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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 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pts27


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Working Papers

2024

  1. Navigating the Digital Frontier: Unraveling the Impact of Bank Technology Innovations on Idiosyncratic and Systemic Risks
    NBP Working Papers, Narodowy Bank Polski Downloads

2023

  1. Bank Credit, Inflation, and Default Risks over an Infinite Horizon
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2023) Downloads

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

    See also Journal Article Support for small businesses amid COVID‐19, Economica, London School of Economics and Political Science (2023) Downloads View citations (2) (2023)

2022

  1. Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021) Downloads View citations (1)
  2. 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 Downloads

2020

  1. Commodity Cycles and Financial Instability in Emerging Economies
    Bank of Russia Working Paper Series, Bank of Russia Downloads View citations (3)
  2. Optimal Bank Regulation In the Presence of Credit and Run-Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) Downloads View citations (8)

2016

  1. Why macropru can end up being procyclical
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)

2015

  1. A reconsideration of Minsky’s financial instabilityhypothesis
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (23)
    See also Journal Article A Reconsideration of Minsky's Financial Instability Hypothesis, Journal of Money, Credit and Banking, Blackwell Publishing (2015) Downloads View citations (31) (2015)
  2. How does macroprudential regulation change bank credit supply?
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (50)
  3. On Default and Uniqueness of Monetary Equilibria
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article On default and uniqueness of monetary equilibria, Economic Theory, Springer (2016) Downloads View citations (4) (2016)

2014

  1. Debt Deflation Effects of Monetary Policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article Debt deflation effects of monetary policy, Journal of Financial Stability, Elsevier (2015) Downloads View citations (2) (2015)
    Chapter Debt deflation effects of monetary policy, Chapters, Edward Elgar Publishing (2019) Downloads (2019)

2013

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

2012

  1. Financial Regulation in General Equilibrium
    Working papers, Banque de France Downloads View citations (74)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (76)
    FMG Discussion Papers, Financial Markets Group (2012) Downloads View citations (47)

    See also Chapter FINANCIAL REGULATION IN GENERAL EQUILIBRIUM, Chapters, Edward Elgar Publishing (2019) Downloads View citations (4) (2019)
  2. Liquidity effects on asset prices, financial stability and economic resilience
    2012 Meeting Papers, Society for Economic Dynamics Downloads
  3. Measures of Systemic Risk and Financial Fragility in Korea
    Working Papers, Economic Research Institute, Bank of Korea Downloads View citations (1)
    See also Journal Article Measures of systemic risk and financial fragility in Korea, Annals of Finance, Springer (2013) Downloads View citations (19) (2013)

2011

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

2010

  1. Modelling a Housing and Mortgage Crisis
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)
    Also in Working Papers Central Bank of Chile, Central Bank of Chile (2009) Downloads

    See also Chapter Modeling a Housing and Mortgage Crisis, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) Downloads View citations (1) (2011)
  2. Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (10)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (8)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (6)
    Post-Print, HAL (2010) Downloads View citations (9)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (7)
    Post-Print, HAL (2010) View citations (6)

    See also Journal Article Nominal uniqueness and money non-neutrality in the limit-price exchange process, Economic Theory, Springer (2010) Downloads View citations (9) (2010)
  3. On Dividend Restrictions and the Collapse of the Interbank Market
    FMG Discussion Papers, Financial Markets Group Downloads View citations (6)
    See also Journal Article On dividend restrictions and the collapse of the interbank market, Annals of Finance, Springer (2010) Downloads View citations (18) (2010)

2009

  1. Analysis of Monetary Policy and Financial Stability: A New Paradigm
    CESifo Working Paper Series, CESifo Downloads View citations (36)

2008

  1. Liquidity and Asset Prices
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (1)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) Downloads View citations (1)
  2. 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) Downloads 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) Downloads View citations (4) (2010)
  3. The Optimal Monetary Instrument for Prudential Purposes
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (3)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) Downloads View citations (3)
    FMG Discussion Papers, Financial Markets Group (2008) Downloads View citations (5)

