Dimitrios Panayotis Tsomocos : Citation Profile


Are you Dimitrios Panayotis Tsomocos?

Oxford University

15

H index

22

i10 index

726

Citations

RESEARCH PRODUCTION:

42

Articles

93

Papers

5

Books

1

Chapters

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 23
   Journals where Dimitrios Panayotis Tsomocos has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 64 (8.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts27
   Updated: 2021-10-16    RAS profile: 2021-03-13    
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Relations with other researchers


Works with:

Peiris, M. Udara (3)

Wang, Xuan (2)

Kashyap, Anil (2)

Andreyev, Mikhail (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitrios Panayotis Tsomocos.

Is cited by:

Wang, Xuan (33)

Suarez, Javier (29)

Nikolov, Kalin (22)

Mendicino, Caterina (22)

Peiris, M. Udara (20)

CLERC, Laurent (17)

Moyen, Stéphane (16)

Stracca, Livio (16)

Derviz, Alexis (16)

Estrada, Dairo (15)

Pierrard, Olivier (11)

Cites to:

Shubik, Martin (51)

Dubey, Pradeep (44)

Lucas, Robert (28)

Shin, Hyun Song (21)

Peiris, M. Udara (14)

Stokey, Nancy (13)

Vayanos, Dimitri (13)

Polemarchakis, Herakles (12)

Mendoza, Enrique (11)

Grandmont, Jean-Michel (11)

Woodford, Michael (11)

Main data


Where Dimitrios Panayotis Tsomocos has published?


Journals with more than one article published# docs
Economic Theory9
Annals of Finance8
Journal of Financial Stability5
Journal of Mathematical Economics3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
OFRC Working Papers Series / Oxford Financial Research Centre24
Economics Series Working Papers / University of Oxford, Department of Economics11
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Post-Print / HAL2

Recent works citing Dimitrios Panayotis Tsomocos (2021 and 2020)


YearTitle of citing document
2021Firm-level heterogeneity in the impact of the COVID-19 pandemic. (2021). Moral-Benito, Enrique ; Gonzalez, Beatriz ; Fernandez-Cerezo, Alejandro ; Izquierdo, Mario. In: Working Papers. RePEc:bde:wpaper:2120.

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2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

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2021Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Papers. RePEc:bge:wpaper:1246.

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2020Liquidity management, fire sale and liquidity crises in banking: the role of leverage. (2020). Vo, Quynh-Anh ; Gomez, Fabiana. In: Bank of England working papers. RePEc:boe:boeewp:0894.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2021The Credit Channel Through the Lens of a Semi- Structural Model. (2021). Marioli, Francisco Arroyo ; Solorza, Matias ; Becerra, Juan Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:911.

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2020Beyond the Pandemic: Reviving Europe’s Banking Union. (2020). Angeloni, Ignazio. In: Vox eBooks. RePEc:cpr:ebooks:p327.

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2020Financing Firms in Hibernation during the COVID-19 Pandemic. (2020). Schmukler, Sergio ; Larrain, Mauricio ; Huneeus, Federico ; Didier, Tatiana. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2233r.

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2020Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242.

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2020Rethinking capital regulation: the case for a dividend prudential target. (2020). Muñoz, Manuel A. ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202433.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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2021Salience, systemic risk and spectral risk measures as capital requirements. (2021). Matyska, Branka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000208.

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2021Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test. (2021). Harun, Cicilia ; Taruna, Aditya Anta. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:265-288.

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2020Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply. (2020). Stanley, Eugene H ; Wang, Yougui ; Xing, Xiaoyun. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:720-735.

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2021The transmission mechanisms of macroprudential policies on bank risk. (2021). Tabak, Benjamin ; Teixeira, Anderson M ; Ely, Regis A. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:598-630.

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2020Financial conditions and monetary policy in the US. (2020). Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmus Cagri ; Erdogan, Seyfettin ; Dibooglu, Sel. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518303947.

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2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2021Financing firms in hibernation during the COVID-19 pandemic. (2021). Schmukler, Sergio ; Huneeus, Federico ; Larrain, Mauricio ; Didier, Tatiana. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301406.

