Details about Somnath Chatterjee

Access statistics for papers by Somnath Chatterjee.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pch325

Working Papers

2021

1. Measuring Systemic Risk in South African Banks
   Working Papers, South African Reserve Bank View citations (1)

2019

2. Market-implied systemic risk and shadow capital adequacy
   Bank of England working papers, Bank of England View citations (2)

2017

3. A financial stress index for the United Kingdom
   Bank of England working papers, Bank of England View citations (8)

2005

4. AN INVESTIGATION INTO THE LINKAGES BETWEEN EURO AND STERLING SWAP SPREADS
   Working Papers, Business School - Economics, University of Glasgow
5. APPLICATION OF THE KALMAN FILTER FOR ESTIMATING CONTINUOUS TIME TERM STRUCTURE MODELS: THE CASE OF UK AND GERMANY
   Working Papers, Business School - Economics, University of Glasgow View citations (2)

Journal Articles

2023

1. Health of ethnic minorities in India and in Indians abroad: a bibliometric analysis and future research direction
   International Journal of Knowledge Management in Tourism and Hospitality, 2023, 3, (2), 171-183

2022

2. Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom
   Oxford Bulletin of Economics and Statistics, 2022, 84, (2), 380-400 View citations (2)

Books

2015

1. Modelling credit risk
   Handbooks, Centre for Central Banking Studies, Bank of England View citations (7)