4
H index
4
i10 index
129
Citations
Bank for International Settlements (BIS) | 4 H index 4 i10 index 129 Citations RESEARCH PRODUCTION: 5 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasia Kartasheva. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 2 |
Year | Title of citing document |
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2021 | Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2006.01037. Full description at Econpapers || Download paper |
2020 | Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062. Full description at Econpapers || Download paper |
2020 | Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C. In: Papers. RePEc:arx:papers:2011.06474. Full description at Econpapers || Download paper |
2021 | Fire?Sale Spillovers and Systemic Risk. (2021). Eisenbach, Thomas ; Duarte, Fernando. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1251-1294. Full description at Econpapers || Download paper |
2021 | Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102. Full description at Econpapers || Download paper |
2022 | The Fragility of Market Risk Insurance. (2022). Yogo, Motohiro. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:815-862. Full description at Econpapers || Download paper |
2020 | Correlated Trading by Life Insurers and Its Impact on Bond Prices. (2020). Niehaus, Greg ; Chiang, Chiachun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:597-625. Full description at Econpapers || Download paper |
2021 | Insurance economics and COVID?19. (2021). Gollier, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:825-829. Full description at Econpapers || Download paper |
2021 | Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938. Full description at Econpapers || Download paper |
2021 | Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666. Full description at Econpapers || Download paper |
2020 | Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements. (2020). Saidi, Farzad ; Opp, Marcus M ; Becker, BO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14373. Full description at Econpapers || Download paper |
2021 | Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254. Full description at Econpapers || Download paper |
2021 | Market failures in market-based finance. (2021). Kryczka, Dominika ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20212545. Full description at Econpapers || Download paper |
2020 | Does the Dodd-Frank Act reduce the conflict of interests of credit rating agencies?. (2020). Toscano, Francesca. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300390. Full description at Econpapers || Download paper |
2020 | Optimal terms of contingent capital, incentive effects, and capital structure dynamics. (2020). Tsyplakov, Sergey ; Himmelberg, Charles P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300791. Full description at Econpapers || Download paper |
2021 | Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277. Full description at Econpapers || Download paper |
2020 | Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300711. Full description at Econpapers || Download paper |
2021 | On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330. Full description at Econpapers || Download paper |
2021 | Credit ratings quality in uncertain times. (2021). el Ghoul, Sadok ; Driss, Hamdi ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001591. Full description at Econpapers || Download paper |
2022 | Does competition improve sovereign credit rating quality?. (2022). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001840. Full description at Econpapers || Download paper |
2020 | Foreign ownership in Chinese credit ratings industry: Information revelation or certification?. (2020). , Jingyu ; Wang, Lafang ; Shi, Jing ; Hu, Xiaolu ; Yu, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301576. Full description at Econpapers || Download paper |
2021 | Do firms obtain multiple ratings to hedge against downgrade risk?. (2021). Wang, Zhen ; Chen, Zhihua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302685. Full description at Econpapers || Download paper |
2021 | Competition, communication and rating bias. (2021). Farkas, Miklos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:637-656. Full description at Econpapers || Download paper |
2020 | Reputations and credit ratings: Evidence from commercial mortgage-backed securities. (2020). Baghai, Ramin P ; Becker, BO. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:425-444. Full description at Econpapers || Download paper |
2021 | Portfolio similarity and asset liquidation in the insurance industry. (2021). Pelizzon, Loriana ; Nikolova, Stanislava (Stas) ; Sherman, Mila Getmansky ; Hanley, Kathleen W ; Girardi, Giulio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:69-96. Full description at Econpapers || Download paper |
2021 | The role of financial conditions in portfolio choices: The case of insurers. (2021). Weisbach, Michael ; Ge, Shan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:803-830. Full description at Econpapers || Download paper |
