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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6,147

SSRN CITATIONS
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SSRN RANKINGS

Top 8,276

in Total Papers Citations

120

CROSSREF CITATIONS

94

Scholarly Papers (23)

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1.

Small European Banks: Benefits from Diversification?

Downloads 817 (58,919)

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 817 (58,050)
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.

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 684 (74,409)
Citation 23

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Emerging Economies, Revenue Diversification, Banks, Insolvency Risk

3.

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 666 (76,937)
Citation 2

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SME financing, relationship banking, bank market structure

4.

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 660 (77,790)
Citation 39

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systemic risk, Banking competition, Market structure, Regulation

5.

Ownership Structure, Revenue Diversification and Insolvency Risk in European Banks

Downloads 657 (78,262)
Citation 1

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 336 (172,007)

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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: 22 Mar 2011
Sarah Sanya and Simon Wolfe
International Monetary Fund and University of Southampton - Southampton Business School
Downloads 321 (180,625)
Citation 5

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

6.

Bank Competition, Diversification and Financial Stability

Downloads 479 (115,864)
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 479 (114,545)
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
Andrea Eross, Frank McGroarty, Andrew Urquhart and Simon Wolfe
Heriot-Watt University, University of Southampton - Southampton Business School, University of Birmingham - Birmingham Business School and University of Southampton - Southampton Business School
Downloads 440 (128,045)
Citation 9

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

8.

Spotting Portfolio Greenwashing in Sustainable Funds

Number of pages: 49 Posted: 29 Oct 2022 Last Revised: 16 Dec 2022
Rabab Abouarab, Tapas Mishra and Simon Wolfe
Southampton Business School - University of Southampton, Southampton Business School, University of Southampton and University of Southampton - Southampton Business School
Downloads 351 (165,305)

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Greenwashing; Sustainable funds; ESG investing; Funds prospectus; Carbon footprint

9.

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, University of Kent and University of Southampton - Southampton Business School
Downloads 202 (287,927)

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

10.

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, University of Birmingham - Birmingham Business School and University of Southampton - Southampton Business School
Downloads 192 (301,493)
Citation 2

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

11.

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, University of Birmingham - Birmingham Business School and University of Southampton - Southampton Business School
Downloads 179 (321,020)
Citation 3

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

12.

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 University of Kent
Downloads 151 (371,334)

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

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 118 (449,767)
Citation 4

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

14.

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, University of Birmingham - Birmingham Business School and University of Southampton - Southampton Business School
Downloads 110 (473,972)
Citation 3

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

15.

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 101 (503,725)
Citation 1

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

16.

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 100 (507,090)

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

17.

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 90 (542,907)

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

18.

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 90 (542,907)

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

19.

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 60 (678,601)

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

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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