Karamfil Todorov : Citation Profile

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

4

H index

2

i10 index

128

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

1

Books

RESEARCH ACTIVITY:

   5 years (2020 - 2025). See details.
   Cites by year: 25
   Journals where Karamfil Todorov has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 3 (2.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto525
   Updated: 2026-05-02    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Schrimpf, Andreas (4)

Julliard, Christian (2)

Jurkatis, Simon (2)

Pinter, Gabor (2)

Vause, Nicholas (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 (9)

Boyarchenko, Nina (4)

Shachar, Or (4)

Kovner, Anna (4)

Cohen, Lior (3)

Schrimpf, Andreas (3)

Matta, Rafael (3)

Giambona, Erasmo (3)

Pelizzon, Loriana (3)

Peydro, Jose-Luis (3)

Kaldorf, Matthias (3)

Cites to:

Vayanos, Dimitri (8)

Pedersen, Lasse (8)

Sushko, Vladyslav (7)

Shin, Hyun Song (7)

Martin, Ian (6)

Schrimpf, Andreas (6)

Shleifer, Andrei (5)

Duffie, Darrell (5)

Madhavan, Ananth (5)

Nagel, Stefan (5)

Adrian, Tobias (5)

Main data

Where Karamfil Todorov has published?

Journals with more than one article published# docs
BIS Quarterly Review5

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements7

Recent works citing Karamfil Todorov (2025 and 2024)

YearTitle of citing document
2025How Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?. (2025). Zhu, Minnie ; Gong, Simon ; Liu, Yuhan. In: Papers. RePEc:arx:papers:2505.07226.

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2025Tailoring Portfolio Choice via Quantile-Targeted Policies. (2025). Baruník, Jozef ; Sarkany, Attila ; Janasek, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2510.19271.

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

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

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2025Unpacking repo haircuts and their implications for leverage. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: BIS Bulletins. RePEc:bis:bisblt:117.

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2026The liquidity coverage ratio a decade on: a stocktake of the literature. (2026). Doerr, Sebastian ; Drehmann, Mathias. In: BIS Papers. RePEc:bis:bisbps:164.

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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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2025Global FX markets when hedging takes centre stage. (2025). Huang, Wenqian ; Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512b.

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2025International finance through the lens of BIS statistics: derivatives markets. (2025). von Peter, Goetz ; Avdjiev, Stefan ; McGuire, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:2512d.

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2025How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286.

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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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2025Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel. (2025). Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.07.

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2025Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11.

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

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2025Heterogeneous intermediaries in the transmission of central bank corporate bond purchases. (2025). Holm-Hadulla, Fdric ; Leombroni, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20253101.

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2026Climate change, bank liquidity and systemic risk. (2026). Giuzio, Margherita ; Knyphausen, Jasper ; Kahraman, Bige. In: Working Paper Series. RePEc:ecb:ecbwps:20263168.

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2025Political sentiment and credit ratings. (2025). Hossain, Ashrafee ; Jiang, Haiyan ; Hasan, Mostafa Monzur. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001963.

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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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2024Long-term institutional investors and climate change news Beta. (2024). Hossain, Ashrafee ; Benkraiem, Ramzi ; Masum, Abdullah-Al. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x.

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2025Impact of unconventional monetary policy on stock market in selected economies during and post-COVID-19 pandemic. (2025). Lau, Wee Yeap ; Li, Yaxing ; Ng, Kok-Haur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2360-2381.

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2025Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality. (2025). Yang, Miao ; Li, Xiao-Lin ; Zhao, Chen ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s026499932400347x.

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2025The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events. (2025). Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003126.

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2025When green is no longer a win - new evidence on the shareholder value effects of green bond offerings11The authors would like to thank Konstantinos Bozos, Samit Gupta, Antony Potter, Hai-Anh Tran, and participants at the 2023 British Academy of Management Conference, 2023 Corporate Finance Days, 2023 European Financial Management Association Annual Meeting and Second Credit Scoring and Credit Rating Conference for their helpful comments and suggestions. (2025). Li, Shuyu ; Dutordoir, Marie ; Frota, Joao Quariguasi. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006076.

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2025Market impact of the bitcoin ETF introduction on bitcoin futures. (2025). Xu, KE ; Chen, Yu-Lun ; Yang, Jimmy J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007427.

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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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2025Too big to fail? Asymmetric effects of quantitative easing. (2025). Lin, Chih-Yung ; Chou, Robin K ; Lu, Chien-Lin ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000142.

