Cosimo Pancaro : Citation Profile

European Central Bank

10

H index

11

i10 index

386

Citations

RESEARCH PRODUCTION:

19

Articles

24

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 27
   Journals where Cosimo Pancaro has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 12 (3.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa895
   Updated: 2025-04-12    RAS profile: 2024-09-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ongena, Steven (4)

Kok, Christoffer (4)

Reghezza, Alessio (4)

Müller, Carola (3)

Coulier, Lara (3)

Arnould, Guillaume (3)

Moccero, Diego (3)

Żochowski, Dawid (3)

Kaufmann, Christoph (2)

Palligkinis, Spyros (2)

Martin, Reiner (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)

Marques, Aurea (8)

Gnimassoun, Blaise (7)

Volk, Matjaž (6)

Lisicky, Milan (6)

Koren, Miklós (6)

Covi, Giovanni (5)

Kubitza, Christian (5)

Konietschke, Paul (5)

Tenreyro, Silvana (5)

ruta, michele (5)

Cites to:

Peydro, Jose-Luis (24)

Maddaloni, Angela (16)

Bubeck, Johannes (14)

Gambacorta, Leonardo (13)

Kok, Christoffer (12)

Bernanke, Ben (12)

Gertler, Mark (10)

Shin, Hyun Song (10)

Berger, Allen (8)

Schepens, Glenn (8)

Babus, Ana (8)

Main data

Production by document typepaperarticle20102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201020112012201320142015201620172018201920202021202220232024050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents123456789101112050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Demand Uncertainty and the Optimal Number of Export Destinations. (2025). Danziger, Eliav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11633.

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2025Monetary Policy and Life Insurance Profitability: Bancassurances Edge in a Low-Yield World. (2025). Aguilar Perez, Pablo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-8.

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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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2024Keep calm, but watch the outliers: deposit flows in recent crisis episodes and beyond. (2024). Oosterhek, Koen ; Fascione, Luisa ; Wildmann, Nadya ; Stracca, Livio ; Scheubel, Beatrice. In: Occasional Paper Series. RePEc:ecb:ecbops:2024361.

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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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2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

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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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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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The impact of capital on bank profitability during the COVID-19 pandemic. (2024). Helmi, Mohamad Husam ; Alkhazali, Osamah ; Saad, Mohsen ; Mirzaei, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000668.

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2024International 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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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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2024Lessons from low interest rate policy: How did euro area banks respond?. (2024). Kakes, Jan ; Freriks, Jorien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001098.

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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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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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2025Demand Uncertainty and the Optimal Number of Export Destinations. (2025). Danziger, Leif. In: IZA Discussion Papers. RePEc:iza:izadps:dp17619.

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2025A Dynamic Economic Resilience Model: A Case Study of a Regional Integration Organization in Eurasia. (2025). Asma, Shirkhani ; Iman, Bastanifar. In: Journal of Economic Integration. RePEc:ris:integr:0939.

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Works by Cosimo Pancaro:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Bank funding costs and solvency In: Bank of England working papers.
[Full Text][Citation analysis]		paper16
2020Bank funding costs and solvency.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2022Bank funding costs and solvency.(2022) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		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]		paper14
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: 14		paper
2023The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2023) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2013Trade openness reduces growth volatility when countries are well diversified In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article134
2012Trade openness reduces growth volatility when countries are well diversified.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		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: 134		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]		article3
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		paper15
2022Do non-performing loans matter for bank lending and the business cycle in euro area countries?.(2022) In: Journal of Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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.
[Full Text][Citation analysis]
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]		paper1
2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Bank private information in CDS markets In: Working Paper Series.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
[Full Text][Citation analysis]		article20
2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
[Full Text][Citation analysis]		article5
2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
[Full Text][Citation analysis]		article7
2023Key linkages between banks and the non-bank financial sector In: Financial Stability Review.
[Full Text][Citation analysis]		article2
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
2024Recent evidence on the sovereign-bank nexus in the euro area In: Finance Research Letters.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]
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

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