Details about Karamfil Todorov

Access statistics for papers by Karamfil Todorov.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pto525

Working Papers

2023

1. Crypto carry
   BIS Working Papers, Bank for International Settlements
2. Relationship discounts in corporate bond trading
   Bank of England working papers, Bank of England
   Also in BIS Working Papers, Bank for International Settlements (2023)
3. The cumulant risk premium
   BIS Working Papers, Bank for International Settlements

2022

4. What drives repo haircuts? Evidence from the UK market
   Bank of England working papers, Bank of England View citations (10)
   Also in BIS Working Papers, Bank for International Settlements (2022) View citations (7)

2021

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

2020

7. 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 View citations (46)
   See also Journal Article Quantify the quantitative easing: Impact on bonds and corporate debt issuance, Journal of Financial Economics, Elsevier (2020) View citations (57) (2020)

Journal Articles

2023

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

2022

2. The post-Libor world: a global view from the BIS derivatives statistics
   BIS Quarterly Review, 2022 View citations (2)

2021

3. The anatomy of bond ETF arbitrage
   BIS Quarterly Review, 2021 View citations (2)

2020

4. Quantify the quantitative easing: Impact on bonds and corporate debt issuance
   Journal of Financial Economics, 2020, 135, (2), 340-358 View citations (57)
   See also Working Paper Quantify the quantitative easing: impact on bonds and corporate debt issuance, LSE Research Online Documents on Economics (2020) View citations (46) (2020)