Simon Wolfe

University of Southampton - Southampton Business School

Professor

Southampton, SO17 1BJ

United Kingdom

  • University of Southampton - Southampton Business School

SCHOLARLY PAPERS

23

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4,750

SSRN CITATIONS
Rank 8,173

SSRN RANKINGS

Top 8,173

in Total Papers Citations

64

CROSSREF CITATIONS

94

Scholarly Papers (23)

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1.

Small European Banks: Benefits from Diversification?

Downloads 733 ( 49,284)

Small European Banks: Benefits from Diversification?

Number of pages: 31 Posted: 04 Dec 2006
Simon Wolfe, Steve Mercieca and Klaus Schaeck
University of Southampton - Southampton Business School, University of Southampton and University of Bristol
Downloads 733 (48,620)
Citation 26

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small banks, product diversification, risk/return performance

Small European Banks: Benefits from Diversification?

Journal of Banking and Finance, Vol. 31, pp. 1975-1998
Posted: 04 Dec 2006 Last Revised: 19 Dec 2007
Klaus Schaeck, Simon Wolfe and Steve Mercieca
University of Bristol, University of Southampton - Southampton Business School and University of Southampton

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small banks, product diversification, risk/return performance

2.

Bank Market Structure, Competition, and SME Financing Relationships in European Regions

Journal of Financial Services Research, Vol. 36, pp. 137-155
Number of pages: 26 Posted: 24 Apr 2009 Last Revised: 30 Mar 2010
Steve Mercieca, Klaus Schaeck and Simon Wolfe
University of Southampton, University of Bristol and University of Southampton - Southampton Business School
Downloads 634 (59,519)
Citation 2

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SME financing, relationship banking, bank market structure

3.

Are More Competitive Banking Systems More Stable?

IMF Working Paper No. WP/06/143, Journal of Money, Credit, and Banking, Vol. 41, pp. 711-734
Number of pages: 37 Posted: 19 Jul 2006
Simon Wolfe, Klaus Schaeck, Martin Čihák and Martin Čihák
University of Southampton - Southampton Business School, University of Bristol and World BankInternational Monetary Fund (IMF)
Downloads 634 (59,519)
Citation 13

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systemic risk, Banking competition, Market structure, Regulation

4.

Can Banks in Emerging Economies Benefit from Revenue Diversification?

Number of pages: 47 Posted: 24 Dec 2007 Last Revised: 31 Jan 2010
Sarah Sanya and Simon Wolfe
International Monetary Fund and University of Southampton - Southampton Business School
Downloads 577 (67,093)
Citation 17

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Emerging Economies, Revenue Diversification, Banks, Insolvency Risk

5.

Ownership Structure, Revenue Diversification and Insolvency Risk in European Banks

Downloads 554 ( 70,638)
Citation 1

Ownership Structure, Revenue Diversification and Insolvency Risk in European Banks

Number of pages: 19 Posted: 22 Mar 2011
Sarah Sanya and Simon Wolfe
International Monetary Fund and University of Southampton - Southampton Business School
Downloads 287 (148,679)
Citation 5

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European banks, Revenue diversification, Corporate Governance, Ownership structure, Insolvency risk

Ownership Structure, Revenue Diversification and Insolvency Risk in European Banks

Number of pages: 19 Posted: 31 Jan 2010 Last Revised: 17 Mar 2011
Sarah Sanya and Simon Wolfe
International Monetary Fund and University of Southampton - Southampton Business School
Downloads 267 (159,972)

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European banks, Revenue diversification, Corporate Governance, Ownership structure, Insolvency risk

6.

The Intraday Dynamics of Bitcoin

Number of pages: 24 Posted: 07 Aug 2017
Andrea Eross, Frank McGroarty, Andrew Urquhart and Simon Wolfe
Heriot-Watt University, University of Southampton - Southampton Business School, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 359 (117,761)
Citation 9

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Bitcoin; Cryptocurrency; Intraday Patterns; Granger causality; Lead-Lag; High-Frequency

7.

Bank Competition, Diversification and Financial Stability

Downloads 345 (123,398)
Citation 2

Bank Competition, Diversification and Financial Stability

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 20 Aug 2009 Last Revised: 20 Jul 2011
Mohammed Amidu and Simon Wolfe
University of Ghana - Business School and University of Southampton - Southampton Business School
Downloads 345 (122,622)
Citation 2

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bank competition, diversification, financial stability, banking regulation

8.

An Early Warning Indicator for Liquidity Shortages in the Interbank Market

Number of pages: 30 Posted: 12 Sep 2015 Last Revised: 29 Oct 2016
Andrea Eross, Andrew Urquhart and Simon Wolfe
Heriot-Watt University, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 156 (261,780)
Citation 1

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interbank market, liquidity, financial crisis, regime switching, Bayesian

9.

Liquidity Risk Contagion in the Interbank Market

Number of pages: 33 Posted: 03 Feb 2016 Last Revised: 26 Aug 2016
Andrea Eross, Andrew Urquhart and Simon Wolfe
Heriot-Watt University, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 149 (271,565)
Citation 1

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Interbank market, Liquidity shocks, Structural breaks, Financial crisis, Contagion

10.

Does IRS Monitoring Matter for the Cost of Bank Loans?

