Jérémy Leymarie : Citation Profile

Université d'Orléans

3

H index

3

i10 index

51

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   3 years (2018 - 2021). See details.
   Cites by year: 17
   Journals where Jérémy Leymarie has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple950
   Updated: 2025-12-20    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Hurlin, Christophe (3)

Scaillet, Olivier (3)

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

Is cited by:

Hurlin, Christophe (4)

Hué, Sullivan (3)

Dumitrescu, Elena Ivona (3)

Liu, Xiaochun (2)

Vrins, Frédéric (2)

Liu, Xiaochun (2)

Liu, Xiaochun (2)

Francq, Christian (2)

Lyócsa, Štefan (2)

Tiwari, Aviral (2)

Výrost, Tomáš (2)

Cites to:

Laurent, Sébastien (4)

Quaedvlieg, Rogier (4)

Smeekes, Stephan (4)

Hurlin, Christophe (4)

Manganelli, Simone (4)

Kim, Tae-Hwan (3)

LINTON, OLIVER (2)

Lima, Luiz (2)

Bastos, João (2)

Acerbi, Carlo (2)

Gaglianone, Wagner (2)

Main data

Where Jérémy Leymarie has published?

Working Papers Series with more than one paper published# docs
Working Papers / HAL3
Post-Print / HAL2

Recent works citing Jérémy Leymarie (2025 and 2024)

YearTitle of citing document
2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012.

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2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

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2025Comparing the systemic risk of Italian insurers and banks. (2025). Bianchi, Michele Leonardo ; Pallante, Federica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_922_25.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

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2024A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2025Business cycle and realized losses in the consumer credit industry. (2025). Roccazzella, Francesco ; Vrins, Frdric ; Distaso, Walter. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:1024-1039.

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2024Using the Bayesian sampling method to estimate corporate loss given default distribution. (2024). Zhang, Xiaofei ; Zhao, Xinlei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000744.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2024Interpretable machine learning for creditor recovery rates. (2024). Fabozzi, Frank J ; Nazemi, Abdolreza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043.

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2025Does AI contribute to systemic risk reduction in non-financial corporations?. (2025). Han, Wang-Zhe ; Meng, Wanshan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000146.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2024Osband’s principle for identification functions. (2024). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01428-x.

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2025Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business. (2025). Zhang, Wenzhe ; Lee, Chienchiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1450-1474.

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2025Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach. (2025). Garciajorcano, Laura ; Sanchismarco, Lidia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1907-1945.

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Works by Jérémy Leymarie:

YearTitleTypeCited
2019Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper23
2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
[Full Text][Citation analysis]		article16
2018Loss Functions for LGD Models Comparison In: Post-Print.
[Citation analysis]		paper0
2018Loss functions for LGD model comparison.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Backtesting Expected Shortfall via Multi-Quantile Regression In: Working Papers.
[Full Text][Citation analysis]		paper12

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