Details about Dimitrios Panayotis Tsomocos

Homepage:	http://www.sbs.ox.ac.uk/faculty/Tsomocos+Dimitrios/Tsomocos+Dimitrios.htm
Phone:	+44-1865-288 932
Postal address:	OX1 1HP
Workplace:	Saïd Business School, Oxford University, (more information at EDIRC)

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

1. Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
2. Navigating the Digital Frontier: Unraveling the Impact of Bank Technology Innovations on Idiosyncratic and Systemic Risks
   NBP Working Papers, Narodowy Bank Polski

2023

3. 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)
4. Financial and real effects of pandemic credit policies: an application to Chile
   Working Papers Central Bank of Chile, Central Bank of Chile
5. Support for small businesses amid COVID‐19
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2021) View citations (5)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6)
   See also Journal Article Support for small businesses amid COVID‐19, Economica, London School of Economics and Political Science (2023) View citations (3) (2023)

2022

6. 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

7. 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)
8. 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

9. 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

10. 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)
11. 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)
12. 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

13. 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 Journal Article Debt deflation effects of monetary policy, Journal of Financial Stability, Elsevier (2015) View citations (3) (2015)
    Chapter Debt deflation effects of monetary policy, Chapters, Edward Elgar Publishing (2019) (2019)

2013

14. Macro-Modelling, Default and Money
    FMG Special Papers, Financial Markets Group
15. Monetary Transaction Costs and the Term Premium
    IMF Working Papers, International Monetary Fund View citations (1)
    See also Chapter Monetary transaction costs and the term premium, Chapters, Edward Elgar Publishing (2019) (2019)
    Journal Article Monetary transaction costs and the term premium, Economic Theory, Springer (2015) View citations (1) (2015)

2012

16. Financial Regulation in General Equilibrium
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (78)
    Also in FMG Discussion Papers, Financial Markets Group (2012) View citations (47)
    Working papers, Banque de France (2012) View citations (76)
    See also Chapter FINANCIAL REGULATION IN GENERAL EQUILIBRIUM, Chapters, Edward Elgar Publishing (2019) View citations (4) (2019)
17. Liquidity effects on asset prices, financial stability and economic resilience
    2012 Meeting Papers, Society for Economic Dynamics View citations (1)
18. 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

19. Minsky’s Financial Instability Hypothesis and the Leverage Cycle
    FMG Special Papers, Financial Markets Group
20. The Role of Default in Macroeconomics
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (14)

2010

21. 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)
22. Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process
    Post-Print, HAL View citations (9)
    Also in 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 (8)
    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)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (7)
    See also Journal Article Nominal uniqueness and money non-neutrality in the limit-price exchange process, Economic Theory, Springer (2010) View citations (10) (2010)
23. 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

24. Analysis of Monetary Policy and Financial Stability: A New Paradigm
    CESifo Working Paper Series, CESifo View citations (37)

2008

25. 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)
26. 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)
27. 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

28. Analysis of Financial Stability
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (6)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2007) View citations (3)
    FMG Special Papers, Financial Markets Group (2007)
29. Endogenous State Prices, Liquidity, Default, and the Yield Curve
    OFRC Working Papers Series, Oxford Financial Research Centre
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006)
    FMG Discussion Papers, Financial Markets Group (2007)
    Economics Series Working Papers, University of Oxford, Department of Economics (2007)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)

2006

30. 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)
31. Evaluation of macroeconomic models for financial stability analysis
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (16)
    Also in Working Paper Series, Department of Economics, Norwegian University of Science and Technology (2006) View citations (17)
    Working Paper, Norges Bank (2006) View citations (18)
    Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (10)
    See also Chapter Evaluation of Macroeconomic Models for Financial Stability Analysis, Chapters, Edward Elgar Publishing (2012) (2012)
32. 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)
33. Searching for a Metric for Financial Stability
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (19)
    Also in FMG Special Papers, Financial Markets Group (2006)
    OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (24)
34. Towards a Measure of Financial Fragility
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (3)
    FMG Discussion Papers, Financial Markets Group (2006) View citations (5)
    Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (3)
    See also Journal Article Towards a measure of financial fragility, Annals of Finance, Springer (2007) View citations (13) (2007)

2005

35. A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games
    Economics Series Working Papers, University of Oxford, Department of Economics
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (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)
36. 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)
37. On Modelling Endogenous Default
    FMG Discussion Papers, Financial Markets Group View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (6)
    Economics Series Working Papers, University of Oxford, Department of Economics (2005) View citations (6)
    OFRC Working Papers Series, Oxford Financial Research Centre (2005) View citations (5)
    See also Chapter On Modelling Endogenous Default, Chapters, Edward Elgar Publishing (2012) (2012)

2004

38. A Model to Analyse Financial Fragility: Applications
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (63)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2004) View citations (70)
    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)
39. 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)
40. A Time Series Analysis of Financial Fragility in the UK Banking System
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (3)
    OFRC Working Papers Series, Oxford Financial Research Centre (2004) View citations (7)
    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)
41. 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 (128) (2006)
42. Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (25)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (6)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (26)
43. Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (4)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations (3)
    Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (1)

2003

44. 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)
45. E-barter versus fiat money: will central banks survive?
    Bank of England working papers, Bank of England View citations (2)
46. 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 Chapter Equilibrium Analysis, Banking and Financial Instability, Chapters, Edward Elgar Publishing (2012) (2012)
    Journal Article Equilibrium analysis, banking and financial instability, Journal of Mathematical Economics, Elsevier (2003) View citations (82) (2003)
47. Equilibrium Analysis, Banking, Contagion and Financial Fragility
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (58)
    Also in Bank of England working papers, Bank of England (2003) View citations (61)
    FMG Discussion Papers, Financial Markets Group (2003) View citations (35)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (50)
48. 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)
    FMG Discussion Papers, Financial Markets Group (2003) View citations (9)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (39)
    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

