ESRB Working Paper Series / European Systemic Risk Board
[Raw
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[50 most relevant papers]
[cites used to compute IF]
[Recent
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2016 | 0 | 0.64 | 1.19 | 0 | 42 | 42 | 478 | 41 | 61 | 0 | 0 | 6 | 14.6 | 41 | 0.98 | 0.34 | ||
| 2017 | 1.83 | 0.62 | 2.76 | 1.83 | 29 | 71 | 738 | 196 | 257 | 42 | 77 | 42 | 77 | 12 | 6.1 | 65 | 2.24 | 0.35 |
| 2018 | 2.23 | 0.61 | 2.22 | 2.23 | 24 | 95 | 143 | 211 | 468 | 71 | 158 | 71 | 158 | 11 | 5.2 | 10 | 0.42 | 0.34 |
| 2019 | 2.15 | 0.62 | 2.04 | 1.81 | 20 | 115 | 49 | 235 | 703 | 53 | 114 | 95 | 172 | 7 | 3 | 8 | 0.4 | 0.36 |
| 2020 | 1.14 | 0.7 | 2.33 | 1.88 | 7 | 122 | 0 | 284 | 987 | 44 | 50 | 115 | 216 | 2 | 0.7 | 0 | 0.74 | |
| 2021 | 0.52 | 0.95 | 1.86 | 1.6 | 17 | 139 | 20 | 258 | 1245 | 27 | 14 | 122 | 195 | 6 | 2.3 | 3 | 0.18 | 0.39 |
| 2022 | 0.33 | 0.69 | 1.36 | 1.25 | 7 | 146 | 8 | 198 | 1443 | 24 | 8 | 97 | 121 | 2 | 1 | 0 | 0.22 | |
| 2023 | 0.63 | 0.59 | 1.16 | 0.4 | 6 | 152 | 0 | 176 | 1619 | 24 | 15 | 75 | 30 | 6 | 3.4 | 1 | 0.17 | 0.18 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737. Full description at Econpapers || Download paper | 389 |
| 2 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). RodrÃÆÃÂguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605. Full description at Econpapers || Download paper | 102 |
| 3 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Tous, Francesc R ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20165. Full description at Econpapers || Download paper | 92 |
| 4 | 2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:201608. Full description at Econpapers || Download paper | 79 |
| 5 | 2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Ippolito, Filippo ; Polo, Andrea ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20168. Full description at Econpapers || Download paper | 73 |
| 6 | 2016 | Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Sunderam, Adi ; Chernenko, Sergey. In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers || Download paper | 70 |
| 7 | 2018 | Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877. Full description at Econpapers || Download paper | 70 |
| 8 | 2017 | The real effects of bank capital requirements. (2017). L̮̩, Mathias ; fraisse, henri ; David, Mathias Leauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201747. Full description at Econpapers || Download paper | 57 |
| 9 | 2016 | Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611. Full description at Econpapers || Download paper | 51 |
| 10 | 2016 | The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, LuÃÆÃÂs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631. Full description at Econpapers || Download paper | 43 |
| 11 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder di Mauro, Beatrice ; Schnabel, Isabel ; Schafer, Alexander . In: ESRB Working Paper Series. RePEc:srk:srkwps:201607. Full description at Econpapers || Download paper | 42 |
| 12 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:20167. Full description at Econpapers || Download paper | 40 |
| 13 | 2017 | A dynamic theory of mutual fund runs and liquidity management. (2017). Zeng, Yao. In: ESRB Working Paper Series. RePEc:srk:srkwps:201742. Full description at Econpapers || Download paper | 40 |
| 14 | 2017 | Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201740. Full description at Econpapers || Download paper | 27 |
| 15 | 2017 | Why are banks not recapitalized during crises?. (2017). Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201757. Full description at Econpapers || Download paper | 25 |
| 16 | 2017 | Banking integration and house price comovement. (2017). David, David Sraerauthor-Name ; Landier, Augustin. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748. Full description at Econpapers || Download paper | 24 |
| 17 | 2016 | Banks exposure to interest rate risk and the transmission of monetary policy. (2016). thesmar, david ; Sraer, David ; Landier, Augustin ; Gomez, Matthieu. In: ESRB Working Paper Series. RePEc:srk:srkwps:201613. Full description at Econpapers || Download paper | 24 |
