Simon Wolfe

University of Southampton - School of Management

Professor

Highfield

Southampton S017 1BJ, Hampshire SO17 1BJ

United Kingdom

University of Southampton - Southampton Business School

Southampton, SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

21

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3,911

SSRN CITATIONS
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SSRN RANKINGS

Top 8,082

in Total Papers Citations

36

CROSSREF CITATIONS

93

Scholarly Papers (21)

1.
Downloads 625 ( 43,495)
Citation 18

Small European Banks: Benefits from Diversification?

Number of pages: 31 Posted: 04 Dec 2006
Simon Wolfe, Steve Mercieca and Klaus Schaeck
University of Southampton - School of Management, University of Southampton and University of Bristol
Downloads 625 (42,896)
Citation 18

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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 - School of Management 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 - School of Management
Downloads 613 (44,613)
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 and Martin Čihák
University of Southampton - School of Management, University of Bristol and International Monetary Fund (IMF)
Downloads 603 (45,608)
Citation 5

Abstract:

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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 - School of Management
Downloads 522 (54,986)
Citation 9

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Emerging Economies, Revenue Diversification, Banks, Insolvency Risk

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 - School of Management
Downloads 273 (115,673)
Citation 2

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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 - School of Management
Downloads 238 (133,301)

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

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 - School of Management
Downloads 298 (105,311)
Citation 2

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bank competition, diversification, financial stability, banking regulation

7.

The Intraday Dynamics of Bitcoin

Number of pages: 24 Posted: 07 Aug 2017
Heriot-Watt University, University of Southampton - Southampton Business School, ICMA Centre, Henley Business School and University of Southampton - School of Management
Downloads 205 (154,382)
Citation 6

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

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 - School of Management
Downloads 151 (202,216)
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 - School of Management
Downloads 145 (209,167)
Citation 1

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

10.

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 - School of Management
Downloads 73 (334,276)

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

11.

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 - School of Management
Downloads 51 (399,818)

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

12.

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 - School of Management and Bournemouth University - Institute of Business and Law
Downloads 29 (490,609)
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13.

An Integrated Macroprudential Stress Test of Bank Liquidity and Solvency

Southampton Business School Working Paper Series # 16-86
Number of pages: 45 Posted: 27 Nov 2017 Last Revised: 16 May 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 - School of Management
Downloads 26 (506,847)

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

14.

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 - School of Management
Downloads 22 (530,091)

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

15.

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 - School of Management
Downloads 16 (566,618)

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

16.

To Segregate or to Aggregate?: Uncovering the Real Effects of Credit on Housing Price Dynamics

Number of pages: 57 Posted: 31 Aug 2018 Last Revised: 30 Dec 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 - School of Management
Downloads 16 (566,618)

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Disaggregated Credit, Housing Prices, Policy Uncertainty, Business Cycles, Panel VAR

17.

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 - School of Management
Downloads 5 (639,396)

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

18.

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 - School of Management

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

19.

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 - School of Management

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

20.

EU Capital Requirements and the Level Playing Field

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

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21.

The Evolution of EU Accounting Rules and the Bank Solvency Directive

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

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