Anastasia Kartasheva : Citation Profile

Are you Anastasia Kartasheva?

Bank for International Settlements (BIS)

5

H index

4

i10 index

154

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 17
   Journals where Anastasia Kartasheva has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 1 (0.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka891
   Updated: 2023-08-19    RAS profile: 2022-02-03    
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Relations with other researchers

Works with:

Avdjiev, Stefan (4)

Wagner, Wolf (2)

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

Is cited by:

van Wijnbergen, Sweder (11)

Ongena, Steven (6)

Goncharenko, Roman (5)

Becker, Bo (4)

Bologna, Pierluigi (3)

Alsakka, Rasha (3)

ap Gwilym, Owain (3)

Yogo, Motohiro (2)

Jeon, Doh-Shin (2)

Zenios, Stavros (2)

Rochet, Jean (2)

Cites to:

Froot, Kenneth (8)

Acharya, Viral (5)

Tirole, Jean (5)

MARTIMORT, David (4)

Cummins, John (4)

Wakker, Peter (3)

Straub, Stephane (3)

Yorulmazer, Tanju (3)

Sørensen, Peter (3)

Vermaelen, Theo (3)

Shapiro, Joel (3)

Main data

Where Anastasia Kartasheva has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Anastasia Kartasheva (2022 and 2021)

YearTitle of citing document
2022Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2006.01037.

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2023Does reputation matter? Evidence on spatial competition in Chinas bond market. (2023). Liu, YU ; Yang, Lingxuan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1533-1570.

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2021Fire?Sale Spillovers and Systemic Risk. (2021). Eisenbach, Thomas ; Duarte, Fernando. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1251-1294.

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2021Fire?Sale Spillovers in Debt Markets. (2021). Hortasu, Ali ; Falato, Antonio ; Shin, Chae Hee ; Li, Dan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3055-3102.

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2022The Fragility of Market Risk Insurance. (2022). Yogo, Motohiro. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:815-862.

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2021Insurance economics and COVID?19. (2021). Gollier, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:825-829.

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2023.

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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2021Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2021Market failures in market-based finance. (2021). Kryczka, Dominika ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20212545.

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2022Contingent convertible bonds: Optimal call strategy and the impact of refinancing. (2022). Rossmann, Philipp ; Koziol, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001201.

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2022The fluctuations of insurers’ risk appetite. (2022). Rochet, Jean Charles ; Luciano, Elisa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002469.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2022Life insurance policyholder protection, government green subsidy, and cap-and-trade transactions in a black swan environment. (2022). Lin, Jyh-Horng ; Huang, Fu-Wei ; Chen, Shi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004625.

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2023Bail-in requirements and CoCo bond issuance. (2023). Neitzert, Florian ; Hertrampf, Patrick ; Kund, Arndt-Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007450.

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2021On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

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2021Credit ratings quality in uncertain times. (2021). el Ghoul, Sadok ; Driss, Hamdi ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001591.

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2022Does competition improve sovereign credit rating quality?. (2022). ap Gwilym, Owain ; Alsakka, Rasha ; Vu, Huong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001840.

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2022Do contingent convertible bonds reduce systemic risk?. (2022). Fajardo, Jose ; de Oliveira, Rodrigo ; Santos, Layla Dos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000439.

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2022Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.

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2023Do CoCos serve the goals of macroprudential supervisors or bank managers?. (2023). Golfari, Andrea ; Allen, Linda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312300029x.

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2022Market power and credit rating standards: Global evidence. (2022). Yu, Gwen ; Wang, Shiheng ; Kraft, Pepa ; Hung, Mingyi. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000896.

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2021Do firms obtain multiple ratings to hedge against downgrade risk?. (2021). Wang, Zhen ; Chen, Zhihua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302685.

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2021Competition, communication and rating bias. (2021). Farkas, Miklos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:637-656.

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2021Portfolio similarity and asset liquidation in the insurance industry. (2021). Pelizzon, Loriana ; Nikolova, Stanislava (Stas) ; Sherman, Mila Getmansky ; Hanley, Kathleen W ; Girardi, Giulio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:69-96.

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2021The role of financial conditions in portfolio choices: The case of insurers. (2021). Weisbach, Michael ; Ge, Shan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:803-830.

