Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
19
Impact Factor (IF)
0.23
5 Years IF
0.19
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

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 42 490 41 61 0 0 6 14.6 41 0.98 0.35
2017 1.83 0.62 2.76 1.83 29 71 757 196 257 42 77 42 77 12 6.1 65 2.24 0.35
2018 2.24 0.61 2.23 2.24 24 95 150 212 469 71 159 71 159 11 5.2 10 0.42 0.34
2019 2.19 0.62 2.08 1.84 20 115 49 239 708 53 116 95 175 7 2.9 8 0.4 0.36
2020 1.16 0.69 2.38 1.91 7 122 1 290 998 44 51 115 220 2 0.7 0 0.73
2021 0.52 0.94 1.92 1.66 17 139 23 267 1265 27 14 122 203 6 2.2 3 0.18 0.39
2022 0.33 0.69 1.37 1.27 7 146 9 200 1465 24 8 97 123 2 1 0 0.22
2023 0.63 0.55 1.2 0.43 6 152 0 182 1647 24 15 75 32 6 3.3 1 0.17 0.17
2024 0.23 0.51 0.74 0.19 4 156 0 116 1763 13 3 57 11 0 1 0.25 0.23
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
50 most cited documents in this series
#YearTitleCited
12017SRISK: 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

401
22016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605.

Full description at Econpapers || Download paper

105
32016Securities 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

95
42016Double 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

81
52018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

Full description at Econpapers || Download paper

75
62016Double 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

75
72016Liquidity 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

74
82017The real effects of bank capital requirements. (2017). Lé, Mathias ; fraisse, henri ; David, Mathias Leauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201747.

Full description at Econpapers || Download paper

58
92016Bank 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

52
102016The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631.

Full description at Econpapers || Download paper

43
112017A 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

43
122016Bail-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

43
132016Bail-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

41
142017Mapping 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
152017Why 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
162017Banking 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
172016Banks 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
182017The 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, José ; 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). Schüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743.

Full description at Econpapers || Download paper

23
202017Addressing 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
212018Insurers 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
222016Credit 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
232017Discriminatory 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
242016Bank 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
252017The 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
262017Collateral 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
272017Equity 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
282017ETF arbitrage under liquidity mismatch. (2017). Zeng, Yao ; Pan, Kevin . In: ESRB Working Paper Series. RePEc:srk:srkwps:201759.

Full description at Econpapers || Download paper

11
292017Wholesale 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
302017Compressing 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
312018Lending standards and output growth. (2018). Kirti, Divya. In: ESRB Working Paper Series. RePEc:srk:srkwps:201879.

Full description at Econpapers || Download paper

10
322016How 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
332017Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746.

Full description at Econpapers || Download paper

10
342016ESBies: 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
352016Assessing 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

10
362017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754.

Full description at Econpapers || Download paper

9
372017A 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
382017Credit 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
392019Pockets 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
402019The 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
412019Bank 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
422018Regulating the doom loop. (2018). Langfield, Sam ; Alogoskoufis, Spyros. In: ESRB Working Paper Series. RePEc:srk:srkwps:201874.

Full description at Econpapers || Download paper

7
432016Exposure 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
442016Macroprudential 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
452018Evaluating 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
462019Bank 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
472016Multiplex interbank networks and systemic importance – An application to European data. (2016). Aldasoro, Iñaki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620.

Full description at Econpapers || Download paper

6
482018When 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
492019Electoral cycles in macroprudential regulation. (2019). Muller, Karsten. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019106.

Full description at Econpapers || Download paper

6
502016Macroprudential 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
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017SRISK: 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

109
22018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: ESRB Working Paper Series. RePEc:srk:srkwps:201877.

Full description at Econpapers || Download paper

19
32016Liquidity 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

18
42016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605.

Full description at Econpapers || Download paper

14
52016Securities 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

14
62017A 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

13
72016Double 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

11
82016Double 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

11
92017The real effects of bank capital requirements. (2017). Lé, Mathias ; fraisse, henri ; David, Mathias Leauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201747.

Full description at Econpapers || Download paper

6
102016Bail-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

6
112016Bail-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

6
122022Corrective 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
132017ETF arbitrage under liquidity mismatch. (2017). Zeng, Yao ; Pan, Kevin . In: ESRB Working Paper Series. RePEc:srk:srkwps:201759.

Full description at Econpapers || Download paper

4
142021The 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

3
152017Collateral 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

3
162022Fluctuating 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

3
172018Evaluating 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

3
182017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754.

Full description at Econpapers || Download paper

3
192017Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, 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
202017Mapping 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

2
212022Are 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
222016Bank 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
232019Bank 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

2
242016Credit 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

2
252021Do 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

2
262018When 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
272021The 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
282016Bank 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
Citing documents used to compute impact factor: 3
YearTitle
2024Bail-in in action. (2024). Marques-Ibanez, David ; Scardozzi, Giulia ; Santilli, Gianluca. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002489.

Full description at Econpapers || Download paper

2024
2024
Recent citations
Recent citations received in 2022

YearCiting document

Recent citations received in 2021

YearCiting document
2021Non-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

2021Macroprudential 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

2021An 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