| 18 | 2017 | The missing links: A global study on uncovering financial network structures from partial data. (2017). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Nobili, Stefano ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Fique, JosÃÆé ; Banai, Adam ; Anand, Kartik ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Friedrich, Soeren ; van Lelyveldauthor-Name, Iman ; Rajan, Sriram ; Molina-Borboa, Jose Luis ; Lee, Hwayun. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751. Full description at Econpapers || Download Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). SchÃÆüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743. Full description at Econpapers || Download paper | 22 |
| 20 | 2017 | Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735. Full description at Econpapers || Download paper | 19 |
| 21 | 2018 | Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875. Full description at Econpapers || Download paper | 17 |
| 22 | 2016 | Credit default swap spreads and systemic financial risk. (2016). Giglio, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201615. Full description at Econpapers || Download paper | 13 |
| 23 | 2017 | Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761. Full description at Econpapers || Download paper | 12 |
| 24 | 2016 | Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej. In: ESRB Working Paper Series. RePEc:srk:srkwps:201616. Full description at Econpapers || Download paper | 11 |
| 25 | 2017 | The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762. Full description at Econpapers || Download paper | 11 |
| 26 | 2017 | Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201755. Full description at Econpapers || Download paper | 11 |
| 27 | 2017 | Equity versus bail-in debt in banking: an agency perspective. (2017). Nikolov, Kalin ; Mendicino, Caterina ; Javier, Kalin Nikolovauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201750. Full description at Econpapers || Download paper | 11 |
| 28 | 2017 | Wholesale funding dry-ups. (2017). thesmar, david ; Perignon, Christophe ; Guillaume, David Thesmarauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201749. Full description at Econpapers || Download paper | 10 |
| 29 | 2017 | Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201744. Full description at Econpapers || Download paper | 10 |
| 30 | 2018 | Lending standards and output growth. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201879. Full description at Econpapers || Download paper | 10 |
| 31 | 2016 | How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633. Full description at Econpapers || Download paper | 10 |
| 32 | 2017 | Simulating fire-sales in a banking and shadow banking system. (2017). Ã
»ochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746. Full description at Econpapers || Download paper | 10 |
| 33 | 2016 | ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:201621. Full description at Econpapers || Download paper | 10 |
| 34 | 2017 | ETF arbitrage under liquidity mismatch. (2017). Zeng, Yao ; Pan, Kevin . In: ESRB Working Paper Series. RePEc:srk:srkwps:201759. Full description at Econpapers || Download paper | 10 |
| 35 | 2016 | Assessing the costs and benefits of capital-based macroprudential policy. (2016). Peltonen, Tuomas ; Gross, Marco ; Behn, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:201617. Full description at Econpapers || Download paper | 9 |
| 36 | 2017 | Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736. Full description at Econpapers || Download paper | 8 |
| 37 | 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, PaweÃ
â ; Orszaghova, Lucia ; Lapschies, Sarah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754. Full description at Econpapers || Download paper | 8 |
| 38 | 2017 | A macro approach to international bank resolution. (2017). Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:201756. Full description at Econpapers || Download paper | 8 |
| 39 | 2018 | Evaluating macroprudential policies. (2018). Weigert, Benjamin ; Vogel, Edgar ; Buch, Claudia M. In: ESRB Working Paper Series. RePEc:srk:srkwps:201876. Full description at Econpapers || Download paper | 7 |
| 40 | 2019 | Bank capital forbearance. (2019). Suarez, Javier ; Perotti, Enrico ; Martynova, Natalya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201993. Full description at Econpapers || Download paper | 7 |
| 41 | 2019 | Pockets of risk in European housing markets: then and now. (2019). Le Blanc, Julia ; Lydon, Reamonn ; Kelly, Jane. In: ESRB Working Paper Series. RePEc:srk:srkwps:201987. Full description at Econpapers || Download paper | 7 |
