Dimitrios Panayotis Tsomocos : Citation Profile


Are you Dimitrios Panayotis Tsomocos?

Oxford University

14

H index

20

i10 index

642

Citations

RESEARCH PRODUCTION:

41

Articles

79

Papers

5

Books

1

Chapters

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 21
   Journals where Dimitrios Panayotis Tsomocos has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 58 (8.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts27
   Updated: 2020-08-09    RAS profile: 2020-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kashyap, Anil (4)

Peiris, M. Udara (4)

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

Is cited by:

Suarez, Javier (25)

Nikolov, Kalin (20)

Mendicino, Caterina (20)

Peiris, M. Udara (19)

CLERC, Laurent (17)

Moyen, Stéphane (16)

Derviz, Alexis (16)

Stracca, Livio (16)

Estrada, Dairo (15)

Wang, Xuan (12)

Pierrard, Olivier (11)

Cites to:

Shubik, Martin (52)

Dubey, Pradeep (45)

Lucas, Robert (30)

Shin, Hyun Song (21)

Stokey, Nancy (14)

Vayanos, Dimitri (13)

Polemarchakis, Herakles (12)

Grandmont, Jean-Michel (12)

Woodford, Michael (12)

Peiris, M. Udara (11)

Mendoza, Enrique (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
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Post-Print / HAL2

Recent works citing Dimitrios Panayotis Tsomocos (2020 and 2019)


YearTitle of citing document
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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2017Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries. (2017). Lubello, Federico ; Rouabah, Abdelaziz. In: BCL working papers. RePEc:bcl:bclwop:bclwp114.

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2019Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries. (2019). Rouabah, Abdelaziz ; Lubello, Federico. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2019:i:autumn:n:6.

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2018What Do We Know About the Effects of Macroprudential Policy?. (2018). Moessner, Richhild ; Galati, Gabriele. In: Economica. RePEc:bla:econom:v:85:y:2018:i:340:p:735-770.

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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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2018Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017. (2018). Oda, Daniel ; Matus, Jose Miguel ; Martinez, Juan Francisco. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:822.

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2018The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic. (2018). Malovana, Simona. In: Working Papers. RePEc:cnb:wpaper:2018/12.

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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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2019Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297.

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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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2019Shadow banking and financial regulation: A small-scale DSGE perspective. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:130-144.

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2018Perils of unconventional monetary policy. (2018). McMahon, Michael ; Polemarchakis, Herakles ; Peiris, Udara M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:92-114.

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2018Brexit and financial stability: An agent-based simulation. (2018). Samitas, Aristeidis ; SIRIOPOULOS, COSTAS ; Polyzos, Stathis . In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:181-192.

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2018Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2018). Giri, Federico. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:10-22.

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2019Tail risk under price limits. (2019). Park, Kinam ; Kee, Hyukdo ; Oh, Sekyung. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:113-123.

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2018The adjustment of bank ratings in the financial crisis: International evidence. (2018). Salvador, Carlos ; Pastor, Jose Manuel ; de Guevara, Juan Fernandez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:289-313.

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2018Liquidity, bank runs, and fire sales under local thinking. (2018). Park, Hyun Woong ; Bernardin, Thomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:89-102.

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2019Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership. (2019). Hamori, Shigeyuki ; Kinkyo, Takuji ; Chen, Wang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:567-581.

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2019Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

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2019The impact of margin policies on the Italian repo market. (2019). Pietrunti, Mario ; Picillo, Cristina ; Miglietta, Arianna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304704.

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2019Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2019Liquidity standards and the value of an informed lender of last resort. (2019). Suarez, Javier. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:351-368.

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2018Liquidity policies and systemic risk. (2018). Adrian, Tobias ; Boyarchenko, Nina. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pb:p:45-60.

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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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2019Collect payment early, late, or through a third partys reverse factoring in a supply chain. (2019). Chen, Xiangfeng ; Xu, Xun ; Wang, Yingying ; Wu, Yaobin. In: International Journal of Production Economics. RePEc:eee:proeco:v:218:y:2019:i:c:p:245-259.

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2018Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes. (2018). Riedle, Thorsten. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:308-321.

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2019Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks. (2019). Molterer, Manuel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:163-174.

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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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2018Learning from history: volatility and financial crises. (2018). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91136.

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2018Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph18-01.

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2018The Basel Accord and Financial Intermediation: The Impact of Policy. (2018). Zimmermann, Christian ; Berka, Martin. In: Review. RePEc:fip:fedlrv:00102.

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2019How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process. (2019). Cheba, Katarzyna ; Bk, Iwona ; Filipiak, Beata Zofia ; Ziolo, Magdalena. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5604-:d:275500.

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2018Does Financial Tranquility Call for Stringent Regulation?. (2018). Zhao, Yunhui ; Basak, Deepal. In: IMF Working Papers. RePEc:imf:imfwpa:18/123.

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2018Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses. (2018). Segoviano, Miguel A ; Li, Qiaoluan H ; Espinoza, Raphael A ; Alla, Zineddine. In: IMF Working Papers. RePEc:imf:imfwpa:18/49.

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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:20/54.

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2019.

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2018Analysis of the SRISK measure and its application to the Canadian banking and insurance industries. (2018). Coleman, Thomas F ; Rubtsov, Alexey ; Laplante, Alex. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0326-3.

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2019A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas. In: Working Paper Research. RePEc:nbb:reswpp:201902-367.

