Nikola Tarashev : Citation Profile

Are you Nikola Tarashev?

Bank for International Settlements (BIS)

14

H index

20

i10 index

873

Citations

RESEARCH PRODUCTION:

23

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 48
   Journals where Nikola Tarashev has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 22 (2.46 %)

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   Permalink: http://citec.repec.org/pta487
   Updated: 2022-07-02    RAS profile: 2021-05-19    
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Relations with other researchers

Works with:

King, Michael (2)

Juselius, John (2)

Ongena, Steven (2)

Lewrick, Ulf (2)

Tsatsaronis, Kostas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikola Tarashev.

Is cited by:

BORIO, Claudio (20)

Avdjiev, Stefan (18)

Aldasoro, Iñaki (15)

Buch, Claudia (13)

Zhou, Hao (12)

McGuire, Patrick (12)

Zhou, Chen (11)

Danielsson, Jon (10)

Dungey, Mardi (9)

Nadal De Simone, Francisco (9)

Claessens, Stijn (8)

Cites to:

Engel, Charles (10)

Shin, Hyun Song (9)

Gordy, Michael (9)

Obstfeld, Maurice (9)

Morris, Stephen (9)

Barro, Robert (9)

Acharya, Viral (9)

BORIO, Claudio (8)

Corsetti, Giancarlo (8)

Duffie, Darrell (7)

Rogoff, Kenneth (7)

Main data

Where Nikola Tarashev has published?

Journals with more than one article published# docs
BIS Quarterly Review14
International Journal of Central Banking3
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements17

Recent works citing Nikola Tarashev (2021 and 2020)

YearTitle of citing document
2021.

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2020Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2020Total systemic risk statistics. (2020). Sun, Fei. In: Papers. RePEc:arx:papers:2003.09255.

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2020Copula-Based Factor Model for Credit Risk Analysis. (2020). Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan ; Lu, Meng-Jou. In: Papers. RePEc:arx:papers:2009.12092.

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2020The measure of model risk in credit capital requirements. (2020). Baviera, Roberto. In: Papers. RePEc:arx:papers:2010.08028.

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2021Portfolio Performance Attribution via Shapley Value. (2021). Ang, Andrew ; Boyd, Stephen ; Moehle, Nicholas. In: Papers. RePEc:arx:papers:2102.05799.

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2021Portfolio risk allocation through Shapley value. (2021). Woodward, Diana E ; Skoufis, Georgios E ; Lesniewski, Andrew ; Hagan, Patrick S. In: Papers. RePEc:arx:papers:2103.05453.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2022Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254.

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2020Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets. (). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:515.

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2020A silent revolution: How central bank statistics have changed in the last 25 years. (2020). De Bonis, Riccardo ; Piazza, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_579_20.

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2020Corporate credit markets after the initial pandemic shock. (2020). Avalos, Fernando ; Aramonte, Sirio. In: BIS Bulletins. RePEc:bis:bisblt:26.

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2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

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2021Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms. (2021). Mathur, Aakriti ; Goel, Tirupam ; Lewrick, Ulf. In: BIS Working Papers. RePEc:bis:biswps:922.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021Banking crises and economic growth in developing countries: Why privileging foreign direct investment over external debt?. (2021). NABI, Mahmoud ; Gaies, Brahim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:736-761.

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2020Bank profitability and macroeconomic conditions: Are business models different?. (2020). Palazzo, Francesco ; di Patti, Emilia Bonaccorsi. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12155.

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2020How diverse are national banking systems? An analysis on banking business models, profitability, and riskiness. (2020). Gobbi, Lucio ; Gaffeo, Edoardo ; Caterini, Giacomo. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12156.

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2020Banking business models and risk: Findings from the ECBs comprehensive assessment. (2020). Rotondi, Zeno ; Paladino, Giovanna. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12158.

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2020Does a banks business model affect its capital and profitability?. (2020). Vouldis, Angelos ; Farne, Matteo. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12161.

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2021How does the financial market evaluate business models? Evidence from European banks. (2021). Ferretti, Riccardo ; Landi, Andrea ; Venturelli, Valeria ; Gualandri, Elisabetta ; Cosma, Stefano. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:2:n:e12184.

