Kostas Tsatsaronis : Citation Profile

Are you Kostas Tsatsaronis?

Bank for International Settlements (BIS)

18

H index

23

i10 index

2166

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: 86
   Journals where Kostas Tsatsaronis has often published
   Relations with other researchers
   Recent citing documents: 154.    Total self citations: 11 (0.51 %)

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   Permalink: http://citec.repec.org/pts138
   Updated: 2023-11-04    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)

Mandler, Martin (13)

Cites to:

BORIO, Claudio (37)

Drehmann, Mathias (15)

Detken, Carsten (12)

Terrones, Marco (10)

Saurina, Jesús (10)

Levine, Ross (8)

Schularick, Moritz (7)

Shin, Hyun Song (7)

Hartmann, Philipp (7)

Bernanke, Ben (7)

Taylor, Alan (7)

Main data

Where Kostas Tsatsaronis has published?

Journals with more than one article published# docs
BIS Quarterly Review14
International Journal of Central Banking2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements12

Recent works citing Kostas Tsatsaronis (2023 and 2022)

YearTitle of citing document
2022.

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2023.

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2022A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

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

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2022Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Maria. In: Papers. RePEc:arx:papers:2202.02254.

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2022Central Banks and Climate Policy: Unpleasant Trade–Offs? A Principal–Agent Approach. (2022). Russo, Riccardo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp22181.

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2022Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier. (2022). Ruiz-Garcia, Manuel ; Mayordomo, Sergio ; Alves, Pana. In: Occasional Papers. RePEc:bde:opaper:2209e.

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2022Structural risk indicators for the Spanish banking sector. (2022). Melnychuk, Mariya ; Broto, Carmen. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:11:n:2.

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2022Reflections on the future business model of European banks and the supervisory approach. (2022). Gomez-Bezares, Ana M ; Hierro, Laura ; Bernad, Alejandra ; Hernaez, Julio R. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:5:n:2.

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2022Sectoral indicators for applying the Banco de España’s new macroprudential tools. (2022). Melnychuk, Mariya ; Caceres, Esther ; Broto, Carmen. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:5:n:5.

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2022Structural risk indicators for the Spanish banking sector. (2022). Broto, Carmen ; Melnychuk, Mariya. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:autumn:n:2.

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2022Reflections on the future business model of European banks and the supervisory approach. (2022). Gomez-Bezares, Ana M ; Hierro, Laura ; Bernad, Alejandra ; Hernaez, Julio R. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:spring:n:2.

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2022Sectoral indicators for applying the Banco de España’s new macroprudential tools. (2022). Broto, Carmen ; Melnychuk, Mariya ; Caceres, Esther. In: Financial Stability Review. RePEc:bde:revisl:y:2022:i:spring:n:5.

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2022Structural risk indicators for the Spanish banking sector. (2022). Melnychuk, Mariya ; Broto, Carmen. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2022:i:11:n:2.

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2022Reflections on the future business model of European banks and the supervisory approach. (2022). Gomez-Bezares, Ana M ; Hierro, Laura ; Bernad, Alejandra ; Hernaez, Julio R. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2022:i:5:n:2.

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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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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2022Under pressure: market conditions and stress. (2022). Zhu, Sonya ; Hordahl, Peter ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209c.

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2022Borrower vulnerabilities, their distribution and credit losses. (2022). Riederer, Stephane ; Franceschi, Francesco ; Banerjee, Ryan Niladri. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209e.

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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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2022Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837.

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2022Historical evidence for larger government spending multipliers in uncertain times than in slumps. (2022). Goemans, Pascal. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1164-1185.

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2022From financial structure to economic growth: Theory, evidence and challenges. (2022). Xu, Guangdong. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12197.

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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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2022Financial structure convergence. (2022). Sever, Can. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:65-83.

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2022Foreign?funded credit: Funding the credit cycle?. (2022). Duijm, Patty. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:167-182.

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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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2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

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2022Financial Cycles in Euro Area Economies: A Cross?Country Perspective Using Wavelet Analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:569-593.

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2022Cross?border bank flows through foreign branches and the effect of a macroprudential policy. (2022). Yun, Youngjin. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:83-104.

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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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2022Rightsizing Bank Capital for Small, Open Economies. (2022). O'Brien, Martin ; Zavalloni, Luca ; Wosser, Michael ; McInerney, Niall ; Niall Mc Inerney, . In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/22.

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2022Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730.

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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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2022The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?. (2022). Hudepohl, Tom ; de Souza, Toms Carrera. In: Working Papers. RePEc:dnb:dnbwpp:745.

