3
H index
2
i10 index
112
Citations
Bank for International Settlements (BIS) (50% share) | 3 H index 2 i10 index 112 Citations RESEARCH PRODUCTION: 6 Articles 10 Papers 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 Karamfil Todorov. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| BIS Quarterly Review | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BIS Working Papers / Bank for International Settlements | 7 |
| Bank of England working papers / Bank of England | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | How 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. Full description at Econpapers || Download paper |
| 2025 | Tailoring Portfolio Choice via Quantile-Targeted Policies. (2025). Baruník, Jozef ; Sarkany, Attila ; Janasek, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2510.19271. Full description at Econpapers || Download paper |
| 2024 | Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers || Download paper |
| 2024 | The Impact of the PEPP on the Corporate Commercial Paper Market. (2024). Fourel, Valere ; Schwenninger, Alice. In: Working papers. RePEc:bfr:banfra:946. Full description at Econpapers || Download paper |
| 2025 | Commonality under pressure: banks and funds. (2025). Cornelli, Giulio ; Aquilina, Matteo ; Tarashev, Nikola. In: BIS Quarterly Review. RePEc:bis:bisqtr:2503e. Full description at Econpapers || Download paper |
| 2025 | How do quantitative easing and tightening affect firms?. (2025). Gorea, Denis ; Eren, Egemen ; Zhai, Daojing. In: BIS Working Papers. RePEc:bis:biswps:1286. Full description at Econpapers || Download paper |
| 2024 | Liquidation 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. Full description at Econpapers || Download paper |
| 2025 | Assessing the Impact of Corporate Bond Purchase Programs: Insights from Israel. (2025). Michelson, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.07. Full description at Econpapers || Download paper |
| 2025 | Exploratory 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. Full description at Econpapers || Download paper |
| 2024 | Macro 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. Full description at Econpapers || Download paper |
| 2025 | Heterogeneous intermediaries in the transmission of central bank corporate bond purchases. (2025). Holm-Hadulla, Fdric ; Leombroni, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20253101. Full description at Econpapers || Download paper |
| 2025 | Political 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. Full description at Econpapers || Download paper |
| 2024 | Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers || Download paper |
| 2024 | Long-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. Full description at Econpapers || Download paper |
| 2025 | Monetary 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | Market 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. Full description at Econpapers || Download paper |
| 2024 | How 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. Full description at Econpapers || Download paper |
| 2025 | Too 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2025 | Ex 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. Full description at Econpapers || Download paper |
| 2025 | Robust 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. Full description at Econpapers || Download paper |
| 2024 | Liquidity 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Macro 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. Full description at Econpapers || Download paper |
| 2025 | Bond 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. Full description at Econpapers || Download paper |
| 2024 | Run 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. Full description at Econpapers || Download paper |
| 2025 | Market 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | How 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. Full description at Econpapers || Download paper |
| 2024 | Corporate 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. 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 | Senior 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | Haircut, 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. Full description at Econpapers || Download paper |
| 2024 | On 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. Full description at Econpapers || Download paper |
| 2025 | Voluntary 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. Full description at Econpapers || Download paper |
| 2024 | Sovereign Default and FDI Transactions: Evidence from Argentina. (2024). Fernandes, Miguel ; Pascoa, Mario. In: School of Economics Discussion Papers. RePEc:sur:surrec:0224. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2024 | Haircut, 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2025 | US($) 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. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | The anatomy of bond ETF arbitrage In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 5 |
| 2022 | The post-Libor world: a global view from the BIS derivatives statistics In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 3 |
| 2023 | CP and CDs markets: a primer In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 2024 | Shifting landscapes: life insurance and financial stability In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 2 |
| 2022 | What drives repo haircuts? Evidence from the UK market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2022 | What 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: 14 | paper | |
| 2023 | Crypto carry In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The cumulant risk premium In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Relationship discounts incorporate bond trading In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Relationship 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 | |
| 2025 | ETFs as a disciplinary device In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Passive funds affect prices: evidence from the most ETF-dominated asset classes In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | ETFs, illiquid assets, and fire sales In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Quantify the quantitative easing: Impact on bonds and corporate debt issuance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 83 |
| 2020 | Quantify 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: 83 | paper | |
| 2024 | When passive funds affect prices: evidence from volatility and commodity ETFs In: Review of Finance. [Full Text][Citation analysis] | article | 2 |
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