9
H index
9
i10 index
386
Citations
Vrije Universiteit Amsterdam (80% share) | 9 H index 9 i10 index 386 Citations RESEARCH PRODUCTION: 11 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maarten R.C. van Oordt. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Money, Credit and Banking | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 9 |
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 3 |
| Staff Analytical Notes / Bank of Canada | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
| 2025 | The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661. Full description at Econpapers || Download paper |
| 2024 | A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531. Full description at Econpapers || Download paper |
| 2025 | Stablecoins vs CBDCs: the Digital Money Race in the Scientific and Social Networks. (2025). Masciandaro, Donato ; Gurrado, Giuseppe. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25254. Full description at Econpapers || Download paper |
| 2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
| 2024 | Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46. Full description at Econpapers || Download paper |
| 2024 | Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Izumi, Ryuichiro ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-9. Full description at Econpapers || Download paper |
| 2025 | On the Programmability and Uniformity of Digital Currencies. (2025). Monnet, Cyril ; Chiu, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:25-18. Full description at Econpapers || Download paper |
| 2024 | CBDC and the banking system. (2024). Rainone, Edoardo ; Palazzo, Francesco ; Ferrero, Giuseppe ; Branzoli, Nicola ; Auer, Simone ; Ilari, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_829_24. Full description at Econpapers || Download paper |
| 2024 | Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961. Full description at Econpapers || Download paper |
| 2024 | Nothing to hide? Gender and age differences in the willingness to share data. (2024). Fuster, Andreas ; Frost, Jon ; Doerr, Sebastian ; Armantier, Olivier ; Shue, Kelly. In: BIS Working Papers. RePEc:bis:biswps:1187. Full description at Econpapers || Download paper |
| 2024 | Crypto Exchange Tokens. (2024). Garratt, Rodney ; Rc, Maarten. In: BIS Working Papers. RePEc:bis:biswps:1201. Full description at Econpapers || Download paper |
| 2025 | Predicting the payment preference for CBDC: a discrete choice experiment. (2025). Kim, Young-Sik ; Kwon, Ohik ; Park, Soeun ; Choi, Syngjoo. In: BIS Working Papers. RePEc:bis:biswps:1296. Full description at Econpapers || Download paper |
| 2024 | Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230. Full description at Econpapers || Download paper |
| 2024 | Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552. Full description at Econpapers || Download paper |
| 2025 | From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075. Full description at Econpapers || Download paper |
| 2024 | Enhancing Operational Risk Management in the Mauritian Banking Sector: A Structured Approach. (2024). Abbana, Sharanam ; Ramdani, Lovena ; Marimuthu, Ferina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-1. Full description at Econpapers || Download paper |
| 2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper |
| 2024 | Understanding sentiment shifts in central bank digital currencies. (2024). Corbet, Shaen ; Larkin, Charles ; Hu, Yang ; Conlon, Thomas ; Hou, Yang ; Oxley, Les. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001035. Full description at Econpapers || Download paper |
| 2024 | Identifying barriers and interagency solutions to meeting the needs of families experiencing intimate partner violence (IPV): Home visiting and IPV agency perspectives. (2024). Cronholm, Peter F ; Matone, Meredith ; Ofori-Agyekum, Malkia Singleton ; Kellom, Katherine S ; Tooher, Elizabeth ; Pride, Elizabeth ; Wang, XI ; Garcia, Stephanie M. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003219. Full description at Econpapers || Download paper |
| 2024 | Economic hardship and the role of cost in childcare decisions: An exploratory study. (2024). Ronnenberg, Megan M ; Conrad, Aislinn R. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003335. Full description at Econpapers || Download paper |
| 2025 | Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452. Full description at Econpapers || Download paper |
| 2024 | Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104. Full description at Econpapers || Download paper |
| 2025 | Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155. Full description at Econpapers || Download paper |
| 2024 | Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x. Full description at Econpapers || Download paper |
| 2025 | Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941. Full description at Econpapers || Download paper |
