Details about Dimitrios Panayotis Tsomocos
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Last updated 2022-11-06. Update your information in the RePEc Author Service.
Short-id: pts27
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Working Papers
2022
- Ideas, idea processing, and TFP growth in the US: 1899 to 2019
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
2021
- Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy
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 (2021)
- Support for Small Businesses amid COVID-19
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6)
2020
- Commodity Cycles and Financial Instability in Emerging Economies
Bank of Russia Working Paper Series, Bank of Russia View citations (3)
- Optimal Bank Regulation In the Presence of Credit and Run-Risk
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (8)
2016
- Why macropru can end up being procyclical
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
2015
- A reconsideration of Minsky’s financial instabilityhypothesis
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (22)
See also Journal Article in Journal of Money, Credit and Banking (2015)
- How does macroprudential regulation change bank credit supply?
2015 Meeting Papers, Society for Economic Dynamics View citations (3)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (46)
- 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 in Economic Theory (2016)
2014
- Debt Deflation Effects of Monetary Policy
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Journal Article in Journal of Financial Stability (2015)
2013
- Macro-Modelling, Default and Money
FMG Special Papers, Financial Markets Group
- Monetary Transaction Costs and the Term Premium
IMF Working Papers, International Monetary Fund View citations (1)
See also Journal Article in Economic Theory (2015)
2012
- Financial Regulation in General Equilibrium
NBER Working Papers, National Bureau of Economic Research, Inc View citations (70)
Also in Working papers, Banque de France (2012) View citations (69) FMG Discussion Papers, Financial Markets Group (2012) View citations (47)
- Liquidity effects on asset prices, financial stability and economic resilience
2012 Meeting Papers, Society for Economic Dynamics
- Measures of Systemic Risk and Financial Fragility in Korea
Working Papers, Economic Research Institute, Bank of Korea View citations (1)
See also Journal Article in Annals of Finance (2013)
2011
- Minsky’s Financial Instability Hypothesis and the Leverage Cycle
FMG Special Papers, Financial Markets Group
- The Role of Default in Macroeconomics
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (13)
2010
- Modelling a Housing and Mortgage Crisis
FMG Discussion Papers, Financial Markets Group View citations (1)
Also in Working Papers Central Bank of Chile, Central Bank of Chile (2009) 
See also Chapter (2011)
- 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 View citations (10)
Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (6) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (7) Post-Print, HAL (2010) View citations (9) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (8) Post-Print, HAL (2010) View citations (6)
See also Journal Article in Economic Theory (2010)
- On Dividend Restrictions and the Collapse of the Interbank Market
FMG Discussion Papers, Financial Markets Group View citations (6)
See also Journal Article in Annals of Finance (2010)
2009
- Analysis of Monetary Policy and Financial Stability: A New Paradigm
CESifo Working Paper Series, CESifo View citations (36)
2008
- Liquidity and Asset Prices
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 (1)
- Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework
Economics Series Working Papers, University of Oxford, Department of Economics
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) View citations (4)
See also Journal Article in Annals of Finance (2010)
- The Optimal Monetary Instrument for Prudential Purposes
FMG Discussion Papers, Financial Markets Group View citations (5)
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2008) View citations (3) Economics Series Working Papers, University of Oxford, Department of Economics (2008) View citations (3)
See also Journal Article in Journal of Financial Stability (2011)
2007
- Analysis of Financial Stability
OFRC Working Papers Series, Oxford Financial Research Centre View citations (6)
Also in FMG Special Papers, Financial Markets Group (2007)  Economics Series Working Papers, University of Oxford, Department of Economics (2007) View citations (3)
- Endogenous State Prices, Liquidity, Default, and the Yield Curve
Economics Series Working Papers, University of Oxford, Department of Economics 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)  OFRC Working Papers Series, Oxford Financial Research Centre (2007)  FMG Discussion Papers, Financial Markets Group (2007)  OFRC Working Papers Series, Oxford Financial Research Centre (2006)
2006
- Banks, Relative Performance, and Sequential Contagion
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 in Economic Theory (2007)
- Evaluation of macroeconomic models for financial stability analysis
OFRC Working Papers Series, Oxford Financial Research Centre View citations (15)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (9) Working Paper Series, Department of Economics, Norwegian University of Science and Technology (2006) View citations (16) Working Paper, Norges Bank (2006) View citations (17)
- Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria
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 in Journal of Mathematical Economics (2008)
- Searching for a Metric for Financial Stability
FMG Special Papers, Financial Markets Group 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (19) OFRC Working Papers Series, Oxford Financial Research Centre (2006) View citations (24)
- Towards a Measure of Financial Fragility
OFRC Working Papers Series, Oxford Financial Research Centre View citations (3)
Also in FMG Discussion Papers, Financial Markets Group (2006) View citations (5) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (3) Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations (3)
See also Journal Article in Annals of Finance (2007)
2005
- A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games
OFRC Working Papers Series, Oxford Financial Research Centre 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005)
See also Journal Article in International Game Theory Review (IGTR) (2009)
- Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy
OFRC Working Papers Series, Oxford Financial Research Centre View citations (1)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005) View citations (1)
- On Modelling Endogenous Default
OFRC Working Papers Series, Oxford Financial Research Centre View citations (5)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (6) FMG Discussion Papers, Financial Markets Group (2005) View citations (4) Economics Series Working Papers, University of Oxford, Department of Economics (2005) View citations (6)
2004
- A Model to Analyse Financial Fragility: Applications
Economics Series Working Papers, University of Oxford, Department of Economics View citations (58)
Also in OFRC Working Papers Series, Oxford Financial Research Centre (2004) View citations (65) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (56)
See also Journal Article in Journal of Financial Stability (2004)
- A Risk Assessment Model for Banks
OFRC Working Papers Series, Oxford Financial Research Centre View citations (6)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (1)
See also Journal Article in Annals of Finance (2005)
- 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 in Annals of Finance (2006)
- A model to analyse financial fragility
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (63)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (9) OFRC Working Papers Series, Oxford Financial Research Centre (2003) View citations (25)
See also Journal Article in Economic Theory (2006)
- Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
OFRC Working Papers Series, Oxford Financial Research Centre View citations (24)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (25) Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (6)
- Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations
OFRC Working Papers Series, Oxford Financial Research Centre View citations (3)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2004) View citations (1) Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations (3)
2003
- E-Barter vs. Fiat Money: Will Central Banks Survive?
OFRC Working Papers Series, Oxford Financial Research Centre 
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003)
- E-barter versus fiat money: will central banks survive?
Bank of England working papers, Bank of England View citations (2)
- Equilibrium Analysis, Banking and Financial Instability
OFRC Working Papers Series, Oxford Financial Research Centre View citations (74)
Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000) View citations (2)
See also Journal Article in Journal of Mathematical Economics (2003)
- Equilibrium Analysis, Banking, Contagion and Financial Fragility
OFRC Working Papers Series, Oxford Financial Research Centre View citations (48)
Also in FMG Discussion Papers, Financial Markets Group (2003) View citations (36) Bank of England working papers, Bank of England (2003) View citations (51) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (47)
- Procyclicality and the new Basel Accord - Banks' choice of loan rating system
OFRC Working Papers Series, Oxford Financial Research Centre View citations (22)
Also in FMG Discussion Papers, Financial Markets Group (2003) View citations (9) Bank of England working papers, Bank of England (2003) View citations (46) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (39) Economics Series Working Papers, University of Oxford, Department of Economics (2003) View citations (20)
See also Journal Article in Economic Theory (2005)
2001
- International Finance in General Equilibrium
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 
See also Journal Article in Research in Economics (2002)
1994
- Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans
Working Papers, Columbia - Graduate School of Business View citations (1)
See also Journal Article in Economics Letters (1995)
1993
- A Strategic Market Game with Seigniorage Costs of Fiat Money
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
See also Journal Article in Economic Theory (2002)
1990
- A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
Journal Articles
2022
- A computable general equilibrium model as a banking sector regulatory tool in South Africa
South African Journal of Economics, 2022, 90, (1), 93-120
- Default and determinacy under quantitative easing
Economic Theory, 2022, 74, (1), 95-111
2020
- A computable general equilibrium model for banking sector risk assessment in South Africa
Annals of Finance, 2020, 16, (2), 195-218 View citations (1)
- 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 (2)
2019
- Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation
Russian Journal of Money and Finance, 2019, 78, (3), 3-37 View citations (1)
2018
- Debt Overhang and Monetary Policy in Czech Republic
HSE Economic Journal, 2018, 22, (3), 460-479
- Debt, recovery rates and the Greek dilemma
Journal of Financial Stability, 2018, 36, (C), 265-278 View citations (5)
- Liquidity and default in an exchange economy
Journal of Financial Stability, 2018, 35, (C), 192-214 View citations (7)
2017
- How Investment Opportunities Affect Optimal Capital Structure
Journal of Applied Corporate Finance, 2017, 29, (4), 112-124
2016
- On default and uniqueness of monetary equilibria
Economic Theory, 2016, 62, (1), 245-264 View citations (4)
See also Working Paper (2015)
2015
- A Reconsideration of Minsky's Financial Instability Hypothesis
Journal of Money, Credit and Banking, 2015, 47, (5), 931-973 View citations (28)
See also Working Paper (2015)
- Debt deflation effects of monetary policy
Journal of Financial Stability, 2015, 21, (C), 81-94 View citations (2)
See also Working Paper (2014)
- International monetary equilibrium with default
Journal of Mathematical Economics, 2015, 56, (C), 47-57 View citations (16)
- Monetary transaction costs and the term premium
Economic Theory, 2015, 59, (2), 355-375 View citations (1)
See also Working Paper (2013)
2014
- Analýza všeobecné rovnováhy pro český finanční trh a model finanční křehkosti
(General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model)
Politická ekonomie, 2014, 2014, (4), 437-458 View citations (1)
- Edward M. Feasel, Japan's Aid: Lessons for Economic Growth, Development and Political Economy
EconStor Open Access Articles and Book Chapters, 2014, 373-376 
Also in Journal of Economics and Political Economy, 2014, 1, (2), 373-376 (2014)
- Principles for macroprudential regulation
Financial Stability Review, 2014, (18), 173-182 View citations (3)
2013
- An Integrated Framework for Analyzing Multiple Financial Regulations
International Journal of Central Banking, 2013, 9, (1), 109-144 View citations (48)
- Global Imbalances and Taxing Capital Flows
International Journal of Central Banking, 2013, 9, (2), 13-44 View citations (3)
- Measures of systemic risk and financial fragility in Korea
Annals of Finance, 2013, 9, (4), 757-786 View citations (19)
See also Working Paper (2012)
2011
- The Mayekawa Lecture: The Role of Default in Macroeconomics
Monetary and Economic Studies, 2011, 29, 49-72 View citations (5)
- The optimal monetary instrument for prudential purposes
Journal of Financial Stability, 2011, 7, (2), 70-77 View citations (9)
See also Working Paper (2008)
2010
- Nominal uniqueness and money non-neutrality in the limit-price exchange process
Economic Theory, 2010, 45, (1), 303-348 View citations (9)
See also Working Paper (2010)
- On dividend restrictions and the collapse of the interbank market
Annals of Finance, 2010, 6, (4), 455-473 View citations (16)
See also Working Paper (2010)
- Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
Annals of Finance, 2010, 6, (1), 33-49 View citations (4)
See also Working Paper (2008)
2009
- A NECESSARY AND SUFFICIENT CONDITION FOR CONVERGENCE OF STATISTICAL TO STRATEGIC EQUILIBRIA OF MARKET GAMES
International Game Theory Review (IGTR), 2009, 11, (04), 479-489 
See also Working Paper (2005)
- State prices, liquidity, and default
Economic Theory, 2009, 39, (2), 177-194 View citations (14)
2008
- Generic determinacy and money non-neutrality of international monetary equilibria
Journal of Mathematical Economics, 2008, 44, (7-8), 866-887 View citations (13)
See also Working Paper (2006)
2007
- Banks, relative performance, and sequential contagion
Economic Theory, 2007, 33, (3), 601-601 View citations (7)
Also in Economic Theory, 2007, 32, (2), 381-398 (2007) View citations (7)
See also Working Paper (2006)
- Financial stability: theory and applications
Annals of Finance, 2007, 3, (1), 1-4 View citations (1)
- Towards a measure of financial fragility
Annals of Finance, 2007, 3, (1), 37-74 View citations (13)
See also Working Paper (2006)
2006
- A Time Series Analysis of Financial Fragility in the UK Banking System
Annals of Finance, 2006, 2, (1), 1-21 View citations (19)
See also Working Paper (2004)
- A model to analyse financial fragility
Economic Theory, 2006, 27, (1), 107-142 View citations (114)
See also Working Paper (2004)
2005
- A risk assessment model for banks
Annals of Finance, 2005, 1, (2), 197-224 View citations (61)
See also Working Paper (2004)
- Procyclicality and the new Basel Accord - banks’ choice of loan rating system
Economic Theory, 2005, 26, (3), 537-557 View citations (77)
Also in Conference Series ; [Proceedings], 2002 (2002) View citations (8)
See also Working Paper (2003)
2004
- A model to analyse financial fragility: applications
Journal of Financial Stability, 2004, 1, (1), 1-30 View citations (63)
See also Working Paper (2004)
2003
- Equilibrium analysis, banking and financial instability
Journal of Mathematical Economics, 2003, 39, (5-6), 619-655 View citations (72)
See also Working Paper (2003)
2002
- International finance in general equilibrium
Research in Economics, 2002, 56, (1), 85-142 View citations (18)
See also Working Paper (2001)
2001
- A strategic market game with seigniorage costs of Fiat money
Economic Theory, 2002, 19, (1), 187-201 View citations (2)
See also Working Paper (1993)
1995
- Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans
Economics Letters, 1995, 48, (3-4), 379-388 View citations (3)
See also Working Paper (1994)
1992
- A strategic market game with a mutual bank with fractional reserves and redemption in gold
Journal of Economics, 1992, 55, (2), 123-150 View citations (46)
Books
2019
- Financial Regulation and Stability
Books, Edward Elgar Publishing
2017
- New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues
SUERF Studies, SUERF - The European Money and Finance Forum
2012
- Financial Stability in Practice
Books, Edward Elgar Publishing
- The Challenge of Financial Stability
Books, Edward Elgar Publishing
Chapters
2011
- Modeling a Housing and Mortgage Crisis
Chapter 08 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 215-253 View citations (1)
See also Working Paper (2010)
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