    See also Journal Article The optimal monetary instrument for prudential purposes, Journal of Financial Stability, Elsevier (2011) Downloads View citations (10) (2011)

2007

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

2006

  1. Banks, Relative Performance, and Sequential Contagion
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006)

    See also Journal Article Banks, relative performance, and sequential contagion, Economic Theory, Springer (2007) Downloads View citations (7) (2007)
  2. Evaluation of macroeconomic models for financial stability analysis
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (15)
    Also in Working Paper, Norges Bank (2006) Downloads View citations (17)
    Economics Series Working Papers, University of Oxford, Department of Economics (2006) Downloads View citations (9)
    Working Paper Series, Department of Economics, Norwegian University of Science and Technology (2006) Downloads View citations (16)

    See also Chapter Evaluation of Macroeconomic Models for Financial Stability Analysis, Chapters, Edward Elgar Publishing (2012) Downloads (2012)
  3. Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) Downloads

    See also Journal Article Generic determinacy and money non-neutrality of international monetary equilibria, Journal of Mathematical Economics, Elsevier (2008) Downloads View citations (13) (2008)
  4. 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) Downloads
    OFRC Working Papers Series, Oxford Financial Research Centre (2006) Downloads View citations (24)
  5. Towards a Measure of Financial Fragility
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (3)
    FMG Discussion Papers, Financial Markets Group (2006) Downloads View citations (5)
    Economics Series Working Papers, University of Oxford, Department of Economics (2006) Downloads View citations (3)

    See also Journal Article Towards a measure of financial fragility, Annals of Finance, Springer (2007) Downloads View citations (13) (2007)

2005

  1. A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    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) Downloads (2009)
  2. 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) Downloads View citations (1)
  3. On Modelling Endogenous Default
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (5)
    Also in FMG Discussion Papers, Financial Markets Group (2005) Downloads View citations (4)
    Economics Series Working Papers, University of Oxford, Department of Economics (2005) View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads View citations (6)

    See also Chapter On Modelling Endogenous Default, Chapters, Edward Elgar Publishing (2012) Downloads (2012)

2004

  1. A Model to Analyse Financial Fragility: Applications
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (66)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (56)
    Economics Series Working Papers, University of Oxford, Department of Economics (2004) Downloads View citations (59)

    See also Journal Article A model to analyse financial fragility: applications, Journal of Financial Stability, Elsevier (2004) Downloads View citations (63) (2004)
  2. A Risk Assessment Model for Banks
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (1)

    See also Journal Article A risk assessment model for banks, Annals of Finance, Springer (2005) Downloads View citations (63) (2005)
  3. A Time Series Analysis of Financial Fragility in the UK Banking System
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (7)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) Downloads View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (3)

    See also Journal Article A Time Series Analysis of Financial Fragility in the UK Banking System, Annals of Finance, Springer (2006) Downloads View citations (20) (2006)
  4. A model to analyse financial fragility
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads 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) Downloads View citations (25)

    See also Journal Article A model to analyse financial fragility, Economic Theory, Springer (2006) Downloads View citations (122) (2006)
  5. Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads 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) Downloads View citations (26)
  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 OFRC Working Papers Series, Oxford Financial Research Centre (2004) Downloads View citations (4)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) Downloads View citations (3)

2003

  1. E-Barter vs. Fiat Money: Will Central Banks Survive?
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2003) Downloads
  2. E-barter versus fiat money: will central banks survive?
    Bank of England working papers, Bank of England Downloads View citations (2)
  3. Equilibrium Analysis, Banking and Financial Instability
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (80)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) Downloads View citations (2)

    See also Chapter Equilibrium Analysis, Banking and Financial Instability, Chapters, Edward Elgar Publishing (2012) Downloads (2012)
    Journal Article Equilibrium analysis, banking and financial instability, Journal of Mathematical Economics, Elsevier (2003) Downloads View citations (76) (2003)
  4. Equilibrium Analysis, Banking, Contagion and Financial Fragility
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (54)
    Also in FMG Discussion Papers, Financial Markets Group (2003) Downloads View citations (36)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (51)
    Bank of England working papers, Bank of England (2003) Downloads View citations (57)
  5. Procyclicality and the new Basel Accord - Banks' choice of loan rating system
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (32)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (39)
    Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (21)
    FMG Discussion Papers, Financial Markets Group (2003) Downloads View citations (9)
    Bank of England working papers, Bank of England (2003) Downloads View citations (49)

