Simone Varotto : Citation Profile

University of Reading

10

H index

10

i10 index

557

Citations

RESEARCH PRODUCTION:

14

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 24
   Journals where Simone Varotto has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 7 (1.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva329
   Updated: 2025-04-19    RAS profile: 2020-08-18    
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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 Simone Varotto.

Is cited by:

Lucas, Andre (16)

Schuermann, Til (12)

Perraudin, William (11)

Koopman, Siem Jan (11)

Carey, Mark (9)

Tsomocos, Dimitrios (8)

Shahzad, Syed Jawad Hussain (7)

Alsakka, Rasha (5)

ap Gwilym, Owain (5)

Duffie, Darrell (5)

Jokivuolle, Esa (5)

Cites to:

Perraudin, William (13)

Acharya, Viral (12)

Gordy, Michael (11)

Altman, Edward (10)

Kupiec, Paul (9)

Jarrow, Robert (8)

merton, robert (8)

Lando, David (8)

Pedersen, Lasse (7)

Engle, Robert (7)

Marsh, Ian (6)

Main data

Production by document typearticlepaperchapter199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920200100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents1234567891011120200400Number 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 Simone Varotto has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of International Money and Finance2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading13
MPRA Paper / University Library of Munich, Germany2

Recent works citing Simone Varotto (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

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2024A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868.

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2024Calibration of the rating transition model for high and low default portfolios. (2024). Spreij, Peter ; Khedher, Asma. In: Papers. RePEc:arx:papers:2405.00576.

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2024Firm Support Measures, Credit Payment Behavior, and Credit Risk. (2024). Rodríguez-Novoa, Daniela ; Gómez, Camilo ; Rodriguez-Novoa, Daniela. In: Borradores de Economia. RePEc:bdr:borrec:1277.

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2024Approaches to Default Probability Estimation of Credit Rating Agencies Rating Scales. (2024). Ozerov, Kirill ; Kutenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:98-118.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Can digital tax enforcement reduce the risk of corporate debt default?. (2024). Chen, Wanyi ; Xu, Jingyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1041-1060.

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2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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2024How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Qiang, Haofan ; Wang, Jiaxin ; Zhong, Wenrui ; Huang, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007739.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024The effect of financial statement comparability on the gaps between credit ratings and bond implied ratings: Focusing on the moderating effect of Korean business groups. (2024). Kim, Yong-Shik. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005702.

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2024Social credit system construction and corporate debt dilemmas. (2024). Zhang, YI ; Wu, Lingling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012278.

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2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir ; Qin, Zhaohui ; Chen, Yijie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2024How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094.

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2025A three-stage prediction model for firm default risk: An integration of text sentiment analysis. (2025). Ma, Xuejiao ; Jiang, Qichuan ; Che, Tianqi. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001713.

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2024Bank credit to SMEs in Japan: Evidence from normal times, the global financial crisis, and the COVID-19 crisis. (2024). Tsuruta, Daisuke. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400252x.

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2024Default risk and stock returns: From a perspective of measurement errors. (2024). Hu, Yingyao ; Yang, Xiaolou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1545-1561.

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2024Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240.

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2024Does gender matter in financing SMEs in green industry?. (2024). Pisani, Raoul ; di Tommaso, Caterina ; Arcuri, Maria Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400014x.

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2024Commonality in liquidity and corporate default risk - Evidence from China. (2024). Zan, Bingyan ; Li, Jintian ; He, Feng ; Fu, Yumei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734.

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2024.

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2025Improving Credit Risk Assessment in Uncertain Times: Insights from IFRS 9. (2025). Jakubík, Petr ; Teleu, Saida ; Jakubik, Petr. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:38-:d:1595063.

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2024Firm Support Measures, Credit Payment Behavior, and Credit Risk. (2024). Rodríguez-Novoa, Daniela ; Gómez, Camilo ; Rodriguez-Novoa, Daniela. In: IHEID Working Papers. RePEc:gii:giihei:heidwp03-2024.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2025Firm ownership and systemic risk: mechanism and evidence from China. (2025). Liu, Chenye ; Xu, Jiawen. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:2:d:10.1057_s41283-025-00159-7.

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2024An empirical comparison of correlation-based systemic risk measures. (2024). Uberti, Pierpaolo ; Pastorino, Caterina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01746-0.

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2024.

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2024.

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Works by Simone Varotto:

Year  ↓Title  ↓Type  ↓Cited  ↓
2005Ex Ante Versus Ex Post Regulation of Bank Capital In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper5
2004Ex Ante versus Ex Post Regulation of Bank Capital.(2004) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2005Ex Ante Versus Ex Post Regulation of Bank Capital.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010EX-ANTE VERSUS EX-POST REGULATION OF BANK CAPITAL.(2010) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		chapter
2008Timeliness of Spread Implied Ratings In: European Financial Management.
[Full Text][Citation analysis]		article7
2001Ratings versus equity-based credit risk modelling: an empirical analysis In: Bank of England working papers.
[Full Text][Citation analysis]		paper25
2001Stability of ratings transitions In: Bank of England working papers.
[Full Text][Citation analysis]		paper289
2000Stability of rating transitions.(2000) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 289		article
2003Credit risk diversification: evidence from the eurobond market In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
1997Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk In: Bank of England working papers.
[Full Text][Citation analysis]		paper7
2020The differential impact of leverage on the default risk of small and large firms In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article35
2015Time varying price discovery In: Economics Letters.
[Full Text][Citation analysis]		article19
2007Ratings-based credit risk modelling: An empirical analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2013Price discovery of credit spreads in tranquil and crisis periods In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2012Price Discovery of Credit Spreads in Tranquil and Crisis Periods.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017The equity-like behaviour of sovereign bonds In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2014The Equity-like Behaviour of Sovereign Bonds.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2012Stress testing credit risk: The Great Depression scenario In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2010Stress Testing Credit Risk: The Great Depression Scenario.(2010) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2013Credit and liquidity components of corporate CDS spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2018Systemic risk and bank size In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article49
2014Systemic Risk and Bank Size.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2019Liquidity and shadow banking In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2011Liquidity risk, credit risk, market risk and bank capital In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article11
2011Liquidity Risk, Credit Risk, Market Risk and Bank Capital.(2011) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1998Value at risk and precommitment: approaches to market risk regulation In: Economic Policy Review.
[Full Text][Citation analysis]		article2
2012Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2011Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options.(2011) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2001Credit Risk Diversification In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2005Predicting Agency Rating Migrations with Spread Implied Ratings In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper7
2007Admissions of International Graduate Students: Art or Science? A Business School Experience In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2007Tests on the Accuracy of Basel II In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2008An Assessment of the Internal Rating Based Approach in Basel II In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2012The Time Varying Properties of Credit and Liquidity Components of CDS Spreads In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2014Corporate Governance, Bank Mergers and Executive Compensation In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper10
2017Corporate Governance, Bank Mergers and Executive Compensation.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team