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Christoph Bertsch

Personal Details

First Name:Christoph
Middle Name:
Last Name:Bertsch
Suffix:
RePEc Short-ID:pbe859
[This author has chosen not to make the email address public]
http://www.christophbertsch.com
Terminal Degree:2013 European Forum; European University Institute (from RePEc Genealogy)

Affiliation

Sveriges Riksbank

Stockholm, Sweden
http://www.riksbank.se/
RePEc:edi:rbgovse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ahnert, Toni & Bertsch, Christoph & Leonello, Agnese & Marquez, Robert, 2024. "Bank fragility and the incentives to manage risk," Working Paper Series 441, Sveriges Riksbank (Central Bank of Sweden).
  2. Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2024. "Four Facts about International Central Bank Communication," Working Paper Series 432, Sveriges Riksbank (Central Bank of Sweden).
  3. Bertsch, Christoph, 2023. "Stablecoins: Adoption and Fragility," Working Paper Series 423, Sveriges Riksbank (Central Bank of Sweden).
  4. Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2022. "Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches," Working Paper Series 417, Sveriges Riksbank (Central Bank of Sweden), revised 01 Sep 2024.
  5. Christoph Bertsch & Mike Mariathasan, 2021. "Optimal bank leverage and recapitalization in crowded markets," BIS Working Papers 923, Bank for International Settlements.
  6. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021. "Narrative Fragmentation and the Business Cycle," Working Paper Series 401, Sveriges Riksbank (Central Bank of Sweden).
  7. Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019. "Spread the Word: International Spillovers from Central Bank Communication," BIS Working Papers 824, Bank for International Settlements.
  8. Xin Zhang & Christoph Bertsch & Isaiah Hull, 2017. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," 2017 Meeting Papers 442, Society for Economic Dynamics.
  9. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).
  10. Bertsch, Christoph & Mariathasan, Mike, 2015. "Optimal Bank Capitalization in Crowded Markets," Working Paper Series 312, Sveriges Riksbank (Central Bank of Sweden), revised 01 Dec 2017.
  11. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
  12. Bertsch, Christoph & Calcagno, Claudio & Le Quement, Mark, 2014. "Systematic bailout guarantees and tacit coordination," Working Paper Series 289, Sveriges Riksbank (Central Bank of Sweden).
  13. Bertsch, Christoph, 2013. "A detrimental feedback loop: deleveraging and adverse selection," Working Paper Series 277, Sveriges Riksbank (Central Bank of Sweden).
  14. Christoph Bertsch & Claudio Calcagno & Mark Le Quement, 2009. "State aid and tacit collusion," Economics Working Papers ECO2009/36, European University Institute.

Articles

  1. Toni Ahnert & Christoph Bertsch, 2022. "A Wake-Up Call Theory of Contagion [Asymmetric business cycles: theory and time-series evidence]," Review of Finance, European Finance Association, vol. 26(4), pages 829-854.
  2. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021. "Narrative fragmentation and the business cycle," Economics Letters, Elsevier, vol. 201(C).
  3. Christoph Bertsch & Isaiah Hull & Xin Zhang, 2021. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-47, December.
  4. Bertsch, Christoph & Hull, Isaiah & Qi, Yingjie & Zhang, Xin, 2020. "Bank misconduct and online lending," Journal of Banking & Finance, Elsevier, vol. 116(C).
  5. Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
  6. Bertsch Christoph & Calcagno Claudio & Le Quement Mark, 2015. "Systematic Bailout Guarantees and Tacit Coordination," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(1), pages 1-36, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bertsch, Christoph, 2023. "Stablecoins: Adoption and Fragility," Working Paper Series 423, Sveriges Riksbank (Central Bank of Sweden).

    Cited by:

    1. Brian Zhu, 2024. "Stablecoin Runs and Disclosure Policy in the Presence of Large Sales," Papers 2408.07227, arXiv.org.
    2. Jonathan Chiu & Cyril Monnet, 2024. "Public and Private Money Creation for Distributed Ledgers: Stablecoins, Tokenized Deposits, or Central Bank Digital Currencies?," Staff Working Papers 24-35, Bank of Canada.