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2020Jump Risk in the US Financial Sector. (2020). Yao, Wenying ; Gajurel, Dinesh ; Jeyasreedharan, Nagaratnam ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:331-349.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897.

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2021Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms. (2021). Mathur, Aakriti ; Lewrick, Ulf ; Goel, Tirupam. In: Bank of England working papers. RePEc:boe:boeewp:0946.

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2021Capital allocation, the leverage ratio requirement. (2021). Vo, Quynh-Anh ; Neamtu, Ioana. In: Bank of England working papers. RePEc:boe:boeewp:0956.

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2020Weighting on Systemic Important Banking (SIB) in Indonesia: The Official Versus PCA Approaches. (2020). Anwar, Samsul. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:155-182.

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2020The Relationship between Capital and Liquidity Prudential Instruments. (2020). Pfeifer, Lukas ; Hodula, Martin ; Komarkova, Zlatuse. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/1.

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2020Barcelona Report 2 - The Bank Business Model in the Post-Covid-19 World. (2020). Vives, Xavier ; Fatas, Antonio ; Claessens, Stijn. In: Vox eBooks. RePEc:cpr:ebooks:p329.

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2021How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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2020How bank size relates to the impact of bank stress on the real economy. (2020). Zhang, Jeffery Y ; Lorenc, Amy G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300365.

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2021Does gender diversity on banks boards matter? Evidence from public bailouts. (2021). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920300043.

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2020Overcapacities in banking: Measurement, trends and determinants. (2020). Klaus, Benjamin ; Gardo, Sandor. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:819-834.

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2020Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145.

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2021Achieving a sustainable cost-efficient business model in banking: The case of European commercial banks. (2021). Lozano-Vivas, Ana ; Kumbhakar, Subal ; Badunenko, Oleg ; Lozanovivas, Ana. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:773-785.

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2020Diversification, efficiency and risk of banks: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Wu, JI. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120302284.

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2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective. (2020). Liu, Jiahao ; Lin, Renda ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301018.

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2021Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673.

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2021Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

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2022Bank business models, failure risk and earnings opacity: A short- versus long-term perspective. (2022). Boateng, Agyenim ; Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000205.

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2020The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS. (2020). Ripollés, Jordi ; Ripolles, Jordi ; Tedeschi, Gabriele ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318307682.

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2021Measuring investors’ risk aversion in China’s stock market. (2021). Zhou, Zipeng ; Wang, Tianyi ; Bian, Timothy Yang. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317050.

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2022The measure of model risk in credit capital requirements. (2022). Baviera, Roberto. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001458.

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2022Benefit attribution in financial systems with bilateral netting. (2022). Lim, Hanah. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002518.

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2020Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis. (2020). Shin, Kwanho ; Park, Cyn-Young. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306722.

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2020The contribution of shadow insurance to systemic risk. (2020). Urga, Giovanni ; Pellegrini, Carlo Bellavite ; Leong, Soon Heng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300772.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2021National corruption and international banking. (2021). Li, HE ; Maisondieu-Laforge, Olivier ; Refalo, James . In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319302121.

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2021Risk-adjusted profitability and stability of Islamic and conventional banks: Does revenue diversification matter?. (2021). Khan, Ashraf ; Rossi, Simone ; Dreassi, Alberto ; Paltrinieri, Andrea. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028318301832.

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2020Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2020Bank-based versus market-based financing: Implications for systemic risk. (2020). Houben, Aerdt ; Bats, Joost. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300443.

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2021Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571.

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2022How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America. (2022). Gambacorta, Leonardo ; Claessens, Stijn ; Cantu Garcia, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620300856.

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2022A loan-level analysis of financial resilience in Mexico. (2022). Cantu Garcia, Carlos ; Lopez-Gallo, Fabrizio ; Lobato, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302132.

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2022The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

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2020Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity. (2020). Mirzaei, Ali ; Igan, Deniz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:688-726.

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2020CoCo issuance and bank fragility. (2020). Avdjiev, Stefan ; Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613.

