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Details about Sujit Ramesh Kapadia

Homepage:https://www.ecb.europa.eu/pub/research/authors/profiles/sujit-kapadia.en.html
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Sujit Ramesh Kapadia.

Last updated 2023-08-07. Update your information in the RePEc Author Service.

Short-id: pka1066


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Working Papers

2023

  1. Financing the low-carbon transition in Europe
    Working Paper Series, European Central Bank Downloads

2022

  1. Are ethical and green investment funds more resilient?
    Working Paper Series, European Central Bank Downloads View citations (5)
    See also Chapter Are ethical and green investment funds more resilient?, IFC Bulletins chapters, Bank for International Settlements (2022) Downloads (2022)
  2. The low-carbon transition, climate commitments and firm credit risk
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2021) Downloads View citations (17)

2021

  1. Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in Bank of England working papers, Bank of England (2020) Downloads View citations (25)

    See also Journal Article Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach, Journal of International Economics, Elsevier (2023) Downloads View citations (5) (2023)
  2. The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation
    Bank of England working papers, Bank of England Downloads View citations (5)

2020

  1. Making text count: economic forecasting using newspaper text
    Bank of England working papers, Bank of England Downloads View citations (37)
    See also Journal Article Making text count: Economic forecasting using newspaper text, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) Downloads View citations (13) (2022)

2019

  1. Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies
    Occasional Paper Series, European Central Bank Downloads View citations (22)
  2. Targeting financial stability: macroprudential or monetary policy?
    Working Paper Series, European Central Bank Downloads View citations (10)
    Also in Bank of England working papers, Bank of England (2018) Downloads View citations (17)

    See also Journal Article Targeting Financial Stability: Macroprudential or Monetary Policy?, International Journal of Central Banking, International Journal of Central Banking (2023) Downloads View citations (4) (2023)

2018

  1. News and narratives in financial systems: exploiting big data for systemic risk assessment
    Bank of England working papers, Bank of England Downloads View citations (28)
    See also Journal Article News and narratives in financial systems: Exploiting big data for systemic risk assessment, Journal of Economic Dynamics and Control, Elsevier (2021) Downloads View citations (34) (2021)
  2. Rethinking financial stability
    Bank of England working papers, Bank of England Downloads View citations (35)

2014

  1. Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation
    Bank of England Financial Stability Papers, Bank of England Downloads View citations (57)
  2. Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (54)
    See also Journal Article Taking uncertainty seriously: simplicity versus complexity in financial regulation, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2021) Downloads View citations (3) (2021)

2012

  1. A network model of financial system resilience
    Bank of England working papers, Bank of England Downloads View citations (5)
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011) Downloads

    See also Journal Article A network model of financial system resilience, Journal of Economic Behavior & Organization, Elsevier (2013) Downloads View citations (48) (2013)
  2. Liquidity risk, cash-flow constraints and systemic feedbacks
    Bank of England working papers, Bank of England Downloads View citations (25)
    See also Chapter Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks, NBER Chapters, National Bureau of Economic Research, Inc (2012) Downloads View citations (24) (2012)
  3. Size and complexity in model financial systems
    Bank of England working papers, Bank of England Downloads View citations (69)

2010

  1. Contagion in financial networks
    Bank of England working papers, Bank of England Downloads View citations (624)

2009

  1. A Network Model of Super-systemic Crises
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (6)
    See also Chapter A Network Model of Super-Systemic Crises, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) Downloads (2011)
  2. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (130)
    Also in Bank of England working papers, Bank of England (2009) Downloads View citations (102)

    See also Chapter Funding Liquidity Risk in a Quantitative Model of Systemic Stability, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) Downloads View citations (7) (2011)

2008

  1. Financial innovation, macroeconomic stability and systemic crises
    Bank of England working papers, Bank of England Downloads View citations (26)
    See also Journal Article Financial Innovation, Macroeconomic Stability and Systemic Crises, Economic Journal, Royal Economic Society (2008) View citations (25) (2008)

2005

  1. Inflation-Target Expectations and Optimal Monetary Policy
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (4)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005) Downloads View citations (4)
  2. Optimal Monetary Policy under Hysteresis
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (11)

2004

  1. The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group Downloads View citations (9)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) Downloads

