Kostas Tsatsaronis : Citation Profile

Bank for International Settlements (BIS)

19

H index

25

i10 index

2352

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: 94
   Journals where Kostas Tsatsaronis has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 11 (0.47 %)

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   Permalink: http://citec.repec.org/pts138
   Updated: 2025-12-20    RAS profile: 2022-08-31    
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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)

Gambacorta, Leonardo (14)

Avdjiev, Stefan (14)

Buch, Claudia (13)

Cites to:

BORIO, Claudio (37)

Drehmann, Mathias (15)

Detken, Carsten (14)

Terrones, Marco (10)

Saurina, Jesús (10)

Levine, Ross (8)

Taylor, Alan (7)

Schularick, Moritz (7)

Shin, Hyun Song (7)

Hartmann, Philipp (7)

Bernanke, Ben (7)

Main data

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)

YearTitle of citing document
2024The Effect of Monetary Policy on Systemic Bank Funding Stability. (2024). Grimm, Maximilian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:341.

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2025.

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2024Synchronizacja cyklu gospodarczego i finansowego w krajach Unii Europejskiej. (2024). Markowski, Ukasz ; Ostrowska, Aleksandra. In: Ekonomista. RePEc:aoq:ekonom:y:2024:i:2:p:178-208.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024Bank Business Models, Size, and Profitability. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, F. In: Papers. RePEc:arx:papers:2401.12323.

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2024Business Model Contributions to Bank Profit Performance: A Machine Learning Approach. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, F. In: Papers. RePEc:arx:papers:2401.12334.

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2025Network topology of the Euro Area interbank market. (2025). Aarab, Ilias ; Gottron, Thomas. In: Papers. RePEc:arx:papers:2502.15611.

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2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

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2025Explaining Risks: Axiomatic Risk Attributions for Financial Models. (2025). Chen, Dangxing. In: Papers. RePEc:arx:papers:2506.06653.

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2025Stabilising Lifetime PD Models under Forecast Uncertainty. (2025). Rostampour, Vahab. In: Papers. RePEc:arx:papers:2509.10586.

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2025Forecasting House Prices. (2025). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2509.21460.

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2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

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2025Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices. (2025). Kremer, David ; Kaempff, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp194.

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2025Financial stability considerations on bail-in. (2025). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_968_25.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024Detecting excessive credit growth: An approach based on structural counterfactuals. (2024). Sass, Magnus. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0046.

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2024Who Takes the Land? Quantifying the Use of Built-Up Land by French Economic Sectors to Assess Their Vulnerability to the No Net Land Take Policy. (2024). Salin, Mathilde ; De, Etienne. In: Working papers. RePEc:bfr:banfra:941.

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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.

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

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

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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.

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2024Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice. (2024). Gatt, William. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:232-267.

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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.

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2024The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China. (2024). Yu, Jun ; Chen, Chuanglian ; Zeng, Tao ; Liu, Xiaobin. In: Working Papers. RePEc:boa:wpaper:202421.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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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.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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

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2025Capital requirements: a pillar or a burden for bank competitiveness?. (2025). Reghezza, Alessio ; Behn, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2025376.

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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.

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2024Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic. (2024). Reghezza, Alessio ; Behn, Markus ; Forletta, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20242951.

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2024Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments. (2024). Azzone, Michele ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20242979.

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2025From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2025From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075.

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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.

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

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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.

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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.

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

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

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2024Biodiversity loss and financial stability as a new frontier for central banks: An exploration for France. (2024). Svartzman, Romain ; Godin, Antoine ; Gauthey, Julien ; Calas, Julien ; Berger, Joshua ; Espagne, Etienne ; Vallier, Antoine ; Hadji-Lazaro, Paul ; Salin, Mathilde. In: Ecological Economics. RePEc:eee:ecolec:v:223:y:2024:i:c:s0921800924001435.

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2024Revisiting international house price convergence using house price level data. (2024). GUPTA, RANGAN ; André, Christophe ; Christou, Christina. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000037.

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2025Doom loops in Latin America. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M ; Kim, Bum. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000834.

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

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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.

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2025Digitalization and banks efficiency: Evidence from a European analysis. (2025). Chiaramonte, Laura ; Ayadi, Rym ; Migliavacca, Milena ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007695.

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2025Spotlight on physical risk: Assessing the banks stock reaction to the ECB climate stress test. (2025). Fiordelisi, Franco ; Ricci, Ornella ; Santilli, Gianluca. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008147.

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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.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2024Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244.

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2025Credit Cycles, fiscal policy, and global imbalances. (2025). Rabanal, Pau ; Jones, Callum. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000194.

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2024Financial resilience, growth and risk sharing in the EU. (2024). cavallaro, eleonora ; Villani, Ilaria. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000738.

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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.

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

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2024Basel III countercyclical bank capital buffer estimation and its relation to monetary policy. (2024). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Rendon, Juan F. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000158.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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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.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2025Not all banking crises are alike: Assessing their distributional impacts relative to pre-crisis credit gaps. (2025). Ligonnière, Samuel ; Ligonnire, Samuel ; Mathonnat, Clment ; Atsebi, Jean-Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002079.

