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Dimitrios Panayotis Tsomocos

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Charles Goodhart & Dimitrios Tsomocos & Xuan Wang, 2020. "Support for Small Businesses amid COVID-19," Tinbergen Institute Discussion Papers 20-044/IV, Tinbergen Institute, revised 22 Jan 2021.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Economic policy > Business support

Working papers

  1. Goodhart, Charles & Tsomocos, Dimitrios P & Wang, Xuan, 2023. "Bank Credit, Inflation, and Default Risks over an Infinite Horizon," CEPR Discussion Papers 18042, C.E.P.R. Discussion Papers.

    Cited by:

    1. Liu, Bojing, 2024. "Economic policy uncertainty, cross-border capital inflows and credit asset allocation risk," Finance Research Letters, Elsevier, vol. 68(C).

  2. Goodhart, Charles & Peiris, M. Udara & Tsomocos, Dimitrios P & Wang, Xuan, 2022. "Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy," CEPR Discussion Papers 16799, C.E.P.R. Discussion Papers.

    Cited by:

    1. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.

  3. Goodhart, Charles & Tsomocos, Dimitrios P & Wang, Xuan, 2020. "Support for Small Businesses amid COVID-19," CEPR Discussion Papers 15055, C.E.P.R. Discussion Papers.

    Cited by:

    1. Federico Huneeus & Tatiana Didier & Mauricio Larrain & Sergio L. Schmukler, 2020. "Financing Firms in Hibernation During the COVID-19 Pandemic," World Bank Publications - Reports 33611, The World Bank Group.
    2. Charlie Tchinda & Marcus Dejardin, 2021. "Are Business Policy Measures in Response to the COVID-19 Pandemic to Be Equally Valued? An Exploration According to SMEs Owners' Business Expectations," Post-Print halshs-03389060, HAL.
    3. Horvath, Akos & Lang, Peter, 2021. "Do loan subsidies boost the real activity of small firms?," Journal of Banking & Finance, Elsevier, vol. 122(C).
    4. Alejandro Fernández-Cerezo & Beatriz González & Mario Izquierdo & Enrique Moral-Benito, 2021. "Firm-level heterogeneity in the impact of the COVID-19 pandemic," Working Papers 2120, Banco de España.
    5. Koroleva, Ekaterina, 2023. "Экстерналии Политики Санкционного Давления И Ее Последствия Для Развития Российского Малого И Среднего Бизнеса [Externalities of the of sanctions pressure policy and its consequences for the develo," MPRA Paper 119291, University Library of Munich, Germany.
    6. Florian Eckert & Heiner Mikosch, 2022. "Firm bankruptcies and start-up activity in Switzerland during the COVID-19 crisis," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-25, December.
    7. Archanskaia, Elizaveta & Canton, Erik & Hobza, Alexandr & Nikolov, Plamen & Simons, Wouter, 2023. "The asymmetric impact of COVID-19: A novel approach to quantifying financial distress across industries," European Economic Review, Elsevier, vol. 158(C).

  4. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2020. "Commodity Cycles and Financial Instability in Emerging Economies," Bank of Russia Working Paper Series wps57, Bank of Russia.

    Cited by:

    1. Nadezhda Ivanova & Mikhail Andreev & Andrey Sinyakov & Ivan Shevchuk, 2019. "Review of Bank of Russia Conference on 'Macroprudential Policy Effectiveness: Theory and Practice'," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 89-121, September.
    2. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    3. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    4. Li, Kexin & Chen, Zhongfei & Andrikopoulos, Athanasios, 2024. "Capital inflow liberalization and bank credit risk," Journal of International Money and Finance, Elsevier, vol. 142(C).

  5. Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2017. "Optimal Bank Regulation in the Presence of Credit and Run Risk," Finance and Economics Discussion Series 2017-097, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
    2. Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
    3. Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2023. "Loan guarantees, bank underwriting policies and financial stability," Journal of Financial Economics, Elsevier, vol. 149(2), pages 260-295.
    4. Lukas Altermatt & Hugo van Buggenum & Lukas Voellmy, 2022. "Systemic bank runs without aggregate risk: how a misallocation of liquidity may trigger a solvency crisis," Working Papers 2022-10, Swiss National Bank.
    5. Gomez, Fabiana & Vo, Quynh-Anh, 2020. "Liquidity management, fire sale and liquidity crises in banking: the role of leverage," Bank of England working papers 894, Bank of England.
    6. Daniel Roberts & Asani Sarkar & Or Shachar, 2018. "Liquidity Regulations, Bank Lending, and Fire-Sale Risk," Staff Reports 852, Federal Reserve Bank of New York.
    7. Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers 2022-3, University of Paris Nanterre, EconomiX.
    8. Lartey, Theophilus & James, Gregory A. & Danso, Albert, 2021. "Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
    9. Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2021. "Capital ratios and banking crises in the European Union," Working Papers 2021-05, CRESE.
    10. Skander J. Van den Heuvel, 2022. "The Welfare Effects of Bank Liquidity and Capital Requirements," Finance and Economics Discussion Series 2022-072, Board of Governors of the Federal Reserve System (U.S.).
    11. Natanael Waraney Gerald Massie & Chaikal Nuryakin, 2020. "When Prime Depositors Run On The Banks: A Behavioral Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(1), pages 139-152, April.
    12. Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
    13. Porcellacchia, Davide & Sheedy, Kevin D., 2024. "The macroeconomics of liquidity in financial intermediation," Working Paper Series 2939, European Central Bank.
    14. Gersbach, Hans & Haller, Hans & Zelzner, Sebastian, 2023. "Enough liquidity with enough capital - And vice versa?," CFS Working Paper Series 714, Center for Financial Studies (CFS).
    15. Manuel Amador & Javier Bianchi, 2021. "Bank Runs, Fragility, and Credit Easing," Working Papers 785, Federal Reserve Bank of Minneapolis.
    16. Santos, João A.C. & Suarez, Javier, 2019. "Liquidity standards and the value of an informed lender of last resort," Journal of Financial Economics, Elsevier, vol. 132(2), pages 351-368.
    17. Altermatt, Lukas & Wang, Zijian, 2024. "Oligopoly banking, risky investment, and monetary policy," European Economic Review, Elsevier, vol. 164(C).
    18. Olivier de Bandt & Sandrine Lecarpentier & Cyril Pouvelle, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements [Les déterminants de la liquidité bancaire : une perspective française sur les inte," Débats économiques et financiers 35, Banque de France.
    19. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    20. Rafael Matta & Enrico Perotti, 2024. "Pay, Stay, or Delay? How to Settle a Run," The Review of Financial Studies, Society for Financial Studies, vol. 37(4), pages 1368-1407.

  6. Danielsson, Jon & Macrae, Robert & Tsomocos, Dimitrios P. & Zigrand, Jean-Pierre, 2016. "Why macropru can end up being procyclical," LSE Research Online Documents on Economics 70711, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Olszak, Małgorzata & Kowalska, Iwona, 2022. "Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).

  7. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2015. "On Default and Uniqueness of Monetary Equilibria," Finance and Economics Discussion Series 2015-34, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    2. Salomon Faure & Hans Gersbach, 2022. "Loanable funds versus money creation in banking: a benchmark result," Journal of Economics, Springer, vol. 135(2), pages 107-149, March.
    3. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
    4. Nikolaos Romanidis & Dimitrios P. Tsomocos, 2022. "Default and determinacy under quantitative easing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(1), pages 95-111, July.
    5. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.

  8. Bhattacharya, Sudipto & Goodhart, Charles & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros P., 2015. "A reconsideration of Minsky’s financial instabilityhypothesis," LSE Research Online Documents on Economics 64218, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
    2. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17448, University of Greenwich, Greenwich Political Economy Research Centre.
    3. Engelbert Stockhammer & Giorgos Gouzoulis & Rob Calvert Jump, 2019. "Debt-driven business cycles in historical perspective: The cases of the USA (1889-2015) and UK (1882-2010)," Working Papers PKWP1907, Post Keynesian Economics Society (PKES).
    4. Eugenio Caverzasi & Daniele Tori, 2018. "The Financial Innovation Hypothesis: Schumpeter, Minsky and the sub-prime mortgage crisis," LEM Papers Series 2018/36, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    5. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    6. Park, Hyun Woong & Bernardin, Thomas, 2018. "Liquidity, bank runs, and fire sales under local thinking," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 89-102.
    7. Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019. "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    8. Augusto de la Torre & Alain Ize, 2016. "The Conceptual Foundations of Macroprudential Policy: A Roadmap," International Finance, Wiley Blackwell, vol. 19(3), pages 333-352, December.
    9. Nikolaidi, Maria, 2017. "Three decades of modelling Minsky: what we have learned and the way forward," Greenwich Papers in Political Economy 17509, University of Greenwich, Greenwich Political Economy Research Centre.
    10. Marcus Scheiblecker & Christian Glocker & Serguei Kaniovski & Atanas Pekanov, 2018. "Der Beitrag der Finanzmarktinterventionen des Bundes über die HETA Abwicklungsgesellschaft zur Stabilisierung des österreichischen Finanzmarktes," WIFO Studies, WIFO, number 60979.
    11. Danielsson, Jon & Macrae, Robert & Tsomocos, Dimitrios P. & Zigrand, Jean-Pierre, 2016. "Why macropru can end up being procyclical," LSE Research Online Documents on Economics 70711, London School of Economics and Political Science, LSE Library.
    12. Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
    13. Hott, Christian, 2013. "Leverage and Risk Taking under Moral Hazard," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79960, Verein für Socialpolitik / German Economic Association.
    14. Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series 2016-093, Board of Governors of the Federal Reserve System (U.S.).
    15. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
    16. Bevilacqua, Mattia & Tunaru, Radu, 2021. "The SKEW index: extracting what has been left," LSE Research Online Documents on Economics 108198, London School of Economics and Political Science, LSE Library.
    17. Riedle, Thorsten, 2018. "Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 308-321.
    18. Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji, 2019. "Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 567-581.
    19. Deepal Basak & Mr. Yunhui Zhao, 2018. "Does Financial Tranquility Call for Stringent Regulation?," IMF Working Papers 2018/123, International Monetary Fund.
    20. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.

  9. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    2. Francis, Bill B. & Hasan, Iftekhar & Kostova, Gergana L., 2016. "When do peers matter?: A cross-country perspective," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 364-389.
    3. Nikolaos Romanidis & Dimitrios P. Tsomocos, 2022. "Default and determinacy under quantitative easing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(1), pages 95-111, July.
    4. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.

  10. Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2014. "How does macroprudential regulation change bank credit supply?," NBER Working Papers 20165, National Bureau of Economic Research, Inc.

