Citation Analysis

Systemic Risk Surveillance
Timo Dimitriadis, Yannick Hoga
https://arxiv.org/abs/2601.08598
87
Citation mentions
46
Cited references
10
Sections
8,334
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 6 4 12.0 0.069 1.000 100%
2 Fissler, Tobias and Hoga, Yannick (self) 2024 7 5 11.5 0.080 0.950 86%
3 Banulescu-Radu, Denisa and Hurlin, Christophe and ... 2021 5 5 7.5 0.057 0.928 80%
4 Engle, R. F. 2002 4 3 8.0 0.046 0.928 100%
5 Wang, Qiuqi and Wang, Ruodu and Ziegel, Johanna 2025 3 3 6.0 0.034 0.843 100%
6 Adrian, T. and Brunnermeier, M. K. 2016 4 2 8.0 0.046 0.811 100%
7 2 2 4.0 0.023 0.644 100%
8 Kr\"a 2015 3 1 6.0 0.034 0.585 100%
9 Laurent, S. and Rombouts, J. V. K. and Violante, F... 2012 3 1 6.0 0.034 0.585 100%
10 Laurent, S. and Rombouts, J. V. K. and Violante, F... 2013 3 1 6.0 0.034 0.585 100%
11 Acharya, V. V. and Pedersen, L. H. and Philippon, ... 2017 2 1 4.0 0.023 0.511 100%
12 Acerbi, Carlo 2002 2 2 2.5 0.023 0.511 50%
13 Du, Z. and Escanciano, J. C. 2017 2 2 2.5 0.023 0.511 50%
14 Du, Zaichao and Pei, Pei and Wang, Xuhui and Yang,... 2024 2 2 2.5 0.023 0.511 50%
15 Wied, D. and Galeano, P. 2013 2 1 4.0 0.023 0.511 100%
16 Na, O. and Lee, J. and Lee, S. 2014 2 1 4.0 0.023 0.511 100%
17 Manner, Hans and Stark, Florian and Wied, Dominik 2020 2 1 4.0 0.023 0.511 100%
18 Tilmann Gneiting and Johannes Resin 2023 2 2 2.5 0.023 0.511 50%
19 Van Oordt, M. and Zhou, C. 2019 1 1 2.0 0.011 0.406 100%
20 Giglio, S and Kelly, B. and Pruitt, S. 2016 1 1 2.0 0.011 0.406 100%
21 Shafer, Glenn 2021 1 1 2.0 0.011 0.406 100%
22 Vovk, Vladimir and Wang, Ruodu 2021 1 1 2.0 0.011 0.406 100%
23 Ramdas, Aaditya and Gru 2023 1 1 2.0 0.011 0.406 100%
24 Horva 2025 1 1 2.0 0.011 0.406 100%
25 Girardi, G. and Tolga Ergu 2013 1 1 2.0 0.011 0.406 100%
26 Nolde, N. and Zhang, J. 2020 1 1 2.0 0.011 0.406 100%
27 Dimitriadis, T. and Hoga, Y. (self) 2025 1 1 2.0 0.011 0.406 100%
28 Nolde, N. and Ziegel, J. F. 2017 1 1 2.0 0.011 0.406 100%
29 Holm, S. 1979 1 1 2.0 0.011 0.406 100%
30 Diebold, F. X. and Mariano, R. S. 1995 1 1 2.0 0.011 0.406 100%
31 Giacomini, R. and White, H. 2006 1 1 2.0 0.011 0.406 100%
32 Rossi, B. and Sekhposyan, T. 2019 1 1 2.0 0.011 0.406 100%
33 Galanos, A. 2022 1 1 2.0 0.011 0.406 100%
34 Mishkin, F. S. 2011 1 1 2.0 0.011 0.406 100%
35 Hong, Y. 1996 4 1 2.0 0.046 0.139 0%
36 Artzner, P. and Delbaen, F. and Eber, J.-M. and He... 1999 1 1 0.5 0.011 0.087 0%
37 Emmer, S. and Kratz, M. and Tasche, D. 2015 1 1 0.5 0.011 0.087 0%
38 McNeil, A. J. and Frey, R. and Embrechts, P. 2015 1 1 0.5 0.011 0.087 0%
39 Rosenblatt, M. 1952 1 1 0.5 0.011 0.087 0%
40 Diebold, F. X. and Gunther, T. A. and Tay, A. S. 1998 1 1 0.5 0.011 0.087 0%
41 Dovern, J. and Manner, H. 2020 1 1 0.5 0.011 0.087 0%
42 Hong, Y. 2010 1 1 0.5 0.011 0.087 0%
43 Bayer, S. and Dimitriadis, T. (self) 2022 1 1 0.5 0.011 0.087 0%
44 Gordy, Michael B and McNeil, Alexander J 2020 1 1 0.5 0.011 0.087 0%
45 Hue 2024 1 1 0.5 0.011 0.087 0%
46 Federal Register 2012 1 1 0.5 0.011 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.