| 2025 | The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534. Full description at Econpapers || Download paper |
| 2025 | How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790. Full description at Econpapers || Download paper |
| 2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
| 2024 | Central bank digital currencies: A critical review. (2024). Urquhart, Andrew ; Marra, Miriam ; Dionysopoulos, Lambis. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005471. Full description at Econpapers || Download paper |
| 2024 | Environmental policy stringency and bank risks: Does green economy matter?. (2024). Lee, Chien-Chiang ; Lin, Weizheng ; Hong, Pei-Hsuan ; Wang, Chih-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005562. Full description at Econpapers || Download paper |
| 2024 | Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905. Full description at Econpapers || Download paper |
| 2024 | Examining the impact of a central bank digital currency on the access to banking. (2024). Dunbar, Kwamie ; Treku, Daniel N. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509. Full description at Econpapers || Download paper |
| 2024 | Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655. Full description at Econpapers || Download paper |
| 2025 | Digitalization and banks efficiency: Evidence from a European analysis. (2025). Chiaramonte, Laura ; Ayadi, Rym ; Migliavacca, Milena ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007695. Full description at Econpapers || Download paper |
| 2024 | Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248. Full description at Econpapers || Download paper |
| 2024 | The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises. (2024). Liu, Liping ; Xu, Jietian. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004690. Full description at Econpapers || Download paper |
| 2024 | Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper |
| 2024 | Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959. Full description at Econpapers || Download paper |
| 2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper |
| 2024 | A simple model of a central bank digital currency. (2024). Prasad, Eswar ; Mishra, Bineet. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000676. Full description at Econpapers || Download paper |
| 2025 | The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324. Full description at Econpapers || Download paper |
| 2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048. Full description at Econpapers || Download paper |
| 2024 | International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. Full description at Econpapers || Download paper |
| 2025 | Multivariate crash risk in China. (2025). Zhao, Yang ; Qiao, Tongshuai ; Li, Donghui ; Han, Liyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002796. Full description at Econpapers || Download paper |
| 2024 | Consumer perceived risk of using autonomous retail technology. (2024). Sohn, Stefanie. In: Journal of Business Research. RePEc:eee:jbrese:v:171:y:2024:i:c:s0148296323007488. Full description at Econpapers || Download paper |
| 2024 | Political freedom and financial inclusion: Unraveling social trust and political rent-seeking. (2024). Bu, Ziwen ; Ding, Yibing ; Ma, Yechi ; Li, Suyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:46-65. Full description at Econpapers || Download paper |
| 2024 | Miner competition and transaction fees. (2024). Rajapaksa, Danusha ; Shao, Enchuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003500. Full description at Econpapers || Download paper |
| 2025 | Bank competition and household privacy in a digital payment monopoly. (2025). Agur, Itai ; Dellariccia, Giovanni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000273. Full description at Econpapers || Download paper |
| 2025 | Distributed ledgers and the governance of money. (2025). Auer, Raphael ; Shin, Hyun Song ; Monnet, Cyril. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000340. Full description at Econpapers || Download paper |
| 2025 | Strategic digitization in currency and payment competition. (2025). Mayer, Simon ; Cong, Lin William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000637. Full description at Econpapers || Download paper |
| 2025 | Payments and privacy in the digital economy. (2025). Ahnert, Toni ; Monnet, Cyril ; Hoffmann, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000583. Full description at Econpapers || Download paper |
| 2025 | Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658. Full description at Econpapers || Download paper |
| 2025 | CBDC and the operational framework of monetary policy. (2025). Thomas, Carlos ; Abad, Jorge ; Nuo, Galo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000339. Full description at Econpapers || Download paper |