    See also Journal Article Procyclicality and the new Basel Accord - banks’ choice of loan rating system, Economic Theory, Springer (2005) Downloads View citations (79) (2005)

2001

  1. International Finance in General Equilibrium
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article International finance in general equilibrium, Research in Economics, Elsevier (2002) Downloads View citations (18) (2002)

1994

  1. 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) Downloads View citations (3) (1995)

1993

  1. A Strategic Market Game with Seigniorage Costs of Fiat Money
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
    See also Journal Article A strategic market game with seigniorage costs of Fiat money, Economic Theory, Springer (2002) Downloads View citations (2) (2002)

1990

  1. 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 Downloads View citations (2)

Journal Articles

2024

  1. Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?
    Journal of International Money and Finance, 2024, 141, (C) Downloads

2023

  1. Bank credit, inflation, and default risks over an infinite horizon
    Journal of Financial Stability, 2023, 67, (C) Downloads
    See also Working Paper Bank Credit, Inflation, and Default Risks over an Infinite Horizon, CEPR Discussion Papers (2023) Downloads (2023)
  2. Bank resolution mechanisms revisited: Towards a new era of restructuring
    Journal of Financial Stability, 2023, 67, (C) Downloads
  3. Support for small businesses amid COVID‐19
    Economica, 2023, 90, (358), 612-652 Downloads View citations (2)
    See also Working Paper Support for small businesses amid COVID‐19, LSE Research Online Documents on Economics (2023) Downloads (2023)

2022

  1. A computable general equilibrium model as a banking sector regulatory tool in South Africa
    South African Journal of Economics, 2022, 90, (1), 93-120 Downloads
  2. Default and determinacy under quantitative easing
    Economic Theory, 2022, 74, (1), 95-111 Downloads

2020

  1. A computable general equilibrium model for banking sector risk assessment in South Africa
    Annals of Finance, 2020, 16, (2), 195-218 Downloads View citations (1)
  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) Downloads View citations (4)

2019

  1. Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation
    Russian Journal of Money and Finance, 2019, 78, (3), 3-37 Downloads View citations (2)

2018

  1. Debt Overhang and Monetary Policy in Czech Republic
    HSE Economic Journal, 2018, 22, (3), 460-479 Downloads
  2. Debt, recovery rates and the Greek dilemma
    Journal of Financial Stability, 2018, 36, (C), 265-278 Downloads View citations (6)
    See also Chapter Debt, recovery rates and the Greek dilemma, Chapters, 2019, 313-326 (2019) Downloads (2019)
  3. Liquidity and default in an exchange economy
    Journal of Financial Stability, 2018, 35, (C), 192-214 Downloads View citations (11)
    See also Chapter Liquidity and default in an exchange economy, Chapters, 2019, 201-223 (2019) Downloads (2019)

2017

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

2016

  1. On default and uniqueness of monetary equilibria
    Economic Theory, 2016, 62, (1), 245-264 Downloads View citations (4)
    See also Working Paper On Default and Uniqueness of Monetary Equilibria, Finance and Economics Discussion Series (2015) Downloads View citations (1) (2015)