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2025Making a virtue out of necessity: The effect of negative interest rates on bank cost efficiency. (2025). Reghezza, Alessio ; Pancaro, Cosimo ; Girardone, Claudia ; Pancotto, Livia ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000415.

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

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2025Factors influencing asymmetries in Saudi Arabias housing market. (2025). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s170349492500012x.

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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.

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

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

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

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

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2025Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019. (2025). Skare, Marinko ; Gil-Alana, Luis ; Porada-Rochon, Magorzata. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:67-77.

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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). Alexeeva-Alexeev, Inna ; Mazas-Perez, Cristina. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558.

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2024A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions. (2024). Nzimande, Ntokozo ; Magubane, Khwazi. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:10:p:278-:d:1499400.

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2024Should Monetary Policy in South Africa Lean against the Wind by Targeting the Financial Cycle?. (2024). Nyati, Malibongwe Cyprian. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:6:p:145-:d:1412576.

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2025The Measurement and Characteristic Analysis of the Chinese Financial Cycle. (2025). Qiu, Siyuan. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:187-:d:1764491.

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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.

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2025Technical Development of Countercyclical Capital Buffer Implementation in Mongolias Banking Sector. (2025). Oyungerel, Enkhbaatar ; Erdenebileg, Urangoo. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2025.

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2025Is the CEMAC Banking System Resilient to Macrofinancial Shocks ?. (2025). Ntonga, Fabien Clive ; Avom, Dsir ; Blaise, Etienne Indit. In: Post-Print. RePEc:hal:journl:hal-05057312.

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

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2024How Micro Data Improve the Estimation of Household Credit Risk Within the Macro Stress Testing Framework. (2024). Klacso, Ján. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10453-9.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2025Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1.

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2025Tracking Home-Owners’ Sentiments: Subjective Indices and Convergent Validity. (2025). Lepinteur, Anthony ; Waltl, Sofie R. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:4:d:10.1007_s11146-023-09949-w.

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2025Housing Affordability, Tourism Activity and Income Inequality: Friends or Foes?. (2025). Anastasiou, Dimitris ; Kapopoulos, Panayotis ; Zekente, Kalliopi Maria. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09793-2.

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2025Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4.

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2024Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409.

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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.

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2024RATIONALE OF FINANCIAL STABILITY IN SOUTH AFRICA: CONSTRUCTING A FINANCIAL STRESS INDEX. (2024). Mabeba, Mahlatse. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:9:y:2024:i:1:p:133-143.

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2024Heterogeneity of business models and banking sector resilience. (2024). Alves, Carlos ; Marques, Bernardo P. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00227-6.

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2025Differences and interactions between banks’ financial statements and prudential regulation. (2025). Tardos, Gnes ; Mr, Katalin. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:2:d:10.1057_s41261-024-00253-y.

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2025Operationalization of the construct “Business model of a Bank”: clustering analyses with deep neural networks. (2025). Schulte-Mattler, Hermann ; Herdt, Manfred. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00269-y.

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2024Risikoverbund zwischen Banken und Staaten: Eine empirische Analyse für den Euroraum. (2024). Siris, Sarah ; Nastansky, Andreas. In: Statistische Diskussionsbeiträge. RePEc:pot:statdp:56.

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2025The Dynamics of Wealth Inequality: Distributional Effects of Asset Prices in Europe. (2025). Walk, Marten. In: MPRA Paper. RePEc:pra:mprapa:126040.

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2024Exploring causal interactions between macroprudential policy and financial cycles in South Africa. (2024). Magubane, Khwazi. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:5:p:513-531.

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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.

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

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

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2024Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?. (2024). Mirzaei, Ali ; Saad, Mohsen ; Emrouznejad, Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04600-y.

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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.

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2024Macroprudential policy and financial system stability: an aggregate study. (2024). Oros, Cornel ; Popescu, Alexandra ; Jbir, Hamdi. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02524-5.

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2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

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2025Characterizing public debt cycles: the non-negligible impact of financial cycles. (2025). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02685-x.

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

Kostas Tsatsaronis has edited the books:

YearTitleTypeCited

Works by Kostas Tsatsaronis:

YearTitleTypeCited
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]		chapter72
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]		article21
2004What drives housing price dynamics: cross-country evidence In: BIS Quarterly Review.
[Full Text][Citation analysis]		article212
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]		article90
2012Bank stock returns, leverage and the business cycle In: BIS Quarterly Review.
[Full Text][Citation analysis]		article20
2013Financial conditions and economic activity: a statistical approach In: BIS Quarterly Review.
[Full Text][Citation analysis]		article11
2014Financial structure and growth In: BIS Quarterly Review.
[Full Text][Citation analysis]		article100
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article170
2014Residential property price statistics across the globe In: BIS Quarterly Review.
[Full Text][Citation analysis]		article25
2014Bank business models In: BIS Quarterly Review.
[Full Text][Citation analysis]		article69
2019Euro repo market functioning: collateral is king In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2001The impact of the euro on Europes financial markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper67
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]		paper399
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: 399		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper173
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: 173		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper480
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]		paper48
2004Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article19
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]		article4
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]		article19
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]		chapter4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team