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Information about:
Dimitrios Panayotis Tsomocos

Personal Details | Affiliation | Works
This is information that was supplied by Dimitrios Tsomocos in registering through RePEc. If you are Dimitrios Panayotis Tsomocos , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Dimitrios
Middle Name: Panayotis
Last Name: Tsomocos
Suffix:

RePEc Short-ID: pts27

Email: [This author has chosen not to make the email address public]
Homepage:
http://www.sbs.ox.ac.uk/faculty/Tsomocos+Dimitrios/Tsomocos+Dimitrios.htm
Postal Address: OX1 1HP
Phone: +44-1865-288 932

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months

Works

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Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," OFRC Working Papers Series 2008fe28, Oxford Financial Research Centre. [Downloadable!]

  2. C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos, 2008. "The Optimal Monetary Instrument for Prudential Purposes," OFRC Working Papers Series 2008fe26, Oxford Financial Research Centre. [Downloadable!]
    Other versions:

  3. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," OFRC Working Papers Series 2008fe27, Oxford Financial Research Centre. [Downloadable!]

  4. Dimitrios Tsomocos & C.A.E. Goodhart, 2007. "Analysis of Financial Stability," OFRC Working Papers Series 2007fe04, Oxford Financial Research Centre. [Downloadable!]
    Other versions:

  5. Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:

  6. Lea Zicchino & Dimitrios Tsomocos & Miguel Segoviano & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Searching for a Metric for Financial Stability," FMG Special Papers sp167, Financial Markets Group. [Downloadable!] (restricted)
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  7. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank. [Downloadable!]
    Other versions:

  8. Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2006. "Banks, Relative Performance, and Sequential Contagion," OFRC Working Papers Series 2006fe10, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  9. Dimitrios P. Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," OFRC Working Papers Series 2006fe07, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  10. Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Towards a Measure of Financial Fragility," FMG Discussion Papers dp554, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:

    Published as:

  11. F. H. Capie & D. P. Tsomocos & G. E. Wood, 2005. "Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy," OFRC Working Papers Series 2005fe01, Oxford Financial Research Centre. [Downloadable!]

  12. Dimitrios Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," FMG Discussion Papers dp548, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:

  13. Dimitrios P. Tsomocos & Dimitris Voliotis, 2005. "A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games," OFRC Working Papers Series 2005fe14, Oxford Financial Research Centre. [Downloadable!]

  14. Gaël Giraud & Dimitrios Tsomocos, 2004. "Global uniqueness and money non-neutrality in a Walrasian dynamics without rational expectations," Cahiers de la Maison des Sciences Economiques b04121, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    Other versions:

  15. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  16. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  17. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Model to Analyse Financial Fragility: Applications," OFRC Working Papers Series 2004fe05, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  18. Xavier Freixas & Dimitrios P. Tsomocos, 2004. "Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing," Economics Working Papers 771, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  19. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2003. "A Model to Analyse Financial Fragility," OFRC Working Papers Series 2003fe13, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  20. Dimitrios P. Tsomocos & F.H. Capie & Geoffrey E. Wood, 2003. "E-Barter vs. Fiat Money: Will Central Banks Survive?," OFRC Working Papers Series 2003fe04, Oxford Financial Research Centre. [Downloadable!]

  21. Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre. [Downloadable!]
    Published as:

  22. Dimitrios Tsomocos & Eva Catarineu-Rabell & Patricia Jackson, 2003. "Procyclicality and the new Basel Accord–banks’ choice of loan rating system," FMG Discussion Papers dp464, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:

    Published as:

  23. John Geanakoplos & Dimitri P. Tsomocos, 2001. "International Finance in General Equilibrium," Cowles Foundation Discussion Papers 1313, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  24. Chichilnisky, G. & Heal, G. & Tsomocos, D.P., 1994. "Option Values and Endogenous Uncertainty in ESOPS, MBOS and Asset-Backed Loans," Papers 94-01, Columbia - Graduate School of Business.
    Published as:

  25. Martin Shubik & D.P. Tsomocos, 1993. "A Strategic Market Game with Seigniorage Costs of Fiat Money," Cowles Foundation Discussion Papers 1043, Cowles Foundation, Yale University. [Downloadable!]

  26. Martin Shubik & D.P. Tsomocos, 1990. "A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)," Cowles Foundation Discussion Papers 964, Cowles Foundation, Yale University. [Downloadable!]

  27. Dimitrios P Tsomocos, . "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers 175, Bank of England. [Downloadable!]
    Other versions:

  28. F H Capie & Dimitrios P Tsomocos & Geoffrey E Wood, . "E-barter versus fiat money: will central banks survive?," Bank of England working papers 197, Bank of England. [Downloadable!]