Number of pages: 58 Posted: 15 Jul 2019 Last Revised: 01 Jul 2021
Theodora Bermpei, Antonios Nikolaos Kalyvas and Simon Wolfe
University of Sussex - School of Business, Management and Economics, Department of Banking and Finance, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 113 (333,949)

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syndicated loans, loan pricing, tax enforcement, IRS, information asymmetry

11.

What Drives Banks to Value Lending Relationships? The Role of the Chief Executive's Cultural Heritage

Number of pages: 63 Posted: 26 Mar 2021
Christine Christofi-Hau, Simon Wolfe, Theodora Bermpei and Antonios Nikolaos Kalyvas
Southampton Business School, University of Southampton - Southampton Business School, University of Sussex - School of Business, Management and Economics and Department of Banking and Finance, Southampton Business School, University of Southampton
Downloads 112 (336,095)

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lending relationships, cost of bank loans, CEOs, cultural heritage

12.

Investigating Risk Contagion Initiated by Endogenous Liquidity Shocks: Evidence from the US and Eurozone Interbank Market

Number of pages: 35 Posted: 19 Mar 2016 Last Revised: 05 Feb 2018
Andrea Eross, Andrew Urquhart and Simon Wolfe
Heriot-Watt University, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 79 (418,468)
Citation 1

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Contagion, Endogenous risk, Financial crisis, Interbank market, Liquidity shocks, Regime switching

13.

Margin Requirements and Systemic Liquidity Risk

Bakoush, M., Gerding, E. H., & Wolfe, S. (2019). Margin requirements and systemic liquidity risk. Journal of International Financial Markets, Institutions and Money, 58, 78-95.
Number of pages: 35 Posted: 16 Jan 2018 Last Revised: 22 Dec 2019
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Downloads 72 (440,578)
Citation 1

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Margin Procyclicality; Funding Liquidity Risk; Systemic Risk; Contagion; Networks; Agent-Based Modelling

14.

Securitization, Monetary Policy and Bank Stability

Number of pages: 49 Posted: 13 Jul 2020
Mohamed Bakoush, Tapas Mishra and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 58 (491,175)

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Securitization, Bank Profitability, Bank Risk, Bank Stability, Systemic Risk; Monetary Policy

15.

An Integrated Macroprudential Stress Test of Bank Liquidity and Solvency

Journal of Financial Stability, Forthcoming
Number of pages: 45 Posted: 27 Nov 2017 Last Revised: 04 May 2022
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Downloads 53 (511,545)

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Solvency; Liquidity; Macroprudential Policy; Stress Testing; Systemic Risk; Networks

16.

Disentangling the Impact of Securitization on Bank Profitability

Bakoush, M., Abouarab, R., & Wolfe, S. (2019). Disentangling the impact of securitization on bank profitability. Research in International Business and Finance, 47, 519-537.
Number of pages: 43 Posted: 10 Jan 2020
Mohamed Bakoush, Rabab Abouarab and Simon Wolfe
University of Southampton - Southampton Business School, Kafr El Sheikh University and University of Southampton - Southampton Business School
Downloads 36 (594,198)

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Securitization; Bank profitability; Bank risk; Regulatory capital; Liquidity; Cost of funding

17.

Value the 'Memory'!: Identifying Macroeconomic Variations in Housing Price Determination

Number of pages: 12 Posted: 31 Aug 2018
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, Swansea University and University of Southampton - Southampton Business School
Downloads 31 (623,639)

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Housing Prices, Macroeconomic Conditions, Identification of Housing Demand and Supply, Fractional Cointegrated VAR, USA

18.

Ethical and Compliance-Competence Evaluation: A Key Element of Sound Corporate Governance

Corporate Governance: An International Review, Vol. 15, No. 2, pp. 359-369, March 2007
Number of pages: 11 Posted: 16 Mar 2007
Simon Wolfe and Jonathan Mansell Edwards
University of Southampton - Southampton Business School and Bournemouth University - Institute of Business and Law
Downloads 29 (636,362)

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19.

Interest Rate Swaps Clearing and Systemic Risk

Bakoush, M., Gerding, E.H. and Wolfe, S., 2019. Interest rate swaps clearing and systemic risk. Finance Research Letters.
Number of pages: 13 Posted: 29 Jan 2020
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Downloads 26 (656,828)

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Margin procyclicality; Funding liquidity risk; Systemic risk; Contagion; Networks

20.

How Effective are Policy Interventions in a Spatially-embedded International Real Estate Market?

Journal of Real Estate Finance and Economics, 2019
Posted: 02 Jul 2019
Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe
University of Southampton - Southampton Business School, Southampton Business School, University of Southampton, University of Roehampton and University of Southampton - Southampton Business School

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Housing price variations; Macroeconomic adjustments; Spatial frictions; Real estate market; Spatial dynamic panel regression; Estimation bias

21.

Margin Procyclicality and Systemic Risk

Posted: 24 Apr 2017 Last Revised: 30 Jan 2018
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School

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Margin Procyclicality; Funding Liquidity Risk; Systemic Risk; Contagion; Networks; Agent-Based Modelling.

22.

EU Capital Requirements and the Level Playing Field

96-111
Posted: 27 Jun 1998
Simon Wolfe and Richard Dale
University of Southampton - Southampton Business School and University of Southampton

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23.

The Evolution of EU Accounting Rules and the Bank Solvency Directive

Posted: 28 Feb 1998
Simon Wolfe
University of Southampton - Southampton Business School

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