Details about Dimitrios Panayotis Tsomocos

E-mail:
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 2022-11-06. Update your information in the RePEc Author Service.

Short-id: pts27

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Working Papers

2022

1. 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

2. 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)
3. 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

4. Commodity Cycles and Financial Instability in Emerging Economies
   Bank of Russia Working Paper Series, Bank of Russia View citations (3)
5. 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

6. 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

7. 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)
8. 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)
9. 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

10. 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

11. Macro-Modelling, Default and Money
    FMG Special Papers, Financial Markets Group
12. 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

13. 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)
14. Liquidity effects on asset prices, financial stability and economic resilience
    2012 Meeting Papers, Society for Economic Dynamics
15. 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

16. Minsky’s Financial Instability Hypothesis and the Leverage Cycle
    FMG Special Papers, Financial Markets Group
17. The Role of Default in Macroeconomics
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (13)

2010

18. 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)
19. 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)
20. 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

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

2008

22. 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)
23. 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)
24. 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

25. 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)
26. 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

27. 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)
28. 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)
29. 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)
30. 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)
31. 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

32. 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)
33. 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)
34. 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

35. 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)
36. 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)
37. 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)
38. 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)
39. 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)
40. 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

41. 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)
42. E-barter versus fiat money: will central banks survive?
    Bank of England working papers, Bank of England View citations (2)
43. 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)
44. 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)
45. 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

46. 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

47. 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

48. 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

49. 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

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

2020

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

5. 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

6. Debt Overhang and Monetary Policy in Czech Republic
   HSE Economic Journal, 2018, 22, (3), 460-479
7. Debt, recovery rates and the Greek dilemma
   Journal of Financial Stability, 2018, 36, (C), 265-278 View citations (5)
8. Liquidity and default in an exchange economy
   Journal of Financial Stability, 2018, 35, (C), 192-214 View citations (7)

2017

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

2016

10. On default and uniqueness of monetary equilibria
    Economic Theory, 2016, 62, (1), 245-264 View citations (4)
    See also Working Paper (2015)

2015

11. 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)
12. Debt deflation effects of monetary policy
    Journal of Financial Stability, 2015, 21, (C), 81-94 View citations (2)
    See also Working Paper (2014)
13. International monetary equilibrium with default
    Journal of Mathematical Economics, 2015, 56, (C), 47-57 View citations (16)
14. Monetary transaction costs and the term premium
    Economic Theory, 2015, 59, (2), 355-375 View citations (1)
    See also Working Paper (2013)

2014

15. 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)
16. 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)
17. Principles for macroprudential regulation
    Financial Stability Review, 2014, (18), 173-182 View citations (3)

2013

18. An Integrated Framework for Analyzing Multiple Financial Regulations
    International Journal of Central Banking, 2013, 9, (1), 109-144 View citations (48)
19. Global Imbalances and Taxing Capital Flows
    International Journal of Central Banking, 2013, 9, (2), 13-44 View citations (3)
20. 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

21. The Mayekawa Lecture: The Role of Default in Macroeconomics
    Monetary and Economic Studies, 2011, 29, 49-72 View citations (5)
22. 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

23. 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)
24. 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)
25. 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

26. 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)
27. State prices, liquidity, and default
    Economic Theory, 2009, 39, (2), 177-194 View citations (14)

2008

28. 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

29. 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)
30. Financial stability: theory and applications
    Annals of Finance, 2007, 3, (1), 1-4 View citations (1)
31. Towards a measure of financial fragility
    Annals of Finance, 2007, 3, (1), 37-74 View citations (13)
    See also Working Paper (2006)

2006

32. 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)
33. A model to analyse financial fragility
    Economic Theory, 2006, 27, (1), 107-142 View citations (114)
    See also Working Paper (2004)

2005

34. A risk assessment model for banks
    Annals of Finance, 2005, 1, (2), 197-224 View citations (61)
    See also Working Paper (2004)
35. 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

36. 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

37. 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

38. International finance in general equilibrium
    Research in Economics, 2002, 56, (1), 85-142 View citations (18)
    See also Working Paper (2001)

2001

39. 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

40. 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

41. 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

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

2011

1. 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)