Details about Dimitrios Panayotis Tsomocos
Access statistics for papers by Dimitrios Panayotis Tsomocos.
Last updated 2024-12-06. Update your information in the RePEc Author Service.
Short-id: pts27
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Working Papers
2024
- Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy
Tinbergen Institute Discussion Papers, Tinbergen Institute 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021) View citations (1)
- Navigating the Digital Frontier: Unraveling the Impact of Bank Technology Innovations on Idiosyncratic and Systemic Risks
NBP Working Papers, Narodowy Bank Polski
2023
- Bank Credit, Inflation, and Default Risks over an Infinite Horizon
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023) View citations (1)
See also Journal Article Bank credit, inflation, and default risks over an infinite horizon, Journal of Financial Stability, Elsevier (2023) View citations (1) (2023)
- Financial and real effects of pandemic credit policies: an application to Chile
Working Papers Central Bank of Chile, Central Bank of Chile
- Support for small businesses amid COVID‐19
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6) Tinbergen Institute Discussion Papers, Tinbergen Institute (2021) View citations (5)
See also Journal Article Support for small businesses amid COVID‐19, Economica, London School of Economics and Political Science (2023) View citations (2) (2023)
2022
- Ideas, idea processing, and TFP growth in the US: 1899 to 2019
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
2020
- Commodity Cycles and Financial Instability in Emerging Economies
Bank of Russia Working Paper Series, Bank of Russia View citations (4)
See also Journal Article Commodity cycles and financial instability in emerging economies, Annals of Finance, Springer (2024) (2024)
- Optimal Bank Regulation In the Presence of Credit and Run-Risk
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (8)
See also Journal Article Optimal Bank Regulation in the Presence of Credit and Run Risk, Journal of Political Economy, University of Chicago Press (2024) View citations (2) (2024)
2016
- Why macropru can end up being procyclical
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
2015
- A reconsideration of Minsky’s financial instabilityhypothesis
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (23)
See also Journal Article A Reconsideration of Minsky's Financial Instability Hypothesis, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (31) (2015)
- How does macroprudential regulation change bank credit supply?
2015 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (50)
- On Default and Uniqueness of Monetary Equilibria
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Journal Article On default and uniqueness of monetary equilibria, Economic Theory, Springer (2016) View citations (4) (2016)
2014
- Debt Deflation Effects of Monetary Policy
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Chapter Debt deflation effects of monetary policy, Chapters, Edward Elgar Publishing (2019) (2019) Journal Article Debt deflation effects of monetary policy, Journal of Financial Stability, Elsevier (2015) View citations (3) (2015)
2013
- Macro-Modelling, Default and Money
FMG Special Papers, Financial Markets Group
- Monetary Transaction Costs and the Term Premium
IMF Working Papers, International Monetary Fund View citations (1)
See also Journal Article Monetary transaction costs and the term premium, Economic Theory, Springer (2015) View citations (1) (2015) Chapter Monetary transaction costs and the term premium, Chapters, Edward Elgar Publishing (2019) (2019)
2012
- Financial Regulation in General Equilibrium
Working papers, Banque de France View citations (76)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (78) FMG Discussion Papers, Financial Markets Group (2012) View citations (47)
See also Chapter FINANCIAL REGULATION IN GENERAL EQUILIBRIUM, Chapters, Edward Elgar Publishing (2019) View citations (4) (2019)
- Liquidity effects on asset prices, financial stability and economic resilience
2012 Meeting Papers, Society for Economic Dynamics View citations (1)
- Measures of Systemic Risk and Financial Fragility in Korea
Working Papers, Economic Research Institute, Bank of Korea View citations (1)
See also Journal Article Measures of systemic risk and financial fragility in Korea, Annals of Finance, Springer (2013) View citations (19) (2013)
2011
- Minsky’s Financial Instability Hypothesis and the Leverage Cycle
FMG Special Papers, Financial Markets Group
- The Role of Default in Macroeconomics
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (14)
2010
- Modelling a Housing and Mortgage Crisis
FMG Discussion Papers, Financial Markets Group View citations (1)
Also in Working Papers Central Bank of Chile, Central Bank of Chile (2009) 
See also Chapter Modeling a Housing and Mortgage Crisis, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) View citations (1) (2011)
- Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) View citations (10) PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (6) Post-Print, HAL (2010) View citations (6) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (7) Post-Print, HAL (2010) View citations (9)
See also Journal Article Nominal uniqueness and money non-neutrality in the limit-price exchange process, Economic Theory, Springer (2010) View citations (10) (2010)
- On Dividend Restrictions and the Collapse of the Interbank Market
FMG Discussion Papers, Financial Markets Group View citations (6)
See also Journal Article On dividend restrictions and the collapse of the interbank market, Annals of Finance, Springer (2010) View citations (19) (2010)
2009
- Analysis of Monetary Policy and Financial Stability: A New Paradigm
CESifo Working Paper Series, CESifo View citations (37)
2008
- Liquidity and Asset Prices
OFRC Working Papers Series, Oxford Financial Research Centre View citations (1)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2008) View citations (1)
- Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework
Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) View citations (4)
