ; Papini, Alessia ; Masciandaro, Donato. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004658. Full description at Econpapers || Download paper |
| 2025 | Eurozone economic integration: Historical developments and new challenges ahead. (2025). MORANA, CLAUDIO ; Bagliano, Fabio. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500073x. Full description at Econpapers || Download paper |
| 2024 | Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks. (2024). Ramos Francia, Manuel ; Ossandon Busch, Matias ; Montaez-Enrquez, Ricardo ; Ramos-Francia, Manuel. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000876. Full description at Econpapers || Download paper |
| 2025 | From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548. Full description at Econpapers || Download paper |
| 2024 | Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303. Full description at Econpapers || Download paper |
| 2025 | The impact of financial stress, governance, and geopolitics on Europes energy transition mineral trade. (2025). Islam, Md. Monirul ; Mariev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003470. Full description at Econpapers || Download paper |
| 2025 | Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046. Full description at Econpapers || Download paper |
| 2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
| 2024 | Unravelling 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. Full description at Econpapers || Download paper |
| 2024 | Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661. Full description at Econpapers || Download paper |
| 2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper |
| 2024 | Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006871. Full description at Econpapers || Download paper |
| 2025 | Global geopolitical risk and financial stability: Evidence from China. (2025). Xia, Yuqin ; Zhu, Sha ; Chen, Yunjia ; Li, Qiuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015307. Full description at Econpapers || Download paper |
| 2025 | Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562. Full description at Econpapers || Download paper |
| 2024 | Financial 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. Full description at Econpapers || Download paper |
| 2024 | Sowing the seeds of financial imbalances: The role of macroeconomic performance. (2024). Modugno, Michele ; Afanasyeva, Elena ; Lee, Seung Jung ; Jerow, Sam. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892030142x. Full description at Econpapers || Download paper |
| 2025 | Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542. Full description at Econpapers || Download paper |
| 2025 | Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277. Full description at Econpapers || Download paper |
| 2024 | Macroprudential 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. Full description at Econpapers || Download paper |
| 2024 | China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper |
| 2025 | Institutional quality distance, foreign bank presence and domestic bank efficiency: Cross-country evidence. (2025). Yuan, Xiaohui. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000015. Full description at Econpapers || Download paper |
| 2025 | Can topological transitions in cryptocurrency systems serve as early warning signals for extreme fluctuations in traditional markets?. (2025). Song, Shijia ; Li, Handong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007039. Full description at Econpapers || Download paper |
| 2024 | Economic 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. Full description at Econpapers || Download paper |
| 2025 | Banking system stress: Unravelling its influence on U.S. industry risk. (2025). Chen, Gengxuan ; Li, Sitong ; Yi, Siyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000625. Full description at Econpapers || Download paper |
| 2025 | Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77. Full description at Econpapers || Download paper |
| 2024 | Monetary Tightening, Inflation Drivers and Financial Stress. (2023). Shapiro, Adam ; Manea, Cristina ; Boissay, Frédéric ; Collard, Fabrice. In: Working Paper Series. RePEc:fip:fedfwp:97503. Full description at Econpapers || Download paper |
| 2024 | Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049. Full description at Econpapers || Download paper |
| 2025 | Synchronization vs. Transmission: The Effect of the German Slowdown on the Italian Business Cycle. (2025). Mistretta, Alessandro. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:1:a:7. Full description at Econpapers || Download paper |
| 2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
| 2025 | Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1. Full description at Econpapers || Download paper |
| 2024 | Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4. Full description at Econpapers || Download paper |
| 2025 | Optimum Currency Area in the Eurozone. (2025). Beck, Krzysztof ; Okhrimenko, Iana. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-024-09750-z. Full description at Econpapers || Download paper |
| 2024 | Constructing country-specific debt sustainability indices for developing countries. (2024). Mahadeo, Scott ; Romeo, Scott Mark ; Rahaman, Akeem. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2024-01. Full description at Econpapers || Download paper |
| 2025 | Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551. Full description at Econpapers || Download paper |
| 2024 | Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Papers. RePEc:ptu:wpaper:w202414. Full description at Econpapers || Download paper |
| 2025 | State dependence of the Phillips curve what does this mean for monetary policy. (2025). Rakgalakane, Jeffrey ; Reid, Monique ; Foresto, Anis. In: Working Papers. RePEc:rbz:wpaper:11080. Full description at Econpapers || Download paper |
