Nicholas Vause

495 total citations
25 papers, 254 citations indexed

About

Nicholas Vause is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Nicholas Vause has authored 25 papers receiving a total of 254 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 16 papers in Economics and Econometrics and 8 papers in Accounting. Recurrent topics in Nicholas Vause's work include Banking stability, regulation, efficiency (18 papers), Insurance and Financial Risk Management (10 papers) and Credit Risk and Financial Regulations (9 papers). Nicholas Vause is often cited by papers focused on Banking stability, regulation, efficiency (18 papers), Insurance and Financial Risk Management (10 papers) and Credit Risk and Financial Regulations (9 papers). Nicholas Vause collaborates with scholars based in United Kingdom, Switzerland and Australia. Nicholas Vause's co-authors include Prasanna Gai, Daniel Heller, David Murphy, Francis Breedon, Angelo Ranaldo, Filip Žikeš, Nigel Jenkinson, Adrian Penalver, Giovanni di Iasio and D. Macdonald and has published in prestigious journals such as Journal of International Economics, International journal of central banking and BIS quarterly review.

In The Last Decade

Nicholas Vause

23 papers receiving 225 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Nicholas Vause United Kingdom 9 202 117 53 52 18 25 254
Petya Koeva Brooks United States 9 204 1.0× 135 1.2× 93 1.8× 63 1.2× 14 0.8× 25 274
Jay Surti United States 8 184 0.9× 100 0.9× 41 0.8× 52 1.0× 14 0.8× 31 244
Dominik Maltritz Germany 9 247 1.2× 180 1.5× 133 2.5× 34 0.7× 15 0.8× 24 332
Harald Benink Netherlands 7 287 1.4× 153 1.3× 71 1.3× 82 1.6× 20 1.1× 29 333
Jaime Caruana Switzerland 10 274 1.4× 123 1.1× 120 2.3× 64 1.2× 6 0.3× 70 328
Patrick E. McCabe United States 10 277 1.4× 156 1.3× 54 1.0× 83 1.6× 14 0.8× 23 314
Xuewen Liu Hong Kong 8 250 1.2× 213 1.8× 58 1.1× 107 2.1× 18 1.0× 20 337
Andrey Ukhov United States 8 178 0.9× 90 0.8× 42 0.8× 56 1.1× 8 0.4× 27 217
Mete Kılıç United States 7 221 1.1× 220 1.9× 95 1.8× 37 0.7× 25 1.4× 15 304
John R. Walter United States 8 192 1.0× 123 1.1× 41 0.8× 84 1.6× 21 1.2× 36 247

Countries citing papers authored by Nicholas Vause

Since Specialization
Citations

This map shows the geographic impact of Nicholas Vause'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 Nicholas Vause with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nicholas Vause more than expected).

Fields of papers citing papers by Nicholas Vause

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nicholas Vause. 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 Nicholas Vause. The network helps show where Nicholas Vause may publish in the future.

Co-authorship network of co-authors of Nicholas Vause

This figure shows the co-authorship network connecting the top 25 collaborators of Nicholas Vause. A scholar is included among the top collaborators of Nicholas Vause based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nicholas Vause. Nicholas Vause is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Schrimpf, Andreas, et al.. (2024). Relationship discounts in corporate bond trading. SSRN Electronic Journal.
2.
3.
Breedon, Francis, et al.. (2022). Judgment day: Algorithmic trading around the Swiss franc cap removal. Journal of International Economics. 140. 103713–103713. 2 indexed citations
4.
5.
Schrimpf, Andreas, et al.. (2022). Relationship Discounts in Corporate Bond Trading. SSRN Electronic Journal. 2 indexed citations
6.
Iasio, Giovanni di, et al.. (2022). A Model of System-Wide Stress Simulation: Market-Based Finance and the COVID-19 Event. SSRN Electronic Journal. 3 indexed citations
7.
Breedon, Francis, et al.. (2018). Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal. SSRN Electronic Journal. 13 indexed citations
8.
Vause, Nicholas, et al.. (2017). The Impact of Solvency II Regulations on Life Insurers' Investment Behaviour. SSRN Electronic Journal. 7 indexed citations
9.
Murphy, David, et al.. (2016). A Comparative Analysis of Tools to Limit the Procyclicality of Initial Margin Requirements. SSRN Electronic Journal. 16 indexed citations
10.
Vause, Nicholas, et al.. (2016). Systemic Risk in Derivatives Markets: A Pilot Study Using CDS Data. SSRN Electronic Journal. 9 indexed citations
11.
Heller, Daniel & Nicholas Vause. (2012). Collateral requirements for mandatory central clearing of over-the-counter derivatives. RePEc: Research Papers in Economics. 31 indexed citations
12.
Gyntelberg, Jacob & Nicholas Vause. (2012). Uncovered counterparty exposures in global OTC derivatives markets. 1 indexed citations
13.
Heller, Daniel & Nicholas Vause. (2011). Expansion of central clearing. BIS quarterly review. 3 indexed citations
14.
Vause, Nicholas. (2011). Enhanced BIS statistics on credit risk transfer. SSRN Electronic Journal. 4 indexed citations
15.
Heller, Daniel & Nicholas Vause. (2011). Expansion of Central Clearing. SSRN Electronic Journal. 5 indexed citations
16.
Vause, Nicholas. (2010). Counterparty risk and contract volumes in the credit default swap market. SSRN Electronic Journal. 13 indexed citations
17.
Jenkinson, Nigel, Adrian Penalver, & Nicholas Vause. (2008). Financial Innovation: What Have We Learnt?. SSRN Electronic Journal. 10 indexed citations
18.
Gai, Prasanna & Nicholas Vause. (2005). Measuring Investors' Risk Appetite. International journal of central banking. 2(1). 30 indexed citations
19.
Gai, Prasanna & Nicholas Vause. (2005). Measuring Investors' Risk Appetite. SSRN Electronic Journal. 52 indexed citations
20.
Gai, Prasanna & Nicholas Vause. (2003). Sovereign Debt Workouts with the IMF as Delegated Monitor - A Common Agency Approach. SSRN Electronic Journal. 5 indexed citations

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.

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