See also Journal Article Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework, Annals of Finance, Springer (2010) View citations (6) (2010)
- The Optimal Monetary Instrument for Prudential Purposes
Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
Also in FMG Discussion Papers, Financial Markets Group (2008) View citations (5) OFRC Working Papers Series, Oxford Financial Research Centre (2008) View citations (3)
See also Journal Article The optimal monetary instrument for prudential purposes, Journal of Financial Stability, Elsevier (2011) View citations (10) (2011)
2007
- Analysis of Financial Stability
FMG Special Papers, Financial Markets Group 
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2007) View citations (6) Economics Series Working Papers, University of Oxford, Department of Economics (2007) View citations (3)
- Endogenous State Prices, Liquidity, Default, and the Yield Curve
OFRC Working Papers Series, Oxford Financial Research Centre 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)  Economics Series Working Papers, University of Oxford, Department of Economics (2007)  OFRC Working Papers Series, Oxford Financial Research Centre (2006)  FMG Discussion Papers, Financial Markets Group (2007)
2006
- Banks, Relative Performance, and Sequential Contagion
Economics Series Working Papers, University of Oxford, Department of Economics
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) 
See also Journal Article Banks, relative performance, and sequential contagion, Economic Theory, Springer (2007) View citations (7) (2007)
- Evaluation of macroeconomic models for financial stability analysis
Working Paper Series, Department of Economics, Norwegian University of Science and Technology View citations (17)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (10) Working Paper, Norges Bank (2006) View citations (18) OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (16)
See also Chapter Evaluation of Macroeconomic Models for Financial Stability Analysis, Chapters, Edward Elgar Publishing (2012) (2012)
- Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria
OFRC Working Papers Series, Oxford Financial Research Centre 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) 
See also Journal Article Generic determinacy and money non-neutrality of international monetary equilibria, Journal of Mathematical Economics, Elsevier (2008) View citations (18) (2008)
- Searching for a Metric for Financial Stability
FMG Special Papers, Financial Markets Group 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (19) OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (24)
- Towards a Measure of Financial Fragility
OFRC Working Papers Series, Oxford Financial Research Centre View citations (3)
Also in FMG Discussion Papers, Financial Markets Group (2006) View citations (5) Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (3) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (3)
See also Journal Article Towards a measure of financial fragility, Annals of Finance, Springer (2007) View citations (13) (2007)
2005
- A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games
OFRC Working Papers Series, Oxford Financial Research Centre 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005)
See also Journal Article A NECESSARY AND SUFFICIENT CONDITION FOR CONVERGENCE OF STATISTICAL TO STRATEGIC EQUILIBRIA OF MARKET GAMES, International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd. (2009) (2009)
- Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy
Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2005) View citations (1)
- On Modelling Endogenous Default
Economics Series Working Papers, University of Oxford, Department of Economics View citations (6)
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2005) View citations (5) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (6) FMG Discussion Papers, Financial Markets Group (2005) View citations (4)
See also Chapter On Modelling Endogenous Default, Chapters, Edward Elgar Publishing (2012) (2012)
2004
- A Model to Analyse Financial Fragility: Applications
OFRC Working Papers Series, Oxford Financial Research Centre View citations (70)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (63) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (56)
See also Journal Article A model to analyse financial fragility: applications, Journal of Financial Stability, Elsevier (2004) View citations (63) (2004)
- A Risk Assessment Model for Banks
OFRC Working Papers Series, Oxford Financial Research Centre View citations (6)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (1)
See also Journal Article A risk assessment model for banks, Annals of Finance, Springer (2005) View citations (65) (2005)
- A Time Series Analysis of Financial Fragility in the UK Banking System
OFRC Working Papers Series, Oxford Financial Research Centre View citations (7)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (3) Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (3)
See also Journal Article A Time Series Analysis of Financial Fragility in the UK Banking System, Annals of Finance, Springer (2006) View citations (21) (2006)
- A model to analyse financial fragility
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (63)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (9) OFRC Working Papers Series, Oxford Financial Research Centre (2003) View citations (25)
See also Journal Article A model to analyse financial fragility, Economic Theory, Springer (2006) View citations (127) (2006)
- Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
OFRC Working Papers Series, Oxford Financial Research Centre View citations (25)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (26) Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (6)
- Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations
Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)
Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations (3) OFRC Working Papers Series, Oxford Financial Research Centre (2004) View citations (4)
2003
- E-Barter vs. Fiat Money: Will Central Banks Survive?