Journal Articles

2023

  1. Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach
    Journal of International Economics, 2023, 145, (C) Downloads View citations (5)
    See also Working Paper Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach, Working Paper Series (2021) Downloads View citations (7) (2021)
  2. Targeting Financial Stability: Macroprudential or Monetary Policy?
    International Journal of Central Banking, 2023, 19, (1), 159-242 Downloads View citations (4)
    See also Working Paper Targeting financial stability: macroprudential or monetary policy?, Working Paper Series (2019) Downloads View citations (10) (2019)
  3. The more the merrier? Evidence on the value of multiple requirements in bank regulation
    Journal of Banking & Finance, 2023, 149, (C) Downloads

2022

  1. Making text count: Economic forecasting using newspaper text
    Journal of Applied Econometrics, 2022, 37, (5), 896-919 Downloads View citations (13)
    See also Working Paper Making text count: economic forecasting using newspaper text, Bank of England working papers (2020) Downloads View citations (37) (2020)

2021

  1. News and narratives in financial systems: Exploiting big data for systemic risk assessment
    Journal of Economic Dynamics and Control, 2021, 127, (C) Downloads View citations (34)
    See also Working Paper News and narratives in financial systems: exploiting big data for systemic risk assessment, Bank of England working papers (2018) Downloads View citations (28) (2018)
  2. Taking uncertainty seriously: simplicity versus complexity in financial regulation
    (Uncertainty in macroeconomic policy-making: art or science?)
    Industrial and Corporate Change, 2021, 30, (2), 317-345 Downloads View citations (3)
    See also Working Paper Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation, MPRA Paper (2014) Downloads View citations (54) (2014)

2019

  1. Networks and systemic risk in the financial system
    Oxford Review of Economic Policy, 2019, 35, (4), 586-613 Downloads View citations (18)

2014

  1. THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK
    International Journal of Finance & Economics, 2014, 19, (1), 25-47 Downloads View citations (61)

2013

  1. A network model of financial system resilience
    Journal of Economic Behavior & Organization, 2013, 85, (C), 219-235 Downloads View citations (48)
    See also Working Paper A network model of financial system resilience, Bank of England working papers (2012) Downloads View citations (5) (2012)

2011

  1. Complexity, concentration and contagion
    Journal of Monetary Economics, 2011, 58, (5), 453-470 Downloads View citations (492)

2009

  1. Towards a Framework for Quantifying Systemic Stability
    International Journal of Central Banking, 2009, 5, (3), 47-81 Downloads View citations (33)

2008

  1. Financial Innovation, Macroeconomic Stability and Systemic Crises
    Economic Journal, 2008, 118, (527), 401-426 View citations (25)
    Also in Proceedings, 2006, (Nov) (2006) View citations (6)
    Economic Journal, 2008, 118, (527), 401-426 (2008) Downloads View citations (4)

    See also Working Paper Financial innovation, macroeconomic stability and systemic crises, Bank of England working papers (2008) Downloads View citations (26) (2008)

2007

  1. Systemic risk in modern financial systems: analytics and policy design
    Journal of Risk Finance, 2007, 8, (2), 156-165 Downloads View citations (1)

Chapters

2022

  1. Are ethical and green investment funds more resilient?
    A chapter in Statistics for Sustainable Finance, 2022, vol. 56 Downloads
    See also Working Paper Are ethical and green investment funds more resilient?, European Central Bank (2022) Downloads View citations (5) (2022)
  2. The low-carbon transition, climate disclosure and firm credit risk
    A chapter in Statistics for Sustainable Finance, 2022, vol. 56 Downloads

2013

  1. Bank Funding and Financial Stability
    A chapter in Liquidity and Funding Markets, 2013 Downloads View citations (15)

2012

  1. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks
    A chapter in Quantifying Systemic Risk, 2012, pp 29-61 Downloads View citations (24)
    See also Working Paper Liquidity risk, cash-flow constraints and systemic feedbacks, Bank of England (2012) Downloads View citations (25) (2012)

2011

  1. A Network Model of Super-Systemic Crises
    Chapter 13 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 411-432 Downloads
    See also Working Paper A Network Model of Super-systemic Crises, Central Bank of Chile (2009) Downloads View citations (6) (2009)
  2. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Chapter 12 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 371-410 Downloads View citations (7)
    See also Working Paper Funding Liquidity Risk in a Quantitative Model of Systemic Stability, Central Bank of Chile (2009) Downloads View citations (130) (2009)
  3. The long-term economic impact of higher capital levels
    A chapter in Macroprudential regulation and policy, 2011, vol. 60, pp 73-81 Downloads View citations (5)
 
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