15
H index
17
i10 index
1573
Citations
Oesterreichische Nationalbank | 15 H index 17 i10 index 1573 Citations RESEARCH PRODUCTION: 31 Articles 20 Papers 2 Books 2 Chapters EDITOR: Series edited 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 Martin Summer. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Monetary Policy & the Economy | 8 |
| Financial Stability Report | 7 |
| Journal of Banking & Finance | 3 |
| International Journal of Central Banking | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 10 |
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Clearing and Contagion in Financial Networks. (2024). Feinstein, Zachary ; Banerjee, Tathagata ; Bernstein, Alex. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper |
| 2024 | Optimal Clearing Payments in a Financial Contagion Model. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper |
| 2024 | Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective. (2024). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper |
| 2025 | A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
| 2024 | Measures of the Capital Network of the U.S. Economy. (2024). Klemens, Ben. In: Papers. RePEc:arx:papers:2401.12118. Full description at Econpapers || Download paper |
| 2025 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper |
| 2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
| 2024 | Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints. (2024). Traxler, Theresa ; Frey, Rudiger. In: Papers. RePEc:arx:papers:2406.17528. Full description at Econpapers || Download paper |
| 2024 | Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach. (2024). Dungore, Parizad ; Saxena, Aditya. In: Papers. RePEc:arx:papers:2407.12044. Full description at Econpapers || Download paper |
| 2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper |
| 2025 | A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044. Full description at Econpapers || Download paper |
| 2025 | Clearing Sections of Lattice Liability Networks. (2025). Riess, Hans ; Lopez, Miguel ; Gould, Julian ; Ghrist, Robert. In: Papers. RePEc:arx:papers:2503.17836. Full description at Econpapers || Download paper |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper |
| 2025 | Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.19630. Full description at Econpapers || Download paper |
| 2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper |
| 2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
| 2024 | Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088. Full description at Econpapers || Download paper |
| 2025 | A Quick Stress Testing Methodology for Irish Banks. (2025). Mugrabi, Farah ; Lyons, Paul ; de Comres, Quentin Bro. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25. Full description at Econpapers || Download paper |
| 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 |
| 2025 | Higher-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 |
| 2025 | Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884. Full description at Econpapers || Download paper |
| 2024 | Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Fessina, Massimiliano ; Cimini, Giulio ; Zaccaria, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007. Full description at Econpapers || Download paper |
| 2024 | A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866. Full description at Econpapers || Download paper |
| 2025 | Stabilizing financial networks via mergers and acquisitions. (2025). Kallio, Markku ; Khabazian, Aein. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:314-329. Full description at Econpapers || Download paper |
| 2025 | Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675. Full description at Econpapers || Download paper |
| 2025 | Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957. Full description at Econpapers || Download paper |
| 2025 | Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x. Full description at Econpapers || Download paper |
| 2025 | Does digital transformation affect systemic risk? Evidence from the banking sector in China. (2025). Sun, Naili ; Xia, Yufei ; Li, Yawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002248. Full description at Econpapers || Download paper |
| 2024 | Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Liu, Yiting ; Baals, Lennart John ; Osterrieder, Jorg ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386. Full description at Econpapers || Download paper |
| 2024 | From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955. Full description at Econpapers || Download paper |
| 2024 | Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
| 2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. 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 |
| 2024 | Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219. Full description at Econpapers || Download paper |
| 2024 | Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244. Full description at Econpapers || Download paper |
| 2025 | Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x. Full description at Econpapers || Download paper |
| 2024 | Stressing dynamic loss models. (2024). Pesenti, Silvana M ; Jaimungal, Sebastian ; Kroell, Emma. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:56-78. Full description at Econpapers || Download paper |
| 2024 | On bankruptcy in general equilibrium with uncertainty. (2024). Tsomocos, Dimitrios ; Ritzberger, Klaus. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000449. Full description at Econpapers || Download paper |
| 2024 | Bank heterogeneity and financial stability. (2024). Xiang, Haotian ; Shen, Lin ; Kopytov, Alexandr ; Goldstein, Itay. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001570. Full description at Econpapers || Download paper |
| 2025 | Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135. 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 | Source identification on financial networks with label propagation. (2025). Sun, Lei ; Peng, Shuilin ; Hu, Zhao-Long ; Jin, Qichao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008380. Full description at Econpapers || Download paper |
| 2025 | Interconnected bank networks: Shock amplifiers or absorbers in the financial system?. (2025). Tang, LE ; Ren, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500142x. Full description at Econpapers || Download paper |
