11
H index
13
i10 index
1025
Citations
Bank of Canada | 11 H index 13 i10 index 1025 Citations RESEARCH PRODUCTION: 9 Articles 23 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jing Yang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Bank of Canada Review | 2 |
BIS Quarterly Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Working Papers / Bank of Canada | 5 |
Discussion Papers / Bank of Canada | 3 |
Staff Analytical Notes / Bank of Canada | 2 |
Year | Title of citing document |
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2023 | BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178. Full description at Econpapers || Download paper |
2024 | Optimal Clearing Payments in a Financial Contagion Model. (2021). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe . In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper |
2024 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper |
2023 | Cost of Implementation of Basel III reforms in Bangladesh -- A Panel data analysis. (2023). , Abdulkader ; Alam, Mohammed Mahinur ; Naoaj, Md Shah ; Hazra, Dipti Rani. In: Papers. RePEc:arx:papers:2303.11414. Full description at Econpapers || Download paper |
2024 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000. Full description at Econpapers || Download paper |
2023 | The impact of changes in bank capital requirements. (2023). Raja, Akash. In: Bank of England working papers. RePEc:boe:boeewp:1004. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046. Full description at Econpapers || Download paper |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765. Full description at Econpapers || Download paper |
2023 | Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Bayraktar, Nihal ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015. Full description at Econpapers || Download paper |
2023 | A horse race of alternative monetary policy regimes under bounded rationality. (2023). Zhang, Yang ; Schlanger, Tudor ; Wagner, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001148. 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 |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2024 | Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x. Full description at Econpapers || Download paper |
2023 | Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420. Full description at Econpapers || Download paper |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper |
2023 | Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651. Full description at Econpapers || Download paper |
2023 | Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275. Full description at Econpapers || Download paper |
2023 | Bond issuance and the funding choices of European banks: The consequences of public debt. (2023). Keasey, Kevin ; Cariboni, Jessica ; Rancan, Michela ; Vallascas, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000750. Full description at Econpapers || Download paper |
2023 | Internal or external control? How to respond to credit risk contagion in complex enterprises network. (2023). Feng, Hairong ; Chao, Xiangrui ; Qian, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001205. Full description at Econpapers || Download paper |
2023 | A new way of measuring effects of financial crisis on contagion in currency markets. (2023). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002806. Full description at Econpapers || Download paper |
2023 | Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295. Full description at Econpapers || Download paper |
2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper |
2023 | How effective are bad bank resolutions? New evidence from Europe. (2023). Gambacorta, Leonardo ; Brei, Michael ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000530. Full description at Econpapers || Download paper |
2023 | Optimal capital ratios for banks in the euro area. (2023). Luginbuhl, Rob ; van Heuvelen, Gerrit Hugo ; Soederhuizen, Beau ; van Stiphout-Kramer, Bert. In: Journal of Financial Stability. RePEc:eee:finsta:v:69:y:2023:i:c:s1572308923000645. Full description at Econpapers || Download paper |
2023 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895. Full description at Econpapers || Download paper |
2023 | Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper |
2023 | Leverage and the cost of capital for U.S. banks. (2023). Malmquist, David ; Jones, Jonathan ; Clark, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001930. Full description at Econpapers || Download paper |
2023 | What to target? Insights from a lab experiment. (2023). Salle, Isabelle L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:514-533. Full description at Econpapers || Download paper |
2023 | Macroprudential regulatory policies with a dominant-bank oligopoly and fringe banks. (2023). Vanhoose, David ; Dia, Enzo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619523000115. Full description at Econpapers || Download paper |
2023 | Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472. Full description at Econpapers || Download paper |
2023 | Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074. Full description at Econpapers || Download paper |
2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper |
2023 | Contagion and supervision of liquidity crisis in interbank markets: Based on the SIS network model. (2023). Chen, Naixi ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007719. Full description at Econpapers || Download paper |
2023 | Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2023 | The interrelationship between bank capital and liquidity creation: A non-linear perspective from the Asia-Pacific region. (2023). Pham, Ha ; Ly, Kim Cuong ; Kashiramka, Smita ; Gupta, Juhi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:793-820. Full description at Econpapers || Download paper |
2024 | Do ICT firms manage R&D differently? Firm-level and macroeconomic effects on corporate R&D investment: Empirical evidence from a multi-countries context. (2024). Mazas-Perez, Cristina ; Alexeeva-Alexeev, Inna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558. Full description at Econpapers || Download paper |
2023 | Counterparty Risk Contagion Model of Carbon Quota Based on Asset Price Reduction. (2023). Li, Zeyu ; Wang, Lei ; Hou, Yuejuan ; Chen, Tingqiang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11377-:d:1199644. Full description at Econpapers || Download paper |
2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