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2021Banks funding, leverage, and investment. (2021). Moretti, Laura ; Barattieri, Alessandro ; Quadrini, Vincenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:148-171.

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2020Bank profitability, leverage constraints, and risk-taking. (2020). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300233.

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2021Income smoothing in European banks: The contrasting effects of monitoring mechanisms. (2021). Ramassa, Paola ; di Fabio, Costanza ; Quagli, Alberto. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000100.

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2020Bank business models as a driver of cross-border activities. (2020). McQuade, Peter ; Everett, Mary ; Ogrady, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300954.

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2021Financial stress in lender countries and capital outflows from emerging market economies. (2021). SHIM, ILHYOCK ; Shin, Kwanho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s026156062100005x.

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2021The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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2020Is bank creditworthiness associated with risk disclosure behavior? Evidence from Islamic and conventional banks in emerging countries. (2020). Moumen, Nejia ; Grassa, Rihab ; Hussainey, Khaled. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18306176.

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2020The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks. (2020). Pappas, Vasileios ; Hassan, Kabir M ; Izzeldin, Marwan ; Saeed, Momna . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19305992.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2021Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000376.

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2020Stress testing household balance sheets in Luxembourg. (2020). Ziegelmeyer, Michael ; Giordana, Gastón. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:115-138.

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2020Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365.

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2020From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886.

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2021Business ?odels of ?anks for the Financial Markets in the EU*. (2021). Kravchuk, Igor ; Stoika, Viktoriia. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:2b:p:371-382.

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2021Banks’ Foreign Claims in the Aftermath of the 2008 Crisis: Institutional Response, Financial Efficiency, and Integration of Cross-Border Banking in the Euro Area. (2021). Warin, Thierry ; Stojkov, Aleksandar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:61-:d:491750.

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2021Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities. (2021). Aste, Tomaso. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:213-:d:551263.

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2021Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:351-:d:606264.

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2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Cortes, Ariana Paola ; Eratalay, Mustafa Hakan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

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2020The Leaders, the Laggers, and the “Vulnerables”. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532.

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2020Bank Risk Determinants in Latin America. (2020). Baselga-Pascual, Laura ; Martinez-Malvar, Maria. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:94-:d:409891.

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2021Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194.

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2020The Risk Monitoring of the Financial Ecological Environment in Chinese Outward Foreign Direct Investment Based on a Complex Network. (2020). Yang, Jian-Bo ; Zhu, Jiaojiao ; Min, Jian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9456-:d:444589.

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2022An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2022). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-120.

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2021Broker Network Connectivity and the Cross-Section of Expected Stock Returns. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Tini, Murat ; Demir, Muge. In: Working Papers. RePEc:ipg:wpaper:2021-002.

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2021Systemic risk measurement: bucketing global systemically important banks. (2021). Riccetti, Luca ; Lagasio, Valentina ; Brogi, Marina. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00391-7.

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2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

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2020The Anatomy of the Transmission of Macroprudential Policies. (2020). McCann, Fergal ; Crosignani, Matteo ; Acharya, Viral ; Eisert, Tim ; Bergant, Katharina. In: NBER Working Papers. RePEc:nbr:nberwo:27292.

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2020Emerging Markets Sovereign Spreads and Country-Specific Fundamentals During COVID-19. (2020). Daehler, Timo ; Aizenman, Joshua ; Jinjarak, Yothin. In: NBER Working Papers. RePEc:nbr:nberwo:27903.

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2020Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w.

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2020Broker Network Connectivity and the Cross-Section of Expected Stock Returns. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Demir, Muge ; Tinic, Murat. In: MPRA Paper. RePEc:pra:mprapa:104719.

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2021Measuring Systemic Risk in South African Banks. (2021). Sing, Marea ; Chatterjee, Somnath . In: Working Papers. RePEc:rbz:wpaper:11004.

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2020Diversification, efficiency and risk of banks: New consolidating evidence from emerging economies. (2020). Wu, Ji ; Jeon, Bang ; Chen, Minghua. In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2020_010.

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2020Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:20/1004.