Articles

  1. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer, vol. 39(2), pages 177-194, May. [Downloadable!] (restricted)

  2. Tsomocos, Dimitrios P., 2008. "Generic determinacy and money non-neutrality of international monetary equilibria," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 866-887, July. [Downloadable!] (restricted)
    Other versions:

  3. Charles Goodhart & Dimitrios Tsomocos, 2007. "Financial stability: theory and applications," Annals of Finance, Springer, vol. 3(1), pages 1-4, January. [Downloadable!] (restricted)

  4. Dimitrios Tsomocos & Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand, 2007. "Banks, relative performance, and sequential contagion," Economic Theory, Springer, vol. 32(2), pages 381-398, August. [Downloadable!] (restricted)
    Other versions:

    Published as:

  5. Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007. "Towards a measure of financial fragility," Annals of Finance, Springer, vol. 3(1), pages 37-74, January. [Downloadable!] (restricted)
    Other versions:

  6. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A Time Series Analysis of Financial Fragility in the UK Banking System," Annals of Finance, Springer, vol. 2(1), pages 1-21, January. [Downloadable!] (restricted)
    Other versions:

  7. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer, vol. 27(1), pages 107-142, 01. [Downloadable!] (restricted)
    Other versions:

  8. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios Tsomocos, 2005. "Procyclicality and the new Basel Accord - banks’ choice of loan rating system," Economic Theory, Springer, vol. 26(3), pages 537-557, October. [Downloadable!] (restricted)
    Other versions:

    Published as:

  9. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005. "A risk assessment model for banks," Annals of Finance, Springer, vol. 1(2), pages 197-224, 09. [Downloadable!] (restricted)
    Other versions:

  10. Goodhart, Charles A. E. & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility: applications," Journal of Financial Stability, Elsevier, vol. 1(1), pages 1-30, September. [Downloadable!] (restricted)
    Other versions:

  11. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 619-655, July. [Downloadable!] (restricted)
    Other versions:

  12. Geanakoplos, J. D. & Tsomocos, D. P., 2002. "International finance in general equilibrium," Research in Economics, Elsevier, vol. 56(1), pages 85-142, June. [Downloadable!] (restricted)
    Other versions:

  13. Dimitrios P. Tsomocos & Martin Shubik, 2002. "exposita notes : A strategic market game with seigniorage costs of Fiat money," Economic Theory, Springer, vol. 19(1), pages 187-201. [Downloadable!] (restricted)

  14. Chichilnisky, G. & Heal, G. M. & Tsomocos, D. P., 1995. "Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans," Economics Letters, Elsevier, vol. 48(3-4), pages 379-388, June. [Downloadable!] (restricted)
    Other versions:

  15. M. Shubik & D. Tsomocos, 1992. "A strategic market game with a mutual bank with fractional reserves and redemption in gold," Journal of Economics, Springer, vol. 55(2), pages 123-150, June. [Downloadable!] (restricted)


NEP Fields

34 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2004-08-02 2004-12-12
  2. NEP-BAN: Banking (2) 2006-10-14 2008-07-20
  3. NEP-BEC: Business Economics (4) 2006-03-05 2006-03-11 2006-06-24 2008-07-20
  4. NEP-CBA: Central Banking (9) 2003-06-04 2003-06-04 2003-06-04 2006-09-23 2007-03-03 2007-05-26 2008-07-20 2008-07-20 2008-08-14 Author is listed
  5. NEP-CFN: Corporate Finance (3) 2003-06-04 2003-06-04 2007-03-03
  6. NEP-DGE: Dynamic General Equilibrium (2) 2007-03-03 2008-07-20
  7. NEP-ENT: Entrepreneurship (1) 2001-11-27
  8. NEP-ETS: Econometric Time Series (1) 2004-09-30
  9. NEP-FDG: Financial Development & Growth (1) 2006-02-26
  10. NEP-FIN: Finance (9) 2003-04-21 2003-06-04 2003-06-04 2003-06-04 2003-11-03 2004-09-30 2005-10-15 2006-02-26 2006-02-26 Author is listed
  11. NEP-FMK: Financial Markets (11) 2005-10-15 2005-12-01 2006-02-26 2006-02-26 2006-02-26 2006-03-11 2006-06-24 2006-09-23 2006-10-14 2006-10-14 2007-03-03 Author is listed
  12. NEP-GTH: Game Theory (1) 2005-12-01
  13. NEP-IFN: International Finance (3) 2001-11-27 2004-02-08 2006-09-23
  14. NEP-MAC: Macroeconomics (19) 2003-04-21 2003-04-21 2004-12-12 2005-01-16 2005-04-16 2005-10-15 2006-02-26 2006-02-26 2006-02-26 2006-03-05 2006-03-11 2006-09-23 2007-02-24 2007-03-03 2007-05-26 2007-08-08 2008-07-20 2008-07-20 2008-08-14 Author is listed
  15. NEP-MFD: Microfinance (4) 2003-04-21 2003-06-04 2003-06-04 2003-11-03
  16. NEP-MON: Monetary Economics (8) 2003-06-04 2003-10-05 2003-11-03 2006-09-23 2007-02-24 2008-07-20 2008-07-20 2008-08-14 Author is listed
  17. NEP-NET: Network Economics (1) 2001-11-27
  18. NEP-PKE: Post Keynesian Economics (6) 2004-09-30 2006-02-26 2007-05-26 2007-08-08 2008-07-20 2008-08-14 Author is listed
  19. NEP-REG: Regulation (1) 2005-10-15
  20. NEP-RMG: Risk Management (4) 2003-11-03 2004-02-08 2006-10-14 2008-07-20
  21. NEP-UPT: Utility Models & Prospect Theory (3) 2006-10-14 2007-02-24 2007-03-03

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This page was last updated on 2009-10-27.


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