Details about Iñaki Aldasoro

Access statistics for papers by Iñaki Aldasoro.

Last updated 2020-04-01. Update your information in the RePEc Author Service.

Short-id: pal621

Working Papers

2020

1. Operational and cyber risks in the financial sector
   BIS Working Papers, Bank for International Settlements

2019

2. Spillovers of funding dry ups
   BIS Working Papers, Bank for International Settlements
   Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2019)

2018

3. Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea
   BIS Working Papers, Bank for International Settlements
4. Business models and dollar funding of global banks
   BIS Working Papers, Bank for International Settlements View citations (9)

2017

5. External financing and economic activity in the euro area - why are bank loans special?
   BIS Working Papers, Bank for International Settlements View citations (2)
   Also in Discussion Papers, Deutsche Bundesbank (2017) View citations (3)
6. Multiplex interbank networks and systemic importance - An application to European data
   BIS Working Papers, Bank for International Settlements View citations (2)
   Also in Working Paper Series, European Central Bank (2016) View citations (4)
   ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (4)
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (4)
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (4)
   See also Journal Article in Journal of Financial Stability (2018)
7. Syndicated loans and CDS positioning
   BIS Working Papers, Bank for International Settlements View citations (2)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (2)

2016

8. Bank networks: contagion, systemic risk and prudential policy
   BIS Working Papers, Bank for International Settlements View citations (2)
   Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) View citations (20)
   CESifo Working Paper Series, CESifo Group Munich (2015) View citations (20)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (24)
   See also Journal Article in Journal of Economic Behavior & Organization (2017)
9. Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (52)

2015

10. Systemic Loops and Liquidity Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article in Journal of Financial Stability (2016)

2014

11. The fiscal compact and government debt: One law, multiple statistics
    SAFE Policy Letters, Leibniz Institute for Financial Research SAFE View citations (1)
12. Vertical Fiscal Imbalances and the Accumulation of Government Debt
    IMF Working Papers, International Monetary Fund View citations (4)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2014) View citations (2)

2013

13. Input-Output-based Measures of Systemic Importance
    MPRA Paper, University Library of Munich, Germany View citations (13)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2013) View citations (4)
    See also Journal Article in Quantitative Finance (2015)

2009

14. Inflation Differentials in the Euro Area and their Determinants ??? an empirical view
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan
15. Less aid proliferation and more donor coordination? The wide gap between words and deeds
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) View citations (23)

Journal Articles

2019

1. Concentration in cross-border banking
   BIS Quarterly Review, 2019 View citations (1)

2018

2. Early warning indicators of banking crises: expanding the family
   BIS Quarterly Review, 2018 View citations (13)
   Also in Journal of Financial Transformation, 2018, 48, 142-155 (2018) View citations (14)
3. Multiplex interbank networks and systemic importance: An application to European data
   Journal of Financial Stability, 2018, 35, (C), 17-37 View citations (7)
   See also Working Paper (2017)
4. The credit default swap market: what a difference a decade makes
   BIS Quarterly Review, 2018 View citations (7)

2017

5. Bank networks: Contagion, systemic risk and prudential policy
   Journal of Economic Behavior & Organization, 2017, 142, (C), 164-188 View citations (8)
   See also Working Paper (2016)

2016

6. Systemic loops and liquidity regulation
   Journal of Financial Stability, 2016, 27, (C), 1-16 View citations (11)
   See also Working Paper (2015)

2015

7. Input-output-based measures of systemic importance
   Quantitative Finance, 2015, 15, (4), 589-606 View citations (11)
   See also Working Paper (2013)