IDEAS home Printed from https://ideas.repec.org/f/psa1066.html
   My authors  Follow this author

Martin Saldias

Personal Details

First Name:Martin
Middle Name:
Last Name:Saldias
Suffix:
RePEc Short-ID:psa1066
The above email address does not seem to be valid anymore. Please ask Martin Saldias to update the entry or send us the correct address. Thank you.
http://www.martinsaldias.com
Terminal Degree:2011 Vakgroep Financiële Economie; Faculteit Economie en Bedrijfskunde; Universiteit Gent (from RePEc Genealogy)

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. B. Craig & D. Salakhova & M. Saldias, 2018. "Payments delay: propagation and punishment," Working papers 671, Banque de France.
  2. Martín Saldías, 2017. "The Nonlinear Interaction Between Monetary Policy and Financial Stress," IMF Working Papers 17/184, International Monetary Fund.
  3. Francesco Grigoli & Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections; An Application to Ecuador," IMF Working Papers 16/236, International Monetary Fund.
  4. Ben Craig & Martín Saldías, 2016. "Spatial Dependence and Data-Driven Networks of International Banks," IMF Working Papers 16/184, International Monetary Fund.
  5. Martín Saldías, 2011. "A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area," Working Papers w201130, Banco de Portugal, Economics and Research Department.
  6. Martin Saldías Zambrana, 2010. "Systemic risk analysis using forward-looking distance-to-default series," Working Paper 1005, Federal Reserve Bank of Cleveland.
  7. Dell'Erba, Salvatore & Saldías Zambrana, Martin, 2006. "Financial dollarization and currency substitution: an empirical study for Bolivia," Kiel Advanced Studies Working Papers 432, Kiel Institute for the World Economy (IfW).

Articles

  1. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
  2. Martín Saldías & Rafael Barbosa, 2013. "Option trade volume and volatility of banks’ stock returns," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  3. Saldías, Martín, 2013. "Systemic risk analysis using forward-looking Distance-to-Default series," Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
  4. Martín Saldías, 2012. "Systemic risk analysis and option-based theory and information," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  5. Martín Saldías, 2011. "Sectoral credit risk in the euro area," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

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. Martín Saldías, 2011. "A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area," Working Papers w201130, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.

  2. Martin Saldías Zambrana, 2010. "Systemic risk analysis using forward-looking distance-to-default series," Working Paper 1005, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Working Paper Series 1574, European Central Bank.
    2. Simone Varotto & Lei Zhao, 2014. "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance icma-dp2014-17, Henley Business School, Reading University.
    3. Sum Katarzyna, 2015. "Basic Indicators of Systemic Risk in the EU Banking Sector. Implications for Banking Regulation," International Journal of Management and Economics, De Gruyter Open, vol. 47(1), pages 36-55, September.
    4. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.
    5. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2015. "“Bank risk behavior and connectedness in EMU countries”," IREA Working Papers 201517, University of Barcelona, Research Institute of Applied Economics, revised Jun 2015.
    6. 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.
    7. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    8. Gulamhussen, M.A. & Pinheiro, Carlos & Pozzolo, Alberto Franco, 2014. "International diversification and risk of multinational banks: Evidence from the pre-crisis period," Journal of Financial Stability, Elsevier, vol. 13(C), pages 30-43.
    9. Badea Irina - Raluca, 2015. "Hrm - Well-Being At Work Relation. A Case Study," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 146-154, August.
    10. Vallascas, Francesco & Keasey, Kevin, 2012. "Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1745-1776.
    11. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Forward Looking Banking Stress in EMU Countries”," IREA Working Papers 201421, University of Barcelona, Research Institute of Applied Economics, revised Oct 2014.

Articles

  1. Saldías, Martín, 2013. "A market-based approach to sector risk determinants and transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4534-4555.
    See citations under working paper version above.
  2. Saldías, Martín, 2013. "Systemic risk analysis using forward-looking Distance-to-Default series," Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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 9 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-RMG: Risk Management (4) 2010-05-15 2011-11-07 2013-01-12 2013-08-23
  2. NEP-BAN: Banking (3) 2010-05-15 2013-01-12 2018-04-09
  3. NEP-MAC: Macroeconomics (3) 2017-01-15 2017-12-03 2018-04-09
  4. NEP-EEC: European Economics (2) 2011-11-07 2013-08-23
  5. NEP-IFN: International Finance (2) 2016-09-25 2016-12-11
  6. NEP-URE: Urban & Real Estate Economics (2) 2016-09-25 2016-12-11
  7. NEP-CBA: Central Banking (1) 2017-12-03
  8. NEP-CFN: Corporate Finance (1) 2010-05-15
  9. NEP-MON: Monetary Economics (1) 2017-12-03
  10. NEP-NET: Network Economics (1) 2016-09-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Martin Saldias should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.