OFRC Working Papers Series, Oxford Financial Research Centre 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003)
- E-barter versus fiat money: will central banks survive?
Bank of England working papers, Bank of England View citations (2)
- Equilibrium Analysis, Banking and Financial Instability
OFRC Working Papers Series, Oxford Financial Research Centre View citations (85)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (1)
See also Journal Article Equilibrium analysis, banking and financial instability, Journal of Mathematical Economics, Elsevier (2003) View citations (82) (2003) Chapter Equilibrium Analysis, Banking and Financial Instability, Chapters, Edward Elgar Publishing (2012) (2012)
- Equilibrium Analysis, Banking, Contagion and Financial Fragility
OFRC Working Papers Series, Oxford Financial Research Centre View citations (58)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (50) Bank of England working papers, Bank of England (2003) View citations (61) FMG Discussion Papers, Financial Markets Group (2003) View citations (35)
- Procyclicality and the new Basel Accord - Banks' choice of loan rating system
OFRC Working Papers Series, Oxford Financial Research Centre View citations (32)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (21) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (39) FMG Discussion Papers, Financial Markets Group (2003) View citations (9) Bank of England working papers, Bank of England (2003) View citations (49)
See also Journal Article Procyclicality and the new Basel Accord - banks’ choice of loan rating system, Economic Theory, Springer (2005) View citations (80) (2005)
2001
- International Finance in General Equilibrium
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 
See also Journal Article International finance in general equilibrium, Research in Economics, Elsevier (2002) View citations (18) (2002)
1994
- Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans
Working Papers, Columbia - Graduate School of Business View citations (1)
See also Journal Article Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans, Economics Letters, Elsevier (1995) View citations (3) (1995)
1993
- A Strategic Market Game with Seigniorage Costs of Fiat Money
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
See also Journal Article A strategic market game with seigniorage costs of Fiat money, Economic Theory, Springer (2002) View citations (2) (2002)
1990
- A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
Journal Articles
2024
- Commodity cycles and financial instability in emerging economies
Annals of Finance, 2024, 20, (2), 167-197 
See also Working Paper Commodity Cycles and Financial Instability in Emerging Economies, Bank of Russia Working Paper Series (2020) View citations (4) (2020)
- Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?
Journal of International Money and Finance, 2024, 141, (C)
- On bankruptcy in general equilibrium with uncertainty
Journal of Economic Theory, 2024, 218, (C)
- Optimal Bank Regulation in the Presence of Credit and Run Risk
Journal of Political Economy, 2024, 132, (3), 772 - 823 View citations (2)
See also Working Paper Optimal Bank Regulation In the Presence of Credit and Run-Risk, NBER Working Papers (2020) View citations (13) (2020)
2023
- Bank credit, inflation, and default risks over an infinite horizon
Journal of Financial Stability, 2023, 67, (C) View citations (1)
See also Working Paper Bank Credit, Inflation, and Default Risks over an Infinite Horizon, CEPR Discussion Papers (2023) (2023)
- Bank resolution mechanisms revisited: Towards a new era of restructuring
Journal of Financial Stability, 2023, 67, (C) View citations (1)
- Support for small businesses amid COVID‐19
Economica, 2023, 90, (358), 612-652 View citations (2)
See also Working Paper Support for small businesses amid COVID‐19, LSE Research Online Documents on Economics (2023) (2023)
2022
- A computable general equilibrium model as a banking sector regulatory tool in South Africa
South African Journal of Economics, 2022, 90, (1), 93-120 View citations (1)
- Default and determinacy under quantitative easing
Economic Theory, 2022, 74, (1), 95-111
2020
- A computable general equilibrium model for banking sector risk assessment in South Africa
Annals of Finance, 2020, 16, (2), 195-218 View citations (2)
- Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile
Latin American Journal of Central Banking (previously Monetaria), 2020, 1, (1) View citations (6)
2019
- Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation
Russian Journal of Money and Finance, 2019, 78, (3), 3-37 View citations (4)
2018
- Debt Overhang and Monetary Policy in Czech Republic
HSE Economic Journal, 2018, 22, (3), 460-479
- Debt, recovery rates and the Greek dilemma
Journal of Financial Stability, 2018, 36, (C), 265-278 View citations (7)
See also Chapter Debt, recovery rates and the Greek dilemma, Chapters, 2019, 313-326 (2019) (2019)
- Liquidity and default in an exchange economy
Journal of Financial Stability, 2018, 35, (C), 192-214 View citations (11)
See also Chapter Liquidity and default in an exchange economy, Chapters, 2019, 201-223 (2019) (2019)
2017
- How Investment Opportunities Affect Optimal Capital Structure
Journal of Applied Corporate Finance, 2017, 29, (4), 112-124
2016
- On default and uniqueness of monetary equilibria
Economic Theory, 2016, 62, (1), 245-264 View citations (4)
See also Working Paper On Default and Uniqueness of Monetary Equilibria, Finance and Economics Discussion Series (2015) View citations (1) (2015)
2015
- A Reconsideration of Minsky's Financial Instability Hypothesis
Journal of Money, Credit and Banking, 2015, 47, (5), 931-973 View citations (31)
See also Working Paper A reconsideration of Minsky’s financial instabilityhypothesis, LSE Research Online Documents on Economics (2015) View citations (23) (2015)
- Debt deflation effects of monetary policy
Journal of Financial Stability, 2015, 21, (C), 81-94 View citations (3)
See also Chapter Debt deflation effects of monetary policy, Chapters, 2019, 245-258 (2019) (2019) Working Paper Debt Deflation Effects of Monetary Policy, Finance and Economics Discussion Series (2014) View citations (1) (2014)
- International monetary equilibrium with default
Journal of Mathematical Economics, 2015, 56, (C), 47-57 View citations (18)
See also Chapter International monetary equilibrium with default, Chapters, 2019, 259-269 (2019) (2019)
- Monetary transaction costs and the term premium
Economic Theory, 2015, 59, (2), 355-375 View citations (1)
See also Working Paper Monetary Transaction Costs and the Term Premium, IMF Working Papers (2013) View citations (1) (2013) Chapter Monetary transaction costs and the term premium, Chapters, 2019, 224-244 (2019) (2019)
2014
- Analýza všeobecné rovnováhy pro český finanční trh a model finanční křehkosti
(General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model)
Politická ekonomie, 2014, 2014, (4), 437-458 View citations (1)
- Edward M. Feasel, Japan's Aid: Lessons for Economic Growth, Development and Political Economy
Journal of Economics and Political Economy, 2014, 1, (2), 373-376 
Also in EconStor Open Access Articles and Book Chapters, 2014, 1, (2), 373-376 (2014)
- Principles for macroprudential regulation
Financial Stability Review, 2014, (18), 173-182 View citations (3)
See also Chapter Principles for macroprudential regulation, Chapters, 2019, 1-9 (2019) (2019)
2013
- An Integrated Framework for Analyzing Multiple Financial Regulations
International Journal of Central Banking, 2013, 9, (1), 109-144 View citations (55)
- Global Imbalances and Taxing Capital Flows
International Journal of Central Banking, 2013, 9, (2), 13-44 View citations (5)
See also Chapter Global Imbalances and Taxing Capital Flows, Chapters, 2019, 270-301 (2019) View citations (1) (2019)
- Measures of systemic risk and financial fragility in Korea
Annals of Finance, 2013, 9, (4), 757-786 View citations (19)
See also Working Paper Measures of Systemic Risk and Financial Fragility in Korea, Working Papers (2012) View citations (1) (2012)
2011
- The Mayekawa Lecture: The Role of Default in Macroeconomics
Monetary and Economic Studies, 2011, 29, 49-72 View citations (7)
- The optimal monetary instrument for prudential purposes
Journal of Financial Stability, 2011, 7, (2), 70-77 View citations (10)
See also Working Paper The Optimal Monetary Instrument for Prudential Purposes, Economics Series Working Papers (2008) View citations (3) (2008)
2010
- Nominal uniqueness and money non-neutrality in the limit-price exchange process
Economic Theory, 2010, 45, (1), 303-348 View citations (10)
See also Working Paper Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2010) View citations (8) (2010)
- On dividend restrictions and the collapse of the interbank market