| 2024 | Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). de Frana, Joo Vinicius ; Guimares, Acassio Silva. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915. Full description at Econpapers || Download paper |
| 2025 | Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. (2025). Sensoy, Ahmet ; Misra, Arun Kumar ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400429x. Full description at Econpapers || Download paper |
| 2024 | On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480. Full description at Econpapers || Download paper |
| 2025 | Individuals attitudes and their adoption intentions of central bank digital currency: Combining theories and analytics for deeper insights. (2025). Osakwe, Christian Nedu ; Ogunmokun, Oluwatobi A ; Kwarteng, Michael Adu ; Elgammal, Islam. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006553. Full description at Econpapers || Download paper |
| 2025 | A novel similarity-based recommendation for identifying potential customers in new markets using an inter-firm transaction network. (2025). Lee, Ho-Shin ; Choi, Jeongsub ; Jang, Kabsoo ; Kim, Byunghoon. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:216:y:2025:i:c:s0040162525001829. Full description at Econpapers || Download paper |
| 2025 | “Feeling Stressed?” A Critical Analysis of the Regulatory Prescribed Stress Tests for Financial Services in the UK. (2025). Pantos, Stavros. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:246-:d:1648008. Full description at Econpapers || Download paper |
| 2024 | Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Zhang, Xiang ; Yuan, Zhining ; Costola, Michele ; Maillet, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04514343. Full description at Econpapers || Download paper |
| 2025 | Climate stress test of the global supply chain network: the case of river floods. (2025). Papadopoulos, Georgios ; Javier, Ojea Ferreiro ; Roberto, Panzica. In: JRC Working Papers in Economics and Finance. RePEc:jrs:wpaper:202509. Full description at Econpapers || Download paper |
| 2024 | How FinTech Affects Bank Systemic Risk: Evidence from China. (2024). Chen, Qian ; Shen, Chuang. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:1:d:10.1007_s10693-023-00421-7. Full description at Econpapers || Download paper |
| 2024 | Inequality in economic shock exposures across the global firm-level supply network. (2024). Reisch, Tobias ; Diem, Christian ; Thurner, Stefan ; Astudillo-Estevez, Pablo ; Chakraborty, Abhijit. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w. Full description at Econpapers || Download paper |
| 2024 | Exploring the backward and forward linkages of production network in a developing country. (2024). Alvi, Shahzad ; Ahmad, Imtiaz. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02727-w. Full description at Econpapers || Download paper |
| 2024 | The impact of social media discourse on financial performance of e-commerce companies listed on Borsa Istanbul. (2024). Balci, Mehmet Ali ; Batrancea, Larissa M ; Nichita, Anca ; Akgller, Mer. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03894-6. Full description at Econpapers || Download paper |
| 2025 | Design of an evolutionary model for international trade settlement based on genetic algorithm and fuzzy neural network. (2025). Liu, Yang ; Huang, Jiaqing ; Sohaib, Osama ; Tu, Miaomiao. In: PLOS ONE. RePEc:plo:pone00:0327199. Full description at Econpapers || Download paper |
| 2024 | Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3. Full description at Econpapers || Download paper |
| 2024 | Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-022-00837-x. Full description at Econpapers || Download paper |
| 2025 | How will the digital euro work? A preliminary analysis of design, structures, and challenges. (2025). Brhl, Volker. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00822-7. Full description at Econpapers || Download paper |
| 2025 | Financial stability through a global perspective: an in-depth integrative review. (2025). Singh, Jagvinder ; Singhania, Shubham ; Sardana, Varda ; Khetan, Rishika. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:16:y:2025:i:8:d:10.1007_s13198-025-02831-3. Full description at Econpapers || Download paper |
| 2025 | Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x. Full description at Econpapers || Download paper |
| 2025 | Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector. (2025). Liu, Xin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-01861-9. Full description at Econpapers || Download paper |
| 2024 | The network econometrics of financial concentration. (2024). Cruz Rambaud, Salvador ; Garcia, Javier Sanchez. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00689-y. Full description at Econpapers || Download paper |
| 2025 | Banks’ Cross-Border Borrowing and Currency Shock: Evidence from an Emerging Economy. (2025). Ozyildirim, Suheyla ; Sumer, Tuba Pelin ; Topaloglu-Bozkurt, Ayca. In: Working Papers. RePEc:tcb:wpaper:2513. Full description at Econpapers || Download paper |
| 2024 | Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:6821532b-151b-4ae3-9543-5aa4f31ce1d4. Full description at Econpapers || Download paper |
| 2024 | The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Discussion Paper. RePEc:tiu:tiucen:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
| 2024 | Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:6821532b-151b-4ae3-9543-5aa4f31ce1d4. Full description at Econpapers || Download paper |
| 2024 | Clearing in financial networks and dynamic investment under uncertainty. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:94768fb9-fd72-405d-a330-6b704cd05b41. Full description at Econpapers || Download paper |
| 2024 | The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
| 2024 | Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942. Full description at Econpapers || Download paper |
| Journal | |
|---|---|
| Working Papers |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Financial Contagion and Network Analysis In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 45 |
| 2004 | Contagion Flow Through Banking Networks In: Papers. [Full Text][Citation analysis] | paper | 31 |