| 2024 | Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x. Full description at Econpapers || Download paper |
| 2025 | Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR. (2025). Lin, Yaoyang ; Sun, Rengui ; Ouyang, Wenpei ; Liu, Baoliu ; Shu, Mingyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:663:y:2025:i:c:s0378437125000950. Full description at Econpapers || Download paper |
| 2024 | Financial instability in Lebanon: Do the liquidity creation and performance of banks matter?. (2024). Fromentin, Vincent ; Maroun, George. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000644. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic effects of CBDC negative interest policy in an open economy: A comparison of quantity and price rules. (2025). Qiu, Zepeng ; Jiang, Tingfeng ; Tang, KE ; Hua, Qiuling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002825. Full description at Econpapers || Download paper |
| 2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Fang, YI ; Yuan, Yan ; Wang, Yanru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172. Full description at Econpapers || Download paper |
| 2024 | Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699. Full description at Econpapers || Download paper |
| 2024 | Production efficiency of internet-only banks and conventional banks: Evidence from China and Japan. (2024). Huang, Shian-Chang ; Chen, Kuan-Chieh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400371x. Full description at Econpapers || Download paper |
| 2024 | Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999. Full description at Econpapers || Download paper |
| 2024 | Short-term market impact of crypto firms’ bankruptcies on cryptocurrency markets. (2024). Martins, Antonio Miguel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001636. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
| 2025 | The co-effects of technology innovation and digital infrastructure on central bank digital currency: A DSGE analysis. (2025). Peng, Wei ; Tan, Hui ; Xin, Baogui ; Kwon, Jiwon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s027553192500039x. Full description at Econpapers || Download paper |
| 2025 | Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618. Full description at Econpapers || Download paper |
| 2024 | The environmental, social, and governance (ESG) aspects of Bitcoin. (2024). Urquhart, Andrew. In: Chapters. RePEc:elg:eechap:22115_15. Full description at Econpapers || Download paper |
| 2025 | Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490. Full description at Econpapers || Download paper |
| 2024 | Corporate Governance and Employee Productivity: Evidence from Jordan. (2024). Nurunnabi, Mohammad ; Bastida, Francisco ; Ajlouni, Abdullah. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:97-:d:1487574. Full description at Econpapers || Download paper |
| 2025 | The Impact of Environmental Social and Governance Performance on Systematic Tail Risk of Chinese Corporations. (2025). Fu, Mingyue ; Jia, Yanyan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1854-:d:1596981. Full description at Econpapers || Download paper |
| 2024 | The Economics of Central Bank Digital Currency. (2024). Assenmacher, Katrin ; Monnet, Cyril ; Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahner, Toni. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:4:a:4. Full description at Econpapers || Download paper |
| 2025 | CBDC and the Banking System. (2025). Ferrero, Giuseppe ; Francesco, Palazzo ; Antonio, Ilari ; Edoardo, Rainone ; Simone, Auer ; Nicola, Branzoli. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:245:y:2025:i:4-5:p:435-478:n:1003. Full description at Econpapers || Download paper |
| 2024 | How do Bank Profits Change in Response to Changes in Interest Rates?. (2024). Ozdemir, Nilufer ; Altinoz, Cuneyt. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09911-3. Full description at Econpapers || Download paper |
| 2024 | What Triggers Consumer Adoption of Central Bank Digital Currency?. (2024). Jonker, Nicole ; Cruijsen, Carin ; Bijlsma, Michiel ; Reijerink, Jelmer. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:1:d:10.1007_s10693-023-00420-8. Full description at Econpapers || Download paper |
| 2025 | The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4. Full description at Econpapers || Download paper |
| 2025 | Experimenting with Digital Currency. (2025). Mantovani, Marco ; Puzzello, Daniela ; Ferraris, Leo ; Araujo, Luis. In: Working Papers. RePEc:mib:wpaper:557. Full description at Econpapers || Download paper |
| 2024 | Unveiling the Impact of Payment Methods on Consumer Behavior: Insights and Future Directions. (2024). Wang, Manlin ; Cheng, LU ; Tan, Yulin ; Ma, Qingguo. In: OSF Preprints. RePEc:osf:osfxxx:3fphk_v1. Full description at Econpapers || Download paper |
