Cosimo Pancaro : Citation Profile

Are you Cosimo Pancaro?

European Central Bank

10

H index

11

i10 index

372

Citations

RESEARCH PRODUCTION:

18

Articles

24

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 26
   Journals where Cosimo Pancaro has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 12 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa895
   Updated: 2024-12-03    RAS profile: 2024-09-21    
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Relations with other researchers

Works with:

Kok, Christoffer (6)

Moccero, Diego (4)

Müller, Carola (4)

Ongena, Steven (4)

Reghezza, Alessio (4)

Żochowski, Dawid (3)

Coulier, Lara (3)

Arnould, Guillaume (3)

Martin, Reiner (2)

Kaufmann, Christoph (2)

Palligkinis, Spyros (2)

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

Is cited by:

Budnik, Katarzyna (11)

Gnimassoun, Blaise (7)

Marques, Aurea (6)

Volk, Matjaž (6)

Koren, Miklós (6)

Lisicky, Milan (6)

ruta, michele (5)

Covi, Giovanni (5)

Kubitza, Christian (5)

Konietschke, Paul (5)

Tenreyro, Silvana (5)

Cites to:

Peydro, Jose-Luis (24)

Maddaloni, Angela (16)

Bubeck, Johannes (14)

Gambacorta, Leonardo (13)

Bernanke, Ben (12)

Kok, Christoffer (12)

Gertler, Mark (10)

Shin, Hyun Song (10)

Babus, Ana (8)

Berger, Allen (8)

Reghezza, Alessio (7)

Main data

Where Cosimo Pancaro has published?

Journals with more than one article published# docs
Financial Stability Review6
Macroprudential Bulletin2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank13
Occasional Paper Series / European Central Bank3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Cosimo Pancaro (2024 and 2023)

YearTitle of citing document
2023A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic. (2023). Gucciardi, Gianluca ; Bellucci, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:183.

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2023The evolution of bank fees as a source of income: trends and new business models – evidence from Italy. (2023). Santioni, Raffaele ; D'Amato, Matteo ; Affinito, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_777_23.

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2023Unpacking international banks deposit funding. (2023). Zhu, Sonya ; Hardy, Bryan. In: BIS Quarterly Review. RePEc:bis:bisqtr:2309d.

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2023.

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20242023 macroprudential stress test of the euro area banking system. (2024). Steege, Lucas Ter ; Rohm, Nicola ; Podlogar, Jure ; Nunes, Andre ; le Grand, Catherine ; Narueviius, Laurynas ; Dimitrov, Ivan ; Cappelletti, Giuseppe. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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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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2023Why European banks adjust their dividend payouts?. (2023). Jarmuzek, Mariusz ; Grodzicki, Maciej ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20232765.

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2023Life insurance convexity. (2023). Kubitza, Christian ; Grundl, Helmut ; Grochola, Nicolaus. In: Working Paper Series. RePEc:ecb:ecbwps:20232829.

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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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2024Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Dacri, Costanza Rodriguez ; Rariga, Judit ; Nicoletti, Giulio. In: Working Paper Series. RePEc:ecb:ecbwps:20242917.

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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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2024The effects of the EBAs stress testing framework on banks lending. (2024). Calice, Giovanni ; Ahmed, Kasim. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364.

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2023Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866.

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2023Nonperforming loans and related lending: Evidence from Ukraine. (2023). Sohn, Wook ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000742.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023The impact of bank FinTech on commercial banks risk-taking in China. (2023). Yang, Keng ; Jin, Tianhe ; Wu, Xin ; Qi, Hanying. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300460x.

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2024Currency overvaluation and export product quality: Evidence from China. (2024). Xiong, Mengxu ; Shi, Zheng ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000826.

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2023ESG performance and banks’ funding costs. (2023). Andrieș, Alin Marius ; Sprincean, Nicu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001848.

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2023Optimal capital ratios for banks in the euro area. (2023). Luginbuhl, Rob ; van Heuvelen, Gerrit Hugo ; Soederhuizen, Beau ; van Stiphout-Kramer, Bert. In: Journal of Financial Stability. RePEc:eee:finsta:v:69:y:2023:i:c:s1572308923000645.

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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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2024Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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International input–output linkages and changing business cycle volatility. (2024). Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001551.

