Kostas Tsatsaronis : Citation Profile


Are you Kostas Tsatsaronis?

Bank for International Settlements (BIS)

14

H index

17

i10 index

1062

Citations

RESEARCH PRODUCTION:

20

Articles

13

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 53
   Journals where Kostas Tsatsaronis has often published
   Relations with other researchers
   Recent citing documents: 348.    Total self citations: 7 (0.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts138
   Updated: 2020-01-25    RAS profile: 2018-05-23    
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Relations with other researchers


Works with:

Drehmann, Mathias (2)

BORIO, Claudio (2)

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 (35)

Drehmann, Mathias (16)

Juselius, John (11)

Hubert, Paul (11)

Creel, Jerome (11)

Labondance, Fabien (10)

Goldberg, Linda (10)

Klaus, Benjamin (10)

de Haan, Jakob (9)

Claessens, Stijn (9)

Buch, Claudia (9)

Cites to:

BORIO, Claudio (11)

Detken, Carsten (8)

Drehmann, Mathias (7)

Terrones, Marco (7)

Mendoza, Enrique (6)

Campbell, John (6)

Mishkin, Frederic (6)

Reinhart, Carmen (6)

Bernanke, Ben (6)

Saurina, Jesús (6)

Jagannathan, Ravi (5)

Main data


Where Kostas Tsatsaronis has published?


Journals with more than one article published# docs
BIS Quarterly Review13
Journal of Financial Stability2
International Journal of Central Banking2

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

Recent works citing Kostas Tsatsaronis (2018 and 2017)


YearTitle of citing document
2017Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172.

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2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Leccadito, Arturo ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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2017Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114.

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2018News-sentiment networks as a risk indicator. (2018). Sarlin, Peter ; Forss, Thomas . In: Papers. RePEc:arx:papers:1706.05812.

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2018UK Political Cycle and the Effect on National House Prices: An Exploratory Study. (2018). Lee, Timothy ; Higgins, David M ; Aha, Bismark. In: ERES. RePEc:arz:wpaper:eres2018_60.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2018The “Too Big to Fail” Subsidy in Canada: Some Estimates. (2018). Mora, Patricia Palhau . In: Staff Working Papers. RePEc:bca:bocawp:18-9.

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2017A Barometer of Canadian Financial System Vulnerabilities. (2017). Roberts, Tom ; Duprey, Thibaut. In: Staff Analytical Notes. RePEc:bca:bocsan:17-24.

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2017Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation. (2017). Duprey, Thibaut ; Hogg, Dylan ; Grieder, Timothy. In: Staff Analytical Notes. RePEc:bca:bocsan:17-25.

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2019Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited. (2019). Galan, Jorge. In: Occasional Papers. RePEc:bde:opaper:1906.

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2018Financial institutions business models and the global transmission of monetary policy. (2018). de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Correa, Ricardo ; argimon, isabel ; Bonner, Clemens ; Stebunovs, Viktors. In: Working Papers. RePEc:bde:wpaper:1815.

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2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:1825.

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2018The relevance of currency-denomination for the cross-border effects of monetary policy. (2018). argimon, isabel. In: Working Papers. RePEc:bde:wpaper:1827.

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2017Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17.

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2018A risk dashboard for the Italian economy. (2018). Venditti, Fabrizio ; Columba, Francesco ; Sorrentino, Alberto Maria. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_425_18.

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2018Bank profitability and macroeconomic conditions: are business models different?. (2018). Palazzo, Francesco ; di Patti, Emilia Bonaccorsi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_436_18.

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2019The relationship between financial development and growth: the case of emerging Europe. (2019). Ciarlone, Alessio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_521_19.

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2019How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_522_19.

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2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana . In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2018Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18.

