Christoph Memmel : Citation Profile

Are you Christoph Memmel?

Deutsche Bundesbank

13

H index

14

i10 index

564

Citations

RESEARCH PRODUCTION:

21

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 29
   Journals where Christoph Memmel has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 33 (5.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme230
   Updated: 2024-12-03    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

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

Is cited by:

Parolya, Nestor (22)

Kick, Thomas (19)

TARAZI, Amine (11)

Gündüz, Yalin (10)

Aldasoro, Iñaki (8)

Faia, Ester (8)

Schertler, Andrea (8)

De Jonghe, Olivier (8)

Kondor, Imre (7)

Molyneux, Philip (6)

Coleman, Nicholas (6)

Cites to:

Maudos, Joaquin (16)

Gambacorta, Leonardo (12)

Ongena, Steven (11)

Rajan, Raghuram (11)

Peydro, Jose-Luis (9)

Jimenez, Gabriel (9)

Lepetit, Laetitia (9)

TARAZI, Amine (9)

NYS, Emmanuelle (9)

Acharya, Viral (8)

Stein, Jeremy (8)

Main data

Where Christoph Memmel has published?

Journals with more than one article published# docs
Financial Markets and Portfolio Management3
Journal of Banking & Finance3
German Economic Review2
Journal of Financial Stability2
Schmalenbach Business Review2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank15
Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank15
Technical Papers / Deutsche Bundesbank3

Recent works citing Christoph Memmel (2024 and 2023)

YearTitle of citing document
2023Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

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2023A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809.

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2024Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2023). Uppal, Ali ; Bonomi, Giampaolo. In: Papers. RePEc:arx:papers:2305.08958.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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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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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2023Rural banking spatial competition and stability. (2023). Amanda, Citra. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:492-504.

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2023Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics. (2023). Torrent, Hudson S ; Caldeira, Joo F. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000512.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data. (2023). Xia, Yin ; Xu, Yan ; Yang, Dan ; Chen, Xin ; Shen, Haipeng ; Wang, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:544-564.

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2024Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Yang, Songshan ; Wen, Jiawei ; Li, Changcheng ; Cai, Zhanrui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902.

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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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2023Loan and financing diversification and bank stability in dual-banking systems. (2023). Šeho, Mirzet ; Ghafoor, Abdul ; Mohsen, Mohammed Sharaf. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005724.

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2023Interest rates as a finance battleground? The rise of Fintech and big tech credit providers and bank interest margin. (2023). Hodula, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000594.

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2023Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. (2023). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001800.

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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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2024Uncertainty, 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.

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2024Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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2023Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). Tarazi, Amine ; de Jonghe, Olivier ; Bakkar, Yassine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494.

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2023Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614.

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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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2023The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280.

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2024Financial risk contagion based on dynamic multi-layer network between banks and firms. (2024). Chen, Yanyu ; Sun, Lei ; Jin, Qichao ; Hu, Zhao-Long. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001328.

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2023The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

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2023What determines the profitability of Islamic banks: Lending or fee?. (2023). Azmat, Saad ; Azad, A. S. M. Sohel, ; Hayat, Aziz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:882-896.

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2024Differentiated impact of spread determinants by personal loan category: Evidence from the Brazilian banking sector. (2024). Murteira, Jose ; Augusto, Mario ; Valente, Jose. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:299-315.

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2024Probability causal inference of interest rate fluctuations: Evidence from private credit in emerging markets. (2024). Shen, Shaowei ; Chen, Xiaohui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300848x.

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2023Firm Performance, Corporate Social Responsibility and the Impact of Earnings Management during COVID-19: Evidence from MENA Region. (2023). Jabari, Huthayfa Nabeel ; Aga, Mehmet ; Aqabna, Sharif Mohammad. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1485-:d:1033666.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2023Covariance matrix estimation for robust portfolio allocation. (2023). Gatignol, Valentin ; de Carvalho, Nathan ; Bitar, Ahmad W. In: Working Papers. RePEc:hal:wpaper:hal-04046454.

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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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2024Low Interest Rates and Banks’ Interest Margins: Does Deposit Market Concentration Matter?. (2024). Ribon, Sigal ; Kahn, Michael ; Haan, Jakob ; Segev, Nimrod. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:2:d:10.1007_s10693-022-00393-0.

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2023The relationship between religiosity and voluntary disclosure quality: a cross-country evidence from the banking sector. (2023). Song, XI ; Ezeani, Ernest ; Salem, Rami. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01117-0.

