Matjaž Volk : Citation Profile

Banka Slovenije

6

H index

1

i10 index

80

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 7
   Journals where Matjaž Volk has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 6 (6.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo207
   Updated: 2025-12-20    RAS profile: 2025-12-19    
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Relations with other researchers

Works with:

Budnik, Katarzyna (6)

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

Is cited by:

Budnik, Katarzyna (12)

Boucherie, Louis (9)

Marques, Aurea (4)

Jude, Cristina (4)

Pancaro, Cosimo (4)

Olszak, Małgorzata (4)

Reghezza, Alessio (3)

COSTANTIELLO, ALBERTO (3)

Figueres, Juan (3)

LEOGRANDE, ANGELO (3)

Konietschke, Paul (3)

Cites to:

Ongena, Steven (25)

Peydro, Jose-Luis (15)

Jimenez, Gabriel (13)

Budnik, Katarzyna (12)

Balatti, Mirco (9)

Kleemann, Michael (9)

Saurina, Jesús (6)

Brown, Martin (6)

Claessens, Stijn (6)

Popov, Alexander (6)

Pancaro, Cosimo (6)

Main data

Where Matjaž Volk has published?

Journals with more than one article published# docs
Macroprudential Bulletin3
The Quarterly Review of Economics and Finance2

Working Papers Series with more than one paper published# docs
Occasional Paper Series / European Central Bank4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Matjaž Volk (2025 and 2024)

YearTitle of citing document
2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2024Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961.

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20242023 macroprudential stress test of the euro area banking system. (2024). Narueviius, Laurynas ; Podlogar, Jure ; Dimitrov, Ivan ; Cappelletti, Giuseppe ; Legrand, Catherine ; Nunes, Andre ; Rohm, Nicola ; Steege, Lucas Ter. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024Climate transition risk in the banking sector: what can prudential regulation do?. (2024). Grill, Michael ; Rancoita, Elena ; Popescu, Alexandra. In: Working Paper Series. RePEc:ecb:ecbwps:20242910.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Loan guarantee and portfolio greening: evidence from European credit registers. (2024). Reghezza, Alessio ; Perdichizzi, Salvatore ; Miquel-Flores, Ixart ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20242916.

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2024Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?. (2024). Witte, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20242988.

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2025From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075.

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2025The impact of capital requirements on bank capital. (2025). Albertazzi, Ugo ; Marques, Aurea Ponte ; Abbondanza, Aurora ; Travaglini, Giulia Leila. In: Working Paper Series. RePEc:ecb:ecbwps:20253128.

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2025Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024The performance of Islamic and conventional microfinance loans in Afghanistan: The Taliban and beyond. (2024). Disli, Mustafa ; Jalaly, Shakir. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123001097.

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2025Targeted monetary policy and household business credit access: Based on the credit asset pledge relending policy. (2025). Lin, Min ; Sun, Yanmei ; Zhang, Mingxin ; Wu, Weixing. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000378.

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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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2024Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments. (2024). Varraso, Paolo ; Marques, Aurea ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000354.

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2025The state-dependent impact of changes in bank capital requirements. (2025). Menno, Dominik ; Lang, Jan Hannes. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000597.

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2025Doubling down: The synergy of CCyB release and monetary policy easing. (2025). Levieuge, Grgory ; Jude, Cristina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000658.

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2024Modelling Risk-Weighted Assets: Looking Beyond Stress Tests. (2024). Švéda, Josef ; Siuda, Vojtech ; Sveda, Josef ; Panos, Jiri. In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2024.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: OSF Preprints. RePEc:osf:osfxxx:2u4jb_v1.

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2025Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:123190.

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2024Should new prudential regulation discriminate green credit risk ? A macrofinancial study for the Output Floor case.. (2024). Roussel, Corentin. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-07.

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Works by Matjaž Volk:

YearTitleTypeCited
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2020Buffer use and lending impact In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article9
2021Macroeconomic impact of Basel III finalisation on the euro area In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article6
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper20
2021Policies in support of lending following the coronavirus (COVID 19) pandemic In: Occasional Paper Series.
[Full Text][Citation analysis]		paper9
2021The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2022The economic impact of the NPLcoverage expectations in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper1
2020Banking euro area stress test model In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2021Modelin-g credit risk with a Tobit model of days past due In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2021Bank response to policy-related changes in capital requirements In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article3
2017Bank Response to Policy Related Changes in Capital Requirements.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024The transmission of targeted monetary policy to bank credit supply In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2023Empirical Evidence on the Effectiveness of Capital Buffer Release In: International Journal of Central Banking.
[Full Text][Citation analysis]		article6
2018Empirical Evidence on the Effectiveness of Capital Buffer Release.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2014Access to Credit as a Growth Constraint In: Journal of Banking and Financial Economics.
[Full Text][Citation analysis]		article5
2025Is the ECB Monetary tightening effective? The role of bank funding and asset structure In: Applied Economics Letters.
[Full Text][Citation analysis]		article0

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