7
H index
6
i10 index
713
Citations
European Central Bank | 7 H index 6 i10 index 713 Citations RESEARCH PRODUCTION: 8 Articles 12 Papers EDITOR: Books edited RESEARCH ACTIVITY: 25 years (1999 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr162 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Manfred Kremer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 4 |
Economics Letters | 2 |
International Economics and Economic Policy | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 8 |
Year | Title of citing document |
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2023 | Integration or fragmentation? A closer look at euro area financial markets. (2023). Feldkircher, Martin ; Klieber, Karin. In: Papers. RePEc:arx:papers:2310.07790. 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17. Full description at Econpapers || Download paper |
2023 | A novel high?frequency indicator of financial integration for monitoring the impact of COVID-19. (2023). Zito, Alessandro ; Mongelli, Francesco Paolo ; Kochanska, Urszula ; Borgioli, Stefano. In: Statistics Paper Series. RePEc:ecb:ecbsps:202343. Full description at Econpapers || Download paper |
2023 | Evaluating the impact of dividend restrictions on euro area bank market values. (2023). Schneider, Julius ; Bochmann, Paul ; Andreeva, Desislava. In: Working Paper Series. RePEc:ecb:ecbwps:20232787. Full description at Econpapers || Download paper |
2023 | Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers || Download paper |
2023 | Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840. Full description at Econpapers || Download paper |
2023 | Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870. Full description at Econpapers || Download paper |
2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
2023 | Revisiting 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | Talking fragmentation away – Decoding the ’whatever it takes’ effect. (2024). Zahner, Johannes ; Baumgartner, Martin. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005104. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x. Full description at Econpapers || Download paper |
2023 | Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611. Full description at Econpapers || Download paper |
2024 | Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers || Download paper |
2023 | Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323. Full description at Econpapers || Download paper |
2023 | On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521. Full description at Econpapers || Download paper |
2023 | Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762. Full description at Econpapers || Download paper |
2023 | Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206. Full description at Econpapers || Download paper |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper |
2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper |
2024 | Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Vangelista, Elisabetta ; Hudecz, Gergely ; Blotevogel, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791. Full description at Econpapers || Download paper |
2024 | Uncertainty 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. 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 | Financial 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72. Full description at Econpapers || Download paper |
2023 | Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73. Full description at Econpapers || Download paper |
2023 | Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5. Full description at Econpapers || Download paper |
2023 | Does joining the European monetary union improve labor productivity? A synthetic control approach. (2023). Eren, Mesut ; Ersoy, Imre ; Wang, Miao Grace ; Zhuang, Hong. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:3:d:10.1007_s11123-023-00668-1. Full description at Econpapers || Download paper |
2023 | The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0. Full description at Econpapers || Download paper |
2023 | Monetary policy models: lessons from the Eurozone crisis. (2023). Pal, Tibor ; Gutierrez-Diez, Pedro J. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02030-0. Full description at Econpapers || Download paper |
2023 | Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Paper series. RePEc:rim:rimwps:22-14. Full description at Econpapers || Download paper |
2023 | Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers || Download paper |
2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
2023 | Risk mitigating versus risk shifting: evidence from banks security trading in crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: Economics Working Papers. RePEc:upf:upfgen:1753. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Timeâ€Varying FAVAR. (2016). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra ; Abbate, Angela. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:48:y:2016:i:4:p:573-601. Full description at Econpapers || Download paper |
2024 | Is the government always greener?. (2024). Zaghini, Andrea ; Vigne, Samuel ; Perdichizzi, Salvatore ; di Tommaso, Caterina. In: CFS Working Paper Series. RePEc:zbw:cfswop:285366. Full description at Econpapers || Download paper |
2023 | Industrie-, Technologie- und Klimapolitik gemeinsam denken!. (2023). Schwarzbauer, Wolfgang ; Koch, Philipp ; Bitto, Virag. In: Policy Notes. RePEc:zbw:ecoapn:53. Full description at Econpapers || Download paper |
2023 | Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: EconStor Preprints. RePEc:zbw:esprep:226219. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | paper | 7 | |
2013 | Introducing Systemic Financial instability into macroeconomics: how to meet the challenge? In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Quantifying financial stability risks for monetary policy In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
2024 | Quantifying financial stability risks for monetary policy.(2024) In: Research Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | A novel risk management perspective for macroprudential policy In: Research Bulletin. [Full Text][Citation analysis] | article | 3 |
2006 | Public debt and long-term interest rates: the case of Germany, Italy and the USA In: Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
2012 | CISS - a composite indicator of systemic stress in the financial system In: Working Paper Series. [Full Text][Citation analysis] | paper | 539 |
2018 | Beyond spreads: measuring sovereign market stress in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
2017 | Beyond spreads: Measuring sovereign market stress in the euro area.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2019 | Financial integration in Europe through the lens of composite indicators In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2020 | Financial integration in Europe through the lens of composite indicators.(2020) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2021 | A risk management perspective on macroprudential policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2021 | The risk management approach to macro-prudential policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2023 | Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2023 | Measuring systemic financial stress and its risks for growth In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2016 | Macroeconomic 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] | article | 31 |
2016 | Macroeconomic 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: 31 | article | |
1999 | Die 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] | paper | 2 |
2013 | Melting 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] | paper | 16 |
In: . [Full Text][Citation analysis] | paper | 4 |
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