| 2024 | Consumer Perceptions and Willingness to Adopt rCBDCs Before and After the e-HKD Pilot. (2024). Guo, Haicheng ; Jin, Siyuan ; Kawaguchi, Kohei ; Carreras, Marc Dordal. In: SocArXiv. RePEc:osf:socarx:vhktj_v1. Full description at Econpapers || Download paper |
| 2025 | Firm ownership and systemic risk: mechanism and evidence from China. (2025). Liu, Chenye ; Xu, Jiawen. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:2:d:10.1057_s41283-025-00159-7. Full description at Econpapers || Download paper |
| 2024 | The double-edged effect of bank liquidity creation efficiency on systemic risk: Evidence from China. (2024). Liu, Tingting ; Tan, Shuying ; Wang, Chan. In: PLOS ONE. RePEc:plo:pone00:0313208. Full description at Econpapers || Download paper |
| 2025 | Performance du secteur bancaire des pays d’Afrique Subsaharienne (ASS) : les effets différenciés de la croissance économique. (2025). Mbondo, Georges Dieudonn ; Bouwawe, Duclo ; Tchinda, Ghislaine Mafo. In: MPRA Paper. RePEc:pra:mprapa:123809. Full description at Econpapers || Download paper |
| 2025 | Does Market Interest Rate Impact Bank Profitability and Risk?. (2025). Kochan, Mucahit ; Zia, Mujtaba ; Liu, YI. In: The Review of Finance and Banking. RePEc:rfb:journl:v:17:y:2025:i:1:p:41-54. Full description at Econpapers || Download paper |
| 2024 | A proposal for a layer-2 CBDC on a rollup. (2024). Nyffenegger, Remo. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00115-2. Full description at Econpapers || Download paper |
| 2024 | Digital currency: an empirical study analyzing its effectiveness in the banking sector. (2024). Boddeda, Omnamasivaya ; Gorli, Chaitanya ; Jada, Kameswari ; Palisetty, Ramesh ; Gondesi, Santhoshi ; Bastray, Tejaswini ; Hiremath, Sony ; Bhavikatti, Veena Ishwarappa. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:15:y:2024:i:11:d:10.1007_s13198-024-02509-2. Full description at Econpapers || Download paper |
| 2025 | When the numbers don’t add up: anomalies and inconsistencies in bitcoin prices and daily data. (2025). Gotham, Edward. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-025-09708-y. Full description at Econpapers || Download paper |
| 2025 | CENTRAL BANK DIGITAL CURRENCY AND PRIVACY: A RANDOMIZED SURVEY EXPERIMENT. (2025). Choi, Syngjoo ; Kwon, Ohik ; Kim, Young Sik. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:2:p:823-847. Full description at Econpapers || Download paper |
| 2024 | Climate change and credit risk in rural financial institutions: A study based on transition risk. (2024). Wang, Chao ; Sheng, Tianxiang ; Ma, Qianting. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:4208-4226. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2019 | Estimating Systematic Risk under Extremely Adverse Market Conditions.(2019) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2016 | Timing of Banks’ Loan Loss Provisioning During the Crisis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Timing of banks’ loan loss provisioning during the crisis.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2016 | On the Value of Virtual Currencies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 57 |
| 2020 | On the Value of Virtual Currencies.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2017 | Credit Risk Transfer and Bank Insolvency Risk In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2023 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests.(2023) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2019 | Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2020 | Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies.(2023) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | Best Before? Expiring Central Bank Digital Currency and Loss Recovery In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 1 |
| 2023 | The Crypto Multiplier In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Systematic Tail Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 60 |
| 2012 | The simple econometrics of tail dependence In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2012 | Bank profitability during recessions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 90 |
| 2014 | Securitization and the dark side of diversification In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 12 |
| 2022 | The emerging autonomy-stability choice for stablecoins In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2022 | The Emerging Autonomy€“Stability Choice for Stablecoins In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Demand for Programmable Payments In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | On Bubbles in Cryptocurrency Prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Privacy as a Public Good: A Case for Electronic Cash In: Journal of Political Economy. [Full Text][Citation analysis] | article | 51 |
| 2019 | Systemic risk and bank business models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 29 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team