Annals of Finance, 2010, 6, (4), 455-473 View citations (19)
See also Working Paper On Dividend Restrictions and the Collapse of the Interbank Market, FMG Discussion Papers (2010) View citations (6) (2010)
- Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
Annals of Finance, 2010, 6, (1), 33-49 View citations (6)
See also Working Paper Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework, Economics Series Working Papers (2008) View citations (1) (2008)
2009
- A NECESSARY AND SUFFICIENT CONDITION FOR CONVERGENCE OF STATISTICAL TO STRATEGIC EQUILIBRIA OF MARKET GAMES
International Game Theory Review (IGTR), 2009, 11, (04), 479-489 
See also Working Paper A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games, OFRC Working Papers Series (2005) (2005)
- State prices, liquidity, and default
Economic Theory, 2009, 39, (2), 177-194 View citations (14)
2008
- Generic determinacy and money non-neutrality of international monetary equilibria
Journal of Mathematical Economics, 2008, 44, (7-8), 866-887 View citations (18)
See also Working Paper Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria, OFRC Working Papers Series (2006) (2006)
2007
- Banks, relative performance, and sequential contagion
Economic Theory, 2007, 32, (2), 381-398 View citations (7)
Also in Economic Theory, 2007, 33, (3), 601-601 (2007) View citations (7)
See also Working Paper Banks, Relative Performance, and Sequential Contagion, Economics Series Working Papers (2006) (2006)
- Financial stability: theory and applications
Annals of Finance, 2007, 3, (1), 1-4 View citations (1)
- Towards a measure of financial fragility
Annals of Finance, 2007, 3, (1), 37-74 View citations (13)
See also Working Paper Towards a Measure of Financial Fragility, OFRC Working Papers Series (2006) View citations (3) (2006)
2006
- A Time Series Analysis of Financial Fragility in the UK Banking System
Annals of Finance, 2006, 2, (1), 1-21 View citations (21)
See also Working Paper A Time Series Analysis of Financial Fragility in the UK Banking System, OFRC Working Papers Series (2004) View citations (7) (2004)
- A model to analyse financial fragility
Economic Theory, 2006, 27, (1), 107-142 View citations (127)
See also Working Paper A model to analyse financial fragility, LSE Research Online Documents on Economics (2004) View citations (63) (2004)
2005
- A risk assessment model for banks
Annals of Finance, 2005, 1, (2), 197-224 View citations (65)
See also Working Paper A Risk Assessment Model for Banks, OFRC Working Papers Series (2004) View citations (6) (2004)
- Procyclicality and the new Basel Accord - banks’ choice of loan rating system
Economic Theory, 2005, 26, (3), 537-557 View citations (80)
Also in Conference Series ; [Proceedings], 2002 (2002) View citations (12)
See also Working Paper Procyclicality and the new Basel Accord - Banks' choice of loan rating system, OFRC Working Papers Series (2003) View citations (32) (2003)
2004
- A model to analyse financial fragility: applications
Journal of Financial Stability, 2004, 1, (1), 1-30 View citations (63)
See also Working Paper A Model to Analyse Financial Fragility: Applications, OFRC Working Papers Series (2004) View citations (70) (2004)
2003
- Equilibrium analysis, banking and financial instability
Journal of Mathematical Economics, 2003, 39, (5-6), 619-655 View citations (82)
See also Chapter Equilibrium Analysis, Banking and Financial Instability, Chapters, 2012, 61-97 (2012) (2012) Working Paper Equilibrium Analysis, Banking and Financial Instability, OFRC Working Papers Series (2003) View citations (85) (2003)
2002
- International finance in general equilibrium
Research in Economics, 2002, 56, (1), 85-142 View citations (18)
See also Working Paper International Finance in General Equilibrium, Cowles Foundation Discussion Papers (2001) (2001)
2001
- A strategic market game with seigniorage costs of Fiat money
Economic Theory, 2002, 19, (1), 187-201 View citations (2)
See also Working Paper A Strategic Market Game with Seigniorage Costs of Fiat Money, Cowles Foundation Discussion Papers (1993) View citations (3) (1993)
1995
- Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
Economics Letters, 1995, 48, (3-4), 379-388 View citations (3)
See also Working Paper Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans, Working Papers (1994) View citations (1) (1994)
1992