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2019Indicadores de alerta temprana para el sector corporativo privado colombiano. (2019). Pirateque, Javier ; Segovia-Baquero, Santiago David ; Pirateque-Nio, Javier Eliecer ; Meneses-Gonzalez, Maria Fernanda. In: Borradores de Economia. RePEc:bdr:borrec:1084.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2017Productivité : une énigme française ? - Synthèse de la conférence organisée par la Banque de France et France Stratégie le 1er février 2017. (2017). Lecat, Remy ; Sandoz-Dit, C ; Deschard, F. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:01.

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2017Le PIB par habitant et la productivité dans les économies avancées : regard sur le XXe siècle et perspectives pour le XXIe. (2017). Lecat, Remy ; Cette, Gilbert ; Bergeaud, Antonin. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:02.

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2017La stagnation séculaire et la mesure de la croissance - Compte rendu de la conférence du 16 janvier 2017 organisée à Paris par la Banque de France et le Collège de France. (2017). Malgouyres, Clément ; Lequien, Matthieu ; Marx, M ; Jousselin, E. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:03.

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2017Coût des carences de coordination des politiques économiques dans la zone euro. (2017). , . In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:04.

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2017La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents. (2017). Andre, J ; Yon, Mosquera T ; Fegar, G ; Roero, C. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:05.

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2017Mesurer l’excès de crédit avec le « gap bâlois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique. (2017). Couaillier, C ; Idier, J. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2017:211:06.

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2017Foreign banks and credit conditions in EMEs. (2017). Ehlers, Torsten ; McGuire, Patrick. In: BIS Papers chapters. RePEc:bis:bisbpc:91-10.

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2017Macroprudential frameworks: implementation and effectiveness. (2017). Arslan, Yavuz ; Upper, Christian. In: BIS Papers chapters. RePEc:bis:bisbpc:94-03.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2017The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro. (2017). Ivanovic, Maja ; Vucinic, Milena ; Mitrovic-Mijatovic, Marijana. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-06.

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2017Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e.

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2017Household debt: recent developments and challenges. (2017). Zabai, Anna . In: BIS Quarterly Review. RePEc:bis:bisqtr:1712f.

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2018Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803e.

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2017External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622.

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2017Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:645.

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2017Interest rates and house prices in the United States and around the world. (2017). Mihaljek, Dubravko ; Subelyt, Agn ; Sutton, Gregory . In: BIS Working Papers. RePEc:bis:biswps:665.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017CoCo issuance and bank fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: BIS Working Papers. RePEc:bis:biswps:678.

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2018Monetary policy in the grip of a pincer movement. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:706.

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2018Residential investment and economic activity: evidence from the past five decades. (2018). Mihaljek, Dubravko ; Mehrotra, Aaron ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:726.

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2018Why you should use the Hodrick-Prescott filter - at least to generate credit gaps. (2018). Yetman, James ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:744.

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2018Financial structure and income inequality. (2018). Gambacorta, Leonardo ; Ferri, Giovanni ; Brei, Michael. In: BIS Working Papers. RePEc:bis:biswps:756.

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2019A loan-level analysis of bank lending in Mexico. (2019). Lopez-Gallo, Fabrizio ; Lobato, Roberto ; Cantu, Carlos. In: BIS Working Papers. RePEc:bis:biswps:802.

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2019Predicting recessions: financial cycle versus term spread. (2019). Author, Dora Xia ; Drehmann, Mathias ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:818.

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2018When are credit gap estimates reliable?. (2018). Ponomarenko, Alexey ; Deryugina, Elena ; Rozhkova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps34.

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2019Disinflation and reliability of underlying inflation measures. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps44.

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2017The Rising Systemic Importance of Chinese Banks: Should the World Be Concerned?. (2017). Avkiran, Necmi Kemal ; Mi, Lin. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:4:p:427-440.

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2018Does foreign bank entry contribute to financial development? Examining the role of income thresholds. (2018). Gopalan, Sasidaran. In: Development Policy Review. RePEc:bla:devpol:v:36:y:2018:i:s2:p:o954-o983.

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2017How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:902-919.

