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Details about Karamfil Todorov

Homepage:http://ktodorov.com
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)
Finance Department, London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Karamfil Todorov.

Last updated 2025-04-28. Update your information in the RePEc Author Service.

Short-id: pto525


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Working Papers

2025

  1. ETFs as a disciplinary device
    BIS Working Papers, Bank for International Settlements Downloads

2024

  1. Anatomy of the VIX spike in August 2024
    BIS Bulletins, Bank for International Settlements Downloads
  2. Relationship Discounts in Corporate Bond Trading
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Bank of England working papers, Bank of England (2023) Downloads
    BIS Working Papers, Bank for International Settlements (2023) Downloads

2023

  1. Crypto carry
    BIS Working Papers, Bank for International Settlements Downloads
  2. The cumulant risk premium
    BIS Working Papers, Bank for International Settlements Downloads

2022

  1. What drives repo haircuts? Evidence from the UK market
    BIS Working Papers, Bank for International Settlements Downloads View citations (8)
    Also in Bank of England working papers, Bank of England (2022) Downloads View citations (11)

2021

  1. ETFs, illiquid assets, and fire sales
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
  2. Passive funds affect prices: evidence from the most ETF-dominated asset classes
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)

2020

  1. Quantify the quantitative easing: impact on bonds and corporate debt issuance
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (59)
    See also Journal Article Quantify the quantitative easing: Impact on bonds and corporate debt issuance, Journal of Financial Economics, Elsevier (2020) Downloads View citations (71) (2020)

Journal Articles

2024

  1. Shifting landscapes: life insurance and financial stability
    BIS Quarterly Review, 2024 Downloads
  2. When passive funds affect prices: evidence from volatility and commodity ETFs
    Review of Finance, 2024, 28, (3), 831-863 Downloads View citations (1)

2023

  1. CP and CDs markets: a primer
    BIS Quarterly Review, 2023 Downloads

2022

  1. The post-Libor world: a global view from the BIS derivatives statistics
    BIS Quarterly Review, 2022 Downloads View citations (3)

2021

  1. The anatomy of bond ETF arbitrage
    BIS Quarterly Review, 2021 Downloads View citations (5)

2020

  1. Quantify the quantitative easing: Impact on bonds and corporate debt issuance
    Journal of Financial Economics, 2020, 135, (2), 340-358 Downloads View citations (71)
    See also Working Paper Quantify the quantitative easing: impact on bonds and corporate debt issuance, LSE Research Online Documents on Economics (2020) Downloads View citations (59) (2020)
 
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