- A strategic market game with a mutual bank with fractional reserves and redemption in gold
Journal of Economics, 1992, 55, (2), 123-150 View citations (47)
Books
2019
- Financial Regulation and Stability
Books, Edward Elgar Publishing
2017
- New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues
SUERF Studies, SUERF - The European Money and Finance Forum
2012
- Financial Stability in Practice
Books, Edward Elgar Publishing
- The Challenge of Financial Stability
Books, Edward Elgar Publishing
Chapters
2019
- A Reconsideration of Minsky’s Financial Instability Hypothesis
Chapter 6 in Financial Regulation and Stability, 2019, pp 158-200
- Debt deflation effects of monetary policy
Chapter 9 in Financial Regulation and Stability, 2019, pp 245-258 
See also Working Paper Debt Deflation Effects of Monetary Policy, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (1) (2014) Journal Article Debt deflation effects of monetary policy, Elsevier (2015) View citations (3) (2015)
- Debt, recovery rates and the Greek dilemma
Chapter 13 in Financial Regulation and Stability, 2019, pp 313-326 
See also Journal Article Debt, recovery rates and the Greek dilemma, Elsevier (2018) View citations (7) (2018)
- FINANCIAL REGULATION IN GENERAL EQUILIBRIUM
Chapter 3 in Financial Regulation and Stability, 2019, pp 27-77 View citations (4)
See also Working Paper Financial Regulation in General Equilibrium, Banque de France (2012) View citations (76) (2012)
- Global Imbalances and Taxing Capital Flows
Chapter 11 in Financial Regulation and Stability, 2019, pp 270-301 View citations (1)
See also Journal Article Global Imbalances and Taxing Capital Flows, International Journal of Central Banking (2013) View citations (5) (2013)
- International Monetary Regimes
Chapter 12 in Financial Regulation and Stability, 2019, pp 302-312 View citations (1)
- International monetary equilibrium with default
Chapter 10 in Financial Regulation and Stability, 2019, pp 259-269 
See also Journal Article International monetary equilibrium with default, Elsevier (2015) View citations (18) (2015)
- Liquidity and default in an exchange economy
Chapter 7 in Financial Regulation and Stability, 2019, pp 201-223 
See also Journal Article Liquidity and default in an exchange economy, Elsevier (2018) View citations (11) (2018)
- Monetary transaction costs and the term premium
Chapter 8 in Financial Regulation and Stability, 2019, pp 224-244 
See also Journal Article Monetary transaction costs and the term premium, Springer (2015) View citations (1) (2015) Working Paper Monetary Transaction Costs and the Term Premium, International Monetary Fund (2013) View citations (1) (2013)
- Principles for macroprudential regulation
Chapter 1 in Financial Regulation and Stability, 2019, pp 1-9 
See also Journal Article Principles for macroprudential regulation, Banque de France (2014) View citations (3) (2014)
- The Lender of Last Resort in a General Equilibrium Framework
Chapter 5 in Financial Regulation and Stability, 2019, pp 113-157
2012
- Conclusion
Chapter 15 in The Challenge of Financial Stability, 2012, pp 353-360
- Equilibrium Analysis, Banking and Financial Instability
Chapter 4 in The Challenge of Financial Stability, 2012, pp 61-97 
See also Journal Article Equilibrium analysis, banking and financial instability, Elsevier (2003) View citations (82) (2003) Working Paper Equilibrium Analysis, Banking and Financial Instability, Oxford Financial Research Centre (2003) View citations (85) (2003)
- Evaluation of Macroeconomic Models for Financial Stability Analysis
Chapter 3 in The Challenge of Financial Stability, 2012, pp 32-58 
See also Working Paper Evaluation of macroeconomic models for financial stability analysis, Department of Economics, Norwegian University of Science and Technology (2006) View citations (17) (2006)
- Introduction
Chapter 1 in The Challenge of Financial Stability, 2012, pp 1-4
- On Modelling Endogenous Default
Chapter 6 in The Challenge of Financial Stability, 2012, pp 134-152 
See also Working Paper On Modelling Endogenous Default, University of Oxford, Department of Economics (2005) View citations (6) (2005)
2011
- Modeling a Housing and Mortgage Crisis
Chapter 08 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 215-253 View citations (1)
See also Working Paper Modelling a Housing and Mortgage Crisis, Financial Markets Group (2010) View citations (1) (2010)
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