Kostas Tsatsaronis : Citation Profile


Are you Kostas Tsatsaronis?

Bank for International Settlements (BIS)

18

H index

24

i10 index

2176

Citations

RESEARCH PRODUCTION:

21

Articles

13

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 87
   Journals where Kostas Tsatsaronis has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 11 (0.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts138
   Updated: 2024-01-16    RAS profile: 2022-08-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kostas Tsatsaronis.

Is cited by:

BORIO, Claudio (58)

Drehmann, Mathias (33)

Labondance, Fabien (25)

Hubert, Paul (25)

Creel, Jerome (22)

Claessens, Stijn (21)

Juselius, John (16)

Kose, Ayhan (15)

Gambacorta, Leonardo (14)

Buch, Claudia (13)

Avdjiev, Stefan (13)

Cites to:

BORIO, Claudio (37)

Drehmann, Mathias (15)

Detken, Carsten (12)

Terrones, Marco (10)

Saurina, Jesús (10)

Levine, Ross (8)

Shin, Hyun Song (7)

Hartmann, Philipp (7)

Taylor, Alan (7)

Schularick, Moritz (7)

Bernanke, Ben (7)

Main data


Where Kostas Tsatsaronis has published?


Journals with more than one article published# docs
BIS Quarterly Review14
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 (2024 and 2023)


YearTitle of citing document
2023Credit, housing prices, expectations, and the macroeconomy. Evidence from developed and developing countries. (2023). Dastidar, Ananya Ghosh ; Kapur, Hema ; Arora, Priti Mendiratta. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:165-182.

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2023Re-visiting exchange rate volatility – risk perception relation. New evidence from Fourier tests. (2023). Bayat, Tayfur ; Kayhan, Selim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:323-332.

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2023.

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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2023The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246.

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2023French sovereign debt liquidity: main factors, recent developments and resilience during the Covid crisis. (2023). Benoit, Nguyen ; Theophile, Legrand ; Ernest, Lecomte ; Arthur, Rossi. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:246:01.

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2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

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2023Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023Financial development and the effect of cross?border bank flows on house prices. (2023). Hyde, Stuart ; Cho, Sungjun ; Romero, Nestor. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:39-63.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Meunier, Baptiste ; Lloyd, Simon ; Ho, Kelvin ; Froemel, Maren ; Everett, Mary ; Coman, Andra ; Ochowski, Dawid ; Andreeva, Desislava ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Bank of England working papers. RePEc:boe:boeewp:1010.

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2023.

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2023The inverted yield curve: economic recession on the horizon. (2023). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/4.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Froemel, Maren ; Everett, Mary ; Coman, Andra ; Andreeva, Desislava ; Ochowski, Dawid ; Wong, Eric ; Reinhardt, Dennis ; Pedrono, Justine. In: Working Paper Series. RePEc:ecb:ecbwps:20232775.

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2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

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2023Estimating systemic risk for non-listed euro-area banks. (2023). Engle, Robert ; Pizzeghello, Riccardo ; Parisi, Laura ; Manganelli, Simone ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20232856.

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2023Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America. (2023). Spinola, Danilo. In: Revista CEPAL. RePEc:ecr:col070:48967.

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2023Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Bayraktar, Nihal ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015.

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2023The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.

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2023Kicking the can down the road: A historical growth-at-risk perspective. (2023). Scharler, Johann ; Hasler, Elias ; Gachter, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001581.

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2023Housing prices and macroprudential policies: Evidence from microdata. (2023). Singh, Bhupal. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s093936252200070x.

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2023Credit behavior and financial stability in an emerging economy. (2023). Costa, Agata ; de Moraes, Claudio Oliveira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619.

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2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704.

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2023Examining financial and business cycle interaction using cross recurrence plot analysis. (2023). Egan, Paul ; Ashe, Sinead. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006377.

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2023Bank business models, size, and profitability. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007814.

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2023Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?. (2023). Mirzaei, Ali ; Igan, Deniz ; Moore, Tomoe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662200019x.

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2023Leverage and the cost of capital for U.S. banks. (2023). Malmquist, David ; Jones, Jonathan ; Clark, Brian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001930.

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2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2023Business model contributions to bank profit performance: A machine learning approach. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002562.

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2023Central Clearing and Systemic Liquidity Risk. (2023). Prono, Todd ; Paulson, Anna ; Nesmith, Travis D ; King, Thomas B. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:3.

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2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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2023Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8.

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2023Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5.