| 2010 | A systematic approach to multi-period stress testing of portfolio credit risk In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2012 | A systematic approach to multi-period stress testing of portfolio credit risk.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2014 | Credit Risk in General Equilibrium In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Credit risk in general equilibrium.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Credit Risk in General Equilibrium.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Credit risk in general equilibrium.(2014) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | Endogenous leverage and asset pricing in double auctions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2013 | Endogenous Leverage and Asset Pricing in Double Auctions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Bank solvency stress tests with fire sales In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 2 |
| 2020 | Systematic stress tests on public data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2010 | Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2002 | Financial markets, the structure of long-term investments and labour income risks In: Research in Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Financial Regulation in the New Europe In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2002 | Financial System Transition in Central Europe: The First Decades In: SUERF Studies. [Full Text][Citation analysis] | book | 12 |
| 2018 | Do We Need Central Bank Digital Currency? Economics, Technology and Institutions In: SUERF Studies. [Full Text][Citation analysis] | book | 21 |
| 2006 | Using Market Information for Banking System Risk Assessment In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 220 |
| 2005 | Using Market Information for Banking System Risk Assessment.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 220 | paper | |
| 2009 | How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 87 |
| 2009 | How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2006 | Risk Assessment for Banking Systems In: Management Science. [Full Text][Citation analysis] | article | 415 |
| 2002 | Risk Assessment for Banking Systems.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 415 | paper | |
| 2006 | Systemically important banks: an analysis for the European banking system In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 27 |
| 2003 | Banking Regulation and Systemic Risk In: Open Economies Review. [Full Text][Citation analysis] | article | 26 |
| 2002 | Banking Regulation and Systemic Risk.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2004 | Bank capital, liquidity and systemic risk In: Papers. [Full Text][Citation analysis] | paper | 42 |
| 2004 | Bank Capital, Liquidity and Systemic Risk.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2005 | Bank Capital, Liquidity, and Systemic Risk.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2004 | Bank Capital, Liquidity and Systemic Risk.(2004) In: Sonderforschungsbereich 504 Publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2002 | A New Approach to Assessing the Risk of Interbank Loans In: Financial Stability Report. [Full Text][Citation analysis] | article | 7 |
| 2004 | An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report. [Full Text][Citation analysis] | article | 69 |
| 2006 | Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems In: Financial Stability Report. [Full Text][Citation analysis] | article | 59 |
| 2008 | Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report. [Full Text][Citation analysis] | article | 4 |
| 2010 | The Economics of Bank Insolvency, Restructuring and Recapitalization In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
| 2011 | Bank Supervision and Resolution: National and International Challenges In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
| 2013 | Stress Test Robustness: Recent Advances and Open Problems In: Financial Stability Report. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Economics of Financial Stability: Research Workshop at the OeNB In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Financial Crisis in 2007 and 2008 Viewed from the Perspective of Economic Research In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
| 2010 | Bank Recapitalization and Restructuring: An Economic Analysis of Various Options In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2010 | Technological Change in the Field of Payment Instruments – Long-Term Implications for Monetary Policy and Competition Policy In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2017 | The financial system of the future In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 1 |
| 2018 | Digital money In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2020 | Does digitalization require Central Bank Digital Currencies for the general public? In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 5 |
| 2022 | A digital euro and the future of cash In: Monetary Policy & the Economy. [Full Text][Citation analysis] | article | 0 |
| 2018 | Systematic Systemic Stress Tests In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents (Svetlana Abramova, Rainer Böhme, Helmut Elsinger, Helmut Stix, Martin Summer) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Arbitrage and Optimal Portfolio Choice with Financial Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2008 | Credit portfolio risk and asset price cycles In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
| 2004 | Network topology of the interbank market In: Quantitative Finance. [Full Text][Citation analysis] | article | 395 |
| 1996 | Verifying Reports With a Self Interested Auditor In: Vienna Economics Papers. [Citation analysis] | paper | 0 |
| 2009 | Quantitative Modeling of Systemic Risk in a Globalized Banking System: Methodological Challenges In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2001 | The Financial System in the Czech Republic, Hungary and Poland after a Decade of Transition In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 15 |
| 2008 | Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 5 |
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