Citation Analysis

Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework
Christophe Hurlin, Quentin Lajaunie, Yoann Pull
https://arxiv.org/abs/2601.03983
56
Citation mentions
38
Cited references
9
Sections
6,373
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Paul Glasserman and Chulmin Kang and Wanmo Kang 2015 5 4 9.0 0.089 1.000 100%
2 Grundke, Peter and Pliszka, Kamil 2018 3 3 5.0 0.054 0.843 100%
3 Pesenti, S. M. and Millossovich, P. and Tsanakas, ... 2019 3 3 5.0 0.054 0.843 100%
4 Caldara, Dario and Iacoviello, Matteo 2022 3 3 5.0 0.054 0.843 100%
5 ECB 2025 3 2 4.0 0.054 0.737 100%
6 BCBS 2018 2 2 3.0 0.036 0.644 100%
7 ECB 2025 2 2 3.0 0.036 0.644 100%
8 Kopeliovich, Yaacov and Novosyolov, Arcady and Sat... 2015 2 2 4.0 0.036 0.644 100%
9 Boyd, Stephen and Vandenberghe, Lieven 2004 2 2 4.0 0.036 0.644 100%
10 BCBS 2009 2 1 4.0 0.036 0.511 100%
11 Gordy, Michael B. 2003 2 1 4.0 0.036 0.511 100%
12 ECB 2025 1 1 1.0 0.018 0.406 100%
13 Grundke, Peter 2011 1 1 2.0 0.018 0.406 100%
14 Emanuele Giorgi and Alexander J. McNeil 2016 1 1 2.0 0.018 0.406 100%
15 von Schroeder, Jonathan and Dickhaus, Thorsten and... 2023 1 1 2.0 0.018 0.406 100%
16 Menglin Zhou and Natalia Nolde 2024 1 1 2.0 0.018 0.406 100%
17 Quagliariello, Mario 2009 1 1 2.0 0.018 0.406 100%
18 Henry, Jérôme and Kok, Christoffer 2013 1 1 2.0 0.018 0.406 100%
19 Borio, Claudio and Drehmann, Mathias and Tsatsaron... 2014 1 1 2.0 0.018 0.406 100%
20 Albanese, Claudio and Cre 2023 1 1 2.0 0.018 0.406 100%
21 Engle, Robert F. and Campos-Martins, Susana 2023 1 1 2.0 0.018 0.406 100%
22 Wei, Jianlimin and Chen, Wei-Qiang and Chen, Chuke... 2024 1 1 2.0 0.018 0.406 100%
23 Ferrara, Laurent and Saadaoui, Jamel 2025 1 1 2.0 0.018 0.406 100%
24 Phan, Dinh Hoang Bach and Tran, Vuong Thao and Iyk... 2022 1 1 2.0 0.018 0.406 100%
25 Behn, Markus and Lang, Jan Hannes and Reghezza, Al... 2025 1 1 2.0 0.018 0.406 100%
26 Nguyen, Thanh Cong and Thuy, Tien Ho 2023 1 1 2.0 0.018 0.406 100%
27 Zhu, Sha and Xia, Yuqin and Li, Qiuxuan and Chen, ... 2025 1 1 2.0 0.018 0.406 100%
28 Wang, Yu and Song, Gaoya and Lu, Yiming 2025 1 1 2.0 0.018 0.406 100%
29 Flament, Guillaume and Hurlin, Christophe and Laja... (self) 2026 1 1 2.0 0.018 0.406 100%
30 BCBS 2019 1 1 2.0 0.018 0.406 100%
31 BCBS 2019 1 1 2.0 0.018 0.406 100%
32 Vasicek, Oldrich 2002 1 1 2.0 0.018 0.406 100%
33 BCBS 2023 1 1 2.0 0.018 0.406 100%
34 Shawon, Reza E. Rabbi and Dalim, Hossain Mohammad ... 2024 1 1 2.0 0.018 0.406 100%
35 Flood, Mark D and Korenko, George G 2015 1 1 2.0 0.018 0.406 100%
36 Baes, Michel and Schaanning, Eric 2023 1 1 2.0 0.018 0.406 100%
37 Aikman, David and Angotti, Romain and Budnik, Kata... 2024 1 1 2.0 0.018 0.406 100%
38 Casella, George and Berger, Roger 2002 1 1 0.5 0.018 0.087 0%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.