Nicole Allenspach
Personal Details
First Name: | Nicole |
Middle Name: | |
Last Name: | Allenspach |
Suffix: | |
RePEc Short-ID: | pal782 |
[This author has chosen not to make the email address public] | |
Affiliation
Schweizerische Nationalbank (SNB)
Bern/Zürich, Switzerlandhttp://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)
Research output
Jump to: Working papers ChaptersWorking papers
- Dr. Nicole Allenspach & Oleg Reichmann & Javier Rodriguez-Martin, 2021. "Are banks still 'too big to fail'? - A market perspective," Working Papers 2021-18, Swiss National Bank.
- Dr. Nicole Allenspach, 2009. "Banking and Transparency: Is More Information Always Better?," Working Papers 2009-11, Swiss National Bank.
Chapters
- Nicole Allenspach & Pierre Monnin, 2009. "International Integration, Common Exposure and Systemic Risk in the Banking Sector," World Scientific Book Chapters, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman (ed.), Globalization And Systemic Risk, chapter 16, pages 233-249, World Scientific Publishing Co. Pte. Ltd..
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
- Dr. Nicole Allenspach & Oleg Reichmann & Javier Rodriguez-Martin, 2021.
"Are banks still 'too big to fail'? - A market perspective,"
Working Papers
2021-18, Swiss National Bank.
Cited by:
- Dr. Martin Indergand & Gabriela Hrasko, 2021. "Does the market believe in loss-absorbing bank debt?," Working Papers 2021-13, Swiss National Bank.
- Dr. Nicole Allenspach, 2009.
"Banking and Transparency: Is More Information Always Better?,"
Working Papers
2009-11, Swiss National Bank.
Cited by:
- François Guillemin & Maria Semenova, 2020. "Transparency and market discipline: evidence from the Russian interbank market," Annals of Finance, Springer, vol. 16(2), pages 219-251, June.
Chapters
- Nicole Allenspach & Pierre Monnin, 2009.
"International Integration, Common Exposure and Systemic Risk in the Banking Sector,"
World Scientific Book Chapters, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman (ed.), Globalization And Systemic Risk, chapter 16, pages 233-249,
World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Xin Huang & Hao Zhou & Haibin Zhu, 2009.
"A Framework for Assessing the Systemic Risk of Major Financial Institutions,"
BIS Working Papers
281, Bank for International Settlements.
- Huang, Xin & Zhou, Hao & Zhu, Haibin, 2009. "A framework for assessing the systemic risk of major financial institutions," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2036-2049, November.
- Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A framework for assessing the systemic risk of major financial institutions," Finance and Economics Discussion Series 2009-37, Board of Governors of the Federal Reserve System (U.S.).
- Andrieş, Alin Marius & Chiper, Alexandra Maria & Ongena, Steven & Sprincean, Nicu, 2024.
"External wealth of nations and systemic risk,"
Journal of Financial Stability, Elsevier, vol. 70(C).
- Alin Marius Andries & Alexandra-Maria Chiper & Steven Ongena & Nicu Sprincean, 2022. "External Wealth of Nations and Systemic Risk," Swiss Finance Institute Research Paper Series 22-74, Swiss Finance Institute.
- Rodríguez-Moreno, María, 2010.
"Systemic risk measures: the simpler the better,"
DEE - Working Papers. Business Economics. WB
9291, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Rodríguez-Moreno, María & Peña, Juan Ignacio, 2013. "Systemic risk measures: The simpler the better?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1817-1831.
- María Rodríguez-Moreno & Juan Ignacio Peña, 2011. "Systemic risk measures: the simpler the better?," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 29-35, Bank for International Settlements.
- Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
- Toni Gravelle & Fuchun Li, 2011. "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers 11-19, Bank of Canada.
- Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2018.
"Key Borrowers Detection by Long-Range Interactions,"
Papers
1807.10115, arXiv.org.
- Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2016. "Key Borrowers Detection by Long-Range Interactions," HSE Working papers WP BRP 56/FE/2016, National Research University Higher School of Economics.
- Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020. "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 311-326.
- Xin Huang & Hao Zhou & Haibin Zhu, 2009.
"A Framework for Assessing the Systemic Risk of Major Financial Institutions,"
BIS Working Papers
281, Bank for International Settlements.
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 2 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.- NEP-BAN: Banking (2) 2009-11-27 2021-11-01
- NEP-CBA: Central Banking (1) 2021-11-01
- NEP-CTA: Contract Theory and Applications (1) 2009-11-27
- NEP-MON: Monetary Economics (1) 2021-11-01
- NEP-REG: Regulation (1) 2021-11-01
Corrections
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