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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, Switzerland
http://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)

Research output

as
Jump to: Working papers Chapters

Working papers

  1. 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.
  2. Dr. Nicole Allenspach, 2009. "Banking and Transparency: Is More Information Always Better?," Working Papers 2009-11, Swiss National Bank.

Chapters

  1. 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

  1. 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:

    1. Dr. Martin Indergand & Gabriela Hrasko, 2021. "Does the market believe in loss-absorbing bank debt?," Working Papers 2021-13, Swiss National Bank.

  2. Dr. Nicole Allenspach, 2009. "Banking and Transparency: Is More Information Always Better?," Working Papers 2009-11, Swiss National Bank.

    Cited by:

    1. 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

  1. 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:

    1. 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.
    2. Rodríguez-Moreno, María & Peña, Juan Ignacio, 2010. "Systemic risk measures: the simpler the better," DEE - Working Papers. Business Economics. WB 9291, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    3. 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.
    4. Toni Gravelle & Fuchun Li, 2011. "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers 11-19, Bank of Canada.
    5. Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2018. "Key Borrowers Detection by Long-Range Interactions," Papers 1807.10115, arXiv.org.
    6. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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.
  1. NEP-BAN: Banking (2) 2009-11-27 2021-11-01
  2. NEP-CBA: Central Banking (1) 2021-11-01
  3. NEP-CTA: Contract Theory and Applications (1) 2009-11-27
  4. NEP-MON: Monetary Economics (1) 2021-11-01
  5. NEP-REG: Regulation (1) 2021-11-01

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