Dimitrios Panayotis Tsomocos : Citation Profile

Are you Dimitrios Panayotis Tsomocos?

Oxford University

16

H index

24

i10 index

947

Citations

RESEARCH PRODUCTION:

44

Articles

92

Papers

4

Books

1

Chapters

RESEARCH ACTIVITY:

   32 years (1990 - 2022). See details.
   Cites by year: 29
   Journals where Dimitrios Panayotis Tsomocos has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 69 (6.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts27
   Updated: 2023-03-25    RAS profile: 2022-11-06    
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Relations with other researchers

Works with:

Peiris, M. Udara (6)

Andreyev, Mikhail (2)

Kashyap, Anil (2)

Wang, Xuan (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 (34)

Suarez, Javier (23)

Peiris, M. Udara (22)

Nikolov, Kalin (18)

Estrada, Dairo (18)

Mendicino, Caterina (16)

Pierrard, Olivier (15)

Gersbach, Hans (14)

BORIO, Claudio (13)

Adrian, Tobias (13)

Giraud, Gaël (12)

Cites to:

Dubey, Pradeep (57)

Lucas, Robert (30)

Peiris, M. Udara (19)

Vayanos, Dimitri (17)

Polemarchakis, Herakles (16)

Grandmont, Jean-Michel (15)

Stokey, Nancy (15)

Shin, Hyun Song (14)

Woodford, Michael (14)

Acharya, Viral (13)

Zicchino, Lea (12)

Main data

Where Dimitrios Panayotis Tsomocos has published?

Journals with more than one article published# docs
Economic Theory10
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 Economics21
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
NBER Working Papers / National Bureau of Economic Research, Inc3
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 (2022 and 2021)

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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2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864.

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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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2022Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923.

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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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2021Capital ratios and banking crises in the European Union. (2021). Labondance, Fabien ; Refait-Alexandre, Catherine ; Cardot-Martin, Raphael. In: Working Papers. RePEc:crb:wpaper:2021-05.

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2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; Scalone, Valerio ; Durdu, Bora ; Ichiue, Hibiki ; de Bandt, Olivier. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-3.

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2022Loan-to-value policy in a bubble-creation economy. (2022). Thepmongkol, Athakrit ; Luangaram, Pongsak. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001615.

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2021Liquidity regulation and bank lending. (2021). Wilson, John ; TARAZI, Amine ; John , ; Chronopoulos, Dimitris K ; Ananou, Foly. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001188.

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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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2021Banks, money, and the zero lower bound on deposit rates. (2021). Kumhof, Michael ; Wang, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001433.

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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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2022A reformulation of the bank lending channel under multiple prudential regulations. (2022). Wang, Yougui ; Xiong, Wanting. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001626.

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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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2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

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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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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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

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2022Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?. (2022). Kowalska, Iwona ; Olszak, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100189x.

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2021Economic consequences of mandatory auditor reporting to bank regulators. (2021). Scobie, Hannah ; Ertan, Aytekin ; de George, Emmanuel T ; Balakrishnan, Karthik. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:2:s016541012100046x.

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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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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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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2022The credit channel in chile through the lens of a semi-structural model. (2022). Solorza, Matias ; Becerra, Juan Sebastian ; Marioli, Francisco Arroyo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:2:s2666143822000102.

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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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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2021The SKEW index: extracting what has been left. (2021). Tunaru, Radu ; Bevilacqua, Mattia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108198.

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2021Determinants of Economic Fragility in Central and Eastern European Countries FsQCA Approach. (2021). Boratynska, Katarzyna . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3b:p:827-837.

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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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2021Bank Runs, Fragility, and Credit Easing. (2021). Bianchi, Javier ; Amador, Manuel. In: Working Papers. RePEc:fip:fedmwp:93466.

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2021A New Approach for Risk of Corporate Bankruptcy Assessment during the COVID-19 Pandemic. (2021). Boratyska, Katarzyna. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:590-:d:696923.

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2021Are Business Policy Measures in Response to the COVID-19 Pandemic to Be Equally Valued? An Exploration According to SMEs Owners’ Business Expectations. (2021). TCHINDA, Charlie ; Dejardin, Marcus. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11576-:d:660440.

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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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2021Are Business Policy Measures in Response to the COVID-19 Pandemic to Be Equally Valued? An Exploration According to SMEs Owners Business Expectations. (2021). Dejardin, Marcus ; Tchinda, Charlie. In: Post-Print. RePEc:hal:journl:halshs-03389060.