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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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2018Implementing Macroprudential Policy in NiGEM. (2018). Warren, James ; Davis, E ; Piggott, Rebecca ; Liadze, Iana ; Hurst, Ian ; Carreras, Oriol. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:490.

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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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2018Macro stress testing in the banking system of China. (2018). Jiang, BO ; Wu, Zhongmin ; Philp, Bruce. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-017-0057-9.

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2018The Financial Innovation Hypothesis: Schumpeter, Minsky and the sub-prime mortgage crisis. (2018). Tori, Daniele ; Caverzasi, Eugenio. In: Working Papers. RePEc:pke:wpaper:pkwp1815.

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2019Debt-driven business cycles in historical perspective: The cases of the USA (1889-2015) and UK (1882-2010). (2019). Stockhammer, Engelbert ; Calvert Jump, Robert ; Gouzoulis, Giorgos. In: Working Papers. RePEc:pke:wpaper:pkwp1907.

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2019Central Bank Bills and the Exchange Rate: The Case of Papua New Guinea. (2019). Khemraj, Tarron ; Direye, Eli ; Constantine, Collin. In: MPRA Paper. RePEc:pra:mprapa:101264.

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2019Heterogeneous effects of the implementation of macroprudential policies on bank risk. (2019). Teixeira, Anderson Mutter ; Tabak, Benjamin Miranda ; Ely, Regis Augusto. In: MPRA Paper. RePEc:pra:mprapa:94546.

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2018Integrating Monetary Policy and Financial Stability: A New Framework. (2018). Klungjaturavet, Chutipha ; Tunyavetchakit, Sophon ; Nookhwun, Nuwat ; Jindarak, Bovonvich ; Wongwachara, Warapong . In: PIER Discussion Papers. RePEc:pui:dpaper:100.

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2019Heads We Both Win, Tails Only You Lose: the Effect of Limited Liability On Risk-Taking in Financial Decision Making. (2019). Bosch-Rosa, Ciril ; Ahrens, Steffen. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:162.

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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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2018Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:22-42.

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2018Forecasting investment and consumption behavior of economic agents through dynamic computable general equilibrium model. (2018). Ahmed, Irfan ; Pretaroli, Rosita ; Yasser, Qaiser Rafique ; Severini, Francesca ; Socci, Claudio. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0091-3.

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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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2019Bank-Specific Determinants of Commercial Banks Financial Stability in Kenya. (2019). Kiemo, Samuel Mwangi ; Mwangi, Lucy W ; Muturi, Willy M ; Olweny, Tobias O. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:1:f:9_1_5.

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2019Rethinking capital regulation: the case for a dividend prudential target. (2019). Muñoz, Manuel ; Muoz, Manuel. In: ESRB Working Paper Series. RePEc:srk:srkwps:201997.

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2018The Financial Innovation Hypothesis: Schumpeter, Minsky and the sub-prime mortgage crisis. (2018). Tori, Daniele ; Caverzasi, Eugenio. In: LEM Papers Series. RePEc:ssa:lemwps:2018/36.

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2018Did Basel regulations cause a significant procyclicality?. (2018). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: Working Papers. RePEc:swn:wpaper:2018-06.

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2020Support for Small Businesses amid COVID-19. (2020). Wang, Xuan ; Tsomocos, Dimitrios ; Goodhart, Charles. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200044.

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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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2018Contribution of the Austrian Governments Financial Market Interventions by HETA Asset Resolution AG to the Stabilisation of the Austrian Financial Market. (2018). Scheiblecker, Marcus ; Pekanov, Atanas ; Kaniovski, Serguei ; Glocker, Christian. In: WIFO Studies. RePEc:wfo:wstudy:60979.

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2019Uncertainty shocks and financial crisis indicators. (2019). Roth, Markus ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:362019.

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Works by Dimitrios Panayotis Tsomocos:


YearTitleTypeCited
2012Financial Regulation in General Equilibrium In: Working papers.
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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
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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2006Evaluation of macroeconomic models for financial stability analysis.(2006) In: OFRC Working Papers Series.
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2006Evaluation of macroeconomic models for financial stability analysis.(2006) In: Working Paper Series.
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2003Equilibrium analysis, banking, contagion and financial fragility In: Bank of England working papers.
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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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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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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: OFRC Working Papers Series.
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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: OFRC Working Papers Series.
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2015International monetary equilibrium with default In: Journal of Mathematical Economics.
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2007Endogenous state prices, liquidity, default, and the yield curve In: LSE Research Online Documents on Economics.
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2007Endogenous State Prices, Liquidity, Default, and the Yield Curve.(2007) In: FMG Discussion Papers.
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2006Endogenous State Prices, Liquidity, Default, and the Yield Curve.(2006) In: OFRC Working Papers Series.
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2007Endogenous State Prices, Liquidity, Default, and the Yield Curve.(2007) In: OFRC Working Papers Series.
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2006Towards a measure of financial fragility In: LSE Research Online Documents on Economics.
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2006Towards a Measure of Financial Fragility.(2006) In: FMG Discussion Papers.
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2006A model to analyse financial fragility.(2006) In: Economic Theory.
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2005A risk assessment model for banks.(2005) In: Annals of Finance.
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2004A Time Series Analysis of Financial Fragility in the UK Banking System.(2004) In: OFRC Working Papers Series.
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2010Nominal uniqueness and money non-neutrality in the limit-price exchange process.(2010) In: Economic Theory.
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2007Banks, relative performance, and sequential contagion.(2007) In: Economic Theory.
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