2023 | The Impact of the Basel III banking regulation on Moroccan banks. (2023). Mikou, Mohammed. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2023. Full description at Econpapers || Download paper |
2023 | Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421. Full description at Econpapers || Download paper |
2023 | Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9. Full description at Econpapers || Download paper |
2023 | Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9. Full description at Econpapers || Download paper |
2024 | The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Zimmermann, Heinz ; Boni, Pascal. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00443-0. Full description at Econpapers || Download paper |
2023 | What do we know about the impact of income diversification on bank performance? A systematic literature review. (2023). Zoghlami, Faten ; Zouaoui, Haykel. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:3:d:10.1057_s41261-022-00201-8. Full description at Econpapers || Download paper |
2023 | anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052. Full description at Econpapers || Download paper |
2024 | Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation. (2024). Onyejiaku, Chinyere C ; Haruna, Habila Abel ; Dibal, Hyeladi Stanley ; Uchechukwu, Josaphat ; Ogbole, Ogbole Friday. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:248-269. Full description at Econpapers || Download paper |
2023 | Bank Diversity and Financial Contagion. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: CSEF Working Papers. RePEc:sef:csefwp:667. Full description at Econpapers || Download paper |
2023 | Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w. Full description at Econpapers || Download paper |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper |
2023 | Bank funding diversity, risk and profitability: Evidence from Vietnam in the context of the Covid-19 pandemic. (2023). Nguyen, Nhat Minh ; Pham, Manh Hung. In: Cogent Business & Management. RePEc:taf:oabmxx:v:10:y:2023:i:1:p:2191305. Full description at Econpapers || Download paper |
2023 | Is the regulatory downturn LGD adequate? Performance analysis and alternative methods. (2023). Imanto, Christopher Paulus ; Hartmann-Wendels, Thomas. In: Journal of the Operational Research Society. RePEc:taf:tjorxx:v:74:y:2023:i:3:p:736-747. Full description at Econpapers || Download paper |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002. Full description at Econpapers || Download paper |
2023 | History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model. (2023). Truong, Hung ; Salle, Isabelle ; Arifovic, Jasmina. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230028. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Lower Bound Uncertainty and Long?Term Interest Rates. (2023). Grisse, Christian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:619-634. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Estimating Canada’s Effective Lower Bound In: Bank of Canada Review. [Full Text][Citation analysis] | article | 32 |
2015 | Estimating Canada’s Effective Lower Bound.(2015) In: Staff Analytical Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2017 | Unconventional Monetary Policy: The Perspective of a Small Open Economy? In: Bank of Canada Review. [Full Text][Citation analysis] | article | 4 |
2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | COVID and Financial Stability: Practice Ahead of Theory In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Predicting Changes in Canadian Housing Markets with Machine Learning In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2002 | Alternative Trading Systems: Does One Shoe Fit All? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
2003 | An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2022 | A Horse Race of Monetary Policy Regimes: An Experimental Investigation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | A Horse Race of Monetary Policy Regimes: An Experimental Investigation.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2017 | Alternative Scenario to the October 2017 MPR Base-Case Projection: Higher Potential Growth In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
2016 | The determinants of long-term debt issuance by European banks: evidence of two crises. In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2015 | The determinants of long-term debt issuance by European banks: evidence of two crises.(2015) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2012 | Bank stock returns, leverage and the business cycle In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 18 |
2014 | Financial structure and growth In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 92 |
2008 | Network models and financial stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 519 |
2007 | Network models and financial stability.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 519 | article | |
2009 | International financial transmission: emerging and mature markets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Financial intermediaries in an estimated DSGE model for the United Kingdom In: Bank of England working papers. [Full Text][Citation analysis] | paper | 20 |
2004 | Horizontal and vertical integration in securities trading and settlement In: Bank of England working papers. [Full Text][Citation analysis] | paper | 31 |
2006 | Horizontal and Vertical Integration in Securities Trading and Settlement.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2011 | Optimal Bank Capital In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 184 |
2013 | Optimal Bank Capital.(2013) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | article | |
2011 | Optimal Bank Capital.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | paper | |
2004 | Estimation of the J-Curve in China In: Economics Study Area Working Papers. [Full Text][Citation analysis] | paper | 20 |
2006 | Non-linear, non-parametric, non-fundamental exchange rate forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
2000 | MARKET STRUCTURE, PRICE DISCOVERY AND NEURAL LEARNING IN AN ARTIFICIAL FX MARKET In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
2005 | Designing large value payment systems: an agent based approach In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 5 |
1999 | Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] | paper | 0 |
2014 | Diversification and bank profitability: a nonlinear approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
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