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2024Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries. (2024). Gul, Selcuk. In: CBT Research Notes in Economics. RePEc:tcb:econot:2403.

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2024Markowitz portfolios under transaction costs. (2022). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:420.

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Works by Christoph Memmel:

YearTitleTypeCited
2012The Dependency of the Banks Assets and Liabilities: Evidence from Germany In: European Financial Management.
[Full Text][Citation analysis]		article19
2009The dependency of the banks assets and liabilities: evidence from Germany.(2009) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 19		paper
2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence In: German Economic Review.
[Full Text][Citation analysis]		article5
2018Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence.(2018) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2016Banks interest rate risk and search for yield: A theoretical rationale and some empirical evidence.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2021Interest and credit risk management in German banks: Evidence from a quantitative survey In: German Economic Review.
[Full Text][Citation analysis]		article1
2020Interest and credit risk management in German banks: Evidence from a quantitative survey.(2020) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2010Dominating estimators for minimum-variance portfolios In: Journal of Econometrics.
[Full Text][Citation analysis]		article72
2010Dominating Estimators for Minimum-Variance Portfolios.(2010) In: Post-Print.
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This paper has nother version. Agregated cites: 72		paper
2024How good are banks’ forecasts? In: International Review of Financial Analysis.
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2024How good are banks forecasts?.(2024) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2015The common drivers of default risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article16
2012The common drivers of default risk.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2013Contagion in the interbank market and its determinants In: Journal of Financial Stability.
[Full Text][Citation analysis]		article47
2011Contagion in the interbank market and its determinants.(2011) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 47		paper
2011Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
2010Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 24		paper
2012Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2010Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany.(2010) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 28		paper
2015Determinants of bank interest margins: Impact of maturity transformation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article67
2012Determinants of bank interest margins: Impact of maturity transformation.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 67		paper
2010How do banks adjust their capital ratios? In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article62
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]		article10
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks.(2008) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 10		paper
2012Contagion in the Interbank Market with Stochastic Loss Given Default In: International Journal of Central Banking.
[Full Text][Citation analysis]		article19
2013Bank management of the net interest margin: new measures In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article2
2016Quantifying the components of the banks’ net interest margin In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article3
2014Quantifying the components of the banks net interest margin.(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2022German banks’ behavior in the low interest rate environment In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article1
2021German banks behavior in the low interest rate environment.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2008RELATIONSHIP LENDING - EMPIRICAL EVIDENCE FOR GERMANY In: Economic and Financial Reports.
[Full Text][Citation analysis]		paper30
2007Relationship lending: empirical evidence for Germany.(2007) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 30		paper
2006Estimating the global Minimum Variance Portfolio In: Schmalenbach Business Review (sbr).
[Full Text][Citation analysis]		article58
2007A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information In: Operations Research Proceedings.
[Citation analysis]		chapter0
2016Banks’ Specialization versus Diversification in the Loan Portfolio In: Schmalenbach Business Review.
[Full Text][Citation analysis]		article3
2018Why Do Banks Bear Interest Rate Risk? In: Schmalenbach Business Review.
[Full Text][Citation analysis]		article1
2017Why do banks bear interest rate risk?.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2014Banks interest rate risk: the net interest income perspective versus the market value perspective In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2009Dominating estimators for the global minimum variance portfolio In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper4
2008Dominating estimators for the global minimum variance portfolio.(2008) In: Discussion Papers in Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper0
2010How correlated are changes in banks net interest income and in their present value? In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper0
2011Contagion at the interbank market with stochastic LGD In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper5
2011Banks management of the net interest margin: Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper6
2005The supervisors portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper1
2007Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper22
2007How do banks adjust their capital ratios? Evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper3
2008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper7
2019What drives the short-term fluctuations of banks exposure to interest rate risk? In: Discussion Papers.
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2017Bank stress testing under different balance sheet assumptions In: Discussion Papers.
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2023Banks net interest margin and changes in the term structure In: Discussion Papers.
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2015Banks net interest margin and the level of interest rates In: Discussion Papers.
[Full Text][Citation analysis]		paper30
2015Banks Net Interest Margin and the Level of Interest Rates.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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This paper has nother version. Agregated cites: 30		paper
2021Banks credit losses and lending dynamics In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Why are interest rates on bank deposits so low? In: Discussion Papers.
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2013Banks concentration versus diversification in the loan portfolio: New evidence from Germany In: Discussion Papers.
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2005On the estimation of the global minimum variance portfolio In: CFR Working Papers.
[Full Text][Citation analysis]		paper3

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