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Jorge Abad

Personal Details

First Name:Jorge
Middle Name:
Last Name:Abad
Suffix:
RePEc Short-ID:pab367
http://www.cemfi.es/~abad/
Casado del Alisal 5 28014 Madrid, Spain
(+34) 914 290 551
Twitter: @jrg_abad

Affiliation

Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain
http://www.cemfi.es/

: 914290551
914291056
Casado del Alisal, 5, 28014 Madrid
RePEc:edi:cemfies (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Jorge Abad & Marco D'Errico & Neill Killeen & Vera Luz & Tuomas Peltonen & Richard Portes & Teresa Urbano, 2017. "Mapping the Interconnectedness between EU Banks and Shadow Banking Entities," NBER Working Papers 23280, National Bureau of Economic Research, Inc.
  2. Jorge Abad & Iñaki Aldasoro & Christoph Aymanns & Marco D'Errico & Linda Fache Rousová & Peter Hoffmann & Sam Langfield & Martin Neychev & Tarik Roukny, 2016. "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series 11, European Systemic Risk Board.

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. Jorge Abad & Marco D'Errico & Neill Killeen & Vera Luz & Tuomas Peltonen & Richard Portes & Teresa Urbano, 2017. "Mapping the Interconnectedness between EU Banks and Shadow Banking Entities," NBER Working Papers 23280, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kovács, Olivér, 2017. "Az ipar 4.0 komplexitása - I
      [The complexity of industry 4.0 - Part 1]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 823-851.

  2. Jorge Abad & Iñaki Aldasoro & Christoph Aymanns & Marco D'Errico & Linda Fache Rousová & Peter Hoffmann & Sam Langfield & Martin Neychev & Tarik Roukny, 2016. "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series 11, European Systemic Risk Board.

    Cited by:

    1. Scheicher, Martin & Peltonen, Tuomas & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
    2. R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
    3. Torsten Ehlers & Egemen Eren, 2016. "The changing shape of interest rate derivatives markets," BIS Quarterly Review, Bank for International Settlements, December.
    4. Mario Ascolese & Annalisa Molino & Grzegorz Skrzypczynski & Julius Cerniauskas & Sébastien Pérez-Duarte, 2017. "Euro-area derivatives markets: structure, dynamics and challenges," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.
    5. Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series 61, European Systemic Risk Board.
    6. Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2018. "The demand for central clearing: To clear or not to clear, that is the question," SAFE Working Paper Series 193, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    7. Iñaki Aldasoro & Andreas Barth, 2017. "Syndicated loans and CDS positioning," BIS Working Papers 679, Bank for International Settlements.
    8. Gabriele Visentin & Stefano Battiston & Marco D'Errico, 2016. "Rethinking Financial Contagion," Papers 1608.07831, arXiv.org.
    9. Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017. "Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43 Bank for International Settlements.
    10. Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers WP 7/2017, Research Department, National Bank of Slovakia.
    11. Amini, Hamed & Minca, Andreea & Sulem, Agnès, 2017. "Optimal equity infusions in interbank networks," Journal of Financial Stability, Elsevier, vol. 31(C), pages 1-17.
    12. Abad, Jorge & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas A. & Portes, Richard & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," ESRB Working Paper Series 40, European Systemic Risk Board.
    13. Marco D'Errico & Tarik Roukny, 2017. "Compressing Over-the-Counter Markets," Papers 1705.07155, arXiv.org.
    14. Iman van Lelyveld, 2017. "The use of derivatives trade repository data: possibilities and challenges," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46 Bank for International Settlements.
    15. D'Errico, Marco & Roukny, Tarik, 2017. "Compressing over-the-counter markets," ESRB Working Paper Series 44, European Systemic Risk Board.
    16. Fiedor, Paweł, 2018. "Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets," ESRB Working Paper Series 72, European Systemic Risk Board.

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 4 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-EUR: Microeconomic European Issues (2) 2017-03-26 2017-04-02. Author is listed
  2. NEP-CBA: Central Banking (1) 2017-04-02. Author is listed
  3. NEP-NET: Network Economics (1) 2017-04-16. Author is listed

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