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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 2019-12-03. Update your information in the RePEc Author Service.

Short-id: pts27


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Working Papers

2017

  1. Optimal Bank Regulation in the Presence of Credit and Run Risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (1)

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

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 (14)
    See also Journal Article in Journal of Money, Credit and Banking (2015)
  2. How does macroprudential regulation change bank credit supply?
    2015 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (12)
  3. On Default and Uniqueness of Monetary Equilibria
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (1)
    See also Journal Article in Economic Theory (2016)

2014

  1. Debt Deflation Effects of Monetary Policy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (1)
    See also Journal Article in Journal of Financial Stability (2015)

2013

  1. Macro-Modelling, Default and Money
    FMG Special Papers, Financial Markets Group Downloads View citations (6)
  2. Monetary Transaction Costs and the Term Premium
    IMF Working Papers, International Monetary Fund Downloads
    See also Journal Article in Economic Theory (2015)

2012

  1. Financial Regulation in General Equilibrium
    Working papers, Banque de France Downloads View citations (36)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (38)
    FMG Discussion Papers, Financial Markets Group (2012) Downloads View citations (36)
  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 in Annals of Finance (2013)

2011

  1. Minsky’s Financial Instability Hypothesis and the Leverage Cycle
    FMG Special Papers, Financial Markets Group Downloads View citations (10)
  2. The Role of Default in Macroeconomics
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (2)

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 (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 (9)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (5)

    See also Journal Article in Economic Theory (2010)
  3. On Dividend Restrictions and the Collapse of the Interbank Market
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    See also Journal Article in Annals of Finance (2010)

2009

  1. Analysis of Monetary Policy and Financial Stability: A New Paradigm
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (18)

2008

  1. Liquidity and Asset Prices
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (1)
  2. Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (3)
    See also Journal Article in Annals of Finance (2010)
  3. The Optimal Monetary Instrument for Prudential Purposes
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (2)
    Also in FMG Discussion Papers, Financial Markets Group (2008) Downloads View citations (4)

    See also Journal Article in Journal of Financial Stability (2011)

2007

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

2006

  1. Banks, Relative Performance, and Sequential Contagion
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    See also Journal Article in Economic Theory (2007)
  2. Evaluation of macroeconomic models for financial stability analysis
    Working Paper, Norges Bank Downloads View citations (16)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2006) Downloads View citations (12)
    Working Paper Series, Department of Economics, Norwegian University of Science and Technology (2006) Downloads View citations (13)
  3. Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    See also Journal Article in Journal of Mathematical Economics (2008)
  4. Searching for a Metric for Financial Stability
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (15)
    Also in FMG Special Papers, Financial Markets Group (2006) Downloads View citations (9)
  5. Towards a Measure of Financial Fragility
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (2)
    Also in FMG Discussion Papers, Financial Markets Group (2006) Downloads View citations (5)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (1)

    See also Journal Article in Annals of Finance (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
    See also Journal Article in International Game Theory Review (IGTR) (2009)
  2. Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
  3. On Modelling Endogenous Default
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    Also in FMG Discussion Papers, Financial Markets Group (2005) Downloads View citations (4)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads

2004

  1. A Model to Analyse Financial Fragility: Applications
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (46)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (21)

    See also Journal Article in Journal of Financial Stability (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

    See also Journal Article in Annals of Finance (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 LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads View citations (1)

    See also Journal Article in Annals of Finance (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 (19)
    Also in OFRC Working Papers Series, Oxford Financial Research Centre (2003) Downloads View citations (18)

    See also Journal Article in Economic Theory (2006)
  5. Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (6)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (11)
  6. Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (2)
    Also in 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?
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
  2. E-barter versus fiat money: will central banks survive?
    Bank of England working papers, Bank of England Downloads View citations (1)
  3. Equilibrium Analysis, Banking and Financial Instability
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (56)
    See also Journal Article in Journal of Mathematical Economics (2003)
  4. Equilibrium Analysis, Banking, Contagion and Financial Fragility
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (27)
    Also in FMG Discussion Papers, Financial Markets Group (2003) Downloads View citations (24)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (20)
    Bank of England working papers, Bank of England (2003) Downloads View citations (24)
  5. Procyclicality and the new Basel Accord - Banks' choice of loan rating system
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (12)
    Also in Bank of England working papers, Bank of England (2003) Downloads View citations (11)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (4)
    FMG Discussion Papers, Financial Markets Group (2003) Downloads View citations (9)