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2022The northern ireland housing market: would unification with the south be problematic?. (2022). Miles, William R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00714.

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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
2022Ideology and monetary policy: the role of political parties’ stances in the ECB’s parliamentary hearings. (2022). Persson, Eric ; Jamet, Jean-Francois ; Giovannini, Alessandro ; Fraccaroli, Nicolo. In: Working Paper Series. RePEc:ecb:ecbwps:20222655.

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2022Monetary policy transmission in segmented markets. (2022). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Working Paper Series. RePEc:ecb:ecbwps:20222706.

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2022The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222711.

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2022Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency. (2022). Reghezza, Alessio ; Pancotto, Livia ; Pancaro, Cosimo ; Girardone, Claudia ; Avignone, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20222718.

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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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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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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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2022Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

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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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2022Capital flows liberalisation and macroprudential policies: The effects on credit cycles in emerging economies. (2022). Nedeljkovic, Milan ; Lazarevic, Jelisaveta ; Kuzman, Tanja . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:602-619.

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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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2022Fiscal spending multipliers over the household leverage cycle. (2022). Winkler, Roland ; Polattimur, Hamza ; Klein, Mathias. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002671.

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2022Measuring credit procyclicality: A new database. (2022). Rehault, Pierre-Nicolas ; Delatte, Anne-Laure ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000309.

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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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2022Bank business models, failure risk and earnings opacity: A short- versus long-term perspective. (2022). Boateng, Agyenim ; Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000205.

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2022The impact of the FinTech revolution on the future of banking: Opportunities and risks. (2022). Zachariadis, Markos ; Rizopoulos, Efthymios ; Murinde, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000734.

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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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2022Benefit attribution in financial systems with bilateral netting. (2022). Lim, Hanah. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002518.

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2022Financial Cycles Synchronization in WAEMU Countries: Implications for Macroprudential Policy. (2022). Gammadigbe, Vigninou. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003214.

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2022Financial cycle and the effect of monetary policy. (2022). Xu, Man ; Zhao, Xiuyi ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005237.

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2022Monetary surprises and bank equity valuation with prolonged low interest rates. (2022). Surti, Jay ; Katagiri, Mitsuru ; Chen, Qianying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005468.

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2022Cluster analysis of bank business models: The connection with performance, efficiency and risk. (2022). Quaranta, Anna Grazia ; Lagasio, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005754.

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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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2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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2022An integrated macroprudential stress test of bank liquidity and solvency. (2022). Wolfe, Simon ; Mishra, Tapas ; Gerding, Enrico ; Bakoush, Mohamed. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000377.

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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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2022Institutional mandates for macroeconomic and financial stability. (2022). Flamini, Alessandro ; Agenor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000857.

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2022How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America. (2022). Gambacorta, Leonardo ; Claessens, Stijn ; Cantu Garcia, Carlos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620300856.

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2022A loan-level analysis of financial resilience in Mexico. (2022). Cantu Garcia, Carlos ; Lopez-Gallo, Fabrizio ; Lobato, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302132.

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2022Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552.

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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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2022The riskiness of credit allocation and financial stability. (2022). Xie, Peichu ; Vandenbussche, Jerome ; Raddatz, Claudio ; Chen, Qianying ; Brando-Marques, Luis. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s104295732200033x.

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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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2022How severe are the EBA macroeconomic scenarios for the Italian Economy? A joint probability approach. (2022). Catalano, Michele ; Bonucchi, Manuel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001383.

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2022A central bank digital currency in a heterogeneous monetary union: Managing the effects on the bank lending channel. (2022). Fegatelli, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000902.

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2022Financial cycles across G7 economies: A view from wavelet analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000378.

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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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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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2022Land availability and housing price in China: Empirical evidence from nonlinear autoregressive distributed lag (NARDL). (2022). Wong, Kar-Horn ; Tan, Yan-Yi ; Nerissa, Feng-Ting Shim ; Kwan, Xiao-Hui ; Ho, Wing-Ken ; Yii, Kwang-Jing. In: Land Use Policy. RePEc:eee:lauspo:v:113:y:2022:i:c:s0264837721006116.

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2022The dynamic impact of monetary policy on financial stability in China after crises. (2022). Ji, Hao ; Yin, Haiyan ; Xu, Ning ; Wang, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001500.

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2022The network structure of the China bond market: Characteristics and explanations from trading factors. (2022). Gao, Qiunan ; Sun, Rong ; Yao, Dongmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002710.

