5
H index
5
i10 index
199
Citations
Universität St. Gallen (50% share) | 5 H index 5 i10 index 199 Citations RESEARCH PRODUCTION: 7 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasia Kartasheva. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 4 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:334. Full description at Econpapers || Download paper |
| 2025 | Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635. Full description at Econpapers || Download paper |
| 2025 | The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Working Papers. RePEc:bca:bocawp:25-9. Full description at Econpapers || Download paper |
| 2024 | Insurance Supervision under Climate Change: A Pioneers Detection Method. (2024). Vansteenberghe, Eric. In: Débats Economiques et financiers. RePEc:bfr:decfin:43. Full description at Econpapers || Download paper |
| 2025 | Insurers monitor shocks to collateral: micro evidence from mortgage‑backed securities. (2025). Saidi, Farzad ; Netto, Felipe ; Guin, Benjamin ; Fetzer, Thiemo. In: Bank of England working papers. RePEc:boe:boeewp:1119. Full description at Econpapers || Download paper |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_590. Full description at Econpapers || Download paper |
| 2024 | The Too-Big-to-Fail Premium in Tier-2 Capital Bonds and Additional Tier-1 Capital Bonds Primary Markets: Evidence from China. (2024). Le, Yang. In: China Finance and Economic Review. RePEc:bpj:cferev:v:13:y:2024:i:3:p:44-63:n:1003. Full description at Econpapers || Download paper |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-Backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11324. Full description at Econpapers || Download paper |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CAGE Online Working Paper Series. RePEc:cge:wacage:721. Full description at Econpapers || Download paper |
| 2024 | Pension Liquidity Risk. (2024). Ranaldo, Angelo ; Duijm, Patty ; Klingler, Sven ; Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:801. Full description at Econpapers || Download paper |
| 2025 | Soft going-concern capital buffer? CoCo non-calls and revealed bank distress. (2025). Huang, Dongxia ; Fu, Qilong ; Deng, Kaihua. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000707. Full description at Econpapers || Download paper |
| 2025 | Optimal conversion ratio of contingent capital under issuance constraints. (2025). Zhang, Sijia ; Xia, Xin ; Gan, Liu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500050x. Full description at Econpapers || Download paper |
| 2024 | Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135. Full description at Econpapers || Download paper |
| 2025 | Does digital transformation enhance bank soundness? Evidence from Chinese commercial banks. (2025). Wei, Tao ; Wang, Aiping ; Hu, Haifeng. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000038. Full description at Econpapers || Download paper |
| 2025 | Transaction-level transparency and portfolio mimicking. (2025). Hagenberg, Thomas C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s0165410124000430. Full description at Econpapers || Download paper |
| 2024 | Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). Boermans, Martijn A ; van der Kroft, Bram. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212. Full description at Econpapers || Download paper |
| 2025 | Life insurance convexity. (2025). Kubitza, Christian ; Grochola, Nicolaus ; Grndl, Helmut. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001220. Full description at Econpapers || Download paper |
| 2025 | The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029. Full description at Econpapers || Download paper |
| 2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper |
| 2024 | Can information imprecision be valuable? The case of credit ratings. (2024). Thakor, Anjan V ; Biswas, Sonny ; Koufopoulos, Kostas. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000421. Full description at Econpapers || Download paper |
| 2024 | Cross-border regulatory spillovers and macroprudential policy coordination. (2024). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Jackson, Timothy P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000357. Full description at Econpapers || Download paper |
| 2024 | Polycrisis: Factors, impacts, and responses in the housing market. (2024). Jagun, Zainab Toyin ; Abdul, Mohd Shahril ; Awang, Mariah. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124004398. Full description at Econpapers || Download paper |
| 2024 | On the design of bail-in-able bonds from the perspective of non-financial firms. (2024). Dai, Tian-Shyr ; Liu, Liang-Chih ; Zhou, Lei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1136-1155. Full description at Econpapers || Download paper |
| 2024 | Bail-ins and market discipline: Evidence from China. (2024). Gong, Di ; Li, Shanshan ; Lu, Liping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:51-68. Full description at Econpapers || Download paper |
| 2025 | The impact of write-down equity on bank stability under ambiguity aversion. (2025). Qiu, Lingyan ; Zhao, Zhiming ; Shu, Jianping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000140. Full description at Econpapers || Download paper |
| 2024 | Optimal Design of Contingent Capital. (2024). Melin, Lionel ; Panjwani, Ahyan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-51. Full description at Econpapers || Download paper |
| 2024 | Insurers’ Investments and Insurance Prices. (2024). Sorensen, Jakob Ahm ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-58. Full description at Econpapers || Download paper |
| 2025 | The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425. Full description at Econpapers || Download paper |
| 2025 | The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Reports. RePEc:fip:fednsr:99645. Full description at Econpapers || Download paper |
| 2024 | Yield Factors of Additional Tier 1 Bonds. (2024). Makushkin, Mikhail S. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240503:p:43-59. Full description at Econpapers || Download paper |
| 2024 | Capital Structure Models and Contingent Convertible Securities. (2024). Reesor, Mark R ; Meng, DI ; Metzler, Adam. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:55-:d:1359001. Full description at Econpapers || Download paper |
| 2024 | The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Boni, Pascal ; Zimmermann, Heinz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00443-0. Full description at Econpapers || Download paper |
| 2025 | Financial decision making under optimal control and Markov switching double exponential jump process. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09208-5. Full description at Econpapers || Download paper |
| 2024 | Exploring the link between financial literacy and business interruption insurance: evidence from Italian micro-enterprises. (2024). Santilli, Gianluca ; Ricci, Ornella. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:4:d:10.1057_s41288-024-00312-5. Full description at Econpapers || Download paper |
| 2025 | COVID‐19 and insurance industry: Initial impact of the pandemic based on time‐frequency methods. (2025). Fareed, Zeeshan ; Zhang, Shaoyong ; Iqbal, Najaf ; Madureira, Livia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2240-2253. Full description at Econpapers || Download paper |
| 2024 | Insurers Monitor Shocks to Collateral : Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Guin, Benjamin. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1514. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | CoCos: a primer In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 47 |
| 2017 | CoCo issuance and bank fragility In: BIS Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2017 | CoCo Issuance and Bank Fragility.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2020 | CoCo issuance and bank fragility.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2017 | CoCo Issuance and Bank Fragility.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2021 | Insurability of pandemic risks In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 10 |
| 2025 | Building economic resilience to pandemic risk in Switzerland In: Risk Management and Insurance Review. [Full Text][Citation analysis] | article | 0 |
| 2023 | The Supply of Cyber Risk Insurance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2024 | Who monitors climate risk of financial institutions? Evidence from catastrophe risks in insurance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Insurers as Asset Managers and Systemic Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
| 2022 | Insurers as Asset Managers and Systemic Risk.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2018 | Insurers as asset managers and systemic risk.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2012 | Design of investment promotion policies In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 3 |
| 2012 | Information effect of entry into credit ratings market: The case of insurers ratings In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 49 |
| 2025 | Private Equity Investments in the Life Insurance Industry In: Springer Books. [Citation analysis] | chapter | 0 |
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