    Cited by:

    1. Darrell Duffie, 2018. "Financial Regulatory Reform After the Crisis: An Assessment," Management Science, INFORMS, vol. 64(10), pages 4835-4857, October.
    2. Diamond, D.W. & Kashyap, A.K., 2016. "Liquidity Requirements, Liquidity Choice, and Financial Stability," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2263-2303, Elsevier.
    3. Carlo Altavilla & Luc Laeven & José-Luis Peydró, 2021. "Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers," Working Papers 1246, Barcelona School of Economics.
    4. Frederic Boissay & Fabrice Collard, 2016. "Macroeconomics of bank capital and liquidity regulations," BIS Working Papers 596, Bank for International Settlements.
    5. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018. "Optimal Dynamic Capital Requirements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1271-1297, September.
    6. Kashyap, A. K. & Tsomocos, D. P. & Vardoulakis, A., 2014. "Principles for macroprudential regulation," Financial Stability Review, Banque de France, issue 18, pages 173-182, April.
    7. Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
    8. Asako Chiba, 2022. "Bank capital and liquidity regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(2), pages 120-138, June.
    9. Daniel Garcia-Macia & Alonso Villacorta, 2023. "Macroprudential Policy with Liquidity Panics," The Review of Financial Studies, Society for Financial Studies, vol. 36(5), pages 2046-2090.
    10. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers 470, National Institute of Economic and Social Research.
    11. Xing, Xiaoyun & Wang, Mingsong & Wang, Yougui & Stanley, H. Eugene, 2020. "Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply," Economic Modelling, Elsevier, vol. 91(C), pages 720-735.
    12. Nicola Limodio & Francesco Strobbe, 2018. "Liquidity Requirements and Bank Deposits: Evidence from Ethiopia," BAFFI CAREFIN Working Papers 1879, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    13. Jakub Mateju, 2015. "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES 2015/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2015.
    14. Mark Egan & Ali Hortaçsu & Gregor Matvos, 2017. "Deposit Competition and Financial Fragility: Evidence from the US Banking Sector," American Economic Review, American Economic Association, vol. 107(1), pages 169-216, January.
    15. Dong Beom Choi & Hyun-Soo Choi, 2016. "The effect of monetary policy on bank wholesale funding," Staff Reports 759, Federal Reserve Bank of New York.
    16. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," SciencePo Working papers Main hal-03403274, HAL.
    17. John Geanakoplos & Kieran James Walsh, 2018. "Inefficient liquidity provision," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(1), pages 213-233, July.
    18. Choi, Dong Beom & Eisenbach, Thomas M. & Yorulmazer, Tanju, 2021. "Watering a lemon tree: Heterogeneous risk taking and monetary policy transmission," Journal of Financial Intermediation, Elsevier, vol. 47(C).
    19. De-Ramon, sebastian & Straughan, Michael, 2017. "The economic cost of capital: a VECM approach for estimating and testing the banking sector's response to changes in capital ratios," Bank of England working papers 663, Bank of England.
    20. Carmela D’Avino, 2020. "Global Banking and Macroprudential Policy: New Evidence on U.S. Banks," Journal of Economic Issues, Taylor & Francis Journals, vol. 54(4), pages 1095-1121, October.
    21. Ely, Regis A. & Tabak, Benjamin M. & Teixeira, Anderson M., 2021. "The transmission mechanisms of macroprudential policies on bank risk," Economic Modelling, Elsevier, vol. 94(C), pages 598-630.
    22. Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016. "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series 1943, European Central Bank.
    23. Christoffer Koch & Gary Richardson & Patrick Van Horn, 2020. "Countercyclical Capital Buffers: A Cautionary Tale," NBER Working Papers 26710, National Bureau of Economic Research, Inc.
    24. García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita, 2014. "Banking crises and government intervention," Journal of Financial Stability, Elsevier, vol. 15(C), pages 32-42.
    25. Bassett, William F. & Marsh, W. Blake, 2017. "Assessing targeted macroprudential financial regulation: The case of the 2006 commercial real estate guidance for banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 209-228.
    26. Mr. Ralph Chami & Mr. Thomas F. Cosimano & Jun Ma & Ms. Celine Rochon, 2017. "What’s Different about Bank Holding Companies?," IMF Working Papers 2017/026, International Monetary Fund.
    27. Foly Ananou & Dimitris K Chronopoulos & Amine Tarazi & John O S Wilson, 2021. "Liquidity Regulation and Bank Lending," Working Papers hal-03259305, HAL.
    28. Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
    29. Gazi I. Kara & S. Mehmet Ozsoy, 2016. "Bank regulation under fire sale externalities," Finance and Economics Discussion Series 2016-026, Board of Governors of the Federal Reserve System (U.S.).
    30. Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2017. "Optimal Bank Regulation in the Presence of Credit and Run Risk," Finance and Economics Discussion Series 2017-097, Board of Governors of the Federal Reserve System (U.S.).
    31. M. Birn & M. Dietsch & D. Durant, 2017. "How to reach all Basel requirements at the same time?," Débats économiques et financiers 28, Banque de France.
    32. Ely, Regis Augusto & Tabak, Benjamin Miranda & Teixeira, Anderson Mutter, 2019. "Heterogeneous effects of the implementation of macroprudential policies on bank risk," MPRA Paper 94546, University Library of Munich, Germany.
    33. Hoerova, Marie & Mendicino, Caterina & Nikolov, Kalin & Schepens, Glenn & Heuvel, Skander Van den, 2018. "Benefits and costs of liquidity regulation," Working Paper Series 2169, European Central Bank.
    34. Nicola Limodio & Francesco Strobbe, 2023. "Liquidity Requirements, Bank Deposits and Financial Development," Economica, London School of Economics and Political Science, vol. 90(357), pages 240-270, January.
    35. Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.
    36. Manuel Buchholz, 2015. "How effective is macroprudential policy during financial downturns? Evidence from caps on banks̕ leverage," Bank of Estonia Working Papers wp2015-7, Bank of Estonia, revised 30 Dec 2015.

  11. Mr. Raphael A Espinoza & Mr. Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 2013/085, International Monetary Fund.

    Cited by:

    1. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    2. Mr. Raphael A Espinoza & Mr. Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 2013/085, International Monetary Fund.

  12. Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.

    Cited by:

    1. Mirko Ðukic, Tibor Hlédik, Jirí Polanský, Ljubica Trajcev and Jan Vlcek & Mirko Ðukic & Tibor Hlédik & Jirí Polanský & Ljubica Trajcev & Jan Vlcek, 2021. "A DSGE Model with Financial Dollarization – the Case of Serbia," Working Papers Bulletin 3, National Bank of Serbia.

  13. Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.

    Cited by:

    1. Song, Jae Wook & Ko, Bonggyun & Cho, Poongjin & Chang, Woojin, 2016. "Time-varying causal network of the Korean financial system based on firm-specific risk premiums," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 287-302.
    2. Thomas F. Coleman & Alex LaPlante & Alexey Rubtsov, 2018. "Analysis of the SRISK measure and its application to the Canadian banking and insurance industries," Annals of Finance, Springer, vol. 14(4), pages 547-570, November.
    3. Mikhail Stolbov, 2017. "Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR," International Economics and Economic Policy, Springer, vol. 14(1), pages 119-152, January.
    4. Samuel Mwangi Kiemo & Tobias O. Olweny & Willy M. Muturi & Lucy W. Mwangi, 2019. "Bank-Specific Determinants of Commercial Banks Financial Stability in Kenya," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-5.
    5. Dissem, Sonia & Lobez, Frederic, 2020. "Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk," Research in International Business and Finance, Elsevier, vol. 51(C).
    6. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    7. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
    8. J'ozsef Mezei & Peter Sarlin, 2016. "RiskRank: Measuring interconnected risk," Papers 1601.06204, arXiv.org.
    9. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    10. Chiara Pederzoli & Costanza Torricelli, 2015. "Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0054, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    11. T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
    12. Balakrishnan, Karthik & De George, Emmanuel T. & Ertan, Aytekin & Scobie, Hannah, 2021. "Economic consequences of mandatory auditor reporting to bank regulators," Journal of Accounting and Economics, Elsevier, vol. 72(2).
    13. Oh, Sekyung & Kee, Hyukdo & Park, Kinam, 2019. "Tail risk under price limits," Economic Modelling, Elsevier, vol. 77(C), pages 113-123.
    14. Harun, Cicilia A. & Taruna, Aditya Anta & Ramdani,, 2021. "Capturing the nonlinear impact in distress state: Enhancing scenario design of stress test," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 265-288.
    15. Sarlin, Peter & Ramsay, Bruce A., 2014. "Ending over-lending: Assessing systemic risk with debt to cash flow," Bank of Finland Research Discussion Papers 11/2014, Bank of Finland.
    16. Cevik, Emrah I. & Dibooglu, Sel & Kenc, Turalay, 2016. "Financial stress and economic activity in some emerging Asian economies," Research in International Business and Finance, Elsevier, vol. 36(C), pages 127-139.
    17. Morni, Fareiny & Masih, Mansur, 2017. "Predicting stress in the banking sector: Malaysian evidence," MPRA Paper 108445, University Library of Munich, Germany.
    18. Sarlin, Peter & Ramsay, Bruce A., 2015. "Ending over-lending: assessing systemic risk with debt to cash flow," Working Paper Series 1769, European Central Bank.
    19. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  14. Goodhart, Ch. A. E. & Kashyap, A. K. & Tsomocos, D. P. & Vardoulakis, A. P., 2012. "Financial Regulation in General Equilibrium," Working papers 372, Banque de France.

    Cited by:

    1. Matyska, Branka, 2021. "Salience, systemic risk and spectral risk measures as capital requirements," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
    2. Nina Boyarchenko & Tobias Adrian, 2014. "Liquidity Policies and Systemic Risk," 2014 Meeting Papers 720, Society for Economic Dynamics.
    3. Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series 1088, HEC Paris.
    4. Hassan Dargahi & Mehdi Hadian, 2022. "Oil shocks, financial stability and implementing macroeconomics and macro‐prudential policies in an oil‐exporting economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2481-2496, April.
    5. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011. "When credit bites back: leverage, business cycles, and crises," Working Paper Series 2011-27, Federal Reserve Bank of San Francisco.
    6. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
    7. Tobias Adrian & Nina Boyarchenko & Hyun Song Shin, 2015. "On the scale of financial intermediaries," Staff Reports 743, Federal Reserve Bank of New York.
    8. Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
    9. Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, December.
    10. Federico Lubello & Abdelaziz Rouabah, 2019. "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    11. Jakab, Zoltan & Kumhof, Michael, 2015. "Banks are not intermediaries of loanable funds – and why this matters," Bank of England working papers 529, Bank of England.
    12. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    13. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 579-603, August.
    14. Jokinen, Lenita & Puumalainen, Inka & Airaksinen, Marja, 2019. "Influence of strategic planning on product marketing and health service orientation of community pharmacies—A national survey in Finland," Health Policy, Elsevier, vol. 123(5), pages 462-467.
    15. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
    16. Al-Ubaydli, Omar, 2020. "Understanding How the Coronavirus Affects the Global Economy: A Guide for Non-Economists," MPRA Paper 99642, University Library of Munich, Germany.
    17. Vitor Constancio, 2013. "The European Crisis and the role of the financial system," Special Conference Papers 15, Bank of Greece.
    18. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers 470, National Institute of Economic and Social Research.
    19. Ono, Arito & Uchida, Hirofumi & Udell, Gregory F. & Uesugi, Iichiro, 2021. "Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios," Journal of Financial Stability, Elsevier, vol. 53(C).
    20. Juliane M. Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," Harvard Business School Working Papers 15-072, Harvard Business School, revised Sep 2016.
    21. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    22. Ono, Arito & Uchida, Hirofumi & Udell, Gregory & Uesugi, Iichiro, 2013. "A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market," Working Paper Series 19, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
    23. Luangaram, Pongsak & Thepmongkol, Athakrit, 2022. "Loan-to-value policy in a bubble-creation economy," Journal of Asian Economics, Elsevier, vol. 79(C).
    24. Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario, 2019. "The impact of margin policies on the Italian repo market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    25. Jaromir Benes & Douglas Laxton & Joannes Mongardini, 2018. "Mitigating the deadly embrace in financial cycles: Countercyclical buffers and loan-to-value limits," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 5, pages 90-111, World Scientific Publishing Co. Pte. Ltd..
    26. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
    27. Suarez, Javier & Derviz, Alexis & Nikolov, Kalin & Clerc, Laurent & Mendicino, Caterina & Stracca, Livio & Vardoulakis, Alexandros & Moyen, Stéphane, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," CEPR Discussion Papers 10316, C.E.P.R. Discussion Papers.
    28. Hiroshi Kawata & Yoshiyuki Kurachi & Koji Nakamura & Yuki Teranishi, 2013. "Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model," Bank of Japan Working Paper Series 13-E-3, Bank of Japan.
    29. Canuto, Otaviano & Ghosh, Swati, 2013. "Dealing with the Challenges of Macro Financial Linkages in Emerging Markets," World Bank - Economic Premise, The World Bank, issue 129, pages 1-8, November.
    30. Hartmann, Philipp & Hubrich, Kirstin & Kremer, Manfred & Tetlow, Robert J., 2013. "Melting down: Systemic financial instability and the macroeconomy," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80487, Verein für Socialpolitik / German Economic Association.
    31. Charles A. E. Goodhart & Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2013. "An Integrated Framework for Analyzing Multiple Financial Regulations," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 109-144, January.
    32. Marcus Scheiblecker & Christian Glocker & Serguei Kaniovski & Atanas Pekanov, 2018. "Der Beitrag der Finanzmarktinterventionen des Bundes über die HETA Abwicklungsgesellschaft zur Stabilisierung des österreichischen Finanzmarktes," WIFO Studies, WIFO, number 60979.
    33. Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017. "Macroprudential policy: A review," Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
    34. Jingyi Zhang, 2020. "Shadow Banking and Optimal Capital Requirements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 296-325, October.
    35. Mazelisy, Falk, 2015. "The role of shadow banking in the monetary transmission mechanism and the business cycle," SFB 649 Discussion Papers 2015-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    36. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    37. Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016. "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series 1943, European Central Bank.
    38. Ikeda, Daisuke, 2024. "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, vol. 72(C).
    39. Jaevin Park, 2020. "Inside Money, Business Cycle, and Bank Capital Requirements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 103-121, April.
    40. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    41. Li, Boyao, 2022. "How does bank equity affect credit creation? Multiplier effects under Basel III regulations," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 299-324.
    42. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    43. Santos, João A.C. & Suarez, Javier, 2019. "Liquidity standards and the value of an informed lender of last resort," Journal of Financial Economics, Elsevier, vol. 132(2), pages 351-368.
    44. Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015. "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers) 1028, Bank of Italy, Economic Research and International Relations Area.
    45. Luck, Stephan & Schempp, Paul, 2015. "Banks, Shadow Banking, and Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113204, Verein für Socialpolitik / German Economic Association.
    46. Nigus Demelash Melaku & Ali Fares & Ripendra Awal, 2023. "Exploring the Impact of Winter Storm Uri on Power Outage, Air Quality, and Water Systems in Texas, USA," Sustainability, MDPI, vol. 15(5), pages 1-19, February.
    47. Mohammed Al‐Hamdani & Kayla M. Joyce & Tristan Park & Megan E. Cowie & Sherry H. Stewart, 2021. "Cannabis packaging: An opportunity for facilitating informed decisions," Journal of Consumer Affairs, Wiley Blackwell, vol. 55(3), pages 1150-1168, September.
    48. Tim Landvoigt & Juliane Begenau, 2016. "Financial Regulation in a Quantitative Model of the Modern Banking System," 2016 Meeting Papers 1462, Society for Economic Dynamics.
    49. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    50. Qiao, Yu & Labi, Samuel & Fricker, Jon D., 2021. "Does highway project bundling policy affect bidding competition? Insights from a mixed ordinal logistic model," Transportation Research Part A: Policy and Practice, Elsevier, vol. 145(C), pages 228-242.
    51. Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018. "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers 490, National Institute of Economic and Social Research.
    52. Thomas Lejeune & Raf Wouters, 2019. "A macroeconomic model with heterogeneous and financially-constrained intermediaries," Working Paper Research 367, National Bank of Belgium.
    53. Mazelis, Falk, 2014. "Monetary policy effects on financial intermediation via the regulated and the shadow banking systems," SFB 649 Discussion Papers 2014-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    54. Uddin, Godwin, 2020. "Prudential guidelines and financial system stability in Nigeria," MPRA Paper 104964, University Library of Munich, Germany.
    55. Li, Boyao, 2021. "Bank equity, interest payments, and credit creation under Basel III regulations," MPRA Paper 111269, University Library of Munich, Germany.
    56. Tobias Adrian & Nina Boyarchenko, 2013. "Intermediary Leverage Cycles and Financial Stability," Liberty Street Economics 20131120, Federal Reserve Bank of New York.
    57. Paula Garda & Volker Ziemann, 2014. "Economic Policies and Microeconomic Stability: A Literature Review and Some Empirics," OECD Economics Department Working Papers 1115, OECD Publishing.
    58. Juliane Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," 2015 Meeting Papers 687, Society for Economic Dynamics.
    59. Magill, Michael & Quinzii, Martine & Rochet, Jean-Charles, 2020. "The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 113-128.
    60. Tobias Adrian, 2012. "Discussion of “An Integrated Framework for Multiple Financial Regulations”," Staff Reports 583, Federal Reserve Bank of New York.
    61. Angeloni, Ignazio (ed.), 2020. "Beyond the Pandemic: Reviving Europe’s Banking Union," Vox eBooks, Centre for Economic Policy Research, number p327.
    62. cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54365, University Library of Munich, Germany.
    63. Li Lin, 2014. "Optimal loan-to-value ratio and the efficiency gains of default," Annals of Finance, Springer, vol. 10(1), pages 47-69, February.

  15. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.

    Cited by:

    1. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    2. Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
    3. Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014. "Macroprudential framework:key questions applied to the French case," Occasional papers 9, Banque de France.
    4. Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
    5. Mario Lupoli, 2022. "Deleverage and Defaults in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-58, December.
    6. Gomez-Ruano, Gerardo, 2014. "Should Central Banks Take On Credit-Risk?," MPRA Paper 93633, University Library of Munich, Germany.
    7. Annelise Riles, 2013. "Is New Governance the Ideal Architecture for Global Financial Regulation?," IMES Discussion Paper Series 13-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    8. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.

  16. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00505141, HAL.

    Cited by:

    1. Gaël Giraud, 2010. "Financial Crashes versus liquidity trap: the dilemma of monetary policy," Documents de travail du Centre d'Economie de la Sorbonne 10014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Gaël Giraud & Nguenamadji Orntangar, 2011. "Monetary policy under finite speed of trades and myopia," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00609824, HAL.
    3. Gaël Giraud & Céline Rochon, 2010. "Transition to Equilibrium in International Trades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00657038, HAL.
    4. Dixon, Huw & Pourpourides, Panayiotis M., 2016. "On imperfect competition with occasionally binding cash-in-advance constraints," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 72-85.
    5. Giraud, Gaël & Grasselli, Matheus, 2021. "Household debt: The missing link between inequality and secular stagnation," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 901-927.
    6. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    7. Gaël Giraud & Paul Valcke, 2023. "Macrodynamics and climate: reformulation," Oxford Open Economics, Oxford University Press, vol. 2, pages 518-523.
    8. Liao, Mouhua, 2016. "A market game with symmetric limit orders," Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 66-76.

  17. Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010. "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers dp648, Financial Markets Group.

    Cited by:

    1. Angelini, P. & Clerc, L. & Cúrdia, V. & Gambacorta, L. & Gerali, A. & Locarno, A. & Motto, R. & Roeger, W. & Van den Heuvel, S. & Vlcek, J., 2011. "BASEL III: Long-term impact on economic performance and fluctuations," Working papers 323, Banque de France.
    2. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    3. Salvatore Federico & Andrea Modena & Luca Regis, 2025. "The Power of Faith: Effects of an Imam-led Information Campaign on Labor Supply and Social Interactions," CRC TR 224 Discussion Paper Series crctr224_2025_622, University of Bonn and University of Mannheim, Germany.
    4. Manuel Muñoz, 2018. "Rethinking Capital Regulation: The Case for a Dividend Prudential Target," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
    5. Goodhart, C. A. E. & Romanidis, Nikolas & Tsomocos, Dimitri & Shubik, Martin, 2017. "Macro-modelling, default and money," LSE Research Online Documents on Economics 118968, London School of Economics and Political Science, LSE Library.
    6. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2010. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_42, Max Planck Institute for Research on Collective Goods.
    7. ROTARU, Livia Maria, 2014. "The Financial Crisis – Explaining The Costs," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 187-193.
    8. Gabriele Galati & Richhild Moessner, 2013. "Macroprudential Policy – A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
    9. M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
    10. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_23, Max Planck Institute for Research on Collective Goods.
    11. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
    12. Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
    13. Charles A.E. Goodhart, 2011. "Financial Regulation," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 12, Edward Elgar Publishing.
    14. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    15. Petr Jakubik & Saida Teleu, 2022. "Suspension of insurers’ dividends as a response to the COVID-19 crisis: evidence from the European insurance equity market," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(4), pages 785-816, October.
    16. Li Lin, 2014. "Optimal loan-to-value ratio and the efficiency gains of default," Annals of Finance, Springer, vol. 10(1), pages 47-69, February.

  18. Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2009. "Modeling a Housing and Mortgage Crisis," Working Papers Central Bank of Chile 547, Central Bank of Chile.

    Cited by:

    1. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
    2. Avanzini, Diego & Martı́nez, Juan Francisco & Pérez, Vı́ctor, 2020. "Assessing mortgage default risk in full-recourse economies, with an application to the case of Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).

  19. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.

    Cited by:

    1. Donato Masciandaro & Davide Romelli, 2017. "Twin Peaks And Central Banks: Economics, Political Economy And Comparative Analysis," BAFFI CAREFIN Working Papers 1768, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    2. Donato Masciandaro & Davide Romelli, 2015. "Ups and Downs. Central Bank Independence from the Great Inflation to the Great Recession: Theory, Institutions and Empirics," BAFFI CAREFIN Working Papers 1503, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    3. Mellár, Tamás, 2010. "Válaszút előtt a makroökonómia? [Does macroeconomics face a dilemma?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 591-611.
    4. Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2013. "Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?," Journal of Financial Stability, Elsevier, vol. 9(1), pages 117-138.
    5. Donato Masciandaro & Davide Romelli, 2019. "Behavioral Monetary Policymaking: Economics, Political Economy And Psychology," BAFFI CAREFIN Working Papers 19105, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    6. Tomas Havranek & Roman Horvath & Jakub Mateju, 2010. "Do Financial Variables Help Predict Macroeconomic Environment? The Case of the Czech Republic," Working Papers 2010/06, Czech National Bank.
    7. Abdelaziz Rouabah & John Theal, 2010. "Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector," BCL working papers 47, Central Bank of Luxembourg.
    8. Michal Franta & Roman Horvath & Marek Rusnak, 2011. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers 2011/13, Czech National Bank.
    9. Dibooglu, Sel & Erdogan, Seyfettin & Yildirim, Durmus Cagri & Cevik, Emrah Ismail, 2020. "Financial conditions and monetary policy in the US," Economic Systems, Elsevier, vol. 44(4).
    10. Mirko Ðukic, Tibor Hlédik, Jirí Polanský, Ljubica Trajcev and Jan Vlcek & Mirko Ðukic & Tibor Hlédik & Jirí Polanský & Ljubica Trajcev & Jan Vlcek, 2021. "A DSGE Model with Financial Dollarization – the Case of Serbia," Working Papers Bulletin 3, National Bank of Serbia.
    11. Bechlioulis, Alexandros & Brissimis, Sophocles, 2014. "Consumer default and optimal consumption decisions," MPRA Paper 56864, University Library of Munich, Germany.
    12. Federico GIRI, 2014. "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers 398, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    13. Tomáš Havránek & Roman Horváth & Jakub Matějů, 2012. "Monetary transmission and the financial sector in the Czech Republic," Economic Change and Restructuring, Springer, vol. 45(3), pages 135-155, August.
    14. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
    15. Mr. Itai Agur & Ms. Maria Demertzis, 2013. "Leaning Against the Wind and the Timing of Monetary Policy," IMF Working Papers 2013/086, International Monetary Fund.
    16. Mr. Jan Vlcek & Mr. Scott Roger, 2012. "Macrofinancial Modeling At Central Banks: Recent Developments and Future Directions," IMF Working Papers 2012/021, International Monetary Fund.
    17. Mr. Itai Agur & Mr. Sunil Sharma, 2013. "Rules, Discretion, and Macro-Prudential Policy," IMF Working Papers 2013/065, International Monetary Fund.
    18. Alexandros P. Bechlioulis & Sophocles N. Brissimis, 2021. "Are household consumption decisions affected by past due unsecured debt? Theory and evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3040-3053, April.
    19. Mr. Itai Agur & Ms. Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 2015/283, International Monetary Fund.
    20. David Meenagh & Patrick Minford, 2012. "Non Stationary Shocks, Crises and Policy," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 191-224.
    21. Eva Zamrazilová, 2011. "Měnová politika: staré lekce, nové výzvy [Monetary Policy: Old Lessons and New Challenges]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(1), pages 3-21.
    22. ATI Abdessatar & BEN JAZIA Rachida, 2013. "Institutional Quality And Financial Stress: Experience From Emerging Country," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 8(3), pages 5-20, December.
    23. Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
    24. Jaromír Baxa & Roman Horváth & Bořek Vašíček, 2011. "Time Varying Monetary Policy Rules and Financial Stress," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 10, Edward Elgar Publishing.
    25. Lucia Dalla Pellegrina & Donato Masciandaro & Rosaria Vega Pansini, 2011. "New Advantages of Tying One’s Hands: Banking Supervision, Monetary Policy and Central Bank Independence," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 8, Edward Elgar Publishing.
    26. Eduardo Strachman & Jos Ricardo Fucidji, 2012. "The Current Financial And Economic Crisis Empirical And Methodological Issues," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 95-109.
    27. Albulescu, Claudiu Tiberiu, 2013. "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 62-81, March.
    28. Donato Masciandaro & Marc Quintyn, 2013. "The Evolution of Financial Supervision: the Continuing Search for the Holy Grail," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 8, pages 263-318, SUERF - The European Money and Finance Forum.
    29. Dalla Pellegrina, L. & Masciandaro, D. & Pansini, R.V., 2013. "The central banker as prudential supervisor: Does independence matter?," Journal of Financial Stability, Elsevier, vol. 9(3), pages 415-427.

