Manfred Kremer : Citation Profile

Rheinische Friedrich-Wilhelms-Universität Bonn

8

H index

6

i10 index

762

Citations

RESEARCH PRODUCTION:

9

Articles

12

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 29
   Journals where Manfred Kremer has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 12 (1.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr162
   Updated: 2025-12-20    RAS profile: 2025-11-12    
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Relations with other researchers

Works with:

Schwaab, Bernd (3)

Manganelli, Simone (3)

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

Is cited by:

Creel, Jerome (26)

Hubert, Paul (25)

Labondance, Fabien (24)

Zaghini, Andrea (19)

MORANA, CLAUDIO (14)

Afonso, Antonio (12)

Škrinjarić, Tihana (12)

Mongelli, Francesco (11)

Levy, Daniel (10)

Raviv, Alon (10)

Klaus, Benjamin (9)

Cites to:

Manganelli, Simone (22)

Giannone, Domenico (19)

Engle, Robert (16)

Reichlin, Lucrezia (14)

Adrian, Tobias (14)

Lenza, Michele (14)

Bekaert, Geert (13)

Boyarchenko, Nina (12)

Hoerova, Marie (11)

Lo Duca, Marco (10)

Peersman, Gert (9)

Main data

Where Manfred Kremer has published?

Journals with more than one article published# docs
Research Bulletin4
International Economics and Economic Policy2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank8

Recent works citing Manfred Kremer (2025 and 2024)

YearTitle of citing document
2025Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models. (2025). Szendrei, Tibor ; Kohns, David. In: Papers. RePEc:arx:papers:2506.13257.

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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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2025A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25.

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2024The Risk of Inflation Dispersion in the Euro Area. (2024). Lhuissier, Stéphane ; Tripier, Fabien ; Ortmans, Aymeric. In: Working papers. RePEc:bfr:banfra:954.

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2024What does an inversion of the yield curve tell us?. (2024). Lhuissier, Stéphane ; Bussiere, Matthieu. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:250:03.

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2025Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead. (2024). MORANA, CLAUDIO ; Bagliano, Fabio. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:729.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Using structural models to understand macroeconomic tail risks. (2024). Papadopoulou, Niki ; Ortega, Eva ; Mavromatis, Kostas(Konstantinos) ; Kolb, Benedikt ; Gatt, William ; Brázdik, František ; Ajevskis, Viktors ; de Lorenzo, Ivan ; Garcia, Pablo ; Brzdik, Frantiek ; Montes-Galdn, Carlos ; Lima, Diana. In: Occasional Paper Series. RePEc:ecb:ecbops:2024357.

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2024Implications of higher inflation and interest rates for macroprudential policy stance. (2024). Palligkinis, Spyros ; Herrera, Luis ; Lhe, Sebastian ; Silva, Fatima ; Kerbl, Stefan ; Kent, Luke ; Krkkinen, Samu ; Hempell, Hannah S ; Steikn, Paulina ; Garcia, Salomn ; Oliveira, Vitor ; Espic, Aurlien ; Bork, Tams ; Velez, Anatoli Segura ; di Virgilio, Domenica ; Cornacchia, Wanda ; Heires, Marcel ; Scalone, Valerio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024358.

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2024Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972.

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2024Monetary 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.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2025Interest rate control and the transmission of monetary policy. (2025). Pool, Sebastiaan ; Holm-Hadulla, Fdric. In: Working Paper Series. RePEc:ecb:ecbwps:20253048.

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2025From 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.

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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2025Financial conditions, business cycle fluctuations and growth-at-risk. (2025). Manganelli, Simone ; Falconio, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000752.

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2025The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419.

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2024Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system. (2024). Zhang, Wenyu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004718.

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2024Talking fragmentation away – Decoding the ’whatever it takes’ effect. (2024). Baumgärtner, Martin ; Baumgartner, Martin ; Zahner, Johannes. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005104.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2025Eurozone 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.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2025From 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.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

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2025Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777.

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2024Financial market integration: A complex and controversial journey. (2024). Donadelli, Michael ; Gufler, I ; Paradiso, A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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2025Non-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.

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2025Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis. (2025). Marangoz, Cumali ; Bulut, Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000535.

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2024The time-varying impact of geopolitical risks on financial stress in China: A TVP-VAR analysis. (2024). Zhang, DU ; Wang, Fanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011632.

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2025Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769.

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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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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2025Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone. (2025). Giannellis, Nikolaos ; Tzanaki, Maria-Anna. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000969.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2024Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Blotevogel, Robert ; Hudecz, Gergely ; Vangelista, Elisabetta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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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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2025Governance arrangements and the use of macroprudential policy. (2025). Shim, Seri ; Mehrotra, Aaron ; Kim, Soyoung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000427.

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2024Balance sheet expansionary policies in the euro area: Macroeconomic impacts and a vulnerable versus non-vulnerable comparison. (2024). Pereira, Francisco ; Gomes-Pereira, Francisco. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400015x.

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2025Corporate bond market distress. (2025). Crump, Richard ; Shachar, OR ; Kovner, Anna ; Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000364.

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2025Is the relationship between financial globalization and financial stability heterogeneous? Evidence from emerging markets and developing economies. (2025). Singh, Sunny Kumar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000039.

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2024Financial market integration and the effects of financing constraints on innovation. (2024). Heller, David. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:4:s0048733324000374.

