Dilyara Salakhova

Banque de France

Paris

France

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 41,335

in Total Papers Downloads

2,241

SSRN CITATIONS
Rank 18,310

SSRN RANKINGS

Top 18,310

in Total Papers Citations

35

CROSSREF CITATIONS

38

Scholarly Papers (12)

1.

Pricing of Green Bonds: Drivers and Dynamics of the Greenium

ECB Working Paper No. 2022/2728
Number of pages: 40 Posted: 23 Sep 2022
Allegra Pietsch and Dilyara Salakhova
European Central Bank (ECB) and Banque de France
Downloads 895 (49,692)

Abstract:

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climate change, corporate sustainability, impact investing, sustainable finance

2.

Are Ethical and Green Investment Funds More Resilient?

ECB Working Paper No. 2022/2747
Number of pages: 41 Posted: 15 Nov 2022
University of Orleans, European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB) and Banque de France
Downloads 278 (202,045)

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climate risk, green finance, investment funds, sustainable investments

3.

Domino Effects When Banks Hoard Liquidity: The French Network

Banque de France Working Paper No. 432
Number of pages: 40 Posted: 12 Apr 2013
Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, Banque de France, Banque de France and Independent
Downloads 257 (218,603)
Citation 21

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Liquidity hoarding, solvency and funding contagion, financial networks, systemic risk

4.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Banque de France and Deutsche Bundesbank
Downloads 157 (343,114)
Citation 3

Abstract:

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5.

Cross-Border Interbank Contagion in the European Banking Sector

Banque de France Working Paper No. 545
Number of pages: 49 Posted: 31 Mar 2015
Silvia Gabrieli, Dilyara Salakhova and Guillaume Vuillemey
Banque de France, Banque de France and HEC Paris - Finance Department
Downloads 131 (396,555)
Citation 19

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Contagion, Interbank market, Stress Testing, Liquidity Hoarding, Counterparty Risk

6.

Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral

Banque de France Working Paper September 2019, WP #730
Number of pages: 44 Posted: 01 Oct 2019
Thibaut Piquard and Dilyara Salakhova
Banque de France and Banque de France
Downloads 128 (403,727)
Citation 2

Abstract:

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Monetary Policy, Interbank Markets, Secured and Unsecured Funding

7.

Do Market-Based Networks Reflect True Exposures between Banks?

ECB Working Paper No. 2023/2867
Number of pages: 75 Posted: 08 Nov 2023
Ben R. Craig, Madina Karamysheva and Dilyara Salakhova
Federal Reserve Bank of Cleveland, National Research University Higher School of Economics (Moscow) and Banque de France
Downloads 96 (496,943)

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banking regulation, interconnections, market-based networks, true-exposure networks, financial networks

8.

Financing the low-carbon transition in Europe

Number of pages: 58 Posted: 24 Jul 2023
Swiss Finance Institute - University of Zurich, European Central Bank (ECB), Bank of EnglandEuropean Central Bank (ECB), Banque de France and Hanken School of Economics
Downloads 86 (532,678)

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low-carbon transition, climate change, debt finance, transition finance, EU ETS

9.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series No. 2017/51
Number of pages: 40 Posted: 05 Nov 2020
Deutsche Bundesbank, De Nederlandsche Bank, Magyar Nemzeti Bank, Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), Banco de Mexico, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, Banque de France, Bank of England, Government of the Federative Republic of Brazil - Central Bank of Brazil and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 86 (532,678)
Citation 23

Abstract:

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intermediation, market structure, network reconstruction

10.
Downloads 67 (613,679)
Citation 1

Derivative Margin Calls: A New Driver of MMF Flows

ECB Working Paper No. 2023/2800
Number of pages: 36 Posted: 24 Mar 2023
European Central Bank (ECB), European Central Bank (ECB), Banque de France and International Monetary Fund
Downloads 35 (832,810)

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big data, interconnectedness, liquidity risk, money market funds, non-bank financial intermediaries

Derivative Margin Calls: A New Driver of MMF Flows

IMF Working Paper No. 2023/061
Number of pages: 35 Posted: 05 Apr 2023
European Central Bank (ECB), European Central Bank (ECB), Banque de France and International Monetary Fund
Downloads 32 (858,381)

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liquidity risk, money market funds, big data, interconnectedness, non-bank financial intermediaries., EUR-denominated MMFs, derivative margin calls, MMF flow, variation margin payment, VM flow, Stocks, Liquidity, Mutual funds, Nonbank financial institutions, Pension spending, Global

11.

Payments Delay: Propagation and Punishment

Banque de France Working Paper No. 671
Number of pages: 27 Posted: 29 Mar 2018 Last Revised: 03 May 2018
Ben R. Craig, Dilyara Salakhova and Martín Saldías
Federal Reserve Bank of Cleveland, Banque de France and International Monetary Fund (IMF)
Downloads 60 (649,168)

Abstract:

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Payment delays, endogenous regressors, liquidity, TARGET2

12.

Price Effect of Mutual Fund Flows on the Corporate Bond Market. The French Case

Banque de France Working Paper No. 706
Posted: 16 Jan 2019
Virginie Coudert and Dilyara Salakhova
Banque de France and Banque de France

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investment funds, bond holdings, bond yields, fund flows, financial stability