Details about Sujit Ramesh Kapadia

Access statistics for papers by Sujit Ramesh Kapadia.

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

Short-id: pka1066

Working Papers

2023

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

2022

2. Are ethical and green investment funds more resilient?
   Working Paper Series, European Central Bank View citations (6)
   See also Chapter Are ethical and green investment funds more resilient?, IFC Bulletins chapters, Bank for International Settlements (2022) (2022)
3. The low-carbon transition, climate commitments and firm credit risk
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (17)

2021

4. Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach
   Working Paper Series, European Central Bank View citations (7)
   Also in Bank of England working papers, Bank of England (2020) 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) View citations (5) (2023)
5. 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 View citations (5)

2020

6. Making text count: economic forecasting using newspaper text
   Bank of England working papers, Bank of England View citations (38)
   See also Journal Article Making text count: Economic forecasting using newspaper text, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (14) (2022)

2019

7. Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies
   Occasional Paper Series, European Central Bank View citations (22)
8. Targeting financial stability: macroprudential or monetary policy?
   Working Paper Series, European Central Bank View citations (10)
   Also in Bank of England working papers, Bank of England (2018) 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) View citations (4) (2023)

2018

9. News and narratives in financial systems: exploiting big data for systemic risk assessment
   Bank of England working papers, Bank of England 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) View citations (35) (2021)
10. Rethinking financial stability
    Bank of England working papers, Bank of England View citations (35)

2014

11. Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation
    Bank of England Financial Stability Papers, Bank of England View citations (57)
12. Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation
    MPRA Paper, University Library of Munich, Germany 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) View citations (3) (2021)

2012

13. A network model of financial system resilience
    Bank of England working papers, Bank of England View citations (5)
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
    See also Journal Article A network model of financial system resilience, Journal of Economic Behavior & Organization, Elsevier (2013) View citations (48) (2013)
14. Liquidity risk, cash-flow constraints and systemic feedbacks
    Bank of England working papers, Bank of England View citations (25)
    See also Chapter Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (24) (2012)
15. Size and complexity in model financial systems
    Bank of England working papers, Bank of England View citations (69)

2010

16. Contagion in financial networks
    Bank of England working papers, Bank of England View citations (625)

2009

17. A Network Model of Super-systemic Crises
    Working Papers Central Bank of Chile, Central Bank of Chile 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) (2011)
18. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (130)
    Also in Bank of England working papers, Bank of England (2009) 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) View citations (7) (2011)

2008

19. Financial innovation, macroeconomic stability and systemic crises
    Bank of England working papers, Bank of England 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

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

2004

22. 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 View citations (9)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003)

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) 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) View citations (7) (2021)
2. Targeting Financial Stability: Macroprudential or Monetary Policy?
   International Journal of Central Banking, 2023, 19, (1), 159-242 View citations (4)
   See also Working Paper Targeting financial stability: macroprudential or monetary policy?, Working Paper Series (2019) 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) View citations (1)

2022

4. Making text count: Economic forecasting using newspaper text
   Journal of Applied Econometrics, 2022, 37, (5), 896-919 View citations (14)
   See also Working Paper Making text count: economic forecasting using newspaper text, Bank of England working papers (2020) View citations (38) (2020)

2021

5. News and narratives in financial systems: Exploiting big data for systemic risk assessment
   Journal of Economic Dynamics and Control, 2021, 127, (C) View citations (35)
   See also Working Paper News and narratives in financial systems: exploiting big data for systemic risk assessment, Bank of England working papers (2018) View citations (28) (2018)
6. 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 View citations (3)
   See also Working Paper Taking Uncertainty Seriously: Simplicity versus Complexity in Financial Regulation, MPRA Paper (2014) View citations (54) (2014)

2019

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

2014

8. 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 View citations (61)

2013

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

2011

10. Complexity, concentration and contagion
    Journal of Monetary Economics, 2011, 58, (5), 453-470 View citations (493)

2009

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

2008

12. 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) View citations (4)
    See also Working Paper Financial innovation, macroeconomic stability and systemic crises, Bank of England working papers (2008) View citations (26) (2008)

2007

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

Chapters

2022

1. Are ethical and green investment funds more resilient?
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56
   See also Working Paper Are ethical and green investment funds more resilient?, European Central Bank (2022) View citations (6) (2022)
2. The low-carbon transition, climate disclosure and firm credit risk
   A chapter in Statistics for Sustainable Finance, 2022, vol. 56

2013

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

2012

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

2011

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