49. 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

50. 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

51. 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

52. 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

1. 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)
2. Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?
   Journal of International Money and Finance, 2024, 141, (C)
3. On bankruptcy in general equilibrium with uncertainty
   Journal of Economic Theory, 2024, 218, (C)
4. 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

5. 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)
6. Bank resolution mechanisms revisited: Towards a new era of restructuring
   Journal of Financial Stability, 2023, 67, (C) View citations (2)
7. Support for small businesses amid COVID‐19
   Economica, 2023, 90, (358), 612-652 View citations (3)
   See also Working Paper Support for small businesses amid COVID‐19, LSE Research Online Documents on Economics (2023) View citations (1) (2023)

2022

8. 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)
9. Default and determinacy under quantitative easing
   Economic Theory, 2022, 74, (1), 95-111

2020

10. A computable general equilibrium model for banking sector risk assessment in South Africa
    Annals of Finance, 2020, 16, (2), 195-218 View citations (2)
11. 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

12. 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

13. Debt Overhang and Monetary Policy in Czech Republic
    HSE Economic Journal, 2018, 22, (3), 460-479
14. 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)
15. 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

16. How Investment Opportunities Affect Optimal Capital Structure
    Journal of Applied Corporate Finance, 2017, 29, (4), 112-124

2016

17. 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

18. 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)
19. Debt deflation effects of monetary policy
    Journal of Financial Stability, 2015, 21, (C), 81-94 View citations (3)
    See also Working Paper Debt Deflation Effects of Monetary Policy, Finance and Economics Discussion Series (2014) View citations (1) (2014)
    Chapter Debt deflation effects of monetary policy, Chapters, 2019, 245-258 (2019) (2019)
20. 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)
21. 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

22. 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)
23. 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)
24. 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

25. An Integrated Framework for Analyzing Multiple Financial Regulations
    International Journal of Central Banking, 2013, 9, (1), 109-144 View citations (55)
26. 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)
27. 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

28. The Mayekawa Lecture: The Role of Default in Macroeconomics
    Monetary and Economic Studies, 2011, 29, 49-72 View citations (7)
29. 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

30. 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, Post-Print (2010) View citations (9) (2010)
31. 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)
32. 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

33. 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, Economics Series Working Papers (2005) (2005)
34. State prices, liquidity, and default
    Economic Theory, 2009, 39, (2), 177-194 View citations (14)

2008

35. 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

36. 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)
37. Financial stability: theory and applications
    Annals of Finance, 2007, 3, (1), 1-4 View citations (1)
38. 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

39. 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, Economics Series Working Papers (2004) View citations (3) (2004)
40. A model to analyse financial fragility
    Economic Theory, 2006, 27, (1), 107-142 View citations (128)
    See also Working Paper A model to analyse financial fragility, LSE Research Online Documents on Economics (2004) View citations (63) (2004)

2005

41. 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)
42. 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

43. 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, Economics Series Working Papers (2004) View citations (63) (2004)

2003

44. Equilibrium analysis, banking and financial instability
    Journal of Mathematical Economics, 2003, 39, (5-6), 619-655 View citations (82)
    See also Working Paper Equilibrium Analysis, Banking and Financial Instability, OFRC Working Papers Series (2003) View citations (85) (2003)
    Chapter Equilibrium Analysis, Banking and Financial Instability, Chapters, 2012, 61-97 (2012) (2012)

2002

45. 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

46. 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

47. 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

48. 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

1. Financial Regulation and Stability
   Books, Edward Elgar Publishing

2017

2. New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues
   SUERF Studies, SUERF - The European Money and Finance Forum

2012

3. Financial Stability in Practice
   Books, Edward Elgar Publishing
4. The Challenge of Financial Stability
   Books, Edward Elgar Publishing

Chapters

2019

1. A Reconsideration of Minsky’s Financial Instability Hypothesis
   Chapter 6 in Financial Regulation and Stability, 2019, pp 158-200
2. Debt deflation effects of monetary policy
   Chapter 9 in Financial Regulation and Stability, 2019, pp 245-258
   See also Journal Article Debt deflation effects of monetary policy, Elsevier (2015) View citations (3) (2015)
   Working Paper Debt Deflation Effects of Monetary Policy, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (1) (2014)
3. 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)
4. 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, National Bureau of Economic Research, Inc (2012) View citations (78) (2012)
5. 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)
6. International Monetary Regimes
   Chapter 12 in Financial Regulation and Stability, 2019, pp 302-312 View citations (1)
7. 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)
8. 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)
9. Monetary transaction costs and the term premium
   Chapter 8 in Financial Regulation and Stability, 2019, pp 224-244
   See also Working Paper Monetary Transaction Costs and the Term Premium, International Monetary Fund (2013) View citations (1) (2013)
   Journal Article Monetary transaction costs and the term premium, Springer (2015) View citations (1) (2015)
10. 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)
11. The Lender of Last Resort in a General Equilibrium Framework
    Chapter 5 in Financial Regulation and Stability, 2019, pp 113-157

2012

12. Conclusion
    Chapter 15 in The Challenge of Financial Stability, 2012, pp 353-360
13. 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)
14. 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, Oxford Financial Research Centre (2006) View citations (16) (2006)
15. Introduction
    Chapter 1 in The Challenge of Financial Stability, 2012, pp 1-4
16. On Modelling Endogenous Default
    Chapter 6 in The Challenge of Financial Stability, 2012, pp 134-152
    See also Working Paper On Modelling Endogenous Default, Financial Markets Group (2005) View citations (4) (2005)

2011

17. 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)