Kostas Tsatsaronis - Central Bank Research Hub

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Bank business models

Bank for International Settlements Quarterly Review [View] (Paper: 1412g, 07.12.2014)

JEL: D20, G21, L21, L25

Residential property price statistics across the globe

Bank for International Settlements Quarterly Review [View] (Paper: 1409h, 14.09.2014)

JEL: R30, R31

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

Risk in financial reporting: status, challenges and suggested directions

Bank for International Settlements Working papers [View] (Paper: 213, 05.09.2006)

JEL: D52, G00, G12, G28, M41

Risk premia across asset markets: information from option prices

Bank for International Settlements Quarterly Review [View] (Paper: 0603h, 01.04.2006)

JEL: G12, G13, G14

Accounting, prudential regulation and financial stability: elements of a synthesis

Bank for International Settlements Working papers [View] (Paper: 180, 13.09.2005)

JEL: D80, G00, G28, G38, M41

Time-varying exposures and leverage in hedge funds

Bank for International Settlements Quarterly Review [View] (Paper: 0503f, 09.03.2005)

JEL: G11, G12

What drives housing price dynamics: cross-country evidence

Bank for International Settlements Quarterly Review [View] (Paper: 0403f, 08.03.2004)

JEL: C32, G12, G21

Is there a "Nasdaq effect" in emerging equity markets?

Bank for International Settlements Quarterly Review [View] (Paper: 0106e, 01.01.2004)

Investors¿ attitude towards risk: what can we learn from options?

Bank for International Settlements Quarterly Review [View] (Paper: 0306f, 01.01.2004)

The cost of barriers to entry: evidence from the market for corporate euro bond underwriting

Bank for International Settlements Working papers [View] (Paper: 134, 09.09.2003)

JEL: G15, G24, G32

The impact of the euro on Europe¿s financial markets

Bank for International Settlements Working papers [View] (Paper: 100, 06.02.2003)

JEL: F21, F32, G11, G15

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004 | 2003