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Jenny Poschmann

Personal Details

First Name:Jenny
Middle Name:
Last Name:Poschmann
Suffix:
RePEc Short-ID:ppo406

Affiliation

(50%) Wirtschaftswissenschaftliche Fakultät
Friedrich-Schiller-Universität Jena

Jena, Germany
http://www.wiwi.uni-jena.de/

: +049 3641/ 9 43000
+049 3641/ 9 43000
Carl-Zeiss-Strasse 3, 07743 JENA
RePEc:edi:wfjende (more details at EDIRC)

(50%) Graduiertenkolleg "Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel" (Foundations of Global Financial Markets - Stability and Change)

http://www.gfinm.de
Jena

Research output

as
Jump to: Working papers

Working papers

  1. Jenny Poschmann, 2013. "Approaches to Shadow Banking Regulation - Monitoring and Policy Framework," Global Financial Markets Working Paper Series 43-2013, Friedrich-Schiller-University Jena.
  2. Jenny Poschmann, 2012. "The Shadow Banking System - Survey and Typological Framework," Global Financial Markets Working Paper Series 27-2012, Friedrich-Schiller-University Jena.
  3. Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economic Research Papers 2010-033, Friedrich-Schiller-University Jena.

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. Jenny Poschmann, 2012. "The Shadow Banking System - Survey and Typological Framework," Global Financial Markets Working Paper Series 27-2012, Friedrich-Schiller-University Jena.

    Cited by:

    1. Stefan Behrendt, 2016. "Taking Stock - Credit Measures in Monetary Transmission," Jena Economic Research Papers 2016-002, Friedrich-Schiller-University Jena.
    2. Patricia Jackson, 2013. "Shadow Banking and New Lending Channels – Past and Future," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum.
    3. Orestes Collazo Brañanova, 2013. "Shadow banking in Spain," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 89-98 Bank for International Settlements.
    4. Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017. "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, vol. 21(C), pages 163-171.

  2. Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economic Research Papers 2010-033, Friedrich-Schiller-University Jena.

    Cited by:

    1. P. Giudici & A. Spelta, 2016. "Graphical Network Models for International Financial Flows," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
    2. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    3. Leon Rincon, C.E. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
    4. Carlos León & Miguel Sarmiento, 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Borradores de Economia 936, Banco de la Republica de Colombia.
    5. G. Wims & D. Martens & M. De Backer, 2011. "Network Models of Financial Contagion: A Definition and Literature Review," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/730, Ghent University, Faculty of Economics and Business Administration.
    6. Shouwei Li & Jianmin He, 2012. "The Impact Of Bank Activities On Contagion Risk In Interbank Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-20.
    7. Tao Xu & Jianmin He & Shouwei Li, 2016. "Multi-Channel Contagion In Dynamic Interbank Market Network," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(06n07), pages 1-25, September.
    8. Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    9. Leon Rincon, C.E., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
    10. Shouwei Li, 2011. "Contagion Risk In An Evolving Network Model Of Banking Systems," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(05), pages 673-690.

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 3 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 (3) 2010-06-11 2012-06-13 2013-09-26. Author is listed
  2. NEP-CBA: Central Banking (3) 2010-06-11 2012-06-13 2013-09-26. Author is listed
  3. NEP-MON: Monetary Economics (2) 2010-06-11 2012-06-13. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2012-06-13. Author is listed

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