Nikola Tarashev : Citation Profile

Are you Nikola Tarashev?

Bank for International Settlements (BIS)

16

H index

23

i10 index

983

Citations

RESEARCH PRODUCTION:

23

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 54
   Journals where Nikola Tarashev has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 22 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta487
   Updated: 2024-12-03    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)

Claessens, Stijn (8)

Luciani, Matteo (8)

Zhou, Chen (8)

Cites to:

BORIO, Claudio (14)

Acharya, Viral (12)

Gordy, Michael (10)

Engel, Charles (10)

Shin, Hyun Song (9)

Morris, Stephen (9)

Barro, Robert (9)

Obstfeld, Maurice (9)

Tsatsaronis, Kostas (8)

Adrian, Tobias (8)

Drehmann, Mathias (8)

Main data

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 (2024 and 2023)

YearTitle 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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2023Banks credit loss forecasts: lessons from supervisory data. (2023). Tarashev, Nikola ; Schmieder, Christian ; Corrias, Renzo ; Birn, Martin. In: BIS Working Papers. RePEc:bis:biswps:1125.

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2023Profitability, valuation and resilience of global banks - a tight link. (2023). Lewrick, Leonardo Ulf ; Caparusso, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1144.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765.

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2023Are banks risk-averse or risk-neutral investors?. (2023). Ishinagi, Yoshikazu ; Takino, Kazuhiro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000060.

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2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103.

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2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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2023Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335.

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2023Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

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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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2023Dynamic clustering of multivariate panel data. (2023). Lucas, Andre ; Joo, Igor Custodio ; Schwaab, Bernd ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000689.

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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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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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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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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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2023Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097.

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2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

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2023An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Are monetary policy shocks causal to bank health? Evidence from the euro area. (2023). Jung, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000878.

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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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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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2023Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries. (2023). Lahet, Delphine ; Chenaf-Nicet, Dalila ; Brana, Sophie. In: Working Papers. RePEc:inf:wpaper:2023.06.

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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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2023The Impact of Policy Interventions on Systemic Risk across Banks. (2023). Ongena, Steven ; Nistor, Simona. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-023-00404-8.

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2023CREDIT RISK ASSESSMENT USING DEFAULT MODELS: A REVIEW. (2023). Jumbe, George. In: OSF Preprints. RePEc:osf:osfxxx:ksb8n.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria. (2023). Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00129-x.

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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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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x.

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2023Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30.

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2023Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002.

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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:

YearTitleTypeCited
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]		article75
2011Rating methodologies for banks In: BIS Quarterly Review.
[Full Text][Citation analysis]		article21
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]		article8
2014Bank business models In: BIS Quarterly Review.
[Full Text][Citation analysis]		article66
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]		paper147
2011Measuring the systemic importance of interconnected banks In: BIS Working Papers.
[Full Text][Citation analysis]		paper164
2013Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 164		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]		paper44
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]		article17
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

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