Nikola Tarashev : Citation Profile

Bank for International Settlements (BIS)

16

H index

23

i10 index

992

Citations

RESEARCH PRODUCTION:

23

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 55
   Journals where Nikola Tarashev has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 22 (2.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta487
   Updated: 2025-03-22    RAS profile: 2021-05-19    
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Relations with other researchers

Works with:

Juselius, John (2)

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

Is cited by:

BORIO, Claudio (20)

Aldasoro, Iñaki (18)

Avdjiev, Stefan (18)

Zhou, Hao (14)

Buch, Claudia (13)

McGuire, Patrick (12)

Danielsson, Jon (10)

Nadal De Simone, Francisco (9)

Luciani, Matteo (8)

Zhou, Chen (8)

Faia, Ester (8)

Cites to:

BORIO, Claudio (14)

Acharya, Viral (12)

Engel, Charles (10)

Gordy, Michael (10)

Shin, Hyun Song (9)

Obstfeld, Maurice (9)

Morris, Stephen (9)

Barro, Robert (9)

Adrian, Tobias (8)

Duffie, Darrell (8)

Corsetti, Giancarlo (8)

Main data

Production by document typepaperchapterarticle20032004200520062007200820092010201120122013201420152016201720182019202020210510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20032004200520062007200820092010201120122013201420152016201720182019202020210204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20032004200520062007200820092010201120122013201420152016201720182019202020210100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Nikola Tarashev has published?

Journals with more than one article published# docs
BIS Quarterly Review14
International Journal of Central Banking3
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements17

Recent works citing Nikola Tarashev (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Measuring Name Concentrations through Deep Learning. (2024). Sester, Julian ; Lutkebohmert, Eva. In: Papers. RePEc:arx:papers:2403.16525.

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2024Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Business model and ESG pillars: The impacts on banking default risk. (2024). Altunbas, Yener ; Ferilli, Greta Benedetta ; Palmieri, Egidio ; Geretto, Enrico Fioravante ; Stefanelli, Valeria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004945.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024Regulatory profiling and endogenous benchmarking. (2024). Philippas, Dionisis ; Tziogkidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005076.

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2024Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wu, JI ; Chen, Minghua ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x.

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2024Structural shifts in bank credit ratings. (2024). Sifodaskalakis, Emmanouil ; Ioannidis, Christos ; Ballis, Antonis. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000573.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Market reaction to the expected loss model in banks. (2024). Torluccio, Giuseppe ; Cardillo, Giovanni ; Ginesti, Gianluca ; Onali, Enrico. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308921000449.

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2024Do retail-oriented banks have less non-performing loans?. (2024). Vouldis, Angelos ; Farne, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070.

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2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

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2024Fairness of Ratemaking for Catastrophe Insurance: Lessons from Machine Learning. (2024). Xu, Heng ; Zhang, Nan. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:2:p:469-488.

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2024Bank business model identification evolution and outcomes evidence for South Africa. (2024). Nguyen, Linh ; Kgari, Lechedzani ; Sobiech, Anna. In: Working Papers. RePEc:rbz:wpaper:11059.

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2024Responsible investing and portfolio selection: a shapley - CVaR approach. (2024). Morelli, Giacomo. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05144-x.

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2024Collateral pledgeability and asset manager portfolio choices during redemption waves. (2024). Skrutkowski, Mathias ; Riedel, Max ; Fauvrelle, Thiago. In: SAFE Working Paper Series. RePEc:zbw:safewp:290387.

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Works by Nikola Tarashev:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007Global monitoring with the BIS international banking statistics In: CGFS Papers chapters.
[Full Text][Citation analysis]		chapter34
2008Global monitoring with the BIS international banking statistics.(2008) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2003Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2005Structural models of default: lessons from firm-level data In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2006Risk premia across asset markets: information from option prices In: BIS Quarterly Review.
[Full Text][Citation analysis]		article1
2006Tracking international bank flows In: BIS Quarterly Review.
[Full Text][Citation analysis]		article24
2007Measuring portfolio credit risk: modelling versus calibration errors In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2007International banking with the euro In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2008Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures In: BIS Quarterly Review.
[Full Text][Citation analysis]		article26
2008Bank health and lending to emerging markets In: BIS Quarterly Review.
[Full Text][Citation analysis]		article75
2009The systemic importance of financial institutions In: BIS Quarterly Review.
[Full Text][Citation analysis]		article88
2011Systemic importance: some simple indicators In: BIS Quarterly Review.
[Full Text][Citation analysis]		article77
2011Rating methodologies for banks In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2013Looking at the tail: price-based measures of systemic importance In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2014Securitisations: tranching concentrates uncertainty In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2014Bank business models In: BIS Quarterly Review.
[Full Text][Citation analysis]		article67
2003Currency Crises and the Informational Role of Interest Rates In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2004Are speculative attacks triggered by sunspots? A new test In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2005An empirical evaluation of structural credit risk models In: BIS Working Papers.
[Full Text][Citation analysis]		paper15
2008An Empirical Evaluation of Structural Credit-Risk Models.(2008) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2006The pricing of portfolio credit risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper10
2007Modelling and calibration errors in measures of portfolio credit risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper10
2008Speculative attacks, Private Signals and Intertemporal Trade-offs In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2009Measuring portfolio credit risk correctly: why parameter uncertainty matters In: BIS Working Papers.
[Full Text][Citation analysis]		paper16
2010Measuring portfolio credit risk correctly: Why parameter uncertainty matters.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2010Attributing systemic risk to individual institutions In: BIS Working Papers.
[Full Text][Citation analysis]		paper149
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper168
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 168		article
2012Systematic monetary policy and the forward premium puzzle In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2016Bank standalone credit ratings In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2020Bank Standalone Credit Ratings.(2020) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016When pegging ties your hands In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2017Bank capital allocation under multiple constraints In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2020Bank capital allocation under multiple constraints.(2020) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2017Bank business models: popularity and performance In: BIS Working Papers.
[Full Text][Citation analysis]		paper45
2020Forecasting expected and unexpected losses In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2021Asset managers, market liquidity and bank regulation In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2013Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper22
2020Forecasting expected and unexpected losses In: Research Discussion Papers.
[Full Text][Citation analysis]		paper1
2019When pegging is a commitment device: Revisiting conventional wisdom about currency crises In: Journal of International Economics.
[Full Text][Citation analysis]		article0
2008Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model In: International Journal of Central Banking.
[Full Text][Citation analysis]		article25
2016Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance.
[Full Text][Citation analysis]		article18
2007Speculative Attacks and the Information Role of the Interest Rate In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article18
2008The pricing of correlated default risk: evidence from the credit derivatives market In: Discussion Paper Series 2: Banking and Financial Studies.
[Full Text][Citation analysis]		paper11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team