  2. Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2022. "Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches," Working Paper Series 417, Sveriges Riksbank (Central Bank of Sweden), revised 01 Sep 2024.

    Cited by:

    1. Kwok Ping Tsang & Zichao Yang, 2023. "Agree to Disagree: Measuring Hidden Dissent in FOMC Meetings," Papers 2308.10131, arXiv.org, revised Nov 2024.

  3. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021. "Narrative Fragmentation and the Business Cycle," Working Paper Series 401, Sveriges Riksbank (Central Bank of Sweden).

    Cited by:

    1. Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021. "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1112-1127.
    2. Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Digital Finance, Springer, vol. 4(1), pages 17-61, March.
    3. Łukasz Baszczak, 2023. "Ekonomia narracji – początki nowego nurtu," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 66-81.
    4. Fernando Delbianco & Andrés Fioriti & Fernando Tohmé & Federico Contiggiani, 2022. "A Tale of two narratives: assessing the sociological hypothesis of the appeal of the US dollar in Argentina," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(5), pages 3519-3537, October.
    5. Kazım Berk Küçüklerli & Veysel Ulusoy, 2023. "The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-3.
    6. Sergey Tsygankov & Vadim Syropyatov & Vyacheslav Volchik, 2021. "Institutional Governance of Innovations: Novel Insights of Leadership in Russian Public Procurement," Economies, MDPI, vol. 9(4), pages 1-16, December.
    7. Szymon Sacher & Laura Battaglia & Stephen Hansen, 2021. "Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data," Papers 2107.08112, arXiv.org, revised Feb 2024.

  4. Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019. "Spread the Word: International Spillovers from Central Bank Communication," BIS Working Papers 824, Bank for International Settlements.

    Cited by:

    1. Stijn Claessens & Ricardo Correa & Juan M. Londono, 2021. "Financial Stability Governance and Central Bank Communications," International Finance Discussion Papers 1328, Board of Governors of the Federal Reserve System (U.S.).
    2. Mario Gonzalez & Raul Cruz Tadle, 2022. "Monetary policy press releases: an international comparison," BIS Working Papers 1023, Bank for International Settlements.
    3. Frederik Neugebauer, 2020. "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group 20-02, WHU - Otto Beisheim School of Management.
    4. Feldkircher, Martin & Teliha, Viktoriya, 2024. "Speeches in the green: The political discourse of green central banking," Energy Economics, Elsevier, vol. 135(C).
    5. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
    6. Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2024. "Four Facts about International Central Bank Communication," Working Paper Series 432, Sveriges Riksbank (Central Bank of Sweden).
    7. Niţoi, Mihai & Pochea, Maria-Miruna & Radu, Ştefan-Constantin, 2023. "Unveiling the sentiment behind central bank narratives: A novel deep learning index," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
    8. R. Erasmus & H. Hollander, 2020. "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 44(3), pages 41-72, December.
    9. Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023. "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, vol. 57(C).
    10. Paloviita, Maritta & Haavio, Markus & Jalasjoki, Pirkka & Kilponen, Juha & Vänni, Ilona, 2020. "Reading between the lines: Using text analysis to estimate the loss function of the ECB," Bank of Finland Research Discussion Papers 12/2020, Bank of Finland.
    11. Hansson, Magnus, 2021. "Evolution of topics in central bank speech communication," Working Papers in Economics 811, University of Gothenburg, Department of Economics.
    12. Gabriel Caldas Montes & Victor Maia, 2023. "The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 828-859, October.
    13. Montes, Gabriel Caldas & Nicolay, Rodolfo & Pereira, Flavio, 2022. "Does fiscal sentiment matter for sovereign risk?," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 18-30.
    14. Anastasiou, Dimitris & Krokida, Styliani-Iris & Tsouknidis, Dimitris & Drakos, Konstantinos, 2023. "Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?," Journal of International Money and Finance, Elsevier, vol. 139(C).
    15. Piotr Szczerba & Anna Wojtyniak & Joanna Niedźwiedzińska & Wojciech Bogdanowicz, 2024. "Monetary Policy Press Releases of 24 Inflation Targeting Central Banks – A Comparison of their Key Features and Complexity," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(1), pages 223-243.
    16. Liu, Chunzi & Chen, Xiaoli, 2024. "Spillover effects of multidimensional information in Fed statements on China's bond market," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 712-741.
    17. In Do Hwang & Dr. Enzo Rossi, 2020. "Does communication influence executives' opinion of central bank policy?," Working Papers 2020-17, Swiss National Bank.
    18. Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2021. "Does communication influence executives’ opinion of central bank policy?☆," Journal of International Money and Finance, Elsevier, vol. 115(C).
    19. Magnus Hansson, 2021. "Evolution of topics in central bank speech communication," Papers 2109.10058, arXiv.org.
    20. Mario Gonzalez & Raul Cruz Tadle, 2021. "Monetary Policy Press Releases: An International Comparison," Working Papers Central Bank of Chile 912, Central Bank of Chile.
    21. Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    22. Ngomba Bodi, Francis Ghislain & Tadadjeu Wemba, Dessy-Karl & Soulemanou, Soulemanou, 2020. "Transparence des Banques Centrales et efficacité de la politique monétaire : quelles implications pour la Banque des Etats de l’Afrique Centrale ? [Central Bank's Transparency and effectiveness of ," MPRA Paper 116436, University Library of Munich, Germany.
    23. Koop, Christel & Scotto di Vettimo, Michele, 2023. "How do the media scrutinise central banking? Evidence from the Bank of England," European Journal of Political Economy, Elsevier, vol. 77(C).
    24. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.

