Sam Langfield : Citation Profile


Are you Sam Langfield?

European Central Bank (88% share)
Massachusetts Institute of Technology (MIT) (12% share)

14

H index

14

i10 index

796

Citations

RESEARCH PRODUCTION:

10

Articles

33

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 99
   Journals where Sam Langfield has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 16 (1.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla829
   Updated: 2024-12-03    RAS profile: 2021-05-29    
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Relations with other researchers


Works with:

Hoffmann, Peter (2)

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

Is cited by:

Aldasoro, Iñaki (39)

Killeen, Neill (21)

Peltonen, Tuomas (16)

Portes, Richard (15)

Abad, Jorge (14)

Kok, Christoffer (14)

Pelizzon, Loriana (13)

Brunnermeier, Markus (12)

Faia, Ester (11)

Dunne, Peter (10)

Delli Gatti, Domenico (9)

Cites to:

Pagano, Marco (22)

Acharya, Viral (12)

Degryse, Hans (12)

Ongena, Steven (11)

Brunnermeier, Markus (10)

Liu, Zijun (9)

Van Horen, Neeltje (9)

Simonelli, Saverio (9)

Rochet, Jean (9)

Reinhart, Carmen (8)

FREIXAS, XAVIER (8)

Main data


Where Sam Langfield has published?


Journals with more than one article published# docs
Economic Policy3

Working Papers Series with more than one paper published# docs
ESRB Working Paper Series / European Systemic Risk Board4
ESRB Occasional Paper Series / European Systemic Risk Board4
Working Paper Series / European Central Bank4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Report of the Advisory Scientific Committee / European Systemic Risk Board3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Sam Langfield (2024 and 2023)


YearTitle of citing document
2023The Reversal Interest Rate. (2023). Brunnermeier, Markus ; Koby, Yann ; Abadi, Joseph. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:8:p:2084-2120.

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2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2024Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2023Drivers of Shadow Banking System: A Panel Empirical Approach for Developed Countries. (2023). Zhelyazkova, Virginia ; Goldman, Sarah. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:95-122.

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2023Interdependence between assets and liabilities in the banking system: changes in the last two decades. (2023). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_752_23.

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2023Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1140.

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2024Returns to scale in cost, revenue, and profit for European banks: New results from nonparametric local linear methods. (2024). Zhao, Shirong ; Wu, JI. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:487-517.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023Interbank 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.

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2023Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?. (2023). Kruger, Samuel ; Hirschey, Nicholas ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:887-934.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2023The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031.

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2023Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12.

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2023Differentiation in Risk Profiles. (2023). Brinkmann, Christina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_444.

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2023FINANCE AND GROWTH: THE UNPLEASANT BURDEN OF EVIDENCE. (2023). Khan, Mosahid ; Li, Guangjie ; Luintel, Kul B. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/8.

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2023The safe asset potential of EU-issued bonds. (2023). Schwaab, Bernd ; Greif, William ; Bletzinger, Tilman. In: Research Bulletin. RePEc:ecb:ecbrbu:2023:0103:.

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2023The bright side of the doom loop: banks’ sovereign exposure and default incentives. (2023). Thaler, Dominik ; Rojas, Luis E. In: Working Paper Series. RePEc:ecb:ecbwps:20232869.

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2023Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873.

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2024As interest rates surge: flighty deposits and lending. (2024). Reghezza, Alessio ; Salleo, Carmelo ; Marques-Ibaez, David ; Cappelletti, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20242923.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149.

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2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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2023Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

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2024Fixed rate versus adjustable rate mortgages: Evidence from euro area banks. (2024). Ongena, Steven ; Fringuellotti, Fulvia ; Albertazzi, Ugo. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002714.

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2023Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023Climate policy uncertainty and risks taken by the bank: Evidence from China. (2023). Zhang, Xiaotong ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000959.

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2023Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028.

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2024Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722.

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2023Interdependence between assets and liabilities in the banking system: Changes in the last two decades. (2023). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006281.

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2023Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323.

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2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024Temporal 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.

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2024Modelling 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.

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2024The double materiality of climate physical and transition risks in the euro area. (2024). Mazzocchetti, Andrea ; Dunz, Nepomuk ; Monasterolo, Irene ; Gourdel, Regis ; Parisi, Laura. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000184.

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2023Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment. (2016). Dehmej, Salim ; Arnould, Guillaume. In: International Economics. RePEc:eee:inteco:v:147:y:2016:i:c:p:126-144.

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2023An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895.

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2024The misuse of regression-based x-Scores as dependent variables. (2024). Basu, Sudipta ; Byzalov, Dmitri. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000678.

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2023Evaluating the validity of regulatory interest rate risk measures – a simulation approach. (2023). Platte, Daniel ; Claussen, Catharina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001383.

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2024Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

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2023The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450.

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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2023Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2023). Houben, Aerdt ; Giuliodori, Massimo ; Bats, Joost V. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000560.

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2023Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x.

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2023European bank margins at the zero lower bound. (2023). Vander Vennet, Rudi ; Simoens, Mathieu ; Present, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000049.

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2024Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kumar, Abhishek ; Kamate, Vidya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870.

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2024The double sustainability: The link between government debt and renewable energy. (2024). Magazzino, Cosimo ; Ruble, Isabella ; Mele, Marco ; Auteri, Monica. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000057.

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2023Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Why did a bank with good governance perform worse during the financial crisis? The views of shareholder and stakeholder orientations. (2023). Hsu, Hsing-Hua ; Shen, Chung-Hua ; Wu, Meng-Wen ; Chiu, Po-Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23001981.

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2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Vioto, Davide ; Onorato, Grazia ; Gianfrancesco, Igor ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436.

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2023Macrofinancial Dynamics in a Monetary Union. (2023). Monteiro, Daniel. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:188.

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2024Optimal Bailouts in Banking and Sovereign Crises. (2021). Sosa-Padilla, Cesar ; Yom, Zeynep ; Hur, Sewon. In: Globalization Institute Working Papers. RePEc:fip:feddgw:89754.

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2023Monetary Transmission through Bank Securities Portfolios. (2023). Paul, Pascal ; Krainer, John. In: Working Paper Series. RePEc:fip:fedfwp:96512.

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2023Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9.

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2023The role of institutional investors in the financial development. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Brodocianu, Mihaela. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09425-0.

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2023Securitization of pandemic risk by using coronabond. (2023). Khordj, Mohamed ; le Fur, Eric ; Haffar, Adlane. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-023-00425-2.

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2023Liquidity creation, investment, and growth. (2023). Lambert, Thomas ; Döttling, Robin ; Beck, Thorsten ; Dottling, Robin ; Dijk, Mathijs. In: Journal of Economic Growth. RePEc:kap:jecgro:v:28:y:2023:i:2:d:10.1007_s10887-022-09217-1.

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2023Banks’ Net Interest Income from Maturity Transformation and Other Interest Income: Communicating Vessels?. (2023). de Haan, Leo ; Chaudron, Raymond ; Hoeberichts, Marco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:1:d:10.1007_s10693-021-00375-8.

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2023The effects of cost-push inflation on Austrian banks. (2023). Wipf, Christian. In: Financial Stability Report. RePEc:onb:oenbfs:y:2023:i:46:b:1.

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2023Regulatory Limits to Risk Management. (2023). Sen, Ishita. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:6:p:2175-2223..

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2023Non-performing loans and bank lending behaviour. (2023). Rant, Vasja ; Marin, Matej ; Gjei, Ardit. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00111-z.

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2023Assessing and forecasting the market risk of bank securities holdings: a data-driven approach. (2023). Bianchi, Michele Leonardo. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00131-3.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability. (2023). Ji, Meng ; Ma, Xuanling. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:72-91.

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2024Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation. (2024). Onyejiaku, Chinyere C ; Haruna, Habila Abel ; Dibal, Hyeladi Stanley ; Uchechukwu, Josaphat ; Ogbole, Ogbole Friday. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:248-269.

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2023Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667.

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2023Intermediation 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.

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2024The market liquidity of interest rate swaps. (2024). Frieden, Immo ; Scheicher, Martin ; Boudiaf, Ismael Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:20240.

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2023Dynamic effects of financial development on economic activity. (2023). Bação, Pedro ; Bao, Pedro ; Andrade, Joo Sousa ; Duarte, Joshua. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:29:p:3329-3346.

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2023Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059.

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2023Corporate Investment in Bank-Dependent Companies in Crisis Time. (2023). Ilona, Skibiska-Fabrowska ; Elbieta, Bukalska. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:1-22:n:1.

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2023.

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2024Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672.

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Works by Sam Langfield:


YearTitleTypeCited
In: .
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article4
2012Bank ratings-What determines their quality? In: Working Papers.
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paper46
2012Bank Ratings: What Determines Their Quality?.(2012) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 46
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2012Bank ratings: What determines their quality?.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
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2012Bank ratings: what determines their quality?.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
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2013Bank ratings: what determines their quality?.(2013) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
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2014Mapping the UK interbank system In: Bank of England working papers.
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paper126
2014Mapping the UK interbank system.(2014) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 126
article
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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2018Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 16
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2019Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 16
article
2016ESBies: Safety in the tranches In: Discussion Papers.
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paper82
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 82
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2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 82
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2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82
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2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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This paper has nother version. Agregated cites: 82
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2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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This paper has nother version. Agregated cites: 82
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2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
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2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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2017Discriminatory Pricing of Over-the-Counter Derivatives In: Swiss Finance Institute Research Paper Series.
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2017Discriminatory Pricing of Over-The-Counter Derivatives.(2017) In: CEPR Discussion Papers.
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2019Discriminatory Pricing of Over-the-Counter Derivatives.(2019) In: IMF Working Papers.
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2017Discriminatory pricing of over-the-counter derivatives.(2017) In: ESRB Working Paper Series.
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2012Financial stability challenges for EU acceding and candidate countries: making financial systems more resilient in a challenging environment In: Occasional Paper Series.
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2015Bank bias in Europe: effects on systemic risk and growth In: Working Paper Series.
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2016Bank bias in Europe: effects on systemic risk and growth.(2016) In: Economic Policy.
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2015Bank Bias in Europe: Effects on Systemic Risk and Growth.(2015) In: CSEF Working Papers.
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2019Who Bears Interest Rate Risk?.(2019) In: The Review of Financial Studies.
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2020Regulating the Doom Loop.(2020) In: International Journal of Central Banking.
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2018The distribution of interest rate risk in the euro area In: Financial Stability Review.
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2016Interbank Exposure Networks In: Computational Economics.
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2014Is Europe Overbanked? In: mBank - CASE Seminar Proceedings.
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2014Is Europe Overbanked?.(2014) In: Report of the Advisory Scientific Committee.
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2014Allocating macro-prudential powers In: Report of the Advisory Scientific Committee.
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2016Indirect contagion: the policy problem In: ESRB Occasional Paper Series.
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