Details about Kostas Tsatsaronis

Access statistics for papers by Kostas Tsatsaronis.

Last updated 2022-08-31. Update your information in the RePEc Author Service.

Short-id: pts138

Working Papers

2022

1. Anchoring of inflation expectations: has past progress paid off?
   BIS Bulletins, Bank for International Settlements

2020

2. Buffering Covid-19 losses - the role of prudential policy
   BIS Bulletins, Bank for International Settlements

2017

3. Bank business models: popularity and performance
   BIS Working Papers, Bank for International Settlements View citations (43)

2012

4. Characterising the financial cycle: don't lose sight of the medium term!
   BIS Working Papers, Bank for International Settlements View citations (475)
5. Stress-testing macro stress testing: does it live up to expectations?
   BIS Working Papers, Bank for International Settlements View citations (62)
   See also Journal Article Stress-testing macro stress testing: Does it live up to expectations?, Journal of Financial Stability, Elsevier (2014) View citations (104) (2014)

2011

6. Anchoring countercyclical capital buffers: the role of credit aggregates
   BIS Working Papers, Bank for International Settlements View citations (390)
   See also Journal Article Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates, International Journal of Central Banking, International Journal of Central Banking (2011) View citations (378) (2011)

2010

7. Attributing systemic risk to individual institutions
   BIS Working Papers, Bank for International Settlements View citations (152)

2008

8. Estimating hedge fund leverage
   BIS Working Papers, Bank for International Settlements View citations (16)
9. External support and bank behaviour in the international syndicated loan market
   BIS Working Papers, Bank for International Settlements View citations (2)

2006

10. Risk in financial reporting: status, challenges and suggested directions
    BIS Working Papers, Bank for International Settlements View citations (6)

2005

11. Accounting, prudential regulation and financial stability: elements of a synthesis
    BIS Working Papers, Bank for International Settlements View citations (22)

2003

12. The cost of barriers to entry: evidence from the market for corporate euro bond underwriting
    BIS Working Papers, Bank for International Settlements View citations (37)

2001

13. The impact of the euro on Europe's financial markets
    BIS Working Papers, Bank for International Settlements View citations (65)

1997

14. Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (55)
    Also in BIS Working Papers, Bank for International Settlements (1997) View citations (52)

Journal Articles

2019

1. Euro repo market functioning: collateral is king
   BIS Quarterly Review, 2019 View citations (17)

2016

2. Risk Attribution Using the Shapley Value: Methodology and Policy Applications
   Review of Finance, 2016, 20, (3), 1189-1213 View citations (18)

2014

3. Bank business models
   BIS Quarterly Review, 2014 View citations (67)
4. Financial structure and growth
   BIS Quarterly Review, 2014 View citations (98)
5. Residential property price statistics across the globe
   BIS Quarterly Review, 2014 View citations (23)
6. Stress-testing macro stress testing: Does it live up to expectations?
   Journal of Financial Stability, 2014, 12, (C), 3-15 View citations (104)
   See also Working Paper Stress-testing macro stress testing: does it live up to expectations?, BIS Working Papers (2012) View citations (62) (2012)
7. The credit-to-GDP gap and countercyclical capital buffers: questions and answers
   BIS Quarterly Review, 2014 View citations (168)

2013

8. Financial conditions and economic activity: a statistical approach
   BIS Quarterly Review, 2013 View citations (10)

2012

9. Bank stock returns, leverage and the business cycle
   BIS Quarterly Review, 2012 View citations (19)
10. Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market
    International Journal of Central Banking, 2012, 8, (4), 121-173 View citations (3)

2011

11. Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates
    International Journal of Central Banking, 2011, 7, (4), 189-240 View citations (378)
    See also Working Paper Anchoring countercyclical capital buffers: the role of credit aggregates, BIS Working Papers (2011) View citations (390) (2011)

2009

12. The systemic importance of financial institutions
    BIS Quarterly Review, 2009 View citations (90)

2008

13. Measuring default risk in the trading book
    Financial Stability Review, 2008, 6, (1), 163-172

2006

14. Risk premia across asset markets: information from option prices
    BIS Quarterly Review, 2006 View citations (2)

2005

15. Time-varying exposures and leverage in hedge funds
    BIS Quarterly Review, 2005 View citations (12)

2004

16. Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?
    Journal of Financial Stability, 2004, 1, (1), 111-135 View citations (19)
17. What drives housing price dynamics: cross-country evidence
    BIS Quarterly Review, 2004 View citations (209)

2003

18. Investors' attitude towards risk: what can we learn from options?
    BIS Quarterly Review, 2003 View citations (20)

2002

19. L’euro sur les marchés financiers internationaux: bilan
    Revue d'Économie Financière, 2002, 68, (4), 329-342

2001

20. Is there a "Nasdaq effect" in emerging equity markets?
    BIS Quarterly Review, 2001

2000

21. Hedge funds
    BIS Quarterly Review, 2000 View citations (1)

Books

2022

1. The monetary-fiscal policy nexus in the wake of the pandemic
   BIS Papers, Bank for International Settlements View citations (2)
   See also Chapter The monetary-fiscal policy nexus in the wake of the pandemic, BIS Papers chapters, Bank for International Settlements (2022) View citations (2) (2022)

Edited books

2004

1. Market Discipline Across Countries and Industries, vol 1
   MIT Press Books, The MIT Press View citations (8)

Chapters

2022

1. The monetary-fiscal policy nexus in the wake of the pandemic
   A chapter in The monetary-fiscal policy nexus in the wake of the pandemic, 2022, vol. 122, pp 1-25 View citations (2)
   See also Book The monetary-fiscal policy nexus in the wake of the pandemic, Bank for International Settlements (2022) View citations (2) (2022)

2013

2. Can We Identify the Financial Cycle?
   Chapter 7 in The Role of Central Banks in Financial Stability How Has It Changed?, 2013, pp 131-156 View citations (3)

2005

3. Assessing the predictive power of measures of financial conditions for macroeconomic variables
   A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 228-52 View citations (72)
4. Investigating the relationship between the financial and real economy
   A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 1-4 View citations (19)