  5. Xin Zhang & Christoph Bertsch & Isaiah Hull, 2017. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," 2017 Meeting Papers 442, Society for Economic Dynamics.

    Cited by:

    1. Huang, Yiping & Li, Xiang & Wang, Chu, 2019. "What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?," BOFIT Discussion Papers 16/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Bertsch, Christoph & Hull, Isaiah & Qi, Yingjie & Zhang, Xin, 2020. "Bank misconduct and online lending," Journal of Banking & Finance, Elsevier, vol. 116(C).

  6. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).

    Cited by:

    1. Faia, Ester & Pagel, Michaela, 2017. "P2P Lending: Information Externalities, Social Networks and Loans Substitution," CEPR Discussion Papers 12235, C.E.P.R. Discussion Papers.
    2. Jon Frost & Leonardo Gambacorta & Yi Huang & Hyun Song Shin & Pablo Zbinden, 2019. "BigTech and the changing structure of financial intermediation," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 34(100), pages 761-799.
    3. Chi Hyun Kim & Lars Other, 2019. "The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area," Discussion Papers of DIW Berlin 1781, DIW Berlin, German Institute for Economic Research.
    4. Chin‐Yoong Wong & Yoke‐Kee Eng, 2020. "P2P finance and the effectiveness of monetary controls," Manchester School, University of Manchester, vol. 88(4), pages 617-639, July.

  7. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.

    Cited by:

    1. Ryuichiro Izumi & Antonis Kotidis & Paul E. Soto, 2024. "Trademarks in Banking," Finance and Economics Discussion Series 2024-044, Board of Governors of the Federal Reserve System (U.S.).
    2. Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
    3. Ahnert, Toni & Bertsch, Christoph, 2013. "A wake-up call: information contagion and strategic uncertainty," Working Paper Series 282, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
    4. Cabrales, Antonio; Gale, Douglas; Gottardi, Piero, 2015. "Financial Contagion in Networks," Economics Working Papers ECO2015/01, European University Institute.
    5. Ana-Maria Fuertes & Maria-Dolores Robles, 2021. "Bank Credit Risk Events and Peers’ Equity Value," Documentos de Trabajo del ICAE 2021-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    7. Chun-An Li & Min-Ching Lee & Chin-Sheng Huang, 2018. "Taiwan And U.S. Equity Market Interdependence And Contagion: Evidence From Four-Factor Model," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(2), pages 95-115.
    8. Fukker, Gábor & Kaijser, Michiel & Mingarelli, Luca & Sydow, Matthias, 2022. "Contagion from market price impact: a price-at-risk perspective," Working Paper Series 2692, European Central Bank.
    9. Isabel Trevino, 2020. "Informational Channels of Financial Contagion," Econometrica, Econometric Society, vol. 88(1), pages 297-335, January.
    10. Ahnert, Toni & Bertsch, Christoph, 2022. "A Wake-Up Call Theory of Contagion," Working Paper Series 2658, European Central Bank.
    11. Audzeyeva, Alena & Fuertes, Ana-Maria, 2018. "On the predictability of emerging market sovereign credit spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 140-157.
    12. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.
    13. Suren Vardanyan, 2016. "Contagion in Experimental Financial Markets," CERGE-EI Working Papers wp580, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    14. Lin, Anchor Y. & Lin, Hung-Yi & Huang, Lin-Hsiang & Lin, Yueh-Neng, 2024. "Overnight returns following large price movements," Finance Research Letters, Elsevier, vol. 62(PB).
    15. Peeters, Ronald & Vorstaz, Marc, 2022. "An experimental analysis of contagion in financial markets," DES - Working Papers. Statistics and Econometrics. WS 31230, Universidad Carlos III de Madrid. Departamento de Estadística.
    16. Rho, Caterina & Saenz, Manrique, 2021. "Financial stress and the probability of sovereign default," Journal of International Money and Finance, Elsevier, vol. 110(C).
    17. Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
    18. Mejri, Sami & Aloui, Chaker & Khan, Nasir, 2024. "The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches," Resources Policy, Elsevier, vol. 88(C).
    19. Cong, Lin William & Grenadier, Steven R. & Hu, Yunzhi, 2020. "Dynamic interventions and informational linkages," Journal of Financial Economics, Elsevier, vol. 135(1), pages 1-15.

  8. Bertsch, Christoph & Calcagno, Claudio & Le Quement, Mark, 2014. "Systematic bailout guarantees and tacit coordination," Working Paper Series 289, Sveriges Riksbank (Central Bank of Sweden).

    Cited by:

    1. Koert Buiren & Daan in ‘t Veld & Janneke Voort, 2019. "State Aid and Competition: Application of a Social Welfare Criterion to State Aid," Journal of Industry, Competition and Trade, Springer, vol. 19(3), pages 389-411, September.
    2. European Commission, Directorate-General for Competition (Brussels) (ed.), 2016. "Ex-post evaluation of the impact of restructuring aid decisions on the viability of aided (non-financial) firms: Final report," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 130514.

  9. Bertsch, Christoph, 2013. "A detrimental feedback loop: deleveraging and adverse selection," Working Paper Series 277, Sveriges Riksbank (Central Bank of Sweden).

    Cited by:

    1. Jonathan Swarbrick, 2019. "Lending Standards, Productivity and Credit Crunches," Staff Working Papers 19-25, Bank of Canada.

Articles

  1. Toni Ahnert & Christoph Bertsch, 2022. "A Wake-Up Call Theory of Contagion [Asymmetric business cycles: theory and time-series evidence]," Review of Finance, European Finance Association, vol. 26(4), pages 829-854.
    See citations under working paper version above.
  2. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2021. "Narrative fragmentation and the business cycle," Economics Letters, Elsevier, vol. 201(C).
    See citations under working paper version above.
  3. Christoph Bertsch & Isaiah Hull & Xin Zhang, 2021. "Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-47, December.
    See citations under working paper version above.
  4. Bertsch, Christoph & Hull, Isaiah & Qi, Yingjie & Zhang, Xin, 2020. "Bank misconduct and online lending," Journal of Banking & Finance, Elsevier, vol. 116(C).

    Cited by:

    1. Christian Haddad & Lars Hornuf, 2021. "The Impact of Fintech Startups on Financial Institutions' Performance and Default Risk," CESifo Working Paper Series 9050, CESifo.
    2. Cuadros-Solas, Pedro J. & Cubillas, Elena & Salvador, Carlos & Suárez, Nuria, 2024. "Digital disruptors at the gate. Does FinTech lending affect bank market power and stability?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
    3. Jinjin Zhang & Xin Li & Yong-Hong Kuo & Yan Chen, 2021. "Coordinating Supply Chain Financing for E-commerce Companies Through a Loan Contract," SAGE Open, , vol. 11(4), pages 21582440211, December.
    4. Pankaj Kumar Maskara & Emre Kuvvet & Gengxuan Chen, 2021. "The role of P2P platforms in enhancing financial inclusion in the United States: An analysis of peer‐to‐peer lending across the rural–urban divide," Financial Management, Financial Management Association International, vol. 50(3), pages 747-774, September.
    5. Siemroth, Christoph & Hornuf, Lars, 2023. "Why Do Retail Investors Pick Green Investments? A Lab-in-the-Field Experiment with Crowdfunders," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 74-90.
    6. Zack Jourdan & J. Ken. Corley & Randall Valentine & Arthur M. Tran, 2023. "Fintech: A content analysis of the finance and information systems literature," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-21, December.
    7. Abhi Bhattacharya, 2023. "Consumer, bank, and stock market reaction to CFPB’s complaint data disclosure," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(1), pages 128-145, March.
    8. Choudhary, Priya & Thenmozhi, M., 2024. "Fintech and financial sector: ADO analysis and future research agenda," International Review of Financial Analysis, Elsevier, vol. 93(C).
    9. Rita Rodríguez‐Arrojo & Manuel Luna & Camilo J. Vázquez‐Ordás & Myriam García‐Olalla, 2024. "Mapping research on corporate misconduct in banking: Lessons from literature on preventive and punitive actions," Global Policy, London School of Economics and Political Science, vol. 15(S1), pages 62-75, March.
    10. Yufei Xia & Xinyi Guo & Yinguo Li & Lingyun He & Xueyuan Chen, 2022. "Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1669-1690, December.
    11. Doumpos, Michalis & Zopounidis, Constantin & Gounopoulos, Dimitrios & Platanakis, Emmanouil & Zhang, Wenke, 2023. "Operational research and artificial intelligence methods in banking," European Journal of Operational Research, Elsevier, vol. 306(1), pages 1-16.

  5. Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
    See citations under working paper version above.
  6. Bertsch Christoph & Calcagno Claudio & Le Quement Mark, 2015. "Systematic Bailout Guarantees and Tacit Coordination," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(1), pages 1-36, January.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (7) 2013-11-02 2015-10-10 2021-03-15 2022-06-13 2022-11-14 2023-06-26 2024-04-15. Author is listed
  2. NEP-MON: Monetary Economics (7) 2016-05-21 2017-08-27 2018-10-29 2019-12-09 2022-11-14 2023-06-26 2024-04-15. Author is listed
  3. NEP-MAC: Macroeconomics (6) 2013-11-02 2016-05-21 2017-08-27 2018-10-29 2019-12-09 2022-04-18. Author is listed
  4. NEP-BIG: Big Data (5) 2018-10-29 2019-12-09 2022-04-18 2022-11-14 2024-04-15. Author is listed
  5. NEP-CBA: Central Banking (5) 2013-11-02 2018-10-29 2019-12-09 2021-03-15 2024-04-15. Author is listed
  6. NEP-FDG: Financial Development and Growth (3) 2022-06-13 2023-06-26 2024-11-04
  7. NEP-HIS: Business, Economic and Financial History (3) 2022-04-18 2022-11-14 2024-04-15
  8. NEP-OPM: Open Economy Macroeconomics (3) 2015-05-02 2019-12-09 2024-04-15
  9. NEP-RMG: Risk Management (3) 2015-10-10 2021-03-15 2024-11-04
  10. NEP-COM: Industrial Competition (2) 2009-10-31 2016-05-14
  11. NEP-CTA: Contract Theory and Applications (2) 2013-11-02 2014-01-24
  12. NEP-IFN: International Finance (2) 2019-12-09 2024-04-15
  13. NEP-MIC: Microeconomics (2) 2009-10-31 2014-01-24
  14. NEP-BEC: Business Economics (1) 2016-05-14
  15. NEP-CDM: Collective Decision-Making (1) 2014-01-24
  16. NEP-CFN: Corporate Finance (1) 2021-03-15
  17. NEP-EUR: Microeconomic European Issues (1) 2024-11-04
  18. NEP-GTH: Game Theory (1) 2022-06-13
  19. NEP-IAS: Insurance Economics (1) 2021-03-15
  20. NEP-MKT: Marketing (1) 2016-05-14
  21. NEP-PAY: Payment Systems and Financial Technology (1) 2023-06-26

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