Frances Shaw : Citation Profile

Central Bank of Ireland

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

3

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 2
   Journals where Frances Shaw has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh1371
   Updated: 2026-06-20    RAS profile: 2026-06-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Morell, Joe (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frances Shaw.

Is cited by:

Nadal De Simone, Francisco (2)

Fricke, Daniel (2)

Härdle, Wolfgang (2)

Fricke, Christoph (2)

Marín-Rodríguez, Nini Johana (1)

Boermans, Martijn (1)

Chowdhury, Mohammad Ashraful (1)

Mugrabi, Farah (1)

Marzioni, Stefano (1)

picarelli, mattia osvaldo (1)

Ziegelmeyer, Michael (1)

Cites to:

Acharya, Viral (8)

Kok, Christoffer (6)

Banbura, Marta (6)

Giannone, Domenico (6)

Reichlin, Lucrezia (6)

Budnik, Katarzyna (6)

Kelly, Robert (5)

Pancaro, Cosimo (4)

McCann, Fergal (4)

Korobilis, Dimitris (4)

Covi, Giovanni (4)

Main data

Where Frances Shaw has published?

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2
Financial Stability Notes / Central Bank of Ireland2
Research Technical Papers / Central Bank of Ireland2

Recent works citing Frances Shaw (2025 and 2024)

YearTitle of citing document
2025A Quick Stress Testing Methodology for Irish Banks. (2025). Mugrabi, Farah ; Lyons, Paul ; de Comres, Quentin Bro. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25.

Full description at Econpapers || Download paper

2025Non-bank Lenders to SMEs: Sensitivity to Financial Conditions. (2025). Giuliana, Raffaele ; Reddan, Paul. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/25.

Full description at Econpapers || Download paper

2025When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20253074.

Full description at Econpapers || Download paper

2026A quantile probability model for sectoral corporate defaults in Europe. (2026). Marques, Aurea Ponte ; Metzler, Julian ; Konietschke, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20263207.

Full description at Econpapers || Download paper

2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

Full description at Econpapers || Download paper

2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

Full description at Econpapers || Download paper

2025Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. (2025). Fritsch, Nicholas. In: Working Papers. RePEc:fip:fedcwq:99663.

Full description at Econpapers || Download paper

2025Asset-Quality-at-Risk. (2025). picarelli, mattia osvaldo ; Fusi, Giulia ; Donini, Alessandra. In: Working Papers. RePEc:stm:wpaper:69.

Full description at Econpapers || Download paper

Works by Frances Shaw:

YearTitleTypeCited
2022Rising interest rates and higher inflation: implications for the banking sector In: Financial Stability Notes.
[Full Text][Citation analysis]		paper3
2019Real-estate concentration in the Irish banking system In: Financial Stability Notes.
[Full Text][Citation analysis]		paper1
2017Investment Fund Risk: The Tale in the Tails In: Research Technical Papers.
[Full Text][Citation analysis]		paper7
2022A Framework for Macroprudential Stress Testing In: Research Technical Papers.
[Full Text][Citation analysis]		paper1
2025Beyond the single bank: macroprudential insights from the 2025 EU-wide stress test and its extensions In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article0
2024Advancements in stress-testing methodologies for financial stability applications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2021Stress-testing net trading income: the case of European banks In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2022A sensitivities based CoVaR approach to assets commonality and its application to SSM banks In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2014The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2016Jumps in Euribor and the effect of ECB monetary policy announcements In: Environment Systems and Decisions.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team