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2021Banks’ business strategies on the edge of distress. (2021). Pammolli, Fabio ; Girardone, Claudia ; Giansante, Simone ; Flori, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03383-z.

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2021Atheoretical Regression Trees for classifying risky financial institutions. (2021). Durso, Pierpaolo ; Maddaloni, Angela ; Iorio, Francesca ; Cappelli, Carmela . In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03406-9.

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2021Systemic risk assessment through high order clustering coefficient. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03525-8.

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2021Banks’ business models in the euro area: a cluster analysis in high dimensions. (2021). Vouldis, Angelos T ; Farne, Matteo. In: Annals of Operations Research. RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04045-9.

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2022Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w.

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2021Business segment diversification of private banks in India. (2021). Roy, Anjan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:3:d:10.1007_s40622-021-00285-7.

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2020Diversifying away risks through derivatives: an analysis of the Italian banking system. (2020). Piermattei, Stefano ; Sorvillo, Bianca ; Santioni, Raffaele ; Infante, Luigi. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:2:d:10.1007_s40888-020-00180-x.

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More than 100 citations found, this list is not complete...

Works by Nikola Tarashev:

YearTitleTypeCited
2007Global monitoring with the BIS international banking statistics In: CGFS Papers chapters.
[Full Text][Citation analysis]		chapter28
2008Global monitoring with the BIS international banking statistics.(2008) In: BIS Working Papers.
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This paper has another version. Agregated cites: 28		paper
2003Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article18
2005Structural models of default: lessons from firm-level data In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2006Risk premia across asset markets: information from option prices In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
2006Tracking international bank flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article24
2007Measuring portfolio credit risk: modelling versus calibration errors In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2007International banking with the euro In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2008Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures In: BIS Quarterly Review.
[Full Text][Citation analysis]		article25
2008Bank health and lending to emerging markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article67
2009The systemic importance of financial institutions In: BIS Quarterly Review.
[Full Text][Citation analysis]		article83
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
[Full Text][Citation analysis]		article71
2011Rating methodologies for banks In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2013Looking at the tail: price-based measures of systemic importance In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2014Securitisations: tranching concentrates uncertainty In: BIS Quarterly Review.
[Full Text][Citation analysis]		article8
2014Bank business models In: BIS Quarterly Review.
[Full Text][Citation analysis]		article55
2003Currency Crises and the Informational Role of Interest Rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2004Are speculative attacks triggered by sunspots? A new test In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2005An empirical evaluation of structural credit risk models In: BIS Working Papers.
[Full Text][Citation analysis]		paper14
2008An Empirical Evaluation of Structural Credit-Risk Models.(2008) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2006The pricing of portfolio credit risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2007Modelling and calibration errors in measures of portfolio credit risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper10
2008Speculative attacks, Private Signals and Intertemporal Trade-offs In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2009Measuring portfolio credit risk correctly: why parameter uncertainty matters In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2010Measuring portfolio credit risk correctly: Why parameter uncertainty matters.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2010Attributing systemic risk to individual institutions In: BIS Working Papers.
[Full Text][Citation analysis]		paper139
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper147
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147		article
2012Systematic monetary policy and the forward premium puzzle In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2016Bank standalone credit ratings In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2020Bank Standalone Credit Ratings.(2020) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2016When pegging ties your hands In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2017Bank capital allocation under multiple constraints In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2020Bank capital allocation under multiple constraints.(2020) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2017Bank business models: popularity and performance In: BIS Working Papers.
[Full Text][Citation analysis]		paper33
2020Forecasting expected and unexpected losses In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2020Forecasting expected and unexpected losses.(2020) In: Research Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Asset managers, market liquidity and bank regulation In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2013Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper14
2019When pegging is a commitment device: Revisiting conventional wisdom about currency crises In: Journal of International Economics.
[Full Text][Citation analysis]		article0
2008Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model In: International Journal of Central Banking.
[Full Text][Citation analysis]		article19
2016Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance.
[Full Text][Citation analysis]		article12
2007Speculative Attacks and the Information Role of the Interest Rate In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article18
2008The pricing of correlated default risk: evidence from the credit derivatives market In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper7

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