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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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2021Rethinking Capital Regulation: The Case for a Dividend Prudential Target. (2021). Muoz, Manuel A. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:3:a:7.

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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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2022Loanable funds versus money creation in banking: a benchmark result. (2022). Gersbach, Hans ; Faure, Salomon. In: Journal of Economics. RePEc:kap:jeczfn:v:135:y:2022:i:2:d:10.1007_s00712-021-00747-7.

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2022Leverage and Risk Taking under Moral Hazard. (2022). Hott, Christian. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:61:y:2022:i:2:d:10.1007_s10693-021-00359-8.

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2022Suspension of insurers’ dividends as a response to the COVID-19 crisis: evidence from the European insurance equity market. (2022). Teleu, Saida ; Jakubik, Petr . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:4:d:10.1057_s41288-021-00243-5.

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2021The ascent and descent of banks’ risk-based capital regulation. (2021). Mer, Katalin. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:22:y:2021:i:4:d:10.1057_s41261-021-00149-1.

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2022Bank capital and liquidity regulation. (2022). Chiba, Asako. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:2:d:10.1057_s41261-021-00157-1.

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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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2021Bank equity, interest payments, and credit creation under Basel III regulations. (2021). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:111269.

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2022The macroeconomic effects of Basel III regulations with endogenous credit and money creation. (2022). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:113873.

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2022.

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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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2021The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China. (2021). Li, Jiaqi ; Qi, Hanying ; Xu, Yunsong ; Ding, Ning. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211067226.

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2022Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis. (2022). Voellmy, Lukas ; van Buggenum, Hugo ; Altermatt, Lukas. In: Working Papers. RePEc:snb:snbwpa:2022-10.

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2022Firm bankruptcies and start-up activity in Switzerland during the COVID-19 crisis. (2022). Mikosch, Heiner ; Eckert, Florian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:158:y:2022:i:1:d:10.1186_s41937-022-00085-5.

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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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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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2021A Bayesian panel stochastic volatility measure of financial stability. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5363-5384.

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2022Oil shocks, financial stability and implementing macroeconomics and macro?prudential policies in an oil?exporting economy. (2022). Hadian, Mehdi ; Dargahi, Hassan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2481-2496.

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2022The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions. (2022). Adusei, Michael. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:1:p:31-47.

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2022Why bank money creation?. (2022). Gersbach, Hans ; Zelzner, Sebastian. In: CFS Working Paper Series. RePEc:zbw:cfswop:678.

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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.
[Full Text][Citation analysis]		paper70
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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2019Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation In: Russian Journal of Money and Finance.
[Full Text][Citation analysis]		article0
2020Commodity Cycles and Financial Instability in Emerging Economies In: Bank of Russia Working Paper Series.
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2017How Investment Opportunities Affect Optimal Capital Structure In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
2022A computable general equilibrium model as a banking sector regulatory tool in South Africa In: South African Journal of Economics.
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2006Evaluation of macroeconomic models for financial stability analysis In: Working Paper.
[Full Text][Citation analysis]		paper19
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.
[Full Text][Citation analysis]		paper36
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: 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.
[Full Text][Citation analysis]		paper114
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: Economics Series Working Papers.
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This paper has another version. Agregated cites: 114		paper
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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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.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article49
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: Economics Series Working Papers.
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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.
[Full Text][Citation analysis]		article1
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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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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2000Equilibrium Analysis, Banking and Financial Instability.(2000) In: Economics Series Working Papers.
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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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2007Endogenous State Prices, Liquidity, Default, and the Yield Curve.(2007) In: Economics Series Working 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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2007Towards a measure of financial fragility.(2007) In: Annals of Finance.
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2006Towards a Measure of Financial Fragility.(2006) In: Economics Series Working Papers.
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2006Towards a Measure of Financial Fragility.(2006) In: OFRC Working Papers Series.
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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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2003A Model to Analyse Financial Fragility.(2003) In: Economics Series Working Papers.
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2003A Model to Analyse Financial Fragility.(2003) In: OFRC Working Papers Series.
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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: Economics Series Working Papers.
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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: Post-Print.
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2010Nominal uniqueness and money non-neutrality in the limit-price exchange process.(2010) In: Post-Print.
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2015Monetary transaction costs and the term premium.(2015) In: Economic Theory.
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2004Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations.(2004) In: OFRC Working Papers Series.
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