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2021The agency of CoCos: Why contingent convertible bonds are not for everyone. (2021). Rauf, Asad ; Ongena, Steven ; Goncharenko, Roman. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s104295732030036x.

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2022Triple A default. (2022). Qiao, Guannan ; Deng, Kaihua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000877.

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2021Local Credit Rating Agencies: Is their economic role underrated?. (2021). Marandola, Ginevra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:143-156.

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2021Too big to fail and optimal regulation. (2021). Nguyen, Xuan-Hai ; Ma, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:747-758.

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2022Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic. (2022). Damato, Valeria ; Carannante, Maria ; Melisi, Giuseppe ; Forte, Salvatore ; Fersini, Paola. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:40-:d:747596.

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2021Does reputational capital affect credit rating agencies?: empirical evidence from a natural experiment in China. (2021). Liu, Yan ; Xu, Wenming. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:51:y:2021:i:3:d:10.1007_s10657-021-09697-3.

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2021Does model complexity improve pricing accuracy? The case of CoCos. (2021). Weitz, Sebastian ; Koziol, Christian. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09178-4.

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2021THE ROLE OF INVESTMENT PROMOTION POLICY IN ATTRACTING FOREIGN DIRECT INVESTMENT: THE CASE OF SLOVAKIA. (2021). Barlaova, Terezia ; Hintoova, Aneta. In: Public administration issues. RePEc:nos:vgmu00:2021:i:5:p:27-40.

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2021Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:236.

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2021When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response. (2021). Muir, Tyler ; Moreira, Alan ; Haddad, Valentin. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5309-5351..

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2022Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Removing Capital Requirements for an Asset Class. (2022). Saidi, Farzad ; Opp, Marcus M ; Becker, BO. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:12:p:5438-5482..

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2023Reinsuring pandemics: the role of government and public–private partnerships between reinsurers and governments. (2023). Gurses, Ozlem ; Eggleton, Senara. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:3:d:10.1057_s41288-023-00290-0.

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2023The possibilities and limits of insurance as governance in insuring pandemics. (2023). Liu, Chengwei ; Faure, Michael ; He, Qihao. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:3:d:10.1057_s41288-023-00291-z.

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2021Designing bankers pay: Using contingent capital to reduce risk-shifting. (2021). Raviv, Alon ; Peleg-Lazar, Sharon ; Hilscher, Jens. In: MPRA Paper. RePEc:pra:mprapa:106596.

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2022.

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2022Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133.

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2022Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?. (2022). van Wijnbergen, Sweder ; Neamtu, Ioana ; Fatouh, Mahmoud. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220017.

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2022Providing Pandemic Business Interruption Coverage with Double Trigger Cat Bonds.. (2022). Spaeter, Sandrine ; Schmitt, Andre. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-05.

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2022Credit rating and competition. (2022). Liu, Zijun ; Deb, Pragyan ; Camanho, Nelson. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2873-2897.

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2022Revisiting the valuation of deposit insurance. (2022). Hsiao, Yujen ; Ho, Rueyjenn ; Chung, Sanlin ; Chang, Chuangchang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:77-103.

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2022Fighting Fire with Gasoline: CoCos in Lieu of Equity. (2022). Goncharenko, Roman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:493-517.

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2021Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts. (2021). Hombert, Johan ; Weiss, Matthias ; Mohlmann, Axel. In: Discussion Papers. RePEc:zbw:bubdps:102021.

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2021Life insurance convexity. (2021). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:4221.

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Works by Anastasia Kartasheva:

YearTitleTypeCited
2013CoCos: a primer In: BIS Quarterly Review.
[Full Text][Citation analysis]		article47
2017CoCo issuance and bank fragility In: BIS Working Papers.
[Full Text][Citation analysis]		paper34
2017CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2020CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2017CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2021Insurability of pandemic risks In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article6
2018Insurers as Asset Managers and Systemic Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2018Insurers as asset managers and systemic risk.(2018) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2012Design of investment promotion policies In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article3
2012Information effect of entry into credit ratings market: The case of insurers ratings In: Journal of Financial Economics.
[Full Text][Citation analysis]		article47

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