2021 | The agency of CoCos: Why contingent convertible bonds are not for everyone. (2021). Rauf, Asad ; Ongena, Steven ; Goncharenko, Roman. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s104295732030036x. Full description at Econpapers || Download paper |
2021 | Local Credit Rating Agencies: Is their economic role underrated?. (2021). Marandola, Ginevra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:143-156. Full description at Econpapers || Download paper |
2021 | Too big to fail and optimal regulation. (2021). Nguyen, Xuan-Hai ; Ma, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:747-758. Full description at Econpapers || Download paper |
2020 | Contagion in the CoCos Market? A Case Study of Two Stress Events. (2020). Segura, Anatoli ; Miglietta, Arianna ; Bologna, Pierluigi. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:5:a:4. Full description at Econpapers || Download paper |
2021 | Does reputational capital affect credit rating agencies?: empirical evidence from a natural experiment in China. (2021). Liu, Yan ; Xu, Wenming. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:51:y:2021:i:3:d:10.1007_s10657-021-09697-3. Full description at Econpapers || Download paper |
2020 | Competition and Appraisal Inflation. (2020). Conklin, James ; Le, Thao ; Diop, Moussa ; Coulson, Edward N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:1:d:10.1007_s11146-019-09697-w. Full description at Econpapers || Download paper |
2021 | Does model complexity improve pricing accuracy? The case of CoCos. (2021). Weitz, Sebastian ; Koziol, Christian. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09178-4. Full description at Econpapers || Download paper |
2021 | THE ROLE OF INVESTMENT PROMOTION POLICY IN ATTRACTING FOREIGN DIRECT INVESTMENT: THE CASE OF SLOVAKIA. (2021). Barlaova, Terezia ; Hintoova, Aneta. In: Public administration issues. RePEc:nos:vgmu00:2021:i:5:p:27-40. Full description at Econpapers || Download paper |
2021 | Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:236. Full description at Econpapers || Download paper |
2020 | Short-term competition and long-term convergence between domestic and global rating agencies: Evidence from China. (2020). Meng, Wei ; Tian, Yixiang ; Zhou, Xiangyun. In: PLOS ONE. RePEc:plo:pone00:0232804. Full description at Econpapers || Download paper |
2021 | Designing bankers pay: Using contingent capital to reduce risk-shifting. (2021). Raviv, Alon ; Peleg-Lazar, Sharon ; Hilscher, Jens. In: MPRA Paper. RePEc:pra:mprapa:106596. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133. Full description at Econpapers || Download paper |
2020 | Multiple buffer CoCos and their impact on financial stability. (2020). Neamtu, Ioana . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200010. Full description at Econpapers || Download paper |
2022 | Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?. (2022). van Wijnbergen, Sweder ; Neamtu, Ioana ; Fatouh, Mahmoud. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220017. Full description at Econpapers || Download paper |
2020 | Bank riskâ€taking and market discipline: Evidence from CoCo bonds in Korea. (2020). Lee, Young Hwan ; Park, Haerang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:885-894. Full description at Econpapers || Download paper |
2022 | Revisiting the valuation of deposit insurance. (2022). Hsiao, Yujen ; Ho, Rueyjenn ; Chung, Sanlin ; Chang, Chuangchang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:77-103. Full description at Econpapers || Download paper |
2022 | Fighting Fire with Gasoline: CoCos in Lieu of Equity. (2022). Goncharenko, Roman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:493-517. Full description at Econpapers || Download paper |
2021 | Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts. (2021). Hombert, Johan ; Weiss, Matthias ; Mohlmann, Axel. In: Discussion Papers. RePEc:zbw:bubdps:102021. Full description at Econpapers || Download paper |
2020 | Introduction of additional Tier 1 capital. (2020). Pottmeyer, Andreas ; Heidorn, Thomas. In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:229. Full description at Econpapers || Download paper |
2021 | Life insurance convexity. (2021). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4221. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | CoCos: a primer In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 45 |
2017 | CoCo issuance and bank fragility In: BIS Working Papers. [Full Text][Citation analysis] | paper | 28 |
2017 | CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2020 | CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2017 | CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2021 | Insurability of pandemic risks In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 1 |
2018 | Insurers as Asset Managers and Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Insurers as asset managers and systemic risk.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2012 | Design of investment promotion policies In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 3 |
2012 | Information effect of entry into credit ratings market: The case of insurers ratings In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 39 |
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