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2025The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice. (2025). Silva, Beatriz P ; Pinto, Joao M ; Kanda, Joana F. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000166.

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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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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2025Authorized participants’ regulatory constraints and limits to ETF arbitrage during market turmoil Evidence from the dash-for-cash episode. (2025). Raddatz, Claudio E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001190.

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2025The stock market impact of volatility hedging: Evidence from end-of-day trading by VIX ETPs. (2025). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001761.

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2025Informational frictions in funding and credit markets. (2025). Sockin, Michael. In: Journal of Economic Theory. RePEc:eee:jetheo:v:230:y:2025:i:c:s0022053125001474.

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2025Robust difference-in-differences analysis when there is a term structure. (2025). Nyborg, Kjell ; Woschitz, Jiri. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000893.

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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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2025Bond market stimulus: Firm-level evidence. (2025). Darmouni, Olivier ; Siani, Kerry Y. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393224001818.

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2024Run risks of cash-redeemable ETFs. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Yu, David Wing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001070.

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2025Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?. (2025). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s106297692500047x.

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2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

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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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2025The market power of ESG index providers: The effects of rebalancing ESG-themed indices. (2025). Barontini, Roberto ; Gioja, Luigi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001588.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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

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2025The case for supporting liquidity supply in (some corners of) non-bank intermediation. (2025). Aramonte, Sirio. In: International Finance Discussion Papers. RePEc:fip:fedgif:1425.

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2025Senior Management Tenure and the Choice of External Financing Mode. (2025). Wnuczak, Pawel ; Luitel, Prabesh ; Lai, Tat-Kei ; Kowalewski, Oskar. In: Working Papers. RePEc:ies:wpaper:f202501.

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2025Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News. (2025). Takaoka, Sumiko ; Takahashi, Koji. In: IMES Discussion Paper Series. RePEc:ime:imedps:25-e-11.

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2025The Covid pandemic in the market: infected, immune and cured bonds. (2025). Zaghini, Andrea. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-022-00394-z.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Research Papers. RePEc:liv:livedp:202411.

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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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2026A hybrid adaptive trading strategy integrating investor sentiment for precious metal ETFs. (2026). Hajek, Petr ; Novotny, Josef. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00911-2.

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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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2024Sovereign Default and FDI Transactions: Evidence from Argentina. (2024). Fernandes, Miguel ; Pascoa, Mario. In: School of Economics Discussion Papers. RePEc:sur:surrec:0224.

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2024Macroeconomic modeling in the Anthropocene: why the E-DSGE framework is not fit for purpose and what to do about it. (2024). Storm, Servaas ; Nikolaidi, Maria ; McConnel, Andrew ; Dafermos, Yannis ; Yanovski, Boyan. In: Working Papers Series. RePEc:thk:wpaper:inetwp229.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Working papers. RePEc:yon:wpaper:2024rwp-229.

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2025Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs. (2025). Cimon, David ; Aldridge, Patrick ; Vala, Rishi. In: Journal of Financial Crises. RePEc:ysm:ypfsfc:v:7:y:2025:i:4:p:1-26.

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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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2025US($) interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer. (2025). Wahnschaap, Tim ; Requardt, Stefan ; Liem, Erik ; Heidorn, Thomas. In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:314425.

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Works by Karamfil Todorov:

YearTitleTypeCited
2025Retail investors in private credit In: BIS Bulletins.
[Full Text][Citation analysis]		paper1
2025The transformation of the life insurance industry: systemic risks and policy challenges In: BIS Papers.
[Full Text][Citation analysis]		book0
2021The anatomy of bond ETF arbitrage In: BIS Quarterly Review.
[Full Text][Citation analysis]		article6
2022The post-Libor world: a global view from the BIS derivatives statistics In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2023CP and CDs markets: a primer In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2024Shifting landscapes: life insurance and financial stability In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2025Goodbye Libor, hello basis traders: unpacking the surge in global interest rate derivatives turnover In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2022What drives repo haircuts? Evidence from the UK market In: BIS Working Papers.
[Full Text][Citation analysis]		paper17
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: 17		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
2025ETFs as a disciplinary device In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
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]		paper3
2020Quantify the quantitative easing: Impact on bonds and corporate debt issuance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article87
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: 87		paper
2024When passive funds affect prices: evidence from volatility and commodity ETFs In: Review of Finance.
[Full Text][Citation analysis]		article5

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