  20. Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand, 2008. "The Optimal Monetary Instrument for Prudential Purposes," FMG Discussion Papers dp617, Financial Markets Group.

    Cited by:

    1. Dai, Meixing, 2010. "Financial volatility and optimal instrument choice: A revisit to Poole’s analysis," MPRA Paper 28547, University Library of Munich, Germany, revised 02 Feb 2011.
    2. Marcin Wolski, 2015. "Modern Monetary Rules: Any Role for Financial Targeting?☆," International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 367-403, Emerald Group Publishing Limited.
    3. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
    4. C. A. E. Goodhart, 2009. "The Continuing Muddles of Monetary Theory: A Steadfast Refusal to Face Facts," Economica, London School of Economics and Political Science, vol. 76(s1), pages 821-830, October.
    5. firano, zakaria & Benbachir, Saad & Abouch, Mohammed, 2012. "Macroeconomic framework for financial stability for Morocco," MPRA Paper 43998, University Library of Munich, Germany.
    6. Stan du Plessis, 2012. "Assets matter: New and old views of monetary policy," Working Papers 16/2012, Stellenbosch University, Department of Economics.
    7. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.
    8. Marcelo de C. Griebeler & Ronald Otto Hillbrecht, 2014. "Convexity of the central bank's loss function and dependence between monetary instruments," Economics Bulletin, AccessEcon, vol. 34(4), pages 2275-2291.
    9. Vasile Cocris & Anca Elena Nucu, 2013. "Monetary policy and financial stability: empirical evidence from Central and Eastern European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(1), pages 75-98, July.
    10. Kim, Jinyong & Kim, Yong-Cheol, 2013. "Financial crisis and a transmission mechanism of external shocks: The signaling role of the Korean Monetary Stabilization Bond," Journal of Financial Stability, Elsevier, vol. 9(4), pages 682-694.
    11. Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
    12. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.

  21. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," Economics Series Working Papers 2008fe28, University of Oxford, Department of Economics.

    Cited by:

    1. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.

  22. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.

    Cited by:

    1. Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers halshs-01295573, HAL.
    2. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    3. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
    4. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2014. "Asset portfolio securitizations and cyclicality of regulatory capital," European Journal of Operational Research, Elsevier, vol. 237(1), pages 289-302.
    5. S Ingolfsson & B T Elvarsson, 2010. "Cyclical adjustment of point-in-time PD," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 374-380, March.
    6. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "A Reconsideration of Minsky’s Financial Instability Hypothesis," Chapters, in: Financial Regulation and Stability, chapter 6, pages 158-200, Edward Elgar Publishing.
    7. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2015. "A Reconsideration of Minsky's Financial Instability Hypothesis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 931-973, August.
    8. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    9. Panayiotis P. Athanasoglou & Ioannis Daniilidis, 2011. "Procyclicality in the banking industry: causes, consequences and response," Working Papers 139, Bank of Greece.

  23. Charles Goodhart & Dimitrios Tsomocos, 2007. "Analysis of Financial Stability," FMG Special Papers sp173, Financial Markets Group.

    Cited by:

    1. Romar Correa, 2008. "Heterodox Macroeconomics and the Design of Monetary Institutions," Working Papers id:1721, eSocialSciences.
    2. Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
    3. Dietrich Domanski & Philip Turner, 2011. "The Great Liquidity Freeze : What Does It Mean for International Banking?," Macroeconomics Working Papers 23245, East Asian Bureau of Economic Research.
    4. Bluhm, Marcel & Krahnen, Jan Pieter, 2011. "Default risk in an interconnected banking system with endogeneous asset markets," CFS Working Paper Series 2011/19, Center for Financial Studies (CFS).
    5. Charles Freedman & Clyde Goodlet, 2007. "Financial Stability: What It Is and Why It Matters," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 256, November.
    6. Jacques Sapir, 2017. "The relationship between monetary policy and economic development in modern Europe: Problems and possible solutions," Studies on Russian Economic Development, Springer, vol. 28(5), pages 467-471, September.

  24. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.

    Cited by:

    1. Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007. "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, vol. 3(1), pages 131-153, January.
    2. Yonggang Ye & Jiaqi Yang & Lingfeng Song & Pei ZHang, 2013. "Macroeconomics Framework Considered Risk Factors: Based on Default Distance," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 124-133, December.
    3. Rasmus Kattai, 2010. "Credit risk model for the Estonian banking sector," Bank of Estonia Working Papers wp2010-01, Bank of Estonia, revised 04 Feb 2010.
    4. Fioramanti, Marco & Vicarelli, Claudio, 2011. "The New Stability and Growth Pact: Primum non nocere," CEPS Papers 4370, Centre for European Policy Studies.
    5. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    6. Hernando Vargas H. & Dpto de Estabilidad Financiera, 2006. "El Riesgo De Mercado De La Deuda Pública:¿Una Restricción A La Política Monetaria?El Caso Colombiano," Borradores de Economia 2543, Banco de la Republica.
    7. Bo Jiang & Bruce Philp & Zhongmin Wu, 2018. "Macro stress testing in the banking system of China," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(4), pages 287-298, November.
    8. Stan du Plessis & Gideon du Rand, 2011. "On the (non-)equivalence of capital adequacy and monetary policy: A response to Cechetti and Kohler," Working Papers 04/2011, Stellenbosch University, Department of Economics.
    9. Acedański, Jan & Karkowska, Renata, 2022. "Instability spillovers in the banking sector: A spatial econometrics approach," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    10. Bluhm, Marcel & Krahnen, Jan Pieter, 2011. "Default risk in an interconnected banking system with endogeneous asset markets," CFS Working Paper Series 2011/19, Center for Financial Studies (CFS).
    11. Eric Tymoigne, 2010. "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive wp_605, Levy Economics Institute.
    12. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
    13. Dovern, Jonas & Meier, Carsten-Patrick & Vilsmeier, Johannes, 2010. "How resilient is the German banking system to macroeconomic shocks?," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1839-1848, August.
    14. Mr. Dale F Gray & Mr. James P Walsh, 2008. "Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System," IMF Working Papers 2008/089, International Monetary Fund.
    15. David Pérez-Reyna, 2009. "Una aproximación para analizar la estabilidad financiera por medio de un DSGE," Temas de Estabilidad Financiera 040, Banco de la Republica de Colombia.
    16. Roger Hammersland & Cathrine Bolstad Træe, 2011. "The Financial Accelerator and the real economy. Self-reinforcing feedback loops in a core macro econometric model for Norway," Discussion Papers 668, Statistics Norway, Research Department.
    17. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  25. Dimitrios P Tsomocos & Sudipto Bhattacharya & Charles A.E. Goodhart & Pojanart Sunirand, 2006. "Banks, Relative Performance, and Sequential Contagion," Economics Series Working Papers 2006-FE-10, University of Oxford, Department of Economics.

    Cited by:

    1. Junichi Fujimoto, 2011. "Speculative Attacks with Multiple Targets," CARF F-Series CARF-F-267, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    2. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    3. Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    4. Goel, Anand M. & Song, Fenghua & Thakor, Anjan V., 2014. "Correlated leverage and its ramifications," Journal of Financial Intermediation, Elsevier, vol. 23(4), pages 471-503.
    5. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    6. Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
    7. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.

  26. Dimitrios P Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," Economics Series Working Papers 2006-FE-07, University of Oxford, Department of Economics.

    Cited by:

    1. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    2. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Post-Print halshs-00505141, HAL.
    3. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    4. Mr. Raphael A Espinoza & Mr. Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 2013/085, International Monetary Fund.
    5. Charles Goodhart & Anil K Kashyap & Dimitrios Tsomocos & Alexandros Vardoulakis, 2012. "Financial Regulation in General Equilibrium," FMG Discussion Papers dp702, Financial Markets Group.
    6. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," OFRC Working Papers Series 2008fe28, Oxford Financial Research Centre.
    7. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    8. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    9. firano, zakaria & Benbachir, Saad & Abouch, Mohammed, 2012. "Macroeconomic framework for financial stability for Morocco," MPRA Paper 43998, University Library of Munich, Germany.
    10. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.
    11. Goodhart, Charles & Kashyap, Anil & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2012. "Financial regulation in general equilibrium," LSE Research Online Documents on Economics 119051, London School of Economics and Political Science, LSE Library.
    12. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    13. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    14. Matthew Hoelle & M. Udara Peiris, 2013. "On the Efficiency of Nominal GDP Targeting in a Large Open Economy," Purdue University Economics Working Papers 1273, Purdue University, Department of Economics.
    15. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.

  27. 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.

    Cited by:

    1. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    2. Emmanuel C. Mamatzakis & Mike G. Tsionas, 2021. "A Bayesian panel stochastic volatility measure of financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5363-5384, October.
    3. International Monetary Fund, 2009. "Cyprus: Financial Sector Assessment Program Update: Technical Note: Measuring Banking Stability in Cyprus," IMF Staff Country Reports 2009/171, International Monetary Fund.
    4. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
    5. Santiago Caicedo & Dairo Estrada & Mariana Laverde, 2012. "Countercyclical banking capital bu ers in a DSGE model," Temas de Estabilidad Financiera 071, Banco de la Republica de Colombia.
    6. Miguel Ángel Morales Mosquera, 2011. "Concentración y estabilidad financiero: el caso del sistema bancario colombiano," Temas de Estabilidad Financiera 058, Banco de la Republica de Colombia.
    7. Mr. Derek Anderson & Mr. Benjamin L Hunt & Stephen Snudden, 2013. "Fiscal Consolidation in the Euro Area: How Much Can Structural Reforms Ease the Pain?," IMF Working Papers 2013/211, International Monetary Fund.
    8. Tao Sun, 2015. "The Impact of Global Liquidity on Financial Landscapes and Risks in the ASEAN-5 Countries," IMF Working Papers 2015/211, International Monetary Fund.
    9. Eric Wong & Cho-Hoi Hui, 2009. "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers 0906, Hong Kong Monetary Authority.
    10. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 125-151, April.
    11. Garry J. Schinasi, 2009. "Defining Financial Stability and a Framework for Safeguarding It," Working Papers Central Bank of Chile 550, Central Bank of Chile.
    12. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
    13. Mr. C. A. E. Goodhart & Miguel A. Segoviano, 2009. "Banking Stability Measures," IMF Working Papers 2009/004, International Monetary Fund.
    14. Dairo Estrada & Miguel Ángel Morales Mosquera, 2009. "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
    15. Mario Pecaric & Josip Viskovic, 2013. "The effects of prudential policy measures on financial stability in post-transition countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 31(1), pages 9-34.
    16. Apostolakis, George & Papadopoulos, Athanasios P., 2015. "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, vol. 19(C), pages 1-21.
    17. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    18. Guseon Ji & Daniel Sungyeon Kim & Kwangwon Ahn, 2019. "Financial Structure and Systemic Risk of Banks: Evidence from Chinese Reform," Sustainability, MDPI, vol. 11(13), pages 1-22, July.
    19. Blaise Gadanecz & Kaushik Jayaram, 2009. "Measures of financial stability - a review," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 365-380, Bank for International Settlements.
    20. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018. "Measuring systemic vulnerability in European banking systems," Journal of Financial Stability, Elsevier, vol. 36(C), pages 279-292.
    21. Jaume Puig-Forne & Mr. Ken Miyajima & Rebecca McCaughrin & Mr. Peter Dattels, 2010. "Can You Map Global Financial Stability?," IMF Working Papers 2010/145, International Monetary Fund.
    22. Mr. Mark Swinburne & Stéphanie Marie Stolz & Ms. Marina Moretti, 2008. "Stress Testing at the IMF," IMF Working Papers 2008/206, International Monetary Fund.
    23. Gou, Qin & Yiping, Huang, 2018. "Will Financial Liberalization Trigger the First Crisis in the People’s Republic of China? Lessons from Cross-Country Experiences," ADBI Working Papers 818, Asian Development Bank Institute.

  28. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Tomas Konecny & Oxana Babecka-Kucharcukova, 2016. "Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
    2. Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers 281, Bank for International Settlements.
    3. De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
    4. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    5. Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
    6. Volkova, Olga (Волкова, Ольга) & Lvova, Irina (Львова, Ирина), 2016. "The bank's rating, the rating agencies, Basel II of, financial indicator, the econometric model [Влияние Финансовых Показателей На Международные Рейтинги Российских Банков]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 177-195, February.
    7. Jokipii, Terhi & Monnin, Pierre, 2013. "The impact of banking sector stability on the real economy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1-16.
    8. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
    9. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    10. Molterer, Manuel, 2019. "Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 163-174.
    11. Eric Tymoigne, 2010. "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive wp_605, Levy Economics Institute.
    12. Hayakawa, Kazuhiko, 2016. "Improved GMM estimation of panel VAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 240-264.
    13. Eric Tymoigne, 2014. "Measuring macroprudential risk through financial fragility: a Minskian approach," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(4), pages 719-744.
    14. Kanas, Angelos, 2014. "Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 244-258.
    15. Zineddine Alla & Mr. Raphael A Espinoza & Qiaoluan H. Li & Miguel A. Segoviano, 2018. "Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses," IMF Working Papers 2018/049, International Monetary Fund.
    16. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
    17. Susan Schroeder, 2009. "Defining and detecting financial fragility: New Zealand's experience," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 36(3), pages 287-307, February.
    18. Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2010. "Stress-testing euro area corporate default probabilities using a global macroeconomic model," Journal of Financial Stability, Elsevier, vol. 6(2), pages 64-78, June.

  29. Dimitrios P Tsomocos & F.H. Capie & City UniversityG.E. Wood & Bank of England and City University, 2005. "Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy," Economics Series Working Papers 2005-FE-01, University of Oxford, Department of Economics.

    Cited by:

    1. Paul Pichler & Martin Summer & Beat Weber, 2020. "Does digitalization require Central Bank Digital Currencies for the general public?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 40-56.

  30. Tsomocos, Dimitrios P. & Zicchino, Lea, 2005. "On modelling endogenous default," LSE Research Online Documents on Economics 24667, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    2. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    3. Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
    4. 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, September.
    5. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    6. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.
    7. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.

  31. Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility," LSE Research Online Documents on Economics 24703, London School of Economics and Political Science, LSE Library.

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    2. Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
    3. Yang, Yung-Lieh & Cho, Tsui-Yueh & Huang, Ming-Hsiang, 2017. "Impacts Of The Economic Cooperation Framework Agreement On Banking Cost Efficiency In China And Taiwan : A Stochastic Metafrontier Approach," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 58(2), pages 121-141, December.
    4. Eichberger, Jürgen & Summer, Martin, 2004. "Bank Capital, Liquidity and Systemic Risk," Sonderforschungsbereich 504 Publications 04-45, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    5. Luboš Smrčka, 2010. "Credit Crisis in View of Return on Loan," Ekonomika a Management, Prague University of Economics and Business, vol. 2010(2).
    6. Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers halshs-01942734, HAL.
    7. Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers 281, Bank for International Settlements.
    8. Sudipto Bhattacharya & Pojanart Sunirand, 2012. "Banks, Relative Performance, and Sequential Contagion," Chapters, in: The Challenge of Financial Stability, chapter 7, pages 153-170, Edward Elgar Publishing.
    9. Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
    10. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
    11. Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Education of the Head and Financial Vulnerability of Households: Evidence from a Household’s Survey Data in Pakistan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(2), pages 439-463, January.
    12. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel, 2009. "Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2050-2061, November.
    13. 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.
    14. von Peter, Goetz, 2009. "Asset prices and banking distress: A macroeconomic approach," Journal of Financial Stability, Elsevier, vol. 5(3), pages 298-319, September.
    15. Mizuho Kida, 2008. "A macro stress testing model with feedback effects," Reserve Bank of New Zealand Discussion Paper Series DP2008/08, Reserve Bank of New Zealand.
    16. Hałaj, Grzegorz & Żochowski, Dawid, 2006. "Strategic groups in Polish banking sector and financial stability," MPRA Paper 326, University Library of Munich, Germany.
    17. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
    18. Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
    19. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    20. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
    21. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    22. Kellermann, Kersten, 2010. "Too Big To Fail: Ein gordischer Knoten für die Finanzmarktaufsicht?," KOFL Working Papers 6, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
    23. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 579-603, August.
    24. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Post-Print halshs-00505141, HAL.
    25. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    26. Jean-Yves Gnabo & Nicolas K. Scholtes, 2016. "Assessing the role of interbank network structure in business and financial cycle analysis," Working Paper Research 307, National Bank of Belgium.
    27. Frache, Serafín & García-Cicco, Javier & Ponce, Jorge, 2023. "Countercyclical prudential tools in an estimated DSGE model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
    28. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    29. Ngoc-Sang Pham, 2013. "Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00848057, HAL.
    30. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    31. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    32. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    33. Yangfan Sun & Mr. Hui Tong, 2015. "How Does Post-Crisis Bank Capital Adequacy Affect Firm Investment?," IMF Working Papers 2015/145, International Monetary Fund.
    34. Goodhart, C. A. E. & Romanidis, Nikolas & Tsomocos, Dimitri & Shubik, Martin, 2017. "Macro-modelling, default and money," LSE Research Online Documents on Economics 118968, London School of Economics and Political Science, LSE Library.
    35. Dale Gray & Carlos García T. & Leonardo Luna B. & Jorge E. Restrepo L., 2009. "Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 11-33, August.
    36. Abdelaziz Rouabah & John Theal, 2010. "Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector," BCL working papers 47, Central Bank of Luxembourg.
    37. Borio, Claudio & Zhu, Haibin, 2012. "Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?," Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
    38. Gersbach, Hans & Zelzner, Sebastian, 2022. "Why bank money creation?," CFS Working Paper Series 678, Center for Financial Studies (CFS).
    39. Gieck, Jana, 2014. "Unconventional monetary policy in an open economy," Discussion Papers 41/2014, Deutsche Bundesbank.
    40. Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
    41. Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
    42. Drakos, Anastassios A. & Kouretas, Georgios P., 2015. "Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 127-140.
    43. Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
    44. Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.
    45. Garita, Gus, 2010. "An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"," MPRA Paper 25996, University Library of Munich, Germany.
    46. Igan, Deniz & Mirzaei, Ali, 2020. "Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 688-726.
    47. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    48. Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023. "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    49. Claudio Borio & Mathias Drehmann, 2009. "Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences," Working Papers Central Bank of Chile 544, Central Bank of Chile.
    50. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    51. Blank, Sven & Dovern, Jonas, 2009. "What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model," Discussion Paper Series 2: Banking and Financial Studies 2009,15, Deutsche Bundesbank.
    52. Goodhart, C.A.E., 2006. "A framework for assessing financial stability?," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3415-3422, December.
    53. Kannai, Yakar & Rosenmüller, Joachim, 2010. "Strategic behavior in financial markets," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 148-162, March.
    54. Jokipii, Terhi & Monnin, Pierre, 2013. "The impact of banking sector stability on the real economy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1-16.
    55. Katarzyna Boratynska, 2021. "Determinants of Economic Fragility in Central and Eastern European Countries FsQCA Approach," European Research Studies Journal, European Research Studies Journal, vol. 0(3 - Part ), pages 827-837.
    56. Gersbach, Hans & Faure, Salomon, 2016. "On the Money Creation Approach to Banking," CEPR Discussion Papers 11368, C.E.P.R. Discussion Papers.
    57. Juan-Francisco Martínez & Rodrigo Cifuentes & Juan Sebastián Becerra, 2017. "Pruebas de Tensión Bancaria del Banco Central de Chile: Actualización," Working Papers Central Bank of Chile 801, Central Bank of Chile.
    58. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
    59. Charles Goodhart & Anil K Kashyap & Dimitrios Tsomocos & Alexandros Vardoulakis, 2012. "Financial Regulation in General Equilibrium," FMG Discussion Papers dp702, Financial Markets Group.
    60. Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2011. "Modeling a Housing and Mortgage Crisis," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 8, pages 215-253, Central Bank of Chile.
    61. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    62. Suarez, Javier & Derviz, Alexis & Nikolov, Kalin & Clerc, Laurent & Mendicino, Caterina & Stracca, Livio & Vardoulakis, Alexandros & Moyen, Stéphane, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," CEPR Discussion Papers 10316, C.E.P.R. Discussion Papers.
    63. De Graeve, Ferre & Kick, Thomas, 2008. "Monetary policy and bank distress: an integrated micro-macro approach," Discussion Paper Series 2: Banking and Financial Studies 2008,03, Deutsche Bundesbank.
    64. 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).
    65. Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(84), pages 203-221, December.
    66. Piergiorgio Alessandri & Prasanna Gai & Sujit Kapadia & Nada Mora & Claus Puhr, 2009. "Towards a Framework for Quantifying Systemic Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 47-81, September.
    67. C. A. E. Goodhart, 2009. "The Continuing Muddles of Monetary Theory: A Steadfast Refusal to Face Facts," Economica, London School of Economics and Political Science, vol. 76(s1), pages 821-830, October.
    68. 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, September.
    69. Ethan Cohen-Cole & Enrique Martinez-Garcia, 2009. "The Balance Sheet Channel," Working Papers Central Bank of Chile 537, Central Bank of Chile.
    70. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011. "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series 1327, European Central Bank.
    71. Granville, Brigitte & Mallick, Sushanta, 2009. "Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 662-674, October.
    72. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
    73. Ondřej Machek & Luboš Smrčka, 2015. "An updated Model of Financial Fragility based on General Equilibrium Analysis [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(4), pages 23-42.
    74. Guangling Liu, 2014. "The Welfare Cost of Sovereign Default and Liquidity Injections," Working Papers 12/2014, Stellenbosch University, Department of Economics.
    75. Zulkhibri, Muhamed & Ismail, Abdul Ghafar, 2017. "Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment," Policy Papers 2017-6, The Islamic Research and Teaching Institute (IRTI).
    76. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    77. Salomon Faure & Hans Gersbach, 2017. "Money Creation and Destruction," CESifo Working Paper Series 6565, CESifo.
    78. Yunsong Xu & Hanying Qi & Jiaqi Li & Ning Ding, 2021. "The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China," SAGE Open, , vol. 11(4), pages 21582440211, December.
    79. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    80. Charles Goodhart & Boris Hofmann & Miguel Segoviano, 2004. "Bank Regulation and Macroeconomic Fluctuations," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 20(4), pages 591-615, Winter.
    81. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    82. firano, zakaria & Benbachir, Saad & Abouch, Mohammed, 2012. "Macroeconomic framework for financial stability for Morocco," MPRA Paper 43998, University Library of Munich, Germany.
    83. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    84. Martin Èihák, 2005. "Stress Testing of Banking Systems (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(9-10), pages 418-440, September.
    85. Eric Wong & Cho-Hoi Hui, 2009. "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers 0906, Hong Kong Monetary Authority.
    86. John Muellbauer, 2010. "Household decisions, credit markets and the macroeconomy: implications for the design of central bank models," BIS Working Papers 306, Bank for International Settlements.
    87. Gomez-Ruano, Gerardo, 2014. "Should Central Banks Take On Credit-Risk?," MPRA Paper 93633, University Library of Munich, Germany.
    88. Garita, Gus, 2011. "The reciprocal relationship between systemic risk and real economic activity," MPRA Paper 33135, University Library of Munich, Germany.
    89. M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
    90. Gieck, Jana & Traczyk, Adam, 2013. "Unconventional Monetary Policy and bank supervision," MPRA Paper 62014, University Library of Munich, Germany.
    91. Gregory deWalque & Olivier Pierrard & Abdelaziz Rouabah, 2010. "Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach," Economic Journal, Royal Economic Society, vol. 120(549), pages 1234-1261, December.
    92. Paul Glasserman & H. Peyton Young, 2013. "How Likely is Contagion in Financial Networks?," Working Papers 13-06, Office of Financial Research, US Department of the Treasury, revised 12 Apr 2017.
    93. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    94. Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
    95. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    96. Guembel, Alexander & Sussman, Oren, 2010. "Liquidity, Contagion and Financial Crisis," IDEI Working Papers 664, Institut d'Économie Industrielle (IDEI), Toulouse.
    97. Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos, 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, Prague University of Economics and Business, vol. 2014(4), pages 437-458.
    98. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.
    99. Marius Cristian Acatrinei, 2020. "Spillover index for European business cycle," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 49-57, November.
    100. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
    101. Mr. C. A. E. Goodhart & Miguel A. Segoviano, 2009. "Banking Stability Measures," IMF Working Papers 2009/004, International Monetary Fund.
    102. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.
    103. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
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    106. Kersten Kellermann, 2011. "Too big to fail: a thorn in the side of free markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(3), pages 331-349, July.
    107. Goodhart, Charles & Kashyap, Anil & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2012. "Financial regulation in general equilibrium," LSE Research Online Documents on Economics 119051, London School of Economics and Political Science, LSE Library.
    108. Garita, Gus, 2009. "Risk-Factor Portfolios and Financial Stability," MPRA Paper 19611, University Library of Munich, Germany, revised 11 Dec 2009.
    109. Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
    110. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
    111. Katarzyna Boratyńska, 2021. "A New Approach for Risk of Corporate Bankruptcy Assessment during the COVID-19 Pandemic," JRFM, MDPI, vol. 14(12), pages 1-14, December.
    112. H Peyton Young & Paul Glasserman, 2013. "How Likely is Contagion in Financial Networks?," Economics Series Working Papers 642, University of Oxford, Department of Economics.
    113. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    114. Yusuf Yildirim & Anirban Sanyal, 2023. "Financial Stress and Effect on Real Economy: Turkish Experience," Politická ekonomie, Prague University of Economics and Business, vol. 2023(1), pages 46-67.
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    117. Miguel A. Segoviano & Charles Goodhart, 2010. "Distress Dependence and Financial Stability," Working Papers Central Bank of Chile 569, Central Bank of Chile.
    118. López-Espinosa, Germán & Rubia, Antonio & Valderrama, Laura & Antón, Miguel, 2013. "Good for one, bad for all: Determinants of individual versus systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 287-299.
    119. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    120. Apostolakis, George & Papadopoulos, Athanasios P., 2015. "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, vol. 19(C), pages 1-21.
    121. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    122. Charles Richard Barrett & Ioanna Kokores & Somnath Sen, 2016. "Monetary policy games, financial instability and incomplete information," Annals of Finance, Springer, vol. 12(2), pages 161-178, May.
    123. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
    124. E. G. Shershneva & H. B. Bakr Hasan & J. Al Hadabi, 2020. "Econometric Modeling of the Bank’s Short-Term Liquidity Dynamics Based on Multi-Factor Regression," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 19(1), pages 79-96.
    125. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    126. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "A Reconsideration of Minsky’s Financial Instability Hypothesis," Chapters, in: Financial Regulation and Stability, chapter 6, pages 158-200, Edward Elgar Publishing.
    127. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2011. "Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 5, pages 125-157, Central Bank of Chile.
    128. Charles Goodhart & Dimitrios Tsomocos, 2007. "Financial stability: theory and applications," Annals of Finance, Springer, vol. 3(1), pages 1-4, January.
    129. Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
    130. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    131. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    132. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
    133. Apostolakis, George & Papadopoulos, Athanasios P., 2014. "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 128-149.
    134. Ahrens, Steffen & Bosch-Rosa, Ciril, 2019. "Heads We Both Win, Tails Only You Lose: the Effect of Limited Liability On Risk-Taking in Financial Decision Making," Rationality and Competition Discussion Paper Series 162, CRC TRR 190 Rationality and Competition.
    135. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
    136. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    137. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.
    138. Bojan Markovic, 2006. "Bank capital channels in the monetary transmission mechanism," Bank of England working papers 313, Bank of England.
    139. David Pérez-Reyna, 2009. "Una aproximación para analizar la estabilidad financiera por medio de un DSGE," Temas de Estabilidad Financiera 040, Banco de la Republica de Colombia.
    140. Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
    141. Glasserman, Paul & Young, H. Peyton, 2015. "How likely is contagion in financial networks?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 383-399.
    142. Bernd Schwaab & Andre Lucas & Siem Jan Koopman, 2010. "Systemic Risk Diagnostics," Tinbergen Institute Discussion Papers 10-104/2/DSF 2, Tinbergen Institute, revised 29 Nov 2010.
    143. Barroso, Ricardo Vieira & Lima, Joaquim Ignacio Alves Vasconcellos & Lucchetti, Alexandre Henrique & Cajueiro, Daniel Oliveira, 2016. "Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning," MPRA Paper 73308, University Library of Munich, Germany.
    144. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
    145. Li Lin, 2014. "Optimal loan-to-value ratio and the efficiency gains of default," Annals of Finance, Springer, vol. 10(1), pages 47-69, February.
    146. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.
    147. Warapong Wongwachara & Bovonvich Jindarak & Nuwat Nookhwun & Sophon Tunyavetchakit & Chutipha Klungjaturavet, 2018. "Integrating Monetary Policy and Financial Stability: A New Framework," PIER Discussion Papers 100, Puey Ungphakorn Institute for Economic Research.
    148. Sven Blank & Jonas Dovern, 2010. "What macroeconomic shocks affect the German banking system?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 2(2), pages 126-148, June.
    149. Bhattacharya, Sudipto & Goodhart, Charles & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros P., 2015. "A reconsideration of Minsky’s financial instabilityhypothesis," LSE Research Online Documents on Economics 64218, London School of Economics and Political Science, LSE Library.
    150. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  32. Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility: applications," LSE Research Online Documents on Economics 24680, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Yang, Yung-Lieh & Cho, Tsui-Yueh & Huang, Ming-Hsiang, 2017. "Impacts Of The Economic Cooperation Framework Agreement On Banking Cost Efficiency In China And Taiwan : A Stochastic Metafrontier Approach," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 58(2), pages 121-141, December.
    2. Luboš Smrčka, 2010. "Credit Crisis in View of Return on Loan," Ekonomika a Management, Prague University of Economics and Business, vol. 2010(2).
    3. Sudipto Bhattacharya & Pojanart Sunirand, 2012. "Banks, Relative Performance, and Sequential Contagion," Chapters, in: The Challenge of Financial Stability, chapter 7, pages 153-170, Edward Elgar Publishing.
    4. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
    5. Koutsomanoli-Filippaki, Anastasia & Mamatzakis, Emmanuel, 2009. "Performance and Merton-type default risk of listed banks in the EU: A panel VAR approach," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2050-2061, November.
    6. Hałaj, Grzegorz & Żochowski, Dawid, 2006. "Strategic groups in Polish banking sector and financial stability," MPRA Paper 326, University Library of Munich, Germany.
    7. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
    8. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    9. Benchimol, Jonathan & Bozou, Caroline, 2024. "Desirable banking competition and stability," Journal of Financial Stability, Elsevier, vol. 73(C).
    10. De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
    11. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    12. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    13. Irfan Ahmed & Claudio Socci & Ali Medabesh & Francesca Severini & Jacopo Zotti, 2021. "Economic impact of monetary policy: Focus on real estate sector in Italy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1256-1269, January.
    14. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    15. Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
    16. Irfan Ahmed & Claudio Socci & Francesca Severini & Qaiser Rafique Yasser & Rosita Pretaroli, 2018. "Forecasting investment and consumption behavior of economic agents through dynamic computable general equilibrium model," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-21, December.
    17. Claudio Borio & Mathias Drehmann, 2009. "Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences," Working Papers Central Bank of Chile 544, Central Bank of Chile.
    18. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    19. Blank, Sven & Dovern, Jonas, 2009. "What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model," Discussion Paper Series 2: Banking and Financial Studies 2009,15, Deutsche Bundesbank.
    20. Kannai, Yakar & Rosenmüller, Joachim, 2010. "Strategic behavior in financial markets," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 148-162, March.
    21. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
    22. José Pedro Bastos Neves & Willi Semmler, 2022. "Credit, output and financial stress: A non‐linear LVSTAR application to Brazil," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 900-923, July.
    23. De Graeve, Ferre & Kick, Thomas, 2008. "Monetary policy and bank distress: an integrated micro-macro approach," Discussion Paper Series 2: Banking and Financial Studies 2008,03, Deutsche Bundesbank.
    24. C. A. E. Goodhart, 2009. "The Continuing Muddles of Monetary Theory: A Steadfast Refusal to Face Facts," Economica, London School of Economics and Political Science, vol. 76(s1), pages 821-830, October.
    25. 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, September.
    26. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
    27. Ondřej Machek & Luboš Smrčka, 2015. "An updated Model of Financial Fragility based on General Equilibrium Analysis [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(4), pages 23-42.
    28. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    29. firano, zakaria & Benbachir, Saad & Abouch, Mohammed, 2012. "Macroeconomic framework for financial stability for Morocco," MPRA Paper 43998, University Library of Munich, Germany.
    30. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    31. Paul Glasserman & H. Peyton Young, 2013. "How Likely is Contagion in Financial Networks?," Working Papers 13-06, Office of Financial Research, US Department of the Treasury, revised 12 Apr 2017.
    32. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    33. Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
    34. Guembel, Alexander & Sussman, Oren, 2010. "Liquidity, Contagion and Financial Crisis," IDEI Working Papers 664, Institut d'Économie Industrielle (IDEI), Toulouse.
    35. Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos, 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, Prague University of Economics and Business, vol. 2014(4), pages 437-458.
    36. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
    37. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper 49597, University Library of Munich, Germany.
    38. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
    39. H Peyton Young & Paul Glasserman, 2013. "How Likely is Contagion in Financial Networks?," Economics Series Working Papers 642, University of Oxford, Department of Economics.
    40. Yusuf Yildirim & Anirban Sanyal, 2023. "Financial Stress and Effect on Real Economy: Turkish Experience," Politická ekonomie, Prague University of Economics and Business, vol. 2023(1), pages 46-67.
    41. Sorge, Marco & Virolainen, Kimmo, 2006. "A comparative analysis of macro stress-testing methodologies with application to Finland," Journal of Financial Stability, Elsevier, vol. 2(2), pages 113-151, June.
    42. López-Espinosa, Germán & Rubia, Antonio & Valderrama, Laura & Antón, Miguel, 2013. "Good for one, bad for all: Determinants of individual versus systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 287-299.
    43. Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
    44. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    45. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
    46. Apostolakis, George & Papadopoulos, Athanasios P., 2014. "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 128-149.
    47. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
    48. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    49. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.
    50. Irfan Ahmed & Claudio Socci & Francesca Severini & Rosita Pretaroli & Hassan Kasady Al Mahdi, 2020. "Unconventional monetary policy and real estate sector: a financial dynamic computable general equilibrium model for Italy," Economic Systems Research, Taylor & Francis Journals, vol. 32(2), pages 221-238, April.
    51. Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
    52. Glasserman, Paul & Young, H. Peyton, 2015. "How likely is contagion in financial networks?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 383-399.
    53. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
    54. Barroso, Ricardo Vieira & Lima, Joaquim Ignacio Alves Vasconcellos & Lucchetti, Alexandre Henrique & Cajueiro, Daniel Oliveira, 2016. "Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning," MPRA Paper 73308, University Library of Munich, Germany.
    55. Abdelaziz Rouabah, 2007. "Mesure de la vulnérabilité du secteur bancaire luxembourgeois," BCL working papers 24, Central Bank of Luxembourg.
    56. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.
    57. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  33. Dimitrios P Tsomocos & Xavier Freixas & Universitat Pompeu Fabra and CEPR, 2004. "Books vs. Fair Value Accounting in Banking, and Intertemporal Smoothing," Economics Series Working Papers 2004-FE-13, University of Oxford, Department of Economics.

    Cited by:

    1. Huizinga, H.P. & Laeven, L., 2009. "Accounting Discretion of Banks During a Financial Crisis," Discussion Paper 2009-58, Tilburg University, Center for Economic Research.
    2. Vincent Bouvatier & Laetitia Lepetit, 2008. "Banks’ procyclical behavior: Does provisioning matter?," Post-Print hal-01098955, HAL.
    3. Guillaume Plantin & Haresh Sapra & Hyun Shin, "undated". "Marking to Market: Panacea or Pandora’s Box ?," GSIA Working Papers 2005-E4, Carnegie Mellon University, Tepper School of Business.
    4. Vincent Bouvatier & Laetitia Lepetit, 2006. "Banks'procyclicality behavior: does provisioning matter?," Cahiers de la Maison des Sciences Economiques bla06035, Université Panthéon-Sorbonne (Paris 1).
    5. Allen, Franklin & Carletti, Elena, 2008. "Mark-to-market accounting and liquidity pricing," Journal of Accounting and Economics, Elsevier, vol. 45(2-3), pages 358-378, August.
    6. Palea, Vera, 2013. "The Politics of Fair Value Reporting and the Governance of the Standards-Setting Process: Critical Issues and Pitfalls from a European Perspective," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201353, University of Turin.
    7. Roggi, Oliviero & Giannozzi, Alessandro, 2015. "Fair value disclosure, liquidity risk and stock returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 327-342.
    8. Palea, Vera, 2017. "Whither accounting research? A European view," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 42(C), pages 59-73.
    9. Palea, Vera, 2014. "Financial Reporting for Varieties of Capitalism: The Case Against a Single Set of International Financial Reporting Standards," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201442, University of Turin.
    10. Bannier, Christina E., 2007. "Smoothing versus timeliness - wann sind stabile Ratings optimal und welche Anforderungen sind an optimale Berichtsregeln zu stellen?," Frankfurt School - Working Paper Series 84, Frankfurt School of Finance and Management.
    11. Palea, Vera, 2015. "Journal Rankings and the Sustainability of Diversity in Accounting Research," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201546, University of Turin.
    12. Mary E. Barth & Javier Gomez-Biscarri & Ron Kasznik & Germán López-Espinosa, 2012. "Fair Value Accounting, Earnings Management and the use of Available-for-Sale Instruments by Bank Managers," Faculty Working Papers 05/12, School of Economics and Business Administration, University of Navarra.
    13. Alexander Bleck & Xuewen Liu, 2007. "Market Transparency and the Accounting Regime," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 229-256, May.
    14. Palea, Vera, 2015. "The political economy of fair value reporting and the governance of the standards-setting process: Critical issues and pitfalls from a continental European union perspective," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 29(C), pages 1-15.
    15. Li, Jing, 2017. "Accounting for banks, capital regulation and risk-taking," Journal of Banking & Finance, Elsevier, vol. 74(C), pages 102-121.
    16. Dimitris Voliotis, 2013. "Arbitrage, strategic inefficiency and self-regulation," Review of Economic Design, Springer;Society for Economic Design, vol. 17(1), pages 27-41, March.

  34. Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A risk assessment model for banks," LSE Research Online Documents on Economics 24750, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly Default And Asymmetric Real Business Cycles," LIDAM Discussion Papers IRES 2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers 281, Bank for International Settlements.
    3. Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 378-403.
    4. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    5. Marianna Brunetti & Costanza Torricelli, 2010. "Demographics and asset returns: does the dynamics of population ageing matter?," Annals of Finance, Springer, vol. 6(2), pages 193-219, March.
    6. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    7. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    8. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    9. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    10. Jonathan Carroll & Shino Takayama, 2014. "A hierarchical agency model of deposit insurance," Annals of Finance, Springer, vol. 10(2), pages 267-290, May.
    11. Gieck, Jana, 2014. "Unconventional monetary policy in an open economy," Discussion Papers 41/2014, Deutsche Bundesbank.
    12. Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
    13. Drakos, Anastassios A. & Kouretas, Georgios P., 2015. "Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 127-140.
    14. Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
    15. Michel Aglietta & Laurence Scialom, 2009. "A systemic approach to financial regulation: a European perspective," EconomiX Working Papers 2009-29, University of Paris Nanterre, EconomiX.
    16. Garita, Gus, 2010. "An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"," MPRA Paper 25996, University Library of Munich, Germany.
    17. Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
    18. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    19. Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
    20. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
    21. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    22. Agénor, P.-R. & Alper, K. & Pereira da Silva, L., 2012. "Capital requirements and business cycles with credit market imperfections," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 687-705.
    23. Ondřej Machek & Luboš Smrčka, 2015. "An updated Model of Financial Fragility based on General Equilibrium Analysis [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(4), pages 23-42.
    24. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    25. Garita, Gus, 2011. "The reciprocal relationship between systemic risk and real economic activity," MPRA Paper 33135, University Library of Munich, Germany.
    26. Gieck, Jana & Traczyk, Adam, 2013. "Unconventional Monetary Policy and bank supervision," MPRA Paper 62014, University Library of Munich, Germany.
    27. Gregory deWalque & Olivier Pierrard & Abdelaziz Rouabah, 2010. "Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach," Economic Journal, Royal Economic Society, vol. 120(549), pages 1234-1261, December.
    28. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    29. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    30. Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos, 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, Prague University of Economics and Business, vol. 2014(4), pages 437-458.
    31. Jean-Christophe Poutineau & Gauthier Vermandel, 2017. "A Welfare Analysis of Macroprudential Policy Rules in the Euro Area," Revue d'économie politique, Dalloz, vol. 127(2), pages 191-226.
    32. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper 49597, University Library of Munich, Germany.
    33. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
    34. Grzegorz Andruszkiewicz & Mark Davis & Sébastien Lleo, 2013. "Taming animal spirits: risk management with behavioural factors," Annals of Finance, Springer, vol. 9(2), pages 145-166, May.
    35. Garita, Gus, 2009. "Risk-Factor Portfolios and Financial Stability," MPRA Paper 19611, University Library of Munich, Germany, revised 11 Dec 2009.
    36. Sorge, Marco & Virolainen, Kimmo, 2006. "A comparative analysis of macro stress-testing methodologies with application to Finland," Journal of Financial Stability, Elsevier, vol. 2(2), pages 113-151, June.
    37. Charles Richard Barrett & Ioanna Kokores & Somnath Sen, 2016. "Monetary policy games, financial instability and incomplete information," Annals of Finance, Springer, vol. 12(2), pages 161-178, May.
    38. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
    39. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    40. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2021. "Costly default and skewed business cycle," Post-Print hal-03346173, HAL.
    41. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.
    42. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    43. Mr. Raphael A Espinoza & Miguel A. Segoviano & Ji Yan, 2020. "Systemic Risk Modeling: How Theory Can Meet Statistics," IMF Working Papers 2020/054, International Monetary Fund.
    44. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
    45. Chris Bloor & Rebecca Craigie & Anella Munro, 2012. "The macroeconomic effects of a stable funding requirement," Reserve Bank of New Zealand Discussion Paper Series DP2012/05, Reserve Bank of New Zealand.
    46. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    47. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.
    48. Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
    49. Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
    50. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
    51. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  35. 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).

    Cited by:

    1. Gaël Giraud, 2007. "The Limit-Price Dynamics — Uniqueness, Computability and Comparative Dynamics in Competitiive Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00155709, HAL.
    2. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Post-Print halshs-00505141, HAL.
    3. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).

  36. Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A time series analysis of financial fragility in the UK banking system," LSE Research Online Documents on Economics 24778, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Mizuho Kida, 2008. "A macro stress testing model with feedback effects," Reserve Bank of New Zealand Discussion Paper Series DP2008/08, Reserve Bank of New Zealand.
    2. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
    3. Claudio E. V. Borio & Kostas Tsatsaronis, 2005. "Accounting, prudential regulation and financial stability: elements of a synthesis," BIS Working Papers 180, Bank for International Settlements.
    4. Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
    5. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    6. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    7. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    8. Charles Goodhart & Dimitrios Tsomocos & Xuan Wang, 2020. "Support for Small Businesses amid COVID-19," Tinbergen Institute Discussion Papers 20-044/IV, Tinbergen Institute, revised 22 Jan 2021.
    9. Dale Gray & Carlos García T. & Leonardo Luna B. & Jorge E. Restrepo L., 2009. "Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 11-33, August.
    10. Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
    11. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    12. Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
    13. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    14. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    15. Eric Tymoigne, 2010. "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive wp_605, Levy Economics Institute.
    16. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper 49597, University Library of Munich, Germany.
    17. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
    18. Sorge, Marco & Virolainen, Kimmo, 2006. "A comparative analysis of macro stress-testing methodologies with application to Finland," Journal of Financial Stability, Elsevier, vol. 2(2), pages 113-151, June.
    19. Andreev, M. & Pil'nik, N. & Pospelov, I., 2009. "Rational Expectation Model of Modern Russian Banking System and the Strong Turnpike Property," Journal of the New Economic Association, New Economic Association, issue 3-4, pages 72-96.
    20. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    21. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
    22. Marco Lombardi & Mr. Raphael A Espinoza & Fabio Fornari, 2009. "The Role of Financial Variables in Predicting Economic Activity in the Euro Area," IMF Working Papers 2009/241, International Monetary Fund.
    23. Morni, Fareiny & Masih, Mansur, 2017. "Predicting stress in the banking sector: Malaysian evidence," MPRA Paper 108445, University Library of Munich, Germany.
    24. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    25. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2021. "Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
    26. David Pérez-Reyna, 2009. "Una aproximación para analizar la estabilidad financiera por medio de un DSGE," Temas de Estabilidad Financiera 040, Banco de la Republica de Colombia.

  37. Dimitrios P Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers 175, Bank of England.

    Cited by:

    1. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P Tsomocos, 2003. "Procyclicality and the new Basel Accord - banks' choice of loan rating system," Bank of England working papers 181, Bank of England.
    2. Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
    3. 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.
    4. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
    5. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    6. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    7. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 579-603, August.
    8. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    9. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    10. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    11. Goodhart, C. A. E. & Romanidis, Nikolas & Tsomocos, Dimitri & Shubik, Martin, 2017. "Macro-modelling, default and money," LSE Research Online Documents on Economics 118968, London School of Economics and Political Science, LSE Library.
    12. Gersbach, Hans & Zelzner, Sebastian, 2022. "Why bank money creation?," CFS Working Paper Series 678, Center for Financial Studies (CFS).
    13. Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.
    14. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    15. Dimitrios P Tsomocos, 2000. "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers 2003-FE-08, University of Oxford, Department of Economics.
    16. Nakhli, Mohamed Sahbi & Gaies, Brahim & Hemrit, Wael & Sahut, Jean-Michel, 2024. "Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 717-731.
    17. Gersbach, Hans & Faure, Salomon, 2016. "On the Money Creation Approach to Banking," CEPR Discussion Papers 11368, C.E.P.R. Discussion Papers.
    18. Mr. Raphael A Espinoza & Mr. Oral Williams & Mr. Ananthakrishnan Prasad, 2010. "Regional Financial Integration in the GCC," IMF Working Papers 2010/090, International Monetary Fund.
    19. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    20. Lea Zicchino, 2006. "A Model Of Bank Capital, Lending And The Macroeconomy: Basel I Versus Basel Ii," Manchester School, University of Manchester, vol. 74(s1), pages 50-77, September.
    21. 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, September.
    22. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
    23. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    24. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    25. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    26. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    27. Martínez-Jaramillo, Serafín & Pérez, Omar Pérez & Embriz, Fernando Avila & Dey, Fabrizio López Gallo, 2010. "Systemic risk, financial contagion and financial fragility," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2358-2374, November.
    28. F H Capie & Dimitrios P Tsomocos & Geoffrey E Wood, 2003. "E-barter versus fiat money: will central banks survive?," Bank of England working papers 197, Bank of England.
    29. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    30. Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
    31. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    32. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.
    33. Moutsianas, Konstantinos A. & Kosmidou, Kyriaki, 2016. "Bank earnings volatility in the UK: Does size matter? A comparison between commercial and investment banks," Research in International Business and Finance, Elsevier, vol. 38(C), pages 137-150.
    34. Javier Márquez Diez Canedo & Serafín Martínez Jaramillo, 2009. "A network model of systemic risk: stress testing the banking system1," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 16(1‐2), pages 87-110, January.
    35. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
    36. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
    37. International Monetary Fund, 2009. "South Africa: Selected Issues," IMF Staff Country Reports 2009/276, International Monetary Fund.
    38. Nikolaos Romanidis & Dimitrios P. Tsomocos, 2022. "Default and determinacy under quantitative easing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(1), pages 95-111, July.
    39. Goodhart, Charles & Kashyap, Anil & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2012. "Financial regulation in general equilibrium," LSE Research Online Documents on Economics 119051, London School of Economics and Political Science, LSE Library.
    40. Gregor Irwin & David Vines, 2005. "The efficient resolution of capital account crises: how to avoid moral hazard," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 233-250.
    41. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    42. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    43. Zhan, Yang & Dang, Chuangyin, 2021. "Determination of general equilibrium with incomplete markets and default penalties," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 49-59.
    44. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    45. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
    46. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    47. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    48. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
    49. Adam Głogowski, 2008. "Macroeconomic determinants of Polish banks’ loan losses – results of a panel data study," NBP Working Papers 53, Narodowy Bank Polski.
    50. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
    51. Morni, Fareiny & Masih, Mansur, 2017. "Predicting stress in the banking sector: Malaysian evidence," MPRA Paper 108445, University Library of Munich, Germany.
    52. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    53. Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
    54. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2024. "Commodity cycles and financial instability in emerging economies," Annals of Finance, Springer, vol. 20(2), pages 167-197, June.
    55. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
    56. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  38. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P Tsomocos, 2003. "Procyclicality and the new Basel Accord - banks' choice of loan rating system," Bank of England working papers 181, Bank of England.

    Cited by:

    1. Yu-Hsiu Lin & Len-Kuo Hu, 2015. "The cyclicality of bank regulation in a general economic framework," Applied Economics, Taylor & Francis Journals, vol. 47(53), pages 5791-5804, November.
    2. Stolz, Stéphanie & Wedow, Michael, 2005. "Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks," Discussion Paper Series 2: Banking and Financial Studies 2005,07, Deutsche Bundesbank.
    3. Andersen, Henrik, 2011. "Procyclical implications of Basel II: Can the cyclicality of capital requirements be contained?," Journal of Financial Stability, Elsevier, vol. 7(3), pages 138-154, August.
    4. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
    5. M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, "undated". "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
    6. Petr JAKUBÍK, 2007. "Macroeconomic Environment and Credit Risk (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(1-2), pages 60-78, March.
    7. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics 24826, London School of Economics and Political Science, LSE Library.
    8. Beltratti, Andrea & Paladino, Giovanna, 2013. "Why do banks optimize risk weights? The relevance of the cost of equity capital," MPRA Paper 46410, University Library of Munich, Germany.
    9. David VanHoose, 2006. "Bank Behavior Under Capital Regulation: What Does The Academic Literature Tell Us?," NFI Working Papers 2006-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
    10. 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.
    11. Mark Illing & Graydon Paulin, 2004. "The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital," Staff Working Papers 04-30, Bank of Canada.
    12. Rafael Repullo & Javier Suarez, 2012. "The Procyclical Effects of Bank Capital Regulation," Working Papers wp2012_1202, CEMFI.
    13. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
    14. Martin Berka & Christian Zimmermann, 2011. "Basel Accord and financial intermediation: the impact of policy," Working Papers 2011-042, Federal Reserve Bank of St. Louis.
    15. L. J. Basson & Gary van Vuuren, 2023. "Through-the-cycle to Point-in-time Probabilities of Default Conversion: Inconsistencies in the Vasicek Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 13(6), pages 42-52, November.
    16. David VanHoose, 2008. "Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(1), pages 1-14, March.
    17. Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007. "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006 151, Money Macro and Finance Research Group.
    18. Markus Behn & Rainer Haselmann & Paul Wachtel, 2013. "Pro-Cyclical Capital Regulation and Lending," Working Papers 13-11, New York University, Leonard N. Stern School of Business, Department of Economics.
    19. Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers halshs-01295573, HAL.
    20. Alexandra Girod & Olivier Bruno, 2011. "Bank optimal portfolio risk level under various regulatory requirements," Documents de Travail de l'OFCE 2011-06, Observatoire Francais des Conjonctures Economiques (OFCE).
    21. Henrik Andersen, 2009. "Norwegian banks in a recession: Procyclical implications of Basel II," Working Paper 2009/04, Norges Bank.
    22. Loffler, Gunter, 2004. "An anatomy of rating through the cycle," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 695-720, March.
    23. Ines Drumond, 2009. "Bank Capital Requirements, Business Cycle Fluctuations And The Basel Accords: A Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 798-830, December.
    24. Rodriguez, Analía, 2007. "Distribución de pérdidas de la cartera de créditos: el método unifactorial de Basilea II vs. estimaciones no paramétricas," MPRA Paper 12637, University Library of Munich, Germany.
    25. Vanel, Grégory, 2008. "La normalisation financière internationale face à l’émergence de nouvelles autorités épistémiques américaines," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 3.
    26. Krainer, Robert E., 2013. "Towards a program for financial stability," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 207-218.
    27. Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Working Paper Document 120, National Bank of Belgium.
    28. David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Working Papers wp2019_1901, CEMFI.
    29. Rosch, Daniel, 2005. "An empirical comparison of default risk forecasts from alternative credit rating philosophies," International Journal of Forecasting, Elsevier, vol. 21(1), pages 37-51.
    30. Borio, Claudio & Zhu, Haibin, 2012. "Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?," Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
    31. Salvador, Carlos & Fernández de Guevara, Juan & Pastor, José Manuel, 2018. "The adjustment of bank ratings in the financial crisis: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 289-313.
    32. Simona Malovana, 2018. "The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic," Working Papers 2018/12, Czech National Bank.
    33. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    34. Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Did Basel regulations cause a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
    35. Mr. Thomas F. Cosimano & Mr. Ralph Chami & Mr. Adolfo Barajas, 2005. "Did the Basel Accord Cause a Credit Slowdown in Latin America?," IMF Working Papers 2005/038, International Monetary Fund.
    36. Mr. Sunil Sharma & Mr. Ralph Chami & Mr. Mohsin S. Khan, 2003. "Emerging Issues in Banking Regulation," IMF Working Papers 2003/101, International Monetary Fund.
    37. Patrick de Fontnouvelle & Virginia DeJesus-Rueff & John S. Jordan & Eric Rosengren, 2003. "Capital and risk: new evidence on implications of large operational losses," Working Papers 03-5, Federal Reserve Bank of Boston.
    38. Mérő, Katalin, 2018. "A kockázatalapú bankszabályozás előretörése és visszaszorulása - az ösztönzési struktúrák szerepe [The emergence and decline of risk-based bank regulation the role of incentive structures]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 981-1005.
    39. Simone Varotto, 2010. "Stress Testing Credit Risk: The Great Depression Scenario," ICMA Centre Discussion Papers in Finance icma-dp2010-03, Henley Business School, University of Reading.
    40. Ioannis N. Kallianiotis & Iordanis Petsas, 2020. "The Effectiveness of the Single Mandate of the ECB and the Dual of the Fed," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(4), pages 1-11.
    41. Piotr Staszkiewicz, 2013. "Czy Bazylea zmieniła kapitały?," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 30, pages 107-120.
    42. Krainer, Robert, 2009. "Portfolio and financing adjustments for U.S. banks: Some empirical evidence," Journal of Financial Stability, Elsevier, vol. 5(1), pages 1-24, January.
    43. Adam Gersl, 2008. "Three Indirect Effects of Foreign Direct Investment: Evidence from the Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 15-37.
    44. Garcia-Barragan, Fernando & Liu, Guangling, 2018. "Welfare analysis of bank capital requirements with endogenous default," Economic Modelling, Elsevier, vol. 73(C), pages 15-29.
    45. Lea Zicchino, 2006. "A Model Of Bank Capital, Lending And The Macroeconomy: Basel I Versus Basel Ii," Manchester School, University of Manchester, vol. 74(s1), pages 50-77, September.
    46. 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, September.
    47. Jesús Saurina & Carlos Trucharte, 2007. "An Assessment of Basel II Procyclicality in Mortgage Portfolios," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(1), pages 81-101, October.
    48. Petr Jakubík, 2006. "Does Credit Risk Vary with Economic Cycles? The Case of Finland," Working Papers IES 2006/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2006.
    49. Drehmann, Mathias & Sorensen, Steffen & Stringa, Marco, 2010. "The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 713-729, April.
    50. Minh Phi, Nguyet Thi & Hong Hoang, Hanh Thi & Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019. "The Basel Capital Requirement, Lending Interest Rate, and Aggregate Economic Growth: An Empirical Study of Viet Nam," ADBI Working Papers 916, Asian Development Bank Institute.
    51. Rafael Repullo & Javier Suarez, 2008. "The Procyclical Effects of Basