6
H index
5
i10 index
197
Citations
Kobe University | 6 H index 5 i10 index 197 Citations RESEARCH PRODUCTION: 18 Articles 25 Papers RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko119 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Teruyoshi Kobayashi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Economics Letters | 2 |
Journal of Economic Dynamics and Control | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Graduate School of Economics, Kobe University | 11 |
Papers / arXiv.org | 10 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2023 | Credit Valuation Adjustment in Financial Networks. (2023). Zlati, Vinko ; Battiston, Stefano ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2305.16434. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper |
2023 | The pass through of monetary policy to euro area bank interest rates. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-2. Full description at Econpapers || Download paper |
2023 | Contagion in social networks: On contagion thresholds. (2023). Kwa, Kiam Heong ; Keng, Ying Ying. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:456:y:2023:i:c:s0096300323002904. Full description at Econpapers || Download paper |
2023 | Temporal link prediction based on node dynamics. (2023). Tao, LI ; Jia, Tao ; He, Langzhou ; Wu, Jiayun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s096007792300303x. Full description at Econpapers || Download paper |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
2024 | Counterparty 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. Full description at Econpapers || Download paper |
2023 | Cost channel, determinacy, and monetary policy in a two-country new Keynesian model. (2023). Ida, Daisuke. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003492. Full description at Econpapers || Download paper |
2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper |
2023 | Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384. Full description at Econpapers || Download paper |
2024 | From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955. Full description at Econpapers || Download paper |
2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
2024 | Uncertainty, 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. Full description at Econpapers || Download paper |
2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. Full description at Econpapers || Download paper |
2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper |
2024 | Proportional clearing mechanisms in financial systems: An axiomatic approach. (2024). Llerena, Francesc ; Calleja, Pedro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s030440682400017x. Full description at Econpapers || Download paper |
2024 | Transitions between equilibria in Bilingual Games under Probit Choice. (2024). Arigapudi, Srinivas. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000181. Full description at Econpapers || Download paper |
2023 | Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994. Full description at Econpapers || Download paper |
2023 | Structure, robustness and supply risk in the global wind turbine trade network. (2023). Chen, Wei-Qiang ; Zhang, Xin ; Lu, An-Liang ; Bai, Xiao ; Yang, Yajie ; Zhao, Longfeng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:177:y:2023:i:c:s1364032123000709. Full description at Econpapers || Download paper |
2023 | Proportional clearing mechanisms in financial systems: an axiomatic approach. (2023). Llerena, Francesc ; Calleja, Pedro. In: UB Economics Working Papers. RePEc:ewp:wpaper:442web. Full description at Econpapers || Download paper |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
2023 | Spatial immunization to abate disease spreading in transportation hubs. (2023). Ramasco, Jose J ; Colet, Pere ; Privitera, Filippo ; Gallotti, Riccardo ; Mazzoli, Mattia. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-36985-0. Full description at Econpapers || Download paper |
2023 | Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0. Full description at Econpapers || Download paper |
2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
2023 | Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Efficient immunization strategies to prevent financial contagion In: Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Network versus portfolio structure in financial systems In: Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Network versus portfolio structure in financial systems.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades In: Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2013 | A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Cascades in multiplex financial networks with debts of different seniority In: Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Cascades in multiplex financial networks with debts of different seniority.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2017 | Social dynamics of financial networks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Identifying relationship lending in the interbank market: A network approach In: Papers. [Full Text][Citation analysis] | paper | 18 |
2018 | Identifying relationship lending in the interbank market: A network approach.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2017 | Network models of financial systemic risk: A review In: Papers. [Full Text][Citation analysis] | paper | 54 |
2017 | Network models of financial systemic risk: A review.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2018 | Network models of financial systemic risk: a review.(2018) In: Journal of Computational Social Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2018 | Extracting the multi-timescale activity patterns of online financial markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Extracting the multi-timescale activity patterns of online financial markets.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Unstable diffusion in social networks In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Unstable diffusion in social networks.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | Financial fire sales as continuous-state complex contagion In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Financial fire sales as continuous-state complex contagion.(2023) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | On the Relationship Between Short- and Long-term Interest Rates-super-* In: International Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Policy Irreversibility and Interest Rate Smoothing In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2010 | Policy irreversibility and interest rate smoothing.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | A NOTE ON EXPECTATIONAL STABILITY UNDER NONZERO TREND INFLATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 22 |
2011 | A note on expectational stability under non-zero trend inflation.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2010 | A note on expectational stability under non-zero trend inflation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2011 | Firm entry, credit availability and monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2003 | Multiplicative uncertainty in a model without inflationary bias In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2021 | Optimal irreversible monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 2 |
2021 | Optimal irreversible monetary policy.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2009 | Announcements and the effectiveness of monetary policy: A view from the US prime rate In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2004 | Monetary policy uncertainty and interest rate targeting In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2005 | A model of monetary unification under asymmetric information In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2008 | Incomplete Interest Rate Pass-Through and Optimal Monetary Policy In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 47 |
2015 | Trend-driven information cascades on random networks In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Fragmenting networks by targeting collective influencers at a mesoscopic level In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Significant ties: Identifying relationship lending in temporal interbank networks In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Irreversible monetary policy at the zero lower bound In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The structured backbone of temporal social ties In: Nature Communications. [Full Text][Citation analysis] | article | 2 |
2009 | Firm entry and monetary policy transmission under credit rationing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Introduction to the special issue “Economics and Complex Networks” In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 0 |
2023 | Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach In: Economic Theory. [Full Text][Citation analysis] | article | 0 |
2005 | Optimal monetary policy and the role of hybrid inflation-price-level targets In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
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