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2023Stress testing programs and credit risk opacity of banks: USA vs Europe. (2023). Orts, Carlos Alonso ; Robles, M-Dolores ; Abad, Pilar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001440.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023The dark side of bank taxes. (2023). Kowalewski, Oskar ; Borsuk, Marcin ; Qi, Jianping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002315.

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2024Modeling your stress away. (2024). Stebunovs, Viktors ; Niepmann, Friederike. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327.

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2023A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005.

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2023Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797.

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2023Model uncertainty, economic development, and welfare costs of business cycles. (2023). Okubo, Masakatsu. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000149.

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2024The magnifying role of the banking sector during depressions. (2024). Maria, José ; Julio, Paulo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000691.

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2023Public ownership and local bank lending at the time of the Covid-19 pandemic: Evidence from Indonesia. (2023). Kusuma, Dyah Titis ; Risfandy, Tastaftiyan ; Octavio, Danes Quirira ; Susamto, Akhmad Akbar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001385.

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2024Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications. (2024). Dąbrowski, Marek ; Papie, Monika ; Dbrowski, Marek A ; Miech, Sawomir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:894-908.

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2024ESG reputational risk and market valuation: Evidence from the European banking industry. (2024). de Lisa, Riccardo ; Piras, Luca ; Lahmar, Oumaima ; Mandas, Marco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000795.

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2023Effect of the duration of membership in the GATT/WTO on economic growth volatility. (2023). Gnangnon, Sena Kimm. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:65:y:2023:i:c:p:448-467.

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2023Forbearance vs foreclosure in a general equilibrium model. (2023). Tirelli, Patrizio ; Barbaro, Bianca. In: Working Papers. RePEc:mib:wpaper:516.

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Works by Cosimo Pancaro:

YearTitleTypeCited
2020Bank funding costs and solvency In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2020Bank funding costs and solvency.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 15		paper
2022Bank funding costs and solvency.(2022) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 15		article
2013The Balassa-Samuelson and the Penn Effect: Are They Really the Same? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2022The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2021The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2023The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2023) In: Journal of Financial Intermediation.
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This paper has nother version. Agregated cites: 13		article
2013Trade openness reduces growth volatility when countries are well diversified In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article129
2012Trade openness reduces growth volatility when countries are well diversified.(2012) In: Working Paper Series.
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This paper has nother version. Agregated cites: 129		paper
2013Trade openness reduces growth volatility when countries are well diversified.(2013) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		article
2019The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2022Does the disclosure of stress test results affect market behaviour? In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article2
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper37
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper21
2024Digital euro safeguards – protecting financial stability and liquidity in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper1
2013Current account reversals in industrial countries: does the exchange rate regime matter? In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2016Current Account Reversals in Industrial Countries: does the Exchange Rate Regime Matter?.(2016) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 14		article
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
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This paper has nother version. Agregated cites: 7		paper
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 7		paper
2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 10		article
2020Do non-performing loans matter for bank lending and the business cycle in euro area countries? In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2022Do non-performing loans matter for bank lending and the business cycle in euro area countries?.(2022) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 14		article
2020Fire sales by euro area banks and funds: what is their asset price impact? In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2020Fire sales by euro area banks and funds: What is their asset price impact?.(2020) In: Economic Modelling.
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This paper has nother version. Agregated cites: 10		article
2022Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates In: Working Paper Series.
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2023Bank private information in CDS markets In: Working Paper Series.
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2024Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment In: Working Paper Series.
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2024Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment.(2024) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has nother version. Agregated cites: 0		paper
2024Digital euro demand: design, individuals’ payment preferences and socioeconomic factors In: Working Paper Series.
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2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
[Full Text][Citation analysis]		article19
2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
[Full Text][Citation analysis]		article4
2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
[Full Text][Citation analysis]		article6
2023Key linkages between banks and the non-bank financial sector In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2023Assessing risks from euro area banks’ maturity transformation In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2024Turbulent times: geopolitical risk and its impact on euro area financial stability In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2021Macro-stress testing dividend income. Evidence from euro area banks In: Economics Letters.
[Full Text][Citation analysis]		article2
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long In: World Bank - Economic Premise.
[Full Text][Citation analysis]		article56
2010Can Real Exchange Rate Undervaluation Boost Exports and Growth in Developing Countries? Yes, But Not for Long.(2010) In: World Bank Publications - Reports.
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This paper has nother version. Agregated cites: 56		paper
2010Macroeconomic volatility after trade and capital account liberalization In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team