On the public citation graph

https://doi.org/10.2139/ssrn.5169614

0 signed · 38 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s00362-015-0737-4openalex-extracted
Bayesian analysis of penalized quantile regression for longitudinal data
inferredcites →https://doi.org/10.1016/0378-4266(85)90065-2openalex-extracted
A time series/cross section analysis of the determinants of Australian trading bank loan/deposit interest margins: 1962–1981
inferredcites →https://doi.org/10.1016/j.ijforecast.2013.11.003openalex-extracted
Stress-testing US bank holding companies: A dynamic panel quantile regression approach
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.09.021openalex-extracted
Assessing financial stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) model
inferredcites →https://doi.org/10.1016/j.jeconom.2011.02.016openalex-extracted
Quantile regression for dynamic panel data with fixed effects
inferredcites →https://doi.org/10.1016/j.jimonfin.2026.103587openalex-extracted
Interest rate risk in the U.S. banking sector
inferredcites →https://doi.org/10.1016/j.jmoneco.2018.04.010openalex-extracted
Interest rate risk and bank equity valuations
inferredcites →https://doi.org/10.1016/j.jmva.2004.05.006openalex-extracted
Quantile regression for longitudinal data
inferredcites →https://doi.org/10.1016/s0167-7152(01)00124-9openalex-extracted
Bayesian quantile regression
inferredcites →https://doi.org/10.1016/s0261-5606(00)00033-4openalex-extracted
The determinants of bank interest rate margins: an international study
inferredcites →https://doi.org/10.1016/s0378-4266(96)00025-8openalex-extracted
Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
inferredcites →https://doi.org/10.1080/00949655.2010.496117openalex-extracted
Gibbs sampling methods for Bayesian quantile regression
inferredcites →https://doi.org/10.1111/1467-9868.00391openalex-extracted
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
inferredcites →https://doi.org/10.1111/j.1540-6261.1981.tb01078.xopenalex-extracted
Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation
inferredcites →https://doi.org/10.1111/j.2517-6161.1996.tb02080.xopenalex-extracted
Regression Shrinkage and Selection Via the Lasso
inferredcites →https://doi.org/10.1111/jmcb.12172openalex-extracted
Simple Banking: Profitability and the Yield Curve
inferredcites →https://doi.org/10.1111/jofi.13013openalex-extracted
Banking on Deposits: Maturity Transformation without Interest Rate Risk
inferredcites →https://doi.org/10.1146/annurev-statistics-062713-085831openalex-extracted
Probabilistic Forecasting
inferredcites →https://doi.org/10.1198/016214506000001437openalex-extracted
Strictly Proper Scoring Rules, Prediction, and Estimation
inferredcites →https://doi.org/10.1198/016214508000000337openalex-extracted
The Bayesian Lasso
inferredcites →https://doi.org/10.1198/jbes.2010.08110openalex-extracted
Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
inferredcites →https://doi.org/10.1257/aer.20161923openalex-extracted
Vulnerable Growth
inferredcites →https://doi.org/10.18651/er/v107n1senguptaxueopenalex-extracted
Do Net Interest Margins for Small and Large Banks Vary Differently with Interest Rates?
inferredcites →https://doi.org/10.2139/ssrn.3797145openalex-extracted
Stress-Testing Net Trading Income: The Case of European Banks
inferredcites →https://doi.org/10.2139/ssrn.4136866openalex-extracted
Unstable Inference from Banks' Stable Net Interest Margins
inferredcites →https://doi.org/10.2139/ssrn.4393389openalex-extracted
Monetary Tightening and U.S. Bank Fragility in 2023: Mark-to-Market Losses and Uninsured Depositor Runs?
inferredcites →https://doi.org/10.2139/ssrn.4424139openalex-extracted
Partial Effects of Fed Tightening on U.S. Banks’ Capital
inferredcites →https://doi.org/10.2139/ssrn.52400openalex-extracted
Evaluation of Panel Data Models: Some Suggestions from Time Series
inferredcites →https://doi.org/10.2139/ssrn.886727openalex-extracted
The Sensitivity of Bank Net Interest Margins and Profitability To Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations
inferredcites →https://doi.org/10.2307/1911408openalex-extracted
Biases in Dynamic Models with Fixed Effects
inferredcites →https://doi.org/10.2307/2330377openalex-extracted
The Determinants of Bank Interest Margins: Theory and Empirical Evidence
inferredcites →https://doi.org/10.2307/2330883openalex-extracted
The Determinants of Bank Interest Margins: A Note
inferredcites →https://doi.org/10.26509/frbc-ec-201914openalex-extracted
Trends in the Noninterest Income of Banks
inferredcites →https://doi.org/10.26509/frbc-wp-202013openalex-extracted
Nowcasting Tail Risks to Economic Activity with Many Indicators
inferredcites →https://doi.org/10.26509/frbc-wp-202013ropenalex-extracted
Nowcasting Tail Risks to Economic Activity with Many Indicators
inferredcites →https://doi.org/10.26509/frbc-wp-202225openalex-extracted
Specification Choices in Quantile Regression for Empirical Macroeconomics
inferredcites →https://doi.org/10.2866/044475openalex-extracted

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/s43621-025-01246-1openalex-snapshot
The impact of financial risks on bank performance: evidence from Bayesian analysis in Vietnam's commercial banks
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.