Caspar Siegert : Citation Profile

Bank of England

5

H index

4

i10 index

137

Citations

RESEARCH PRODUCTION:

6

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 22
   Journals where Caspar Siegert has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi713
   Updated: 2025-12-27    RAS profile: 2023-03-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Escobari, Diego (6)

Lopez, Pierlauro (4)

Rupp, Nicholas (4)

Kehoe, Patrick (4)

Signoretti, Federico (4)

Bridges, Jonathan (4)

Bussiere, Matthieu (4)

Nakov, Anton (4)

Bonfim, Diana (4)

Aikman, David (4)

Galati, Gabriele (4)

Cites to:

Breton, Régis (6)

Cecchetti, Stephen (3)

Schmitz, Patrick (3)

Milgrom, Paul (3)

Dana, James (3)

Holmes, Thomas (3)

Waldman, Michael (3)

Gabaix, Xavier (3)

Biais, Bruno (3)

Kohler, Marion (3)

Upper, Christian (3)

Main data

Where Caspar Siegert has published?

Working Papers Series with more than one paper published# docs
Bank of England Financial Stability Papers / Bank of England2

Recent works citing Caspar Siegert (2025 and 2024)

YearTitle of citing document
2024The Principle of Cost-Based Supervision in Practice. (2024). Dumlao, Luis. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:2:p:1-19.

Full description at Econpapers || Download paper

2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

Full description at Econpapers || Download paper

2024Calibrating 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

2024Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053.

Full description at Econpapers || Download paper

2024Counterfactual Simulation of the Effect of Large-Scale Monetary Easing on Japans Financial System. (2024). Hirakata, Naohisa ; Ishikuro, Yuto ; Takano, Yutaro ; Konaka, Yuki ; Koike, Yosuke ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e08.

Full description at Econpapers || Download paper

2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

Full description at Econpapers || Download paper

2024Reserves regulation and the risk-taking channel. (2024). Kokas, Sotirios ; Delis, Manthos ; Kontonikas, Alexandros. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001512.

Full description at Econpapers || Download paper

2025High-frequency effects of macroprudential policy announcements. (2025). Tuzcuoglu, Kerem ; Duprey, Thibaut. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001016.

Full description at Econpapers || Download paper

2024Service-quality and pricing strategies in the airline industry: The role of distance. (2024). Flores-Fillol, Ricardo ; Fageda, Xavier. In: Economics of Transportation. RePEc:eee:ecotra:v:40:y:2024:i:c:s2212012224000406.

Full description at Econpapers || Download paper

2025Demand-shock characteristics and pricing behavior: A natural experiment from UEFA Euro 2016. (2025). Gaggero, Alberto ; Piga, Claudio A ; Alderighi, Marco. In: Economics of Transportation. RePEc:eee:ecotra:v:41:y:2025:i:c:s2212012225000012.

Full description at Econpapers || Download paper

2024The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk. (2024). Galan, Jorge E. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301340.

Full description at Econpapers || Download paper

2024Financial openness, liability composition of banks, and bank risk: International evidence. (2024). Moreira, Fernando ; Li, Zixian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s104244312400132x.

Full description at Econpapers || Download paper

2024Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Peiris, Udara ; Shirobokov, A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139.

Full description at Econpapers || Download paper

2024Optimal capital adequacy ratios for banks. (2024). Juelsrud, Ragnar Enger ; Andersen, Henrik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000285.

Full description at Econpapers || Download paper

2024Does COVID-19 decrease price dispersion? Recent evidence from the airline industry. (2024). Chen, Jihui. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:2:s109094432400019x.

Full description at Econpapers || Download paper

2024Financial 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

2024Financial stability: A scientometric analysis and research agenda. (2024). Challita, Sandra ; ben Jabeur, Sami ; Ballouk, Hossein ; Chen, Chaomei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000874.

Full description at Econpapers || Download paper

2024Flight ticket taxes in Europe: Environmental and economic impact. (2024). Teixido, Jordi ; Fageda, Xavier ; Bernardo, Valeria. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003129.

Full description at Econpapers || Download paper

2024Airline price responses in the face of demand shocks: European lessons from the COVID-19 pandemic. (2024). Fageda, Xavier ; Borsati, Mattia. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:186:y:2024:i:c:s1366554524001285.

Full description at Econpapers || Download paper

2024Monetary and Finacial Policy with Privately Optimal Risk Taking. (2024). Nolan, Charles ; Duncan, Alfred ; de Camargo, Joao Pedro. In: Working Papers. RePEc:gla:glaewp:2024_12.

Full description at Econpapers || Download paper

2024Commodity cycles and financial instability in emerging economies. (2024). Tsomocos, Dimitrios ; Andreyev, Mikhail ; Peiris, Udara M ; Andreev, Mikhail ; Shirobokov, Alexander. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:2:d:10.1007_s10436-024-00443-8.

Full description at Econpapers || Download paper

2024Towards a macroprudential regulatory framework for mutual funds?. (2024). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3063-3082.

Full description at Econpapers || Download paper

Works by Caspar Siegert:

YearTitleTypeCited
2019Would Macroprudential Regulation Have Prevented the Last Crisis? In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article47
2018Would macroprudential regulation have prevented the last crisis?.(2018) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2015Financial Stability Paper 32: Estimating the extent of the ‘too big to fail’ problem – a review of existing approaches In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper7
2015Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements - In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper39
2015Estimación de la magnitud del problema “demasiado grande para quebrar”: revisión de los enfoques In: Boletín.
[Full Text][Citation analysis]		article0
2014Bonuses and managerial misbehaviour In: European Economic Review.
[Full Text][Citation analysis]		article1
2020Dynamic oligopoly pricing: Evidence from the airline industry In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article24
2019Dynamic Oligopoly Pricing: Evidence from the Airline Industry.(2019) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2015Optimal tolerance for failure In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2020Financial Stability Considerations and Monetary Policy In: International Journal of Central Banking.
[Full Text][Citation analysis]		article18
2014Optimal Opacity on Financial Markets In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team