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2021Does alternative finance moderate bank fragility? Evidence from the euro area. (2021). Tsionas, Mike G ; Ongena, Steven ; Mamatzakis, Emmanuel C. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000597.

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2021Do loan subsidies boost the real activity of small firms?. (2021). Lang, Peter ; Horvath, Akos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302508.

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2020Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework. (2020). Reissl, Severin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:109-142.

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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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2021Household debt: The missing link between inequality and secular stagnation. (2021). Grasselli, Matheus ; Giraud, Gael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:901-927.

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2021Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission. (2021). Yorulmazer, Tanju ; Eisenbach, Thomas M ; Choi, Dong Beom. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957320300279.

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2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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2020.

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2021Determination of general equilibrium with incomplete markets and default penalties. (2021). Dang, Chuangyin ; Zhan, Yang. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59.

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2020The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies. (2020). Rochet, Jean ; Quinzii, Martine ; Magill, Michael. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:113-128.

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2020Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk. (2020). Dissem, Sonia ; Lobez, Frederic. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918300965.

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2021Oligopoly Banking, Risky Investment, and Monetary Policy. (2021). Altermatt, Lukas ; Wang, Zijian. In: Economics Discussion Papers. RePEc:esx:essedp:30728.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2020Spillover index for European business cycle. (2020). Acatrinei, Marius Cristian. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:49-57.

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2021Costly default and skewed business cycle. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Pierrard, Olivier ; Feve, Patrick. In: Post-Print. RePEc:hal:journl:hal-03346173.

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2021Liquidity Regulation and Bank Lending. (2021). Wilson, John ; Tarazi, Amine ; Chronopoulos, Dimitris ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-03259305.

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2020WHEN PRIME DEPOSITORS RUN ON THE BANKS: A BEHAVIORAL APPROACH. (2020). Nuryakin, Chaikal ; Gerald, Natanael Waraney. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:1g:p:139-152.

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2020Systemic Risk Modeling: How Theory Can Meet Statistics. (2020). Yan, JI ; Segoviano, Miguel A ; Espinoza, Raphael A. In: IMF Working Papers. RePEc:imf:imfwpa:2020/054.

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2021The Effect of Monetary Policy on Bank Wholesale Funding. (2021). Choi, Hyun-Soo. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:388-416.

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2021On the money creation approach to banking. (2021). Gersbach, Hans ; Faure, Salomon. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00385-5.

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2020Countercyclical Capital Buffers: A Cautionary Tale. (2020). Van Horn, Patrick ; Richardson, Gary ; Koch, Christoffer. In: NBER Working Papers. RePEc:nbr:nberwo:26710.

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2020Does digitalization require Central Bank Digital Currencies for the general public?. (2020). Summer, Martin ; Weber, Beat ; Pichler, Paul. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2020:i:q4/19:b:2.

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2020Prudential guidelines and financial system stability in Nigeria.. (2020). Uddin, Godwin. In: MPRA Paper. RePEc:pra:mprapa:104964.

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2021Financial Stress and Effect on Real Economy: The Turkish Experience. (2021). Sanyal, Anirban ; Yildirim, Yusuf. In: MPRA Paper. RePEc:pra:mprapa:109845.

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2020Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931. (2020). Luck, Stephan ; Brunnermeier, Markus ; Blickle, Kristian. In: Working Papers. RePEc:pri:cepsud:275.

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2020Inside Money, Business Cycle, and Bank Capital Requirements. (). Park, Jaevin. In: Review of Economic Dynamics. RePEc:red:issued:17-385.

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2021Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets. (2021). Sinha, Paritosh Chandra. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:7-32.

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2020Interbank borrowing and lending between financially constrained banks. (2020). Dietrich, Diemo ; Hauck, Achim. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01220-9.

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2020Education of the Head and Financial Vulnerability of Households: Evidence from a Household’s Survey Data in Pakistan. (2020). Ahmad, Habib ; Naqi, Muhammad Kamran ; Ali, Liaqat. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:147:y:2020:i:2:d:10.1007_s11205-019-02164-2.