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2018GDP growth forecasts and information flows: Is there evidence of overreactions?. (2018). Aromi, Daniel J. In: International Finance. RePEc:bla:intfin:v:21:y:2018:i:2:p:122-139.

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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de Ramon, S J A. In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2018Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2018Macroprudential capital regulation in general equilibrium. (2018). Pinter, Gabor ; Nelson, Benjamin. In: Bank of England working papers. RePEc:boe:boeewp:0770.

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2019Measuring financial cycle time. (2019). Lombardi, Marco ; Filardo, Andrew ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0776.

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2019Tail risk interdependence. (2019). Chiu, Ching-Wai ; Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0815.

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2017Effects of monetary and macro-prudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China. (2017). Mehrotra, Aaron ; Kim, Soyoung. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_004.

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2017Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis. (2017). Voutilainen, Ville . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_011.

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2017Accounting for debt service : The painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_012.

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2018Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_010.

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2019State dependence of monetary policy across business, credit and interest rate cycles. (2019). Zubairy, Sarah ; Granziera, Eleonora ; Alpanda, Sami. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_016.

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2018International bank flows and bank business models since the crisis. (2018). Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:05/18.

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2018International bank flows and bank business models since the crisis. (2018). McQuade, Peter ; Herzberg, Valerie. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/18.

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2019Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7839.

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2018La política monetaria cercada por un movimiento de pinzas Abstract: Monetary policy has been in the grip of a pincer movement, caught between growing financial cycles, on the one hand, and an inflati. (2018). Rungcharoenkitkul, Phurichai ; BORIO, Claudio ; Juselius, Mikael ; Disyatat, Piti. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:21:y:2018:i:2:p:004-044.

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2019Monetary Policy in the Grip of a Pincer Movement. (2019). Rungcharoenkitkul, Phurichai ; Juselius, Mikael ; Disyatat, Piti ; Borio, Claudio. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c10pp311-356.

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2018Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:823.

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2019Índice de sincronía bancaria y ciclos financieros. (2019). Oda, Daniel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:841.

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2017The countercyclical capital buffer in the Czech Republic. (2017). Hajek, Jan ; Plasil, Miroslav ; Frait, Jan. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:fsr1617/1.

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2018The Effectiveness of Investment Stimulus Policies in Australia. (2018). Nassios, Jason ; Dixon, Janine. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-282.

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2019The economic impact and efficiency of state and federal taxes in Australia. (2019). Tran, Nhi ; Nassios, Jason ; Madden, John ; Giesecke, James ; freebairn, john ; Dixon, Peter ; Adams, Philip ; Rimmer, Maureen. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-289.

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2017Regulation and structural change in financial systems. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11822.

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2017Leaning Against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework for Comparison of Results. (2017). , Lars. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12226.

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2017The Real Effects of Improving Access to Capital Markets Financing: Evidence from European SMEs. (2017). Eisele, Alexander ; Nowak, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12227.

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2017CoCo Issuance and Bank Fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12418.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Financial structure and income inequality. (2018). Gambacorta, Leonardo ; Ferri, Giovanni ; Brei, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13330.

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2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements. (2019). Gurgone, A ; Iori, G. In: Working Papers. RePEc:cty:dpaper:19/05.

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2019Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe. (2019). Stevenson, Simon ; Martins, Francisco Vitorino ; Serra, Ana Paula. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:martinsserramartinsstevenson.

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2018The natural rate of interest from a monetary and financial perspective. (2018). de Haan, Leo ; End, Jan Willem ; Hindrayanto, Irma ; van den End, Jan Willem ; van Els, Peter ; Bonam, Dennis. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1603.

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2018Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1606.

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2017Fundamental uncertainty and unconventional monetary policy: an info-gap approach. (2017). End, Jan Willem ; Demertzis, Maria ; van den End, Jan Willem ; Ben-Haim, Yakov. In: DNB Working Papers. RePEc:dnb:dnbwpp:544.

