ESRB Working Paper Series / European Systemic Risk Board
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
20
Impact Factor (IF)
0.4
5 Years IF
0.37
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 | 0.63 | 1.19 | 0 | 42 | 42 | 519 | 41 | 61 | 0 | 0 | 6 | 14.6 | 41 | 0.98 | 0.34 | ||
| 2017 | 1.83 | 0.61 | 2.82 | 1.83 | 29 | 71 | 850 | 200 | 261 | 42 | 77 | 42 | 77 | 12 | 6 | 66 | 2.28 | 0.34 |
| 2018 | 2.25 | 0.6 | 2.24 | 2.25 | 24 | 95 | 161 | 213 | 474 | 71 | 160 | 71 | 160 | 11 | 5.2 | 10 | 0.42 | 0.34 |
| 2019 | 2.19 | 0.61 | 2.07 | 1.83 | 20 | 115 | 58 | 238 | 712 | 53 | 116 | 95 | 174 | 7 | 2.9 | 8 | 0.4 | 0.35 |
| 2020 | 1.18 | 0.69 | 2.46 | 1.97 | 7 | 122 | 2 | 300 | 1012 | 44 | 52 | 115 | 227 | 2 | 0.7 | 0 | 0.73 | |
| 2021 | 0.52 | 0.9 | 1.94 | 1.66 | 17 | 139 | 32 | 269 | 1281 | 27 | 14 | 122 | 203 | 6 | 2.2 | 3 | 0.18 | 0.37 |
| 2022 | 0.33 | 0.66 | 1.38 | 1.28 | 7 | 146 | 13 | 201 | 1482 | 24 | 8 | 97 | 124 | 2 | 1 | 0 | 0.21 | |
| 2023 | 0.67 | 0.49 | 1.26 | 0.47 | 6 | 152 | 8 | 191 | 1673 | 24 | 16 | 75 | 35 | 6 | 3.1 | 1 | 0.17 | 0.16 |
| 2024 | 0.69 | 0.52 | 1.01 | 0.33 | 4 | 156 | 1 | 157 | 1830 | 13 | 9 | 57 | 19 | 0 | 1 | 0.25 | 0.2 | |
| 2025 | 0.4 | 0.78 | 0.37 | 5 | 161 | 0 | 126 | 1956 | 10 | 4 | 41 | 15 | 1 | 0.8 | 0 |
| 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
| # | 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 | 476 |
| 2 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Peydro, Jose-Luis ; Tous, Francesc R. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605. Full description at Econpapers || Download paper | 111 |
| 3 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). RodrÃguez Tous, Francesc ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: ESRB Working Paper Series. RePEc:srk:srkwps:20165. Full description at Econpapers || Download paper | 101 |
| 4 | 2016 | Double bank runs and liquidity risk management. (2016). Peydro, Jose-Luis ; Ippolito, Filippo ; Sette, Enrico ; Polo, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:201608. Full description at Econpapers || Download paper | 88 |
| 5 | 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 | 84 |
| 6 | 2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo. In: ESRB Working Paper Series. RePEc:srk:srkwps:20168. Full description at Econpapers || Download paper | 82 |
| 7 | 2016 | Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi. In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers || Download paper | 81 |
| 8 | 2017 | The 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 |
| 9 | 2016 | Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201611. Full description at Econpapers || Download paper | 52 |
| 10 | 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 | 48 |
| 11 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; di Mauro, Beatrice Weder ; Schafer, Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:201607. Full description at Econpapers || Download paper | 46 |
| 12 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; di Mauro, Beatrice Weder ; Schafer, Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:20167. Full description at Econpapers || Download paper | 44 |
| 13 | 2016 | The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, LuÃs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631. Full description at Econpapers || Download paper | 43 |
| 14 | 2017 | Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Derrico, Marco ; Luz, Vera ; Urbano, Teresa. In: ESRB Working Paper Series. RePEc:srk:srkwps:201740. Full description at Econpapers || Download paper | 28 |
| 15 | 2017 | Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas ; Schuler, Yves S ; Hiebert, Paul P. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743. Full description at Econpapers || Download paper | 27 |
| 16 | 2017 | Banking integration and house price comovement. (2017). Sraer, David ; Landier, Augustin ; David, David Sraerauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748. Full description at Econpapers || Download paper | 26 |
| 17 | 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 | 26 |
| 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, José ; Banai, Adam ; Anand, Kartik ; Stancato, Sergio Rubens ; van Lelyveldauthor-Name, Iman ; Jaramillo, Serafin Martinez ; Hansen, IB ; Lee, Hwayun ; Jose, Grzegorz Haajauthor-Name ; Rajan, Sriram ; Friedrich, Soeren ; Molina-Borboa, Jose Luis. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751. Full description at Econpapers || Download paper | 24 |
| 19 | 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 |
| 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 | 20 |
| 21 | 2018 | Insurers as asset managers and systemic risk. (2018). Wagner, Wolf ; Kartasheva, Anastasia ; Lundblad, Christian T ; 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 | 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 | 13 |
| 24 | 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 |