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2020The Effectiveness of the Single Mandate of the ECB and the Dual of the Fed. (2020). Petsas, Iordanis ; Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:4:f:10_4_11.

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2020Unconventional monetary policy and real estate sector: a financial dynamic computable general equilibrium model for Italy. (2020). Socci, Claudio ; al Mahdi, Hassan Kasady ; Pretaroli, Rosita ; Severini, Francesca ; Ahmed, Irfan. In: Economic Systems Research. RePEc:taf:ecsysr:v:32:y:2020:i:2:p:221-238.

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2020Banks, Money, and the Zero Lower Bound on Deposit Rates. (2020). Wang, Xuan ; Kumhof, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200050.

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2020A Macro-Financial Perspective to Analyse Maturity Mismatch and Default. (2020). Wang, Xuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200064.

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2021Bankruptcy Codes and Risk Sharing of Currency Unions. (2021). Wang, Xuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210009.

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2021Monetary and macroprudential policy complementarities: Evidence from European credit registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: Economics Working Papers. RePEc:upf:upfgen:1773.

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2020(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). Dávila-Fernández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Department of Economics University of Siena. RePEc:usi:wpaper:819.

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2020The two demands: Why a demand for non-consumable money is different from a demand for consumable goods. (2020). Levando, Dmitry. In: Working Papers. RePEc:ven:wpaper:2020:05.

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2021Economic impact of monetary policy: Focus on real estate sector in Italy. (2021). Socci, Claudio ; Ahmed, Irfan ; Zotti, Jacopo ; Severini, Francesca ; Medabesh, Ali . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1256-1269.

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2021Are household consumption decisions affected by past due unsecured debt? Theory and evidence. (2021). Brissimis, Sophocles ; Bechlioulis, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3040-3053.

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2021Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers. (2021). Peydro, Jose-Luis ; Laeven, Luc ; Altavilla, Carlo ; Carlo Altavilla , . In: EconStor Preprints. RePEc:zbw:esprep:232034.

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Works by Dimitrios Panayotis Tsomocos:


YearTitleTypeCited
2012Financial Regulation in General Equilibrium In: Working papers.
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paper47
2012Financial Regulation in General Equilibrium.(2012) In: FMG Discussion Papers.
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2012Financial Regulation in General Equilibrium.(2012) In: NBER Working Papers.
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2014Principles for macroprudential regulation. In: Financial Stability Review.
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article1
2019Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation In: Russian Journal of Money and Finance.
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article0
2020Commodity Cycles and Financial Instability in Emerging Economies In: Bank of Russia Working Paper Series.
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paper0
2017How Investment Opportunities Affect Optimal Capital Structure In: Journal of Applied Corporate Finance.
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article0
2006Evaluation of macroeconomic models for financial stability analysis In: Working Paper.
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paper18
2006Evaluation of macroeconomic models for financial stability analysis.(2006) In: Working Paper Series.
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2006Evaluation of macroeconomic models for financial stability analysis.(2006) In: Economics Series Working Papers.
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2006Evaluation of macroeconomic models for financial stability analysis.(2006) In: OFRC Working Papers Series.
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2003Equilibrium analysis, banking, contagion and financial fragility In: Bank of England working papers.
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paper28
2003Equilibrium analysis, banking, contagion and financial fragility.(2003) In: LSE Research Online Documents on Economics.
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2003Equilibrium analysis, banking, contagion and financial fragility.(2003) In: FMG Discussion Papers.
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2003Equilibrium Analysis, Banking, Contagion and Financial Fragility.(2003) In: OFRC Working Papers Series.
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2003Procyclicality and the new Basel Accord - banks choice of loan rating system In: Bank of England working papers.
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2003Procyclicality and the new Basel Accord–banks’ choice of loan rating system.(2003) In: LSE Research Online Documents on Economics.
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2002Procyclicality and the New Basel Accord: banks choice of loan rating system.(2002) In: Conference Series ; [Proceedings].
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2003Procyclicality and the new Basel Accord–banks’ choice of loan rating system.(2003) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 86
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2003Procyclicality and the new Basel Accord - Banks` choice of loan rating system.(2003) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 86
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2003Procyclicality and the new Basel Accord - Banks choice of loan rating system.(2003) In: OFRC Working Papers Series.
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2005Procyclicality and the new Basel Accord - banks’ choice of loan rating system.(2005) In: Economic Theory.
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2003E-barter versus fiat money: will central banks survive? In: Bank of England working papers.
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2012Measures of Systemic Risk and Financial Fragility in Korea In: Working Papers.
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2013Measures of systemic risk and financial fragility in Korea.(2013) In: Annals of Finance.
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2009Analysis of Monetary Policy and Financial Stability: A New Paradigm In: CESifo Working Paper Series.
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2011Modeling a Housing and Mortgage Crisis In: Central Banking, Analysis, and Economic Policies Book Series.
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2009Modeling a Housing and Mortgage Crisis.(2009) In: Working Papers Central Bank of Chile.
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2010Modelling a Housing and Mortgage Crisis.(2010) In: FMG Discussion Papers.
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2020Support for Small Businesses amid COVID-19 In: CEPR Discussion Papers.
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2021Support for Small Businesses amid COVID-19.(2021) In: Tinbergen Institute Discussion Papers.
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1993A Strategic Market Game with Seigniorage Costs of Fiat Money In: Cowles Foundation Discussion Papers.
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2001A strategic market game with seigniorage costs of Fiat money.(2001) In: Economic Theory.
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2001International Finance in General Equilibrium In: Cowles Foundation Discussion Papers.
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2002International finance in general equilibrium.(2002) In: Research in Economics.
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1990A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders) In: Cowles Foundation Discussion Papers.
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1995Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans In: Economics Letters.
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1994Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans..(1994) In: Columbia - Graduate School of Business.
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2004A model to analyse financial fragility: applications In: Journal of Financial Stability.
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2004A model to analyse financial fragility: applications.(2004) In: LSE Research Online Documents on Economics.
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2004A Model to Analyse Financial Fragility: Applications.(2004) In: OFRC Working Papers Series.
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2015Debt deflation effects of monetary policy In: Journal of Financial Stability.
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2014Debt Deflation Effects of Monetary Policy.(2014) In: Finance and Economics Discussion Series.
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2018Liquidity and default in an exchange economy In: Journal of Financial Stability.
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2018Debt, recovery rates and the Greek dilemma In: Journal of Financial Stability.
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2011The optimal monetary instrument for prudential purposes In: Journal of Financial Stability.
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2008The Optimal Monetary Instrument for Prudential Purposes.(2008) In: FMG Discussion Papers.
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2008The Optimal Monetary Instrument for Prudential Purposes.(2008) In: Economics Series Working Papers.
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2008The Optimal Monetary Instrument for Prudential Purposes.(2008) In: OFRC Working Papers Series.
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2020Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile In: Latin American Journal of Central Banking (previously Monetaria).
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2003Equilibrium analysis, banking and financial instability In: Journal of Mathematical Economics.
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2003Equilibrium Analysis, Banking and Financial Instability.(2003) In: OFRC Working Papers Series.
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2008Generic determinacy and money non-neutrality of international monetary equilibria In: Journal of Mathematical Economics.
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2006Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria.(2006) In: Economics Series Working Papers.
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2006Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria.(2006) In: OFRC Working Papers Series.
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2015International monetary equilibrium with default In: Journal of Mathematical Economics.
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2005On Modelling Endogenous Default.(2005) In: FMG Discussion Papers.
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2005On Modelling Endogenous Default.(2005) In: Economics Series Working Papers.
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2005On Modelling Endogenous Default.(2005) In: OFRC Working Papers Series.
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2008Liquidity and Asset Prices.(2008) In: OFRC Working Papers Series.
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2007Banks, relative performance, and sequential contagion.(2007) In: Economic Theory.
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