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Details about Kostas Tsatsaronis

E-mail:
Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Kostas Tsatsaronis.

Last updated 2018-05-23. Update your information in the RePEc Author Service.

Short-id: pts138


Jump to Journal Articles Edited books Chapters

Working Papers

2017

  1. Bank business models: popularity and performance
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)

2012

  1. Characterising the financial cycle: don't lose sight of the medium term!
    BIS Working Papers, Bank for International Settlements Downloads View citations (125)
  2. Stress-testing macro stress testing: does it live up to expectations?
    BIS Working Papers, Bank for International Settlements Downloads View citations (29)
    See also Journal Article in Journal of Financial Stability (2014)

2011

  1. Anchoring countercyclical capital buffers: the role of credit aggregates
    BIS Working Papers, Bank for International Settlements Downloads View citations (204)
    See also Journal Article in International Journal of Central Banking (2011)

2010

  1. Attributing systemic risk to individual institutions
    BIS Working Papers, Bank for International Settlements Downloads View citations (90)

2008

  1. Estimating hedge fund leverage
    BIS Working Papers, Bank for International Settlements Downloads View citations (10)
  2. External support and bank behaviour in the international syndicated loan market
    BIS Working Papers, Bank for International Settlements Downloads

2006

  1. Risk in financial reporting: status, challenges and suggested directions
    BIS Working Papers, Bank for International Settlements Downloads View citations (4)

2005

  1. Accounting, prudential regulation and financial stability: elements of a synthesis
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)

2003

  1. The cost of barriers to entry: evidence from the market for corporate euro bond underwriting
    BIS Working Papers, Bank for International Settlements Downloads View citations (31)

2001

  1. The impact of the euro on Europe's financial markets
    BIS Working Papers, Bank for International Settlements Downloads View citations (63)

1997

  1. 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 Downloads View citations (30)
    Also in BIS Working Papers, Bank for International Settlements (1997) Downloads View citations (13)

Journal Articles

2016

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

2014

  1. Bank business models
    BIS Quarterly Review, 2014 Downloads View citations (23)
  2. Financial structure and growth
    BIS Quarterly Review, 2014 Downloads View citations (30)
  3. Residential property price statistics across the globe
    BIS Quarterly Review, 2014 Downloads View citations (15)
  4. Stress-testing macro stress testing: Does it live up to expectations?
    Journal of Financial Stability, 2014, 12, (C), 3-15 Downloads View citations (31)
    See also Working Paper (2012)
  5. The credit-to-GDP gap and countercyclical capital buffers: questions and answers
    BIS Quarterly Review, 2014 Downloads View citations (67)

2013

  1. Financial conditions and economic activity: a statistical approach
    BIS Quarterly Review, 2013 Downloads View citations (3)

2012

  1. Bank stock returns, leverage and the business cycle
    BIS Quarterly Review, 2012 Downloads View citations (9)
  2. 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 Downloads View citations (2)

2011

  1. Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates
    International Journal of Central Banking, 2011, 7, (4), 189-240 Downloads View citations (215)
    See also Working Paper (2011)

2009

  1. The systemic importance of financial institutions
    BIS Quarterly Review, 2009 Downloads View citations (58)

2008

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

2006

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

2005

  1. Time-varying exposures and leverage in hedge funds
    BIS Quarterly Review, 2005 Downloads View citations (9)

2004

  1. Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?
    Journal of Financial Stability, 2004, 1, (1), 111-135 Downloads View citations (14)
  2. What drives housing price dynamics: cross-country evidence
    BIS Quarterly Review, 2004 Downloads View citations (95)

2003

  1. Investors' attitude towards risk: what can we learn from options?
    BIS Quarterly Review, 2003 Downloads View citations (4)

2002

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

2001

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

2000

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

Edited books

2004

  1. Market Discipline Across Countries and Industries, vol 1
    MIT Press Books, The MIT Press View citations (4)

Chapters

2013

  1. 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 Downloads

2005

  1. 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 Downloads View citations (23)
  2. 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 Downloads View citations (1)
 
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