| 25 | 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 | 12 |
| 26 | 2017 | Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Calimani, Susanna ; Haaj, Grzegorz. In: ESRB Working Paper Series. RePEc:srk:srkwps:201746. Full description at Econpapers || Download paper | 11 |
| 27 | 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 |
| 28 | 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 |
| 29 | 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, PaweÅ ; Lapschies, Sarah ; Orszaghova, Lucia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754. Full description at Econpapers || Download paper | 11 |
| 30 | 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 |
| 31 | 2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Hauzenberger, Niko ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021118. Full description at Econpapers || Download paper | 10 |
| 32 | 2016 | How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; battiston, stefano ; Scheicher, Martin ; D'Errico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633. 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 | 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 |
| 35 | 2016 | Assessing the costs and benefits of capital-based macroprudential policy. (2016). Peltonen, Tuomas ; Behn, Markus ; Gross, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201617. Full description at Econpapers || Download paper | 10 |
| 36 | 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 |
| 37 | 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 |
| 38 | 2019 | Pockets of risk in European housing markets: then and now. (2019). Lydon, Reamonn ; Le Blanc, Julia ; Kelly, Jane. In: ESRB Working Paper Series. RePEc:srk:srkwps:201987. Full description at Econpapers || Download paper | 9 |
| 39 | 2016 | Multiplex interbank networks and systemic importance â 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 | 9 |
| 40 | 2018 | Evaluating macroprudential policies. (2018). Weigert, Benjamin ; Buch, Claudia ; Vogel, Edgar. In: ESRB Working Paper Series. RePEc:srk:srkwps:201876. Full description at Econpapers || Download paper | 8 |
| 41 | 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 | 8 |
| 42 | 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 |
| 43 | 2016 | Macroprudential supervision: From theory to policy. (2016). Wierts, Peter ; Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:201602. Full description at Econpapers || Download paper | 8 |
| 44 | 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 |
| 45 | 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 |
| 46 | 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 |
| 47 | 2019 | Electoral cycles in macroprudential regulation. (2019). Müller, Karsten ; Muller, Karsten. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019106. Full description at Econpapers || Download paper | 7 |
| 48 | 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 |
| 49 | 2016 | Macroprudential supervision: From theory to policy. (2016). Wierts, Peter ; Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:20162. Full description at Econpapers || Download paper | 7 |
| 50 | 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 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | 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 | 116 |
| 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 | 18 |
| 3 | 2016 | Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi. In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers || Download paper | 16 |
| 4 | 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 | 11 |
| 5 | 2016 | Double bank runs and liquidity risk management. (2016). Peydro, Jose-Luis ; Ippolito, Filippo ; Sette, Enrico ; Polo, Andrea. In: ESRB Working Paper Series. RePEc:srk:srkwps:201608. Full description at Econpapers || Download paper | 11 |
| 6 | 2016 | Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis ; Ippolito, Filippo. In: ESRB Working Paper Series. RePEc:srk:srkwps:20168. Full description at Econpapers || Download paper | 10 |
| 7 | 2017 | Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas ; Schuler, Yves S ; Hiebert, Paul P. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743. Full description at Econpapers || Download paper | 7 |
| 8 | 2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Hauzenberger, Niko ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021118. Full description at Econpapers || Download paper | 6 |
| 9 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). RodrÃguez Tous, Francesc ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: ESRB Working Paper Series. RePEc:srk:srkwps:20165. Full description at Econpapers || Download paper | 6 |
| 10 | 2016 | Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Iyer, Rajkamal ; Abbassi, Puriya ; Peydro, Jose-Luis ; Tous, Francesc R. In: ESRB Working Paper Series. RePEc:srk:srkwps:201605. Full description at Econpapers || Download paper | 6 |