2015

  1. A Reconsideration of Minsky's Financial Instability Hypothesis
    Journal of Money, Credit and Banking, 2015, 47, (5), 931-973 Downloads View citations (31)
    See also Working Paper A reconsideration of Minsky’s financial instabilityhypothesis, LSE Research Online Documents on Economics (2015) Downloads View citations (23) (2015)
  2. Debt deflation effects of monetary policy
    Journal of Financial Stability, 2015, 21, (C), 81-94 Downloads View citations (2)
    See also Working Paper Debt Deflation Effects of Monetary Policy, Finance and Economics Discussion Series (2014) Downloads View citations (1) (2014)
    Chapter Debt deflation effects of monetary policy, Chapters, 2019, 245-258 (2019) Downloads (2019)
  3. International monetary equilibrium with default
    Journal of Mathematical Economics, 2015, 56, (C), 47-57 Downloads View citations (17)
    See also Chapter International monetary equilibrium with default, Chapters, 2019, 259-269 (2019) Downloads (2019)
  4. Monetary transaction costs and the term premium
    Economic Theory, 2015, 59, (2), 355-375 Downloads View citations (1)
    See also Chapter Monetary transaction costs and the term premium, Chapters, 2019, 224-244 (2019) Downloads (2019)
    Working Paper Monetary Transaction Costs and the Term Premium, IMF Working Papers (2013) Downloads View citations (1) (2013)

2014

  1. 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 Downloads View citations (1)
  2. Edward M. Feasel, Japan's Aid: Lessons for Economic Growth, Development and Political Economy
    EconStor Open Access Articles and Book Chapters, 2014, 1, (2), 373-376 Downloads
    Also in Journal of Economics and Political Economy, 2014, 1, (2), 373-376 (2014) Downloads
  3. Principles for macroprudential regulation
    Financial Stability Review, 2014, (18), 173-182 Downloads View citations (3)
    See also Chapter Principles for macroprudential regulation, Chapters, 2019, 1-9 (2019) Downloads (2019)

2013

  1. An Integrated Framework for Analyzing Multiple Financial Regulations
    International Journal of Central Banking, 2013, 9, (1), 109-144 Downloads View citations (53)
  2. Global Imbalances and Taxing Capital Flows
    International Journal of Central Banking, 2013, 9, (2), 13-44 Downloads View citations (4)
    See also Chapter Global Imbalances and Taxing Capital Flows, Chapters, 2019, 270-301 (2019) Downloads View citations (1) (2019)
  3. Measures of systemic risk and financial fragility in Korea
    Annals of Finance, 2013, 9, (4), 757-786 Downloads View citations (19)
    See also Working Paper Measures of Systemic Risk and Financial Fragility in Korea, Working Papers (2012) Downloads View citations (1) (2012)

2011

  1. The Mayekawa Lecture: The Role of Default in Macroeconomics
    Monetary and Economic Studies, 2011, 29, 49-72 Downloads View citations (6)
  2. The optimal monetary instrument for prudential purposes
    Journal of Financial Stability, 2011, 7, (2), 70-77 Downloads View citations (10)
    See also Working Paper The Optimal Monetary Instrument for Prudential Purposes, Economics Series Working Papers (2008) Downloads View citations (3) (2008)

2010

  1. Nominal uniqueness and money non-neutrality in the limit-price exchange process
    Economic Theory, 2010, 45, (1), 303-348 Downloads View citations (9)
    See also Working Paper Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process, Documents de travail du Centre d'Economie de la Sorbonne (2010) Downloads View citations (10) (2010)
  2. On dividend restrictions and the collapse of the interbank market
    Annals of Finance, 2010, 6, (4), 455-473 Downloads View citations (18)
    See also Working Paper On Dividend Restrictions and the Collapse of the Interbank Market, FMG Discussion Papers (2010) Downloads View citations (6) (2010)
  3. Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
    Annals of Finance, 2010, 6, (1), 33-49 Downloads View citations (4)
    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

  1. 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 Downloads
    See also Working Paper A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games, OFRC Working Papers Series (2005) Downloads (2005)
  2. State prices, liquidity, and default
    Economic Theory, 2009, 39, (2), 177-194 Downloads View citations (14)

2008

  1. Generic determinacy and money non-neutrality of international monetary equilibria
    Journal of Mathematical Economics, 2008, 44, (7-8), 866-887 Downloads View citations (13)
    See also Working Paper Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria, OFRC Working Papers Series (2006) Downloads (2006)

