6
H index
5
i10 index
111
Citations
Technische Universität Bergakademie Freiberg (90% share) | 6 H index 5 i10 index 111 Citations RESEARCH PRODUCTION: 11 Articles EDITOR: Series edited 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 Jacob Kleinow. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB) | 2 |
| Journal of Financial Economic Policy | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Aus, Concepci'On M ; Virbickait, Audron E. In: Papers. RePEc:arx:papers:2401.03443. Full description at Econpapers || Download paper |
| 2024 | Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235. Full description at Econpapers || Download paper |
| 2024 | The Mertons Default Risk Model for Public Company. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.18121. Full description at Econpapers || Download paper |
| 2024 | Gordon Growth Model with Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.19424. Full description at Econpapers || Download paper |
| 2024 | Dividend based risk measures: A Markov chain approach. (2024). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:471:y:2024:i:c:s0096300324000833. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669. Full description at Econpapers || Download paper |
| 2025 | Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615. Full description at Econpapers || Download paper |
| 2025 | Does digital transformation affect systemic risk? Evidence from the banking sector in China. (2025). Sun, Naili ; Xia, Yufei ; Li, Yawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002248. Full description at Econpapers || Download paper |
| 2024 | Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532. Full description at Econpapers || Download paper |
| 2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x. Full description at Econpapers || Download paper |
| 2024 | Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110. Full description at Econpapers || Download paper |
| 2024 | Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256. Full description at Econpapers || Download paper |
| 2025 | Sectoral credit allocation and systemic risk. (2025). Ongena, Steven ; AndrieÈ™, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001487. Full description at Econpapers || Download paper |
| 2025 | The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324. Full description at Econpapers || Download paper |
| 2024 | Stochastic orders and distortion risk contribution ratio measures. (2024). Zhang, Yiying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:104-122. Full description at Econpapers || Download paper |
| 2024 | Leveraged 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. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
| 2024 | Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China. (2024). Dong, Zuoji ; Huangfu, Yubin ; Wang, Yingman ; Yu, Haibo. In: Land. RePEc:gam:jlands:v:13:y:2024:i:6:p:890-:d:1418157. Full description at Econpapers || Download paper |
| 2024 | The effect of liquidity creation on systemic risk: evidence from European banking sector. (2024). Viviani, Jean-Laurent ; Srour, Zainab ; Saghi, Nadia ; Louhichi, Wal. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04836-8. Full description at Econpapers || Download paper |
| 2024 | Innovation and Firm Productivity in Central America. (2024). Anokye, Nana Adwoa ; Asiedu, Michael ; Arthur, Benedict. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01321-w. Full description at Econpapers || Download paper |
| Journal | |
|---|---|
| Financial Markets, Institutions and Risks |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Ökonomische Analyse von Konzepten einer Europäischen Ratingagentur In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB). [Full Text][Citation analysis] | article | 0 |
| 2015 | Der Bankenstresstest 2014 im Vorfeld des Single Supervisory Mechanism: Theorie und Empirie zu einem Lackmustest der neuen europäischen Bankenregulierung In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB). [Full Text][Citation analysis] | article | 0 |
| 2018 | Proportionale Bankenregulierung: Chance für Genossenschaftsbanken? In: Zeitschrift für das gesamte Genossenschaftswesen. [Full Text][Citation analysis] | article | 0 |
| 2017 | Measuring systemic risk: A comparison of alternative market-based approaches In: Finance Research Letters. [Full Text][Citation analysis] | article | 37 |
| 2016 | Systemic risk among European banks: A copula approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 22 |
| 2016 | Systemically important financial institutions in Latin America - A Primer In: Brazilian Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
| 2015 | Determinants of systemically important banks: the case of Europe In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 8 |
| 2015 | Determinants of systemically important banks: the case of Europe In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 11 |
| 2017 | Factors driving systemic risk of banks in Latin America In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
| 2014 | The value of being systemically important: event study on regulatory announcements for banks In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2022 | DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 5 |
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