| 11 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; di Mauro, Beatrice Weder ; Schafer, Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:201607. Full description at Econpapers || Download paper | 5 |
| 12 | 2016 | Bail-in expectations for European banks: Actions speak louder than words. (2016). Schnabel, Isabel ; di Mauro, Beatrice Weder ; Schafer, Alexander. In: ESRB Working Paper Series. RePEc:srk:srkwps:20167. Full description at Econpapers || Download paper | 5 |
| 13 | 2023 | Financial fragility in open-ended mutual funds: the role of liquidity management tools. (2023). Peia, Oana ; Fecht, Falko ; Emter, Lorenz ; Dunne, Peter ; Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023140. Full description at Econpapers || Download paper | 4 |
| 14 | 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 | 4 |
| 15 | 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, PaweÅ ; Lapschies, Sarah ; Orszaghova, Lucia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201754. Full description at Econpapers || Download paper | 4 |
| 16 | 2023 | The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro. In: ESRB Working Paper Series. RePEc:srk:srkwps:2023145. Full description at Econpapers || Download paper | 3 |
| 17 | 2017 | The 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 | 3 |
| 18 | 2018 | Evaluating macroprudential policies. (2018). Weigert, Benjamin ; Buch, Claudia ; Vogel, Edgar. In: ESRB Working Paper Series. RePEc:srk:srkwps:201876. Full description at Econpapers || Download paper | 2 |
| 19 | 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 | 2 |
| 20 | 2022 | Corrective regulation with imperfect instruments. (2022). Davila, Eduardo ; Walther, Ansgar. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022139. Full description at Econpapers || Download paper | 2 |
| 21 | 2019 | Pockets of risk in European housing markets: then and now. (2019). Lydon, Reamonn ; Le Blanc, Julia ; Kelly, Jane. In: ESRB Working Paper Series. RePEc:srk:srkwps:201987. Full description at Econpapers || Download paper | 2 |
| 22 | 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 |
| 23 | 2016 | Multiplex interbank networks and systemic importance â 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 | 2 |
| 24 | 2022 | Macroprudential policy and the role of institutional investors in housing markets. (2022). Smets, Frank ; Muñoz, Manuel A. ; Muoz, Manuel A. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022137. Full description at Econpapers || Download paper | 2 |
| 25 | 2017 | Banking integration and house price comovement. (2017). Sraer, David ; Landier, Augustin ; David, David Sraerauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201748. Full description at Econpapers || Download paper | 2 |
| 26 | 2020 | The network of firms implied by the news. (2020). Zheng, Hannan ; Schwenkler, Gustavo. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020108. Full description at Econpapers || Download paper | 2 |
| 27 | 2021 | Procyclical asset management and bond risk premia. (2021). Moench, Emanuel ; Fricke, Christoph ; Barbu, Alexandru. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021116. Full description at Econpapers || Download paper | 2 |
| 28 | 2019 | Electoral cycles in macroprudential regulation. (2019). Müller, Karsten ; Muller, Karsten. In: ESRB Working Paper Series. RePEc:srk:srkwps:2019106. Full description at Econpapers || Download paper | 2 |
| 29 | 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 | 2 |
| 30 | 2018 | Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, PaweÅ. In: ESRB Working Paper Series. RePEc:srk:srkwps:201872. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 4
| Year | Title | |
|---|---|---|
| 2025 | Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025. Full description at Econpapers || Download paper | |
| 2025 | Financial Stress in Emerging Markets: The Tail-Risk Trade-Offs Between Growth and Financial Stability Policies. (2025). Hollander, Hylton ; de Villiers, David ; van Lill, Dawie. In: ERSA Working Paper Series. RePEc:rza:ersawp:v::y:2025:i::id:146. Full description at Econpapers || Download paper | |
| 2025 | Sovereign credit rating downgrades and Growth-at-Risk. (2025). Kladakis, George ; Skouralis, Alexandros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s104244312500085x. Full description at Econpapers || Download paper | |
| 2025 | Deposit insurance in a sequential-service constrained environment. (2025). Silva, Diego ; Delalibera, Bruno R ; Cruz, Samuel ; Barros, Fernando. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:136:y:2025:i:c:s0165489625000496. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Collateral pledgeability and asset manager portfolio choices during redemption waves. (2023). Fauvrelle, Thiago ; Skrutkowski, Mathias. In: Working Papers. RePEc:stm:wpaper:58. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
|---|
10 most frequent citing series