2007

  1. Banks, relative performance, and sequential contagion
    Economic Theory, 2007, 33, (3), 601-601 Downloads View citations (7)
    Also in Economic Theory, 2007, 32, (2), 381-398 (2007) Downloads View citations (7)

    See also Working Paper Banks, Relative Performance, and Sequential Contagion, OFRC Working Papers Series (2006) Downloads (2006)
  2. Financial stability: theory and applications
    Annals of Finance, 2007, 3, (1), 1-4 Downloads View citations (1)
  3. Towards a measure of financial fragility
    Annals of Finance, 2007, 3, (1), 37-74 Downloads View citations (13)
    See also Working Paper Towards a Measure of Financial Fragility, OFRC Working Papers Series (2006) Downloads View citations (3) (2006)

2006

  1. A Time Series Analysis of Financial Fragility in the UK Banking System
    Annals of Finance, 2006, 2, (1), 1-21 Downloads View citations (20)
    See also Working Paper A Time Series Analysis of Financial Fragility in the UK Banking System, OFRC Working Papers Series (2004) Downloads View citations (7) (2004)
  2. A model to analyse financial fragility
    Economic Theory, 2006, 27, (1), 107-142 Downloads View citations (122)
    See also Working Paper A model to analyse financial fragility, LSE Research Online Documents on Economics (2004) Downloads View citations (63) (2004)

2005

  1. A risk assessment model for banks
    Annals of Finance, 2005, 1, (2), 197-224 Downloads View citations (63)
    See also Working Paper A Risk Assessment Model for Banks, OFRC Working Papers Series (2004) Downloads View citations (6) (2004)
  2. Procyclicality and the new Basel Accord - banks’ choice of loan rating system
    Economic Theory, 2005, 26, (3), 537-557 Downloads View citations (79)
    Also in Conference Series ; [Proceedings], 2002 (2002) Downloads View citations (12)

    See also Working Paper Procyclicality and the new Basel Accord - Banks' choice of loan rating system, OFRC Working Papers Series (2003) Downloads View citations (32) (2003)

2004

  1. A model to analyse financial fragility: applications
    Journal of Financial Stability, 2004, 1, (1), 1-30 Downloads View citations (63)
    See also Working Paper A Model to Analyse Financial Fragility: Applications, OFRC Working Papers Series (2004) Downloads View citations (66) (2004)

2003

  1. Equilibrium analysis, banking and financial instability
    Journal of Mathematical Economics, 2003, 39, (5-6), 619-655 Downloads View citations (76)
    See also Chapter Equilibrium Analysis, Banking and Financial Instability, Chapters, 2012, 61-97 (2012) Downloads (2012)
    Working Paper Equilibrium Analysis, Banking and Financial Instability, OFRC Working Papers Series (2003) Downloads View citations (80) (2003)

2002

  1. International finance in general equilibrium
    Research in Economics, 2002, 56, (1), 85-142 Downloads View citations (18)
    See also Working Paper International Finance in General Equilibrium, Cowles Foundation Discussion Papers (2001) Downloads (2001)

2001

  1. A strategic market game with seigniorage costs of Fiat money
    Economic Theory, 2002, 19, (1), 187-201 Downloads View citations (2)
    See also Working Paper A Strategic Market Game with Seigniorage Costs of Fiat Money, Cowles Foundation Discussion Papers (1993) Downloads View citations (3) (1993)

1995

  1. Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
    Economics Letters, 1995, 48, (3-4), 379-388 Downloads 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

  1. A strategic market game with a mutual bank with fractional reserves and redemption in gold
    Journal of Economics, 1992, 55, (2), 123-150 Downloads View citations (48)

Books

2019

  1. Financial Regulation and Stability
    Books, Edward Elgar Publishing Downloads

2017

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

2012

  1. Financial Stability in Practice
    Books, Edward Elgar Publishing Downloads
  2. The Challenge of Financial Stability
    Books, Edward Elgar Publishing Downloads