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2025COVID-19 pension raids and sovereign risk. (2025). Ruiz, Jos L ; Bastas, Jaime. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003181.

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2024Identifying crucial financial markets in the flows of cross-border capital – evidence from Chinas financial risk network. (2024). Lien, Donald ; Hu, Jinqiang ; Yu, Xiaojian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006622.

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2024Financial stability: A scientometric analysis and research agenda. (2024). Challita, Sandra ; ben Jabeur, Sami ; Ballouk, Hossein ; Chen, Chaomei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000874.

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2024IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2024Monetary Tightening, Inflation Drivers and Financial Stress. (2023). Shapiro, Adam ; Manea, Cristina ; Boissay, Frédéric ; Collard, Fabrice. In: Working Paper Series. RePEc:fip:fedfwp:97503.

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2025Digital Financial Literacy and Anxiety About Life After 65: Evidence from a Large-Scale Survey Analysis of Japanese Investors. (2025). Kadoya, Yoshihiko ; Rahim, Mostafa Saidur ; Kuramoto, YU ; Thi, Trinh Xuan ; Amarsanaa, Jargalmaa. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:9:p:170-:d:1745020.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2025The Covid pandemic in the market: infected, immune and cured bonds. (2025). Zaghini, Andrea. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-022-00394-z.

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2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead. (2024). MORANA, CLAUDIO ; Bagliano, Fabio. In: Working Papers. RePEc:mib:wpaper:546.

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2024Housing and Macroprudential Policy. (2024). muellbauer, john. In: Economics Series Working Papers. RePEc:oxf:wpaper:1056.

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2024Household debt service ratio in a developing economy: borrower-based analytical tools and macroprudential policy overview in Kazakhstan. (2024). Ybrayev, Zhandos ; Kairullayev, Yerlan ; Zharkynbay, Talgat ; Talakin, Andrey. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:1:d:10.1057_s41261-023-00218-7.

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2025Analysis of financial convergence between the BRICS and OECD countries. (2025). Iranmanesh, Nasim. In: PLOS ONE. RePEc:plo:pone00:0310950.

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2025Financial markets stress indicator for Slovenia (FIMSIS). (2025). Lenarčič, Črt ; Drenkovska, Marija ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:125551.

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2024Climate Policy Uncertainty and Financial Stress: Evidence for China. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202428.

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2025Banks’ risk sentiment across time and frequencies. (2025). Saldias, Martin ; Iskrev, Nikolay. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:re202509.

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2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead. (2024). MORANA, CLAUDIO ; Mattozzi, Andrea ; Bagliano, Fabio C. In: Working Paper series. RePEc:rim:rimwps:24-15.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024Macroprudential 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.

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2025Designing 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.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead. (2024). MORANA, CLAUDIO ; Bagliano, Fabio ; Claudio, Morana ; Fabio, Bagliano. In: Working papers. RePEc:tur:wpapnw:096.

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2024Forecasting and stress testing with quantile vector autoregression. (2024). Manganelli, Simone ; Chavleishvili, Sulkhan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:66-85.

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2024A financial stress indicator for Germany. (2024). Metiu, Norbert. In: Technical Papers. RePEc:zbw:bubtps:312405.

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2024Is the government always greener?. (2024). Zaghini, Andrea ; Vigne, Samuel ; Perdichizzi, Salvatore ; di Tommaso, Caterina. In: CFS Working Paper Series. RePEc:zbw:cfswop:285366.

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2024It better be good, it better be green. (2024). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: CFS Working Paper Series. RePEc:zbw:cfswop:304317.

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Manfred Kremer has edited the books:

YearTitleTypeCited

Works by Manfred Kremer:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		paper7
2013Introducing Systemic Financial instability into macroeconomics: how to meet the challenge? In: Research Bulletin.
[Full Text][Citation analysis]		article0
2021Quantifying financial stability risks for monetary policy In: Research Bulletin.
[Full Text][Citation analysis]		article2
2024Quantifying financial stability risks for monetary policy.(2024) In: Research Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021A novel risk management perspective for macroprudential policy In: Research Bulletin.
[Full Text][Citation analysis]		article4
2006Public debt and long-term interest rates: the case of Germany, Italy and the USA In: Working Paper Series.
[Full Text][Citation analysis]		paper38
2012CISS - a composite indicator of systemic stress in the financial system In: Working Paper Series.
[Full Text][Citation analysis]		paper561
2018Beyond spreads: measuring sovereign market stress in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper47
2017Beyond spreads: Measuring sovereign market stress in the euro area.(2017) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2019Financial integration in Europe through the lens of composite indicators In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2020Financial integration in Europe through the lens of composite indicators.(2020) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2021A risk management perspective on macroprudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2021The risk management approach to macro-prudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2023Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2023Measuring systemic financial stress and its risks for growth In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2016Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article34
2016Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area.(2016) In: International Economics and Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2025CISS of death: measuring financial crises in real time In: Review of Finance.
[Full Text][Citation analysis]		article1
1999Die Kapitalmarktzinsen in Deutschland und den USA: Wie eng ist der Zinsverbund? Eine Anwendung der multivariaten Kointegrationsanalyse In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper2
2013Melting down: Systemic financial instability and the macroeconomy In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
[Full Text][Citation analysis]		paper16
2021Measuring Systemic Financial Stress and its Impact on the Macroeconomy In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
[Full Text][Citation analysis]		paper4

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