Kostas Tsatsaronis : Citation Profile

Bank for International Settlements (BIS)

19

H index

25

i10 index

2283

Citations

RESEARCH PRODUCTION:

21

Articles

13

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 91
   Journals where Kostas Tsatsaronis has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 11 (0.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts138
   Updated: 2025-03-15    RAS profile: 2022-08-31    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

BORIO, Claudio (61)

Drehmann, Mathias (33)

Hubert, Paul (26)

Labondance, Fabien (25)

Creel, Jerome (22)

Claessens, Stijn (21)

Juselius, John (16)

Kose, Ayhan (15)

Avdjiev, Stefan (14)

Gambacorta, Leonardo (14)

Buch, Claudia (13)

Cites to:

BORIO, Claudio (37)

Drehmann, Mathias (15)

Detken, Carsten (12)

Terrones, Marco (10)

Saurina, Jesús (10)

Levine, Ross (8)

Schularick, Moritz (7)

Shin, Hyun Song (7)

Taylor, Alan (7)

Bernanke, Ben (7)

Hartmann, Philipp (7)

Main data

Production by document typepaperchapterbookarticle1997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210250500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Kostas Tsatsaronis has published?

Journals with more than one article published# docs
BIS Quarterly Review14
International Journal of Central Banking2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements12

Recent works citing Kostas Tsatsaronis (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2024Keeping the momentum: how finance can continue to support growth in EMEs. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan Niladri. In: BIS Papers chapters. RePEc:bis:bisbpc:148-01.

Full description at Econpapers || Download paper

2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

Full description at Econpapers || Download paper

2024ECB monetary policy communication events: Do they move euro area yields?. (2024). Vasiliauskait, Deimant ; Kaminskas, Rokas ; Jurkas, Linas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625.

Full description at Econpapers || Download paper

2024American financial hegemony, global capital cycles, and the macroeconomic growth environment. (2024). Winecoff, William K ; Ba, Heather. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:334-372.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2025Do inflation expectations respond to monetary policy? An empirical analysis for the United Kingdom. (2025). Burr, Natalie. In: Bank of England working papers. RePEc:boe:boeewp:1109.

Full description at Econpapers || Download paper

2024Enhancing repo market transparency: the EU Securities Financing Transactions Regulation. (2024). Wedow, Michael ; Hermes, Felix ; Odonnell, Charles ; Mirza, Harun ; Grill, Michael ; Bassi, Claudio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024342.

Full description at Econpapers || Download paper

2024Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941.

Full description at Econpapers || Download paper

2024Frictionless house-price momentum. (2024). Moura, Alban ; Fve, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001921.

Full description at Econpapers || Download paper

2024The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Pop, Adrian ; Levy-Rueff, Guy ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

Full description at Econpapers || Download paper

2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

Full description at Econpapers || Download paper

2024Monetary and macroprudential policies: How to Be green? A political-economy approach. (2024). Masciandaro, Donato ; Russo, Riccardo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002888.

Full description at Econpapers || Download paper

2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

Full description at Econpapers || Download paper

2024Optimizing composite early warning indicators. (2024). Dalal, Vihar M ; Jahan-Parvar, Mohammad R ; Paine, Fiona A ; Beltran, Daniel O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400175x.

Full description at Econpapers || Download paper

2024Business model and ESG pillars: The impacts on banking default risk. (2024). Altunbas, Yener ; Ferilli, Greta Benedetta ; Palmieri, Egidio ; Geretto, Enrico Fioravante ; Stefanelli, Valeria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004945.

Full description at Econpapers || Download paper

2024Regulatory profiling and endogenous benchmarking. (2024). Philippas, Dionisis ; Tziogkidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005076.

Full description at Econpapers || Download paper

2024Financial measures and banking crisis: New evidence. (2024). Aharon, David Y ; Bojaj, Martin M. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013552.

Full description at Econpapers || Download paper

2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

Full description at Econpapers || Download paper

2024The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints. (2024). Raddatz, Claudio ; Marcet, Francisco ; Braun, Matias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000189.

Full description at Econpapers || Download paper

2024Losing traction? The real effects of monetary policy when interest rates are low. (2024). Hofmann, Boris ; Disyatat, Piti ; BORIO, Claudio ; Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002000.

Full description at Econpapers || Download paper

2024Do retail-oriented banks have less non-performing loans?. (2024). Vouldis, Angelos ; Farne, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070.

Full description at Econpapers || Download paper

2024Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283.

Full description at Econpapers || Download paper

2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

Full description at Econpapers || Download paper

2024Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit. (2024). Ding, Zengcai ; Huang, Jinbo ; Du, Zhidi ; Bai, Hengrui ; Li, Zhongfei ; Zhou, Tao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192.

Full description at Econpapers || Download paper

2024Central banks and climate risks: Where we are and where we are going?. (2024). Boitan, I A ; Fatima, R ; Care, R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229.

Full description at Econpapers || Download paper

2024Has FinTech changed the sensitivity of corporate investment to interest rates?—Evidence from China. (2024). Zhan, Minghua ; Lu, Yao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923002945.

Full description at Econpapers || Download paper

2024Do ICT firms manage R&D differently? Firm-level and macroeconomic effects on corporate R&D investment: Empirical evidence from a multi-countries context. (2024). Mazas-Perez, Cristina ; Alexeeva-Alexeev, Inna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558.

Full description at Econpapers || Download paper

2025Is There a Common Financial Cycle in Systemic Economies?. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:119-:d:1598489.

Full description at Econpapers || Download paper

2024Fairness of Ratemaking for Catastrophe Insurance: Lessons from Machine Learning. (2024). Xu, Heng ; Zhang, Nan. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:2:p:469-488.

Full description at Econpapers || Download paper

2024Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector. (2024). Pipień, Mateusz ; Tymoczko, Dobiesaw. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:55:y:2024:i:1:p:1-20.

Full description at Econpapers || Download paper

2024Bank business model identification evolution and outcomes evidence for South Africa. (2024). Nguyen, Linh ; Kgari, Lechedzani ; Sobiech, Anna. In: Working Papers. RePEc:rbz:wpaper:11059.

Full description at Econpapers || Download paper

2024Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation. (2024). Onyejiaku, Chinyere C ; Haruna, Habila Abel ; Dibal, Hyeladi Stanley ; Uchechukwu, Josaphat ; Ogbole, Ogbole Friday. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:248-269.

Full description at Econpapers || Download paper

2024Encumbered Security? Conceptualising Vertical and Horizontal Repos in the Euro Area. (2024). Giordano, Matteo ; Goghie, Alexandru-Stefan ; Murau, Steffen. In: Working Papers. RePEc:soa:wpaper:262.

Full description at Econpapers || Download paper

2024Responsible investing and portfolio selection: a shapley - CVaR approach. (2024). Morelli, Giacomo. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05144-x.

Full description at Econpapers || Download paper

2024Measuring Financial Stability in Curaçao and Sint Maarten. (2024). Ooft, Gavin ; Thijn-Baank, Monique. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:4:f:14_4_2.

Full description at Econpapers || Download paper

2024Collateral Demand in Wholesale Funding Markets. (2024). Coen, Jamie ; Hser, Anne-Caroline. In: TSE Working Papers. RePEc:tse:wpaper:130323.

Full description at Econpapers || Download paper

Kostas Tsatsaronis has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Kostas Tsatsaronis:

Year  ↓Title  ↓Type  ↓Cited  ↓
2022The monetary-fiscal policy nexus in the wake of the pandemic In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter2
2022The monetary-fiscal policy nexus in the wake of the pandemic.(2022) In: BIS Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		book
2005Investigating the relationship between the financial and real economy In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter19
2005Assessing the predictive power of measures of financial conditions for macroeconomic variables In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter69
2000Hedge funds In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
2001Is there a Nasdaq effect in emerging equity markets? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2003Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2004What drives housing price dynamics: cross-country evidence In: BIS Quarterly Review.
[Full Text][Citation analysis]		article206
2005Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review.
[Full Text][Citation analysis]		article11
2006Risk premia across asset markets: information from option prices In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2009The systemic importance of financial institutions In: BIS Quarterly Review.
[Full Text][Citation analysis]		article88
2012Bank stock returns, leverage and the business cycle In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2013Financial conditions and economic activity: a statistical approach In: BIS Quarterly Review.
[Full Text][Citation analysis]		article10
2014Financial structure and growth In: BIS Quarterly Review.
[Full Text][Citation analysis]		article98
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article167
2014Residential property price statistics across the globe In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2014Bank business models In: BIS Quarterly Review.
[Full Text][Citation analysis]		article67
2019Euro repo market functioning: collateral is king In: BIS Quarterly Review.
[Full Text][Citation analysis]		article17
2001The impact of the euro on Europes financial markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper64
2003The cost of barriers to entry: evidence from the market for corporate euro bond underwriting In: BIS Working Papers.
[Full Text][Citation analysis]		paper37
2005Accounting, prudential regulation and financial stability: elements of a synthesis In: BIS Working Papers.
[Full Text][Citation analysis]		paper20
2006Risk in financial reporting: status, challenges and suggested directions In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2008Estimating hedge fund leverage In: BIS Working Papers.
[Full Text][Citation analysis]		paper16
2008External support and bank behaviour in the international syndicated loan market In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2010Attributing systemic risk to individual institutions In: BIS Working Papers.
[Full Text][Citation analysis]		paper151
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
[Full Text][Citation analysis]		paper384
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 384		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper164
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper471
1997Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States In: BIS Working Papers.
[Full Text][Citation analysis]		paper55
1997Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States.(1997) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2017Bank business models: popularity and performance In: BIS Working Papers.
[Full Text][Citation analysis]		paper46
2004Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article18
2012Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market In: International Journal of Central Banking.
[Full Text][Citation analysis]		article3
2008Measuring default risk in the trading book In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2016Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance.
[Full Text][Citation analysis]		article18
2002L’euro sur les marchés financiers internationaux : bilan In: Revue d'Économie Financière.
[Full Text][Citation analysis]		article0
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team