Chapters

2019

  1. A Reconsideration of Minsky’s Financial Instability Hypothesis
    Chapter 6 in Financial Regulation and Stability, 2019, pp 158-200 Downloads
  2. Debt deflation effects of monetary policy
    Chapter 9 in Financial Regulation and Stability, 2019, pp 245-258 Downloads
    See also Working Paper Debt Deflation Effects of Monetary Policy, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads View citations (1) (2014)
    Journal Article Debt deflation effects of monetary policy, Elsevier (2015) Downloads View citations (2) (2015)
  3. Debt, recovery rates and the Greek dilemma
    Chapter 13 in Financial Regulation and Stability, 2019, pp 313-326 Downloads
    See also Journal Article Debt, recovery rates and the Greek dilemma, Elsevier (2018) Downloads View citations (6) (2018)
  4. FINANCIAL REGULATION IN GENERAL EQUILIBRIUM
    Chapter 3 in Financial Regulation and Stability, 2019, pp 27-77 Downloads View citations (4)
    See also Working Paper Financial Regulation in General Equilibrium, Banque de France (2012) Downloads View citations (74) (2012)
  5. Global Imbalances and Taxing Capital Flows
    Chapter 11 in Financial Regulation and Stability, 2019, pp 270-301 Downloads View citations (1)
    See also Journal Article Global Imbalances and Taxing Capital Flows, International Journal of Central Banking (2013) Downloads View citations (4) (2013)
  6. International Monetary Regimes
    Chapter 12 in Financial Regulation and Stability, 2019, pp 302-312 Downloads View citations (1)
  7. International monetary equilibrium with default
    Chapter 10 in Financial Regulation and Stability, 2019, pp 259-269 Downloads
    See also Journal Article International monetary equilibrium with default, Elsevier (2015) Downloads View citations (17) (2015)
  8. Liquidity and default in an exchange economy
    Chapter 7 in Financial Regulation and Stability, 2019, pp 201-223 Downloads
    See also Journal Article Liquidity and default in an exchange economy, Elsevier (2018) Downloads View citations (11) (2018)
  9. Monetary transaction costs and the term premium
    Chapter 8 in Financial Regulation and Stability, 2019, pp 224-244 Downloads
    See also Journal Article Monetary transaction costs and the term premium, Springer (2015) Downloads View citations (1) (2015)
    Working Paper Monetary Transaction Costs and the Term Premium, International Monetary Fund (2013) Downloads View citations (1) (2013)
  10. Principles for macroprudential regulation
    Chapter 1 in Financial Regulation and Stability, 2019, pp 1-9 Downloads
    See also Journal Article Principles for macroprudential regulation, Banque de France (2014) Downloads 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 Downloads

2012

  1. Conclusion
    Chapter 15 in The Challenge of Financial Stability, 2012, pp 353-360 Downloads
  2. Equilibrium Analysis, Banking and Financial Instability
    Chapter 4 in The Challenge of Financial Stability, 2012, pp 61-97 Downloads
    See also Working Paper Equilibrium Analysis, Banking and Financial Instability, Oxford Financial Research Centre (2003) Downloads View citations (80) (2003)
    Journal Article Equilibrium analysis, banking and financial instability, Elsevier (2003) Downloads View citations (76) (2003)
  3. Evaluation of Macroeconomic Models for Financial Stability Analysis
    Chapter 3 in The Challenge of Financial Stability, 2012, pp 32-58 Downloads
    See also Working Paper Evaluation of macroeconomic models for financial stability analysis, Oxford Financial Research Centre (2006) Downloads View citations (15) (2006)
  4. Introduction
    Chapter 1 in The Challenge of Financial Stability, 2012, pp 1-4 Downloads
  5. On Modelling Endogenous Default
    Chapter 6 in The Challenge of Financial Stability, 2012, pp 134-152 Downloads
    See also Working Paper On Modelling Endogenous Default, Oxford Financial Research Centre (2005) Downloads View citations (5) (2005)

2011

  1. Modeling a Housing and Mortgage Crisis
    Chapter 08 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 215-253 Downloads View citations (1)
    See also Working Paper Modelling a Housing and Mortgage Crisis, Financial Markets Group (2010) Downloads View citations (1) (2010)
 
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