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2022Ideology and monetary policy. The role of political parties’ stances in the European Central Bank’s parliamentary hearings. (2022). Persson, Eric ; Jamet, Jean-Franois ; Giovannini, Alessandro ; Fraccaroli, Nicolo. In: European Journal of Political Economy. RePEc:eee:poleco:v:74:y:2022:i:c:s0176268022000234.

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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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2022Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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2022Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks. (2022). Silva, Jose Fernando ; Iglesias-Casal, Ana ; Lopez-Penabad, Maria Celia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192100218x.

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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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2022The housing net worth channel and the public finances: Evidence from a European country panel. (2022). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp730.

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2022Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-09.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-06.

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2022Why Bank Capital Matters: At the American Enterprise Institute, Washington, D.C. (virtual) December 1st 2022. (2022). Barr, Michael S. In: Speech. RePEc:fip:fedgsq:95822.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712.

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2022Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data. (2022). van Huellen, Sophie ; Qin, Duo ; Moraitis, Thanos ; Wang, Qing Chao. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:22-:d:797393.

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More than 100 citations found, this list is not complete...

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.
[Full Text][Citation analysis]		chapter1
2022The monetary-fiscal policy nexus in the wake of the pandemic.(2022) In: BIS Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		book
2005Investigating the relationship between the financial and real economy In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter19
2005Assessing the predictive power of measures of financial conditions for macroeconomic variables In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter68
2000Hedge funds In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
2001Is there a Nasdaq effect in emerging equity markets? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2003Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2004What drives housing price dynamics: cross-country evidence In: BIS Quarterly Review.
[Full Text][Citation analysis]		article204
2005Time-varying exposures and leverage in hedge funds In: BIS Quarterly Review.
[Full Text][Citation analysis]		article11
2006Risk premia across asset markets: information from option prices In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2009The systemic importance of financial institutions In: BIS Quarterly Review.
[Full Text][Citation analysis]		article85
2012Bank stock returns, leverage and the business cycle In: BIS Quarterly Review.
[Full Text][Citation analysis]		article17
2013Financial conditions and economic activity: a statistical approach In: BIS Quarterly Review.
[Full Text][Citation analysis]		article8
2014Financial structure and growth In: BIS Quarterly Review.
[Full Text][Citation analysis]		article90
2014The credit-to-GDP gap and countercyclical capital buffers: questions and answers In: BIS Quarterly Review.
[Full Text][Citation analysis]		article156
2014Residential property price statistics across the globe In: BIS Quarterly Review.
[Full Text][Citation analysis]		article21
2014Bank business models In: BIS Quarterly Review.
[Full Text][Citation analysis]		article62
2019Euro repo market functioning: collateral is king In: BIS Quarterly Review.
[Full Text][Citation analysis]		article9
2001The impact of the euro on Europes financial markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper65
2003The cost of barriers to entry: evidence from the market for corporate euro bond underwriting In: BIS Working Papers.
[Full Text][Citation analysis]		paper36
2005Accounting, prudential regulation and financial stability: elements of a synthesis In: BIS Working Papers.
[Full Text][Citation analysis]		paper19
2006Risk in financial reporting: status, challenges and suggested directions In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2008Estimating hedge fund leverage In: BIS Working Papers.
[Full Text][Citation analysis]		paper15
2008External support and bank behaviour in the international syndicated loan market In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2010Attributing systemic risk to individual institutions In: BIS Working Papers.
[Full Text][Citation analysis]		paper147
2011Anchoring countercyclical capital buffers: the role of credit aggregates In: BIS Working Papers.
[Full Text][Citation analysis]		paper359
2011Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates.(2011) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 359		article
2012Stress-testing macro stress testing: does it live up to expectations? In: BIS Working Papers.
[Full Text][Citation analysis]		paper147
2014Stress-testing macro stress testing: Does it live up to expectations?.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 147		article
2012Characterising the financial cycle: dont lose sight of the medium term! In: BIS Working Papers.
[Full Text][Citation analysis]		paper454
1997Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States In: BIS Working Papers.
[Full Text][Citation analysis]		paper55
1997Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States.(1997) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2017Bank business models: popularity and performance In: BIS Working Papers.
[Full Text][Citation analysis]		paper41
2004Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article18
2012Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market In: International Journal of Central Banking.
[Full Text][Citation analysis]		article3
2008Measuring default risk in the trading book In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2016Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance.
[Full Text][Citation analysis]		article16
2002L’euro sur les marchés financiers internationaux : bilan In: Revue d'Économie Financière.
[Full Text][Citation analysis]		article0
2013Can We Identify the Financial Cycle? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team