Jón Danı́elsson
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Banking stability, regulation, efficiency
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
-
- Monetary Policy and Economic Impact
Papers in
- Finance 72
- Financial Risk and Volatility Modeling 32
- Banking stability, regulation, efficiency 22
- Financial Markets and Investment Strategies 18
- Global Financial Crisis and Policies 14
- Credit Risk and Financial Regulations 14
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- Monetary Policy and Economic Impact 24
- Co-authors
- Casper G. de VriesJean‐Pierre ZigrandMarcela ValenzuelaIlknur ZerRichard PayneHyun Song ShinLiang PengLaurens de Haan
- Journals
- Journal of Banking & Finance (5 papers)Financial Markets Institutions and Instruments (3 papers)Journal of Financial Stability (3 papers)Journal of Econometrics (2 papers)Review of Financial Studies (2 papers)
- Partner nations
- United KingdomUnited StatesNetherlands
In The Last Decade
Jón Danı́elsson
85 papers receiving 2.6k citations
Peers
Comparison fields: 5 of 92
- Finance 2.3k
- General Economics, Econometrics and Finance 745
- Economics and Econometrics 1.7k
- Management Science and Operations Research 359
- Statistics and Probability 192
Countries citing papers authored by Jón Danı́elsson
This map shows the geographic impact of Jón Danı́elsson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jón Danı́elsson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jón Danı́elsson more than expected).
Fields of papers citing papers by Jón Danı́elsson
This network shows the impact of papers produced by Jón Danı́elsson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jón Danı́elsson. The network helps show where Jón Danı́elsson may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Jón Danı́elsson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2023 | 8 | |
| 3 | 2018 | 3 | |
| 4 | Brexit and systemic risk | 2017 | 0 |
| 5 | The fatal flaw in macropru: it ignores political risk | 2016 | 1 |
| 6 | Why macropru can end up being procyclical | 2016 | 1 |
| 7 | Cyber risk as systemic risk | 2016 | 4 |
| 8 | A proposed research and policy agenda for systemic risk | 2015 | 1 |
| 9 | 2014 | 58 | |
| 10 | Political challenges of the macroprudential agenda | 2013 | 3 |
| 11 | 2012 | 21 | |
| 12 | A prudential regulatory issue at the heart of Solvency II | 2011 | 5 |
| 13 | 2006 | 24 | |
| 14 | Subadditivity Re-Examined: The Case for Value-At-Risk | 2005 | 42 |
| 15 | Comparing risk measures | 2005 | 0 |
| 16 | Optimal portfolio allocation under a probalistic risk constraint and the incentives for financial innovation | 2001 | 0 |
| 17 | 2001 | 287 | |
| 18 | Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market | 2000 | 36 |
| 19 | The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations | 1998 | 7 |
| 20 | Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation | 1997 | 7 |
About Jón Danı́elsson
Jón Danı́elsson is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Management Science and Operations Research and General Decision Sciences, having authored 97 papers that have together received 2.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (32 papers), Monetary Policy and Economic Impact (24 papers), Market Dynamics and Volatility (23 papers), Banking stability, regulation, efficiency (22 papers), Financial Markets and Investment Strategies (18 papers), Global Financial Crisis and Policies (14 papers), Credit Risk and Financial Regulations (14 papers) and Complex Systems and Time Series Analysis (14 papers). The work is most often cited by research in Finance (2.3k citations), General Economics, Econometrics and Finance (745 citations), Economics and Econometrics (1.7k citations), Management Science and Operations Research (359 citations) and Statistics and Probability (192 citations). Jón Danı́elsson has collaborated with scholars based in United Kingdom, United States and Netherlands. Frequent co-authors include Casper G. de Vries, Jean‐Pierre Zigrand, Marcela Valenzuela, Ilknur Zer, Richard Payne, Hyun Song Shin, Liang Peng, Laurens de Haan, Jean‐François Richard and Bjørn Jorgensen. Their work appears in journals such as Journal of Banking & Finance, Financial Markets Institutions and Instruments, Journal of Financial Stability, Journal of Econometrics and Review of Financial Studies.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.