Karamfil Todorov : Citation Profile

London School of Economics (LSE) (50% share)
Bank for International Settlements (BIS) (50% share)

3

H index

2

i10 index

87

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   3 years (2020 - 2023). See details.
   Cites by year: 29
   Journals where Karamfil Todorov has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 1 (1.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto525
   Updated: 2025-04-19    RAS profile: 2024-04-08    
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Relations with other researchers

Works with:

Schrimpf, Andreas (4)

Vause, Nicholas (2)

Pinter, Gabor (2)

Julliard, Christian (2)

Jurkatis, Simon (2)

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

Is cited by:

Zaghini, Andrea (8)

Kovner, Anna (4)

Boyarchenko, Nina (4)

Shachar, Or (4)

Matta, Rafael (3)

Bigio, Saki (3)

Peydro, Jose-Luis (3)

Giambona, Erasmo (3)

Kaldorf, Matthias (3)

Pelizzon, Loriana (3)

Giannetti, Mariassunta (3)

Cites to:

Vayanos, Dimitri (8)

Pedersen, Lasse (8)

Martin, Ian (6)

Nagel, Stefan (5)

Duffie, Darrell (5)

Shleifer, Andrei (5)

pan, jun (5)

Madhavan, Ananth (5)

Fama, Eugene (4)

Aramonte, Sirio (4)

KRISHNAMURTHY, ARVIND (4)

Main data

Where Karamfil Todorov has published?

Journals with more than one article published# docs
BIS Quarterly Review3

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements6

Recent works citing Karamfil Todorov (2025 and 2024)

YearTitle of citing document
2024Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24.

Full description at Econpapers || Download paper

2024The Impact of the PEPP on the Corporate Commercial Paper Market. (2024). Schwenninger, Alice ; Fourel, Valere. In: Working papers. RePEc:bfr:banfra:946.

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2025Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e.

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2024Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2024Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024The efficiency of the Estr overnight index swap market. (2024). Realdon, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400009x.

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2024Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347.

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2024The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF. (2024). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajek, Egon ; Wei, Bin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000266.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Gürkaynak, Refet ; Altavilla, Carlo ; Quaedvlieg, Rogier ; Gurkaynak, Refet S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000874.

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2025The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis. (2025). Ozkan, Oktay ; Bouri, Elie ; Iqbal, Najaf. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004008.

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2024Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective. (2024). Kitsul, Yuriy ; Dathan, Michele H ; Bruno, Valentina. In: International Finance Discussion Papers. RePEc:fip:fedgif:1390.

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2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

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2025Voluntary disclosures and monetary policy: evidence from quantitative easing. (2025). Vincenzi, Roberto. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09827-7.

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2024The impact of the ECBs PEPP project on the COVID-19-Induced crisis in the corporate bond market. (2024). Cohen, Lior ; Furman, Itai. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:306564.

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Works by Karamfil Todorov:

YearTitleTypeCited
2021The anatomy of bond ETF arbitrage In: BIS Quarterly Review.
[Full Text][Citation analysis]		article3
2022The post-Libor world: a global view from the BIS derivatives statistics In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2023CP and CDs markets: a primer In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2022What drives repo haircuts? Evidence from the UK market In: BIS Working Papers.
[Full Text][Citation analysis]		paper14
2022What drives repo haircuts? Evidence from the UK market.(2022) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2023Crypto carry In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2023The cumulant risk premium In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2023Relationship discounts incorporate bond trading In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2023Relationship discounts in corporate bond trading.(2023) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Passive funds affect prices: evidence from the most ETF-dominated asset classes In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2021ETFs, illiquid assets, and fire sales In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2020Quantify the quantitative easing: Impact on bonds and corporate debt issuance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article65
2020Quantify the quantitative easing: impact on bonds and corporate debt issuance.(2020) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team