Citation profile for Kamil Pliszka

Kamil Pliszka : Citation Profile

Deutsche Bundesbank

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i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 4
   Journals where Kamil Pliszka has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (7.41 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl112
   Updated: 2024-12-03    RAS profile: 2021-07-05
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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 Kamil Pliszka.

Is cited by:

Albanese, Claudio (1)

Budnik, Katarzyna (1)

Migliardo, Carlo (1)

Teixeira, Joao (1)

Stokes, Jeffrey (1)

García-Fronti, Javier (1)

Zervopoulos, Panagiotis (1)

Molyneux, Philip (1)

Matos, Tiago (1)

Reghezza, Alessio (1)

Inekwe, John (1)

Cites to:

Acharya, Viral (5)

Engle, Robert (4)

Summer, Martin (4)

Pedersen, Lasse (3)

Pierret, Diane (3)

BORIO, Claudio (3)

Sala-i-Martin, Xavier (3)

Schwaab, Bernd (3)

Mencia, Javier (3)

Doppelhofer, Gernot (3)

Drehmann, Mathias (3)

Main data

Where Kamil Pliszka has published?

Journals with more than one article published	# docs
Review of Quantitative Finance and Accounting	2

Working Papers Series with more than one paper published	# docs
Discussion Papers / Deutsche Bundesbank	6

Recent works citing Kamil Pliszka (2024 and 2023)

Year	Title of citing document
2024	Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941. Full description at Econpapers \|\| Download paper
2023	Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers \|\| Download paper
2023	The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270. Full description at Econpapers \|\| Download paper
2023	Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67. Full description at Econpapers \|\| Download paper
2023	Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148. Full description at Econpapers \|\| Download paper
2023	Financial constraint, cross-sectoral spillover and systemic risk in China. (2023). Hao, Jing ; Yuan, Ming ; Bi, Shasha ; Wen, Bohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:1-11. Full description at Econpapers \|\| Download paper
2023	A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration. (2023). Stokes, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01170-3. Full description at Econpapers \|\| Download paper
2023	Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China. (2023). Guo, Jiayi ; Lin, Dongtao ; Tang, Lin ; Liu, Chang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:187-192. Full description at Econpapers \|\| Download paper

Works by Kamil Pliszka:

Year	Title	Type	Cited
2019	What are the real effects of financial market liquidity? Evidence on bank lending from the euro area In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis]	article	3
2018	What are the real effects of financial market liquidity? Evidence on bank lending from the euro area.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2018	A macroeconomic reverse stress test In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis]	article	9
2015	A macroeconomic reverse stress test.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2020	Model and estimation risk in credit risk stress tests In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis]	article	3
2019	Model and estimation risk in credit risk stress tests.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	paper
2018	The time-varying impact of systematic risk factors on corporate bond spreads In: Discussion Papers. [Full Text][Citation analysis]	paper	2
2021	System-wide and banks internal stress tests: Regulatory requirements and literature review In: Discussion Papers. [Full Text][Citation analysis]	paper	4
2017	Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve In: Discussion Papers. [Full Text][Citation analysis]	paper	4