| 2024 | Using household-level data to guide borrower-based macro-prudential policy. (2024). Ziegelmeyer, Michael ; Giordana, Gastón. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02477-9. Full description at Econpapers || Download paper |
| 2024 | Macroprudential policy and financial system stability: an aggregate study. (2024). Oros, Cornel ; Popescu, Alexandra ; Jbir, Hamdi. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02524-5. Full description at Econpapers || Download paper |
| 2025 | Global financial cycle and eurozone’s financial stress: quantitative easing matters. (2025). Karfakis, Ioannis. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09697-4. Full description at Econpapers || Download paper |
| 2025 | Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models. (2025). Fallahshams, Mirfeiz ; Gol, Reza Ghafari ; Pourmansouri, Rezvan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02075-9. Full description at Econpapers || Download paper |
| 2024 | Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems. (2024). Reimann, Chris. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00114-4. Full description at Econpapers || Download paper |
| 2025 | Asset Management Companies and the Global Financial Crisis in Ireland and Spain. (2025). Reynolds, Ciara ; Collins, Michel L. In: Working Papers. RePEc:ucd:wpaper:202502. Full description at Econpapers || Download paper |
| 2024 | Era of restructuring: Deposit demand estimation and welfare consequences during the Japanese mega-bank mergers wave. (2024). Chen, Po-Lin. In: Working Papers. RePEc:wap:wpaper:2408. Full description at Econpapers || Download paper |
| 2024 | Carbon performance and financial debt: Effect of formal and informal institutions. (2024). Castro, Paula ; Tascon, Maria T ; Ferreras, Adrian. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:2801-2822. Full description at Econpapers || Download paper |
| 2024 | Constructing a composite indicator to assess cyclical systemic risks: An early warning approach. (2024). Koponen, Heidi. In: BoF Economics Review. RePEc:zbw:bofecr:294867. Full description at Econpapers || Download paper |
| 2024 | A price-at-risk approach for the German commercial real estate market. (2024). Stammwitz, Florian ; Plaasch, Jannick ; Herbst, Tobias. In: Technical Papers. RePEc:zbw:bubtps:308094. Full description at Econpapers || Download paper |
| 2024 | A financial stress indicator for Germany. (2024). Metiu, Norbert. In: Technical Papers. RePEc:zbw:bubtps:312405. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Dating Systemic Financial Stress Episodes in the EU Countries In: Staff Working Papers. [Full Text][Citation analysis] | paper | 150 |
| 2015 | Dating systemic financial stress episodes in the EU countries.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | paper | |
| 2017 | Dating 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: 150 | article | |
| 2017 | How to Predict Financial Stress? An Assessment of Markov Switching Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2017 | How to predict financial stress? An assessment of Markov switching models.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | Commonality in hedge fund returns: driving factors and implications In: Working papers. [Full Text][Citation analysis] | paper | 15 |
| 2014 | Commonality 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 | |
| 2015 | Commonality 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 | |
| 2014 | Euro Area business cycles in turbulent times: convergence or decoupling? In: Working papers. [Full Text][Citation analysis] | paper | 35 |
| 2015 | Euro 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: 35 | paper | |
| 2015 | Euro Area business cycles in turbulent times: convergence or decoupling?.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2013 | Implicit State Guarantees Exacerbate Problem: Separated Banking System Alone Not a Solution In: DIW Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Implizite Staatsgarantien verschärfen die Probleme - Trennbankensystem allein ist keine Lösung In: DIW Wochenbericht. [Full Text][Citation analysis] | article | 1 |
| 2017 | A new database for financial crises in European countries In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 112 |
| 2017 | A new database for financial crises in European countries.(2017) In: ESRB Occasional Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
| 2019 | Overcapacities in banking: measurements, trends and determinants In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2020 | Overcapacities in banking: Measurement, trends and determinants.(2020) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2009 | Risk spillover among hedge funds: The role of redemptions and fund failures In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Capturing the Financial Cycle in Euro Area Countries In: Financial Stability Review. [Full Text][Citation analysis] | article | 25 |
| 2018 | The distribution of interest rate risk in the euro area In: Financial Stability Review. [Full Text][Citation analysis] | article | 1 |
| 2021 | Bank mergers and acquisitions in the euro area: drivers and implications for bank performance In: Financial Stability Review. [Full Text][Citation analysis] | article | 3 |
| 2022 | Towards a framework for assessing systemic cyber risk In: Financial Stability Review. [Full Text][Citation analysis] | article | 1 |
| 2023 | Gauging the interplay between market liquidity and funding liquidity In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
| 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options In: ESRB Occasional Paper Series. [Full Text][Citation analysis] | paper | 102 |
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