Magdalena Pisa
Personal Details
First Name: | Magdalena |
Middle Name: | |
Last Name: | Pisa |
Suffix: | |
RePEc Short-ID: | ppi298 |
[This author has chosen not to make the email address public] | |
https://www.whu.edu/en/faculty-research/faculty/assistant-professors/magdalena-pisa/ | |
WHU – Otto Beisheim School of Management Burgplatz 2 D-56179 Vallendar | |
Affiliation
Wissenschaftliche Hochschule für Unternehmensführung (WHU)
Vallendar, Germanyhttp://www.whu.edu/
RePEc:edi:whukode (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Bams, Dennis & Bos, Jaap & Pisa, Magdalena, 2016. "Trade credit: Elusive insurance of firm growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Credit risk characteristics of US small business portfolios," CEPR Discussion Papers 10889, C.E.P.R. Discussion Papers.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," DEM Discussion Paper Series 12-19, Department of Economics at the University of Luxembourg.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012.
"Modeling default correlation in a US retail loan portfolio,"
CEPR Discussion Papers
9205, C.E.P.R. Discussion Papers.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series 12-19, Luxembourg School of Finance, University of Luxembourg.
Articles
- Dennis Bams & Magdalena Pisa & Christian C. P. Wolff, 2021. "Spillovers to small business credit risk," Small Business Economics, Springer, vol. 57(1), pages 323-352, June.
- Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019. "Are capital requirements on small business loans flawed?," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 255-274.
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
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015.
"Ripple effects from industry defaults,"
CEPR Discussion Papers
10891, C.E.P.R. Discussion Papers.
Cited by:
- Rose Kenney & Gianni La Cava & David Rodgers, 2016. "Why Do Companies Fail?," RBA Research Discussion Papers rdp2016-09, Reserve Bank of Australia.
- Xiaolu Hu & Haoyi Luo & Zijin Xu & Jiang Li, 2021. "Intra‐industry spill‐over effect of default: Evidence from the Chinese bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4703-4740, September.
- Azizpour, S & Giesecke, K. & Schwenkler, G., 2018. "Exploring the sources of default clustering," Journal of Financial Economics, Elsevier, vol. 129(1), pages 154-183.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012.
"Modeling default correlation in a US retail loan portfolio,"
DEM Discussion Paper Series
12-19, Department of Economics at the University of Luxembourg.
Cited by:
- Mikael Juselius & Nikola Tarashev, 2022.
"When uncertainty decouples expected and unexpected losses,"
BIS Working Papers
995, Bank for International Settlements.
- Juselius, Mikael & Tarashev, Nikola A., 2022. "When uncertainty decouples expected and unexpected losses," Bank of Finland Research Discussion Papers 4/2022, Bank of Finland.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
- Juselius, Mikael & Tarashev, Nikola A., 2020.
"Forecasting expected and unexpected losses,"
Bank of Finland Research Discussion Papers
18/2020, Bank of Finland.
- Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
- Düllmann, Klaus & Koziol, Philipp, 2013. "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers 22/2013, Deutsche Bundesbank.
- Mikael Juselius & Nikola Tarashev, 2022.
"When uncertainty decouples expected and unexpected losses,"
BIS Working Papers
995, Bank for International Settlements.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012.
"Modeling default correlation in a US retail loan portfolio,"
CEPR Discussion Papers
9205, C.E.P.R. Discussion Papers.
- Magdalena Pisa & Dennis Bams & Christian Wolff, 2012. "Modeling default correlation in a US retail loan portfolio," LSF Research Working Paper Series 12-19, Luxembourg School of Finance, University of Luxembourg.
Cited by:
- Mikael Juselius & Nikola Tarashev, 2022.
"When uncertainty decouples expected and unexpected losses,"
BIS Working Papers
995, Bank for International Settlements.
- Juselius, Mikael & Tarashev, Nikola A., 2022. "When uncertainty decouples expected and unexpected losses," Bank of Finland Research Discussion Papers 4/2022, Bank of Finland.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015. "Ripple effects from industry defaults," CEPR Discussion Papers 10891, C.E.P.R. Discussion Papers.
- Juselius, Mikael & Tarashev, Nikola A., 2020.
"Forecasting expected and unexpected losses,"
Bank of Finland Research Discussion Papers
18/2020, Bank of Finland.
- Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
- Düllmann, Klaus & Koziol, Philipp, 2013. "Evaluation of minimum capital requirements for bank loans to SMEs," Discussion Papers 22/2013, Deutsche Bundesbank.
Articles
- Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019.
"Are capital requirements on small business loans flawed?,"
Journal of Empirical Finance, Elsevier, vol. 52(C), pages 255-274.
Cited by:
- Farkas, Walter & Fringuellotti, Fulvia & Tunaru, Radu, 2020.
"A cost-benefit analysis of capital requirements adjusted for model risk,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
- Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020. "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series 20-86, Swiss Finance Institute.
- Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Dennis Bams & Magdalena Pisa & Christian C. P. Wolff, 2021. "Spillovers to small business credit risk," Small Business Economics, Springer, vol. 57(1), pages 323-352, June.
- Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022.
"The impact of bank regulation on bank lending: A review of international literature,"
Working Papers
29837, University of South Africa, Department of Economics.
- Retselisitsoe I. Thamae & Nicholas M. Odhiambo, 2022. "The impact of bank regulation on bank lending: a review of international literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 405-418, December.
- Farkas, Walter & Fringuellotti, Fulvia & Tunaru, Radu, 2020.
"A cost-benefit analysis of capital requirements adjusted for model risk,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
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 5 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-RMG: Risk Management (4) 2012-11-17 2013-12-15 2015-10-25 2015-10-25
- NEP-BAN: Banking (2) 2012-11-17 2013-12-15
- NEP-BEC: Business Economics (1) 2015-10-25
- NEP-FMK: Financial Markets (1) 2015-10-25
- NEP-IAS: Insurance Economics (1) 2016-10-30
- NEP-IND: Industrial Organization (1) 2015-10-25
- NEP-MAC: Macroeconomics (1) 2016-10-30
Corrections
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