    See also Journal Article in Economic Theory (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 in Research in Economics (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 in Economics Letters (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 in Economic Theory (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 (1)

Journal Articles

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

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 (1)
  3. Liquidity and default in an exchange economy
    Journal of Financial Stability, 2018, 35, (C), 192-214 Downloads View citations (2)

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
    See also Working Paper (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 (20)
    See also Working Paper (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 (2014)
  3. International monetary equilibrium with default
    Journal of Mathematical Economics, 2015, 56, (C), 47-57 Downloads View citations (11)
  4. Monetary transaction costs and the term premium
    Economic Theory, 2015, 59, (2), 355-375 Downloads View citations (1)
    See also Working Paper (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
    Journal of Economics and Political Economy, 2014, 1, (2), 373-376 Downloads
    Also in EconStor Open Access Articles, 2014, 373-376 (2014) Downloads
  3. Principles for macroprudential regulation
    Financial Stability Review, 2014, (18), 173-182 Downloads View citations (2)

2013

  1. An Integrated Framework for Analyzing Multiple Financial Regulations
    International Journal of Central Banking, 2013, 9, (1), 109-144 Downloads View citations (30)
  2. Global Imbalances and Taxing Capital Flows
    International Journal of Central Banking, 2013, 9, (2), 13-44 Downloads View citations (1)
  3. Measures of systemic risk and financial fragility in Korea
    Annals of Finance, 2013, 9, (4), 757-786 Downloads View citations (11)
    See also Working Paper (2012)

2011

  1. The Mayekawa Lecture: The Role of Default in Macroeconomics
    Monetary and Economic Studies, 2011, 29, 49-72 Downloads View citations (3)
  2. The optimal monetary instrument for prudential purposes
    Journal of Financial Stability, 2011, 7, (2), 70-77 Downloads View citations (6)
    See also Working Paper (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 (6)
    See also Working Paper (2010)
  2. On dividend restrictions and the collapse of the interbank market
    Annals of Finance, 2010, 6, (4), 455-473 Downloads View citations (12)
    See also Working Paper (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 (2)
    See also Working Paper (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 (2005)
  2. State prices, liquidity, and default
    Economic Theory, 2009, 39, (2), 177-194 Downloads View citations (12)

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 (7)
    See also Working Paper (2006)

2007

  1. Banks, relative performance, and sequential contagion
    Economic Theory, 2007, 32, (2), 381-398 Downloads View citations (6)
    Also in Economic Theory, 2007, 33, (3), 601-601 (2007) Downloads View citations (6)

    See also Working Paper (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 (9)
    See also Working Paper (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 (11)
    See also Working Paper (2004)
  2. A model to analyse financial fragility
    Economic Theory, 2006, 27, (1), 107-142 Downloads View citations (83)
    See also Working Paper (2004)

2005

  1. A risk assessment model for banks
    Annals of Finance, 2005, 1, (2), 197-224 Downloads View citations (37)
    See also Working Paper (2004)
  2. Procyclicality and the new Basel Accord - banks’ choice of loan rating system
    Economic Theory, 2005, 26, (3), 537-557 Downloads View citations (57)
    Also in Conference Series ; [Proceedings], 2002 (2002) Downloads View citations (8)

    See also Working Paper (2003)

2004

  1. A model to analyse financial fragility: applications
    Journal of Financial Stability, 2004, 1, (1), 1-30 Downloads View citations (49)
    See also Working Paper (2004)

2003

  1. Equilibrium analysis, banking and financial instability
    Journal of Mathematical Economics, 2003, 39, (5-6), 619-655 Downloads View citations (49)
    See also Working Paper (2003)

2002

  1. International finance in general equilibrium
    Research in Economics, 2002, 56, (1), 85-142 Downloads View citations (16)
    See also Working Paper (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 (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 (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 (30)

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

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
    See also Working Paper (2010)
 
Page updated 2019-12-05