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2023The Impact of Policy Interventions on Systemic Risk across Banks. (2023). Ongena, Steven ; Nistor, Simona. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-023-00404-8.

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2023Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z.

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2023Shaping a resilient future in response to COVID-19. (2023). Huq, Saleemul ; Harikishun, Ameil ; Folke, Carl ; Biggs, Reinette ; Matthews, Nathanial ; Norstrom, Albert V ; Rockstrom, Johan ; Nel, Deon ; Warszawski, Lila ; Krishnan, Nisha. In: Nature Sustainability. RePEc:nat:natsus:v:6:y:2023:i:8:d:10.1038_s41893-023-01105-9.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Key determinants of new residential real estate prices in Prague. (2023). Pano, Jii ; Mazaek, David. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.002.

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2023Regional house price co-movement in the USA: the medium cycle is not the business cycle. (2023). Miles, William. In: The Annals of Regional Science. RePEc:spr:anresc:v:71:y:2023:i:2:d:10.1007_s00168-022-01172-4.

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2023Disentangling demand and supply side determinants of post-GFC credit slowdown: an Indian perspective. (2023). Gopalakrishnan, Pawan ; Ghosh, Saurabh ; Verma, Radheshyam ; Herwadkar, Snehal. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00177-w.

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2023Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x.

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2023Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30.

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2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.

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2023Stress-testing inflation exposure: Systemically significant prices and asymmetric shock propagation in the EU28. (2023). Aminian, Armin ; Ipsen, Leonhard ; Schulz-Gebhard, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:279553.

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2023Euroraum im Frühjahr 2023: Energiekrise klingt ab, Konjunkturaussichten hellen sich auf. (2023). Stolzenburg, Ulrich ; Sonnenberg, Nils ; Kooths, Stefan ; Groll, Dominik ; Boysen-Hogrefe, Jens. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:100.

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2023Deutsche Wirtschaft im Herbst 2023: Konjunktur windet sich aus der Stagnation. (2023). Groll, Dominik ; Boysen-Hogrefe, Jens ; Stamer, Vincent ; Sonnenberg, Nils ; Kooths, Stefan ; Jannsen, Nils ; Hoffmann, Timo. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:279694.

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Kostas Tsatsaronis has edited the books:


YearTitleTypeCited

Works by Kostas Tsatsaronis:


YearTitleTypeCited
2022The monetary-fiscal policy nexus in the wake of the pandemic In: BIS Papers chapters.
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chapter1
2022The monetary-fiscal policy nexus in the wake of the pandemic.(2022) In: BIS Papers.
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This paper has nother version. Agregated cites: 1
book
2005Investigating the relationship between the financial and real economy In: BIS Papers chapters.
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chapter19
2005Assessing the predictive power of measures of financial conditions for macroeconomic variables In: BIS Papers chapters.
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chapter68
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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article19
2004What drives housing price dynamics: cross-country evidence In: BIS Quarterly Review.
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article205
2005Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review.
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article11
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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article85
2012Bank stock returns, leverage and the business cycle In: BIS Quarterly Review.
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article18
2013Financial conditions and economic activity: a statistical approach In: BIS Quarterly Review.
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article8
2014Financial structure and growth In: BIS Quarterly Review.
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article90
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
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article158
2014Residential property price statistics across the globe In: BIS Quarterly Review.
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article21
2014Bank business models In: BIS Quarterly Review.
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article62
2019Euro repo market functioning: collateral is king In: BIS Quarterly Review.
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article10
2001The impact of the euro on Europes financial markets In: BIS Working Papers.
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paper65
2003The cost of barriers to entry: evidence from the market for corporate euro bond underwriting In: BIS Working Papers.
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paper35
2005Accounting, prudential regulation and financial stability: elements of a synthesis In: BIS Working Papers.
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paper19
2006Risk in financial reporting: status, challenges and suggested directions In: BIS Working Papers.
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paper5
2008Estimating hedge fund leverage In: BIS Working Papers.
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paper15
2008External support and bank behaviour in the international syndicated loan market In: BIS Working Papers.
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paper2
2010Attributing systemic risk to individual institutions In: BIS Working Papers.
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paper147
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
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paper362
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 362
article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
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paper148
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 148
article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
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paper456
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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paper55
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 nother version. Agregated cites: 55
paper
2017Bank business models: popularity and performance In: BIS Working Papers.
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paper41
2004Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? In: Journal of Financial Stability.
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article18
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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article3
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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article16
2002L’euro sur les marchés financiers internationaux : bilan In: Revue d'Économie Financière.
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article0
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
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chapter3

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