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2017Heterogeneity in house price dynamics. (2017). Galati, Gabriele ; Teppa, Federica. In: DNB Working Papers. RePEc:dnb:dnbwpp:564.

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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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2018Macroprudential policy and income inequality. (2018). Frost, Jon ; van Stralen, Rene. In: DNB Working Papers. RePEc:dnb:dnbwpp:598.

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2018Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds. (2018). de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Bonner, Clemens. In: DNB Working Papers. RePEc:dnb:dnbwpp:609.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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2019Medium-term asymmetric fluctuations and EMU as an optimum currency area. (2019). Hessel, Jeroen. In: DNB Working Papers. RePEc:dnb:dnbwpp:644.

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2019Foreign funded credit: funding the credit cycle?. (2019). Duijm, Patty. In: DNB Working Papers. RePEc:dnb:dnbwpp:658.

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2017A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: Occasional Paper Series. RePEc:ecb:ecbops:2017194.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2019Overcapacities in banking: measurements, trends and determinants. (2019). Klaus, Benjamin ; Gardo, Sandor. In: Occasional Paper Series. RePEc:ecb:ecbops:2019236.

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2017The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps. (2017). Manu, Ana-Simona ; Lodge, David ; Grintzalis, Ioannis . In: Working Paper Series. RePEc:ecb:ecbwps:20172034.

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2017Necessity as the mother of invention: monetary policy after the crisis. (2017). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan. In: Working Paper Series. RePEc:ecb:ecbwps:20172047.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2017Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Maurin, Laurent ; Martin, Reiner ; Kanngiesser, Derrick . In: Working Paper Series. RePEc:ecb:ecbwps:20172077.

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2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172081.

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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
2005Investigating the relationship between the financial and real economy In: BIS Papers chapters.
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chapter1
2005Assessing the predictive power of measures of financial conditions for macroeconomic variables In: BIS Papers chapters.
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chapter22
2000Hedge funds In: BIS Quarterly Review.
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article1
2001Is there a Nasdaq effect in emerging equity markets? In: BIS Quarterly Review.
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article0
2003Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review.
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article5
2004What drives housing price dynamics: cross-country evidence In: BIS Quarterly Review.
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article99
2005Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review.
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article8
2006Risk premia across asset markets: information from option prices In: BIS Quarterly Review.
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article2
2009The systemic importance of financial institutions In: BIS Quarterly Review.
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article57
2012Bank stock returns, leverage and the business cycle In: BIS Quarterly Review.
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article12
2013Financial conditions and economic activity: a statistical approach In: BIS Quarterly Review.
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article3
2014Financial structure and growth In: BIS Quarterly Review.
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article32
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
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article81
2014Residential property price statistics across the globe In: BIS Quarterly Review.
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article15
2014Bank business models In: BIS Quarterly Review.
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article25
2001The impact of the euro on Europes financial markets In: BIS Working Papers.
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paper63
2003The cost of barriers to entry: evidence from the market for corporate euro bond underwriting In: BIS Working Papers.
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paper31
2005Accounting, prudential regulation and financial stability: elements of a synthesis In: BIS Working Papers.
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paper5
2006Risk in financial reporting: status, challenges and suggested directions In: BIS Working Papers.
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paper4
2008Estimating hedge fund leverage In: BIS Working Papers.
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paper10
2008External support and bank behaviour in the international syndicated loan market In: BIS Working Papers.
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paper0
2010Attributing systemic risk to individual institutions In: BIS Working Papers.
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paper90
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
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paper228
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 228
article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
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paper66
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 66
article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
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paper136
1997Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States In: BIS Working Papers.
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paper30
1997Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States.(1997) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 30
paper
2017Bank business models: popularity and performance In: BIS Working Papers.
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paper9
2004Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? In: Journal of Financial Stability.
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article14
2012Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market In: International Journal of Central Banking.
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article2
2008Measuring default risk in the trading book In: Financial Stability Review.
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article0
2016Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance.
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article5
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]
chapter1

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