| 42 | 2016 | Exposure to international crises: trade vs. financial contagion. (2016). Grant, Everett. In: ESRB Working Paper Series. RePEc:srk:srkwps:201630. Full description at Econpapers || Download paper | 7 |
| 43 | 2019 | The cyclicality in SICR: mortgage modelling under IFRS 9. (2019). McCann, Fergal ; Gaffney, Edward. In: ESRB Working Paper Series. RePEc:srk:srkwps:201992. Full description at Econpapers || Download paper | 7 |
| 44 | 2019 | Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David. In: ESRB Working Paper Series. RePEc:srk:srkwps:201998. Full description at Econpapers || Download paper | 7 |
| 45 | 2018 | Regulating the doom loop. (2018). Langfield, Sam ; Alogoskoufis, Spyros. In: ESRB Working Paper Series. RePEc:srk:srkwps:201874. Full description at Econpapers || Download paper | 7 |
| 46 | 2016 | Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201602. Full description at Econpapers || Download paper | 7 |
| 47 | 2016 | Multiplex interbank networks and systemic importance ââ¬â An application to European data. (2016). Aldasoro, IÃÆñaki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers || Download paper | 6 |
| 48 | 2016 | Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter. In: ESRB Working Paper Series. RePEc:srk:srkwps:20162. Full description at Econpapers || Download paper | 6 |
| 49 | 2018 | When gambling for resurrection is too risky. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201869. Full description at Econpapers || Download paper | 6 |
| 50 | 2017 | Asset encumbrance, bank funding and fragility. (2017). Chapman, James ; Anand, Kartik ; Ahnert, Toni ; Prasanna, Kartik Anandauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201752. Full description at Econpapers || Download paper | 6 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737. Full description at Econpapers || Download paper | 163 |
| 2 | 2018 | Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877. Full description at Econpapers || Download paper | 23 |
| 3 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Tous, Francesc R ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20165. Full description at Econpapers || Download paper | 22 |
| 4 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). RodrÃÆÃÂguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605. Full description at Econpapers || Download paper | 22 |
| 5 | 2016 | Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Sunderam, Adi ; Chernenko, Sergey. In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers || Download paper | 22 |
| 6 | 2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:201608. Full description at Econpapers || Download paper | 19 |
| 7 | 2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Ippolito, Filippo ; Polo, Andrea ; Peydro, Jose-Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:20168. Full description at Econpapers || Download paper | 18 |
| 8 | 2017 | A dynamic theory of mutual fund runs and liquidity management. (2017). Zeng, Yao. In: ESRB Working Paper Series. RePEc:srk:srkwps:201742. Full description at Econpapers || Download paper | 16 |
| 9 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:20167. Full description at Econpapers || Download paper | 10 |
| 10 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder di Mauro, Beatrice ; Schnabel, Isabel ; Schafer, Alexander . In: ESRB Working Paper Series. RePEc:srk:srkwps:201607. Full description at Econpapers || Download paper | 10 |
| 11 | 2016 | Credit default swap spreads and systemic financial risk. (2016). Giglio, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201615. Full description at Econpapers || Download paper | 7 |
| 12 | 2018 | Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Lundblad, Christiant ; Kartasheva, Anastasia ; Jotikasthira, Chotibhak ; Ellul, Andrew. In: ESRB Working Paper Series. RePEc:srk:srkwps:201875. Full description at Econpapers || Download paper | 5 |
| 13 | 2017 | The real effects of bank capital requirements. (2017). L̮̩, Mathias ; fraisse, henri ; David, Mathias Leauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201747. Full description at Econpapers || Download paper | 5 |
| 14 | 2017 | Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201755. Full description at Econpapers || Download paper | 5 |
| 15 | 2019 | Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David. In: ESRB Working Paper Series. RePEc:srk:srkwps:201998. Full description at Econpapers || Download paper | 5 |
| 16 | 2021 | Do liquidity limits amplify money market fund redemptions during the COVID crisis?. (2021). Giuliana, Raffaele ; Dunne, Peter G. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021127. Full description at Econpapers || Download paper | 5 |
| 17 | 2017 | Banking integration and house price comovement. (2017). David, David Sraerauthor-Name ; Landier, Augustin. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748. Full description at Econpapers || Download paper | 4 |
| 18 | 2019 | The cyclicality in SICR: mortgage modelling under IFRS 9. (2019). McCann, Fergal ; Gaffney, Edward. In: ESRB Working Paper Series. RePEc:srk:srkwps:201992. Full description at Econpapers || Download paper | 4 |
| 19 | 2018 | Evaluating macroprudential policies. (2018). Weigert, Benjamin ; Vogel, Edgar ; Buch, Claudia M. In: ESRB Working Paper Series. RePEc:srk:srkwps:201876. Full description at Econpapers || Download paper | 4 |
| 20 | 2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko ; Eller, Markus. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021118. Full description at Econpapers || Download paper | 4 |
| 21 | 2022 | Corrective regulation with imperfect instruments. (2022). Walther, Ansgar ; Davila, Eduardo. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022139. Full description at Econpapers || Download paper | 4 |
| 22 | 2018 | Lending standards and output growth. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201879. Full description at Econpapers || Download paper | 3 |
| 23 | 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, PaweÃ
â ; Orszaghova, Lucia ; Lapschies, Sarah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754. Full description at Econpapers || Download paper | 3 |
| 24 | 2017 | Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). SchÃÆüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743. Full description at Econpapers || Download paper | 3 |
| 25 | 2017 | Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201740. Full description at Econpapers || Download paper | 3 |
| 26 | 2016 | Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201602. Full description at Econpapers || Download paper | 2 |
| 27 | 2019 | Electoral cycles in macroprudential regulation. (2019). Muller, Karsten. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019106. Full description at Econpapers || Download paper | 2 |
| 28 | 2016 | Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure. In: ESRB Working Paper Series. RePEc:srk:srkwps:201609. Full description at Econpapers || Download paper | 2 |
| 29 | 2022 | Are fund managers rewarded for taking cyclical risks?. (2022). Ryan, Ellen. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022134. Full description at Econpapers || Download paper | 2 |
| 30 | 2017 | Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735. Full description at Econpapers || Download paper | 2 |
| 31 | 2017 | Financial frictions and the real economy. (2017). Pietrunti, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201741. Full description at Econpapers || Download paper | 2 |
| 32 | 2021 | Prudential policy with distorted beliefs. (2021). Davila, Eduardo ; Walther, Ansgar. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021130. Full description at Econpapers || Download paper | 2 |
| 33 | 2016 | Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Delatte, Anne-Laure ; Fouquau, Julien. In: ESRB Working Paper Series. RePEc:srk:srkwps:20169. Full description at Econpapers || Download paper | 2 |
| 34 | 2022 | Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133. Full description at Econpapers || Download paper | 2 |
| 35 | 2021 | The importance of technology in banking during a crisis. (2021). Pierri, Niccola ; Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021117. Full description at Econpapers || Download paper | 2 |
| 36 | 2016 | Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611. Full description at Econpapers || Download paper | 2 |
| 37 | 2018 | When gambling for resurrection is too risky. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201869. Full description at Econpapers || Download paper | 2 |
| 38 | 2017 | ETF arbitrage under liquidity mismatch. (2017). Zeng, Yao ; Pan, Kevin . In: ESRB Working Paper Series. RePEc:srk:srkwps:201759. Full description at Econpapers || Download paper | 2 |
| 39 | 2016 | Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej. In: ESRB Working Paper Series. RePEc:srk:srkwps:201616. Full description at Econpapers || Download paper | 2 |
| 40 | 2021 | Synthetic Leverage and Fund Risk-Taking. (2021). Fricke, Daniel. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021126. Full description at Econpapers || Download paper | 2 |
| 41 | 2017 | Simulating fire-sales in a banking and shadow banking system. (2017). Ã
»ochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746. Full description at Econpapers || Download paper | 2 |
| 42 | 2016 | Financial contagion with spillover effects: a multiplex network approach. (2016). CrisÃÆóstomo, Ricardo ; Crisostomo, Ricardo ; Peralta, Gustavo . In: ESRB Working Paper Series. RePEc:srk:srkwps:201632. Full description at Econpapers || Download paper | 2 |
| 43 | 2017 | The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762. Full description at Econpapers || Download paper | 2 |
| 44 | 2016 | Multiplex interbank networks and systemic importance ââ¬â An application to European data. (2016). Aldasoro, IÃÆñaki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers || Download paper | 2 |
| Year | Title | |
|---|---|---|
| 2023 | An empirical characterization of volatility in the German stock market. (2023). Virla, Leonardo Quero. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00508-2. Full description at Econpapers || Download paper | |
| 2023 | Technology adoption and the bank lending channel of monetary policy transmission. (2021). Li, Xiang ; Hasan, Iftekhar. In: IWH Discussion Papers. RePEc:zbw:iwhdps:142021. Full description at Econpapers || Download paper | |
| 2023 | The benefits of banksâ IT investments in times of trouble: evidence from loan loss accruals during the COVID-19 pandemic. (2023). Riepe, Jan ; Sefried, Moritz. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01100-0. Full description at Econpapers || Download paper | |
| 2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper | |
| 2023 | Recent advances in the literature on capital flow management. (2023). WesoÅowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317. Full description at Econpapers || Download paper | |
| 2023 | Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380. Full description at Econpapers || Download paper | |
| 2023 | Financial fragility in open-ended mutual funds: the role of liquidity management tools. (2023). Peia, Oana ; Giuliana, Raffaele ; Fecht, Falko ; Emter, Lorenz ; Dunne, Peter. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023140. Full description at Econpapers || Download paper | |
| 2023 | The externalities of fire sales: evidence from collateralized loan obligations. (2023). Kundu, Shohini. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023141. Full description at Econpapers || Download paper | |
| 2023 | Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060. Full description at Econpapers || Download paper | |
| 2023 | Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy. (2023). Silvestrini, Andrea ; Pinoli, Sara ; Montino, Alessandro ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_778_23. Full description at Econpapers || Download paper | |
| 2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper | |
| 2023 | Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers. (2023). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2023/5. Full description at Econpapers || Download paper | |
| 2023 | Too levered for Pigou: carbon pricing, financial constraints, and leverage regulation. (2023). Döttling, Robin ; Rola-Janicka, Magdalena ; Dottling, Robin. In: Working Paper Series. RePEc:ecb:ecbwps:20232812. Full description at Econpapers || Download paper | |
| 2023 | Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146. Full description at Econpapers || Download paper | |
| 2023 | Too Levered for Pigou: Carbon Pricing, Financial Constraints, and Leverage Regulation. (2023). Rola-Janicka, Magdalena ; Dottling, Robin. In: OSF Preprints. RePEc:osf:osfxxx:ds7bx. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
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Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper | |
| 2021 | Macroprudential measures and developments in bank funding costs. (2021). Koak, Marko ; Ehaji, Aida. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002647. Full description at Econpapers || Download paper | |
| 2021 | An empirical characterization of volatility dynamics in the DAX. (2021). Virla, Leonardo Quero. In: IPE Working Papers. RePEc:zbw:ipewps:1672021. Full description at Econpapers || Download paper |