Kostas Tsatsaronis 2008 - Central Bank Research Hub

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Financial conditions and economic activity: a statistical approach

Bank for International Settlements Quarterly Review [View] (Paper: 1303f, 18.03.2013)

Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market

IJCB International Journal of Central Banking [View] (Paper: 12q4a6, 30.11.2012)

Characterising the financial cycle: don't lose sight of the medium term!

Bank for International Settlements Working papers [View] (Paper: 380, 13.06.2012)

JEL: E44, E61, G21

Bank stock returns, leverage and the business cycle

Bank for International Settlements Quarterly Review [View] (Paper: 1203g, 19.03.2012)

JEL: G21, G28, G3

Stress-testing macro stress testing: does it live up to expectations?

Bank for International Settlements Working papers [View] (Paper: 369, 18.01.2012)

Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregatres

IJCB International Journal of Central Banking [View] (Paper: 11q4a8, 01.12.2011)

Anchoring countercyclical capital buffers: the role of credit aggregates

Bank for International Settlements Working papers [View] (Paper: 355, 08.11.2011)

Attributing systemic risk to individual institutions, May 2010

Bank for International Settlements Working papers [View] (Paper: 308, 17.05.2010)

JEL: C15, C71, G20, G28

The systemic importance of financial institutions

Bank for International Settlements Quarterly Review [View] (Paper: 0909h, 14.09.2009)

External support and bank behaviour in the international syndicated loan market

Bank for International Settlements Working papers [View] (Paper: 265, 21.01.2009)

JEL: G15, G21

Estimating hedge fund leverage

Bank for International Settlements Working papers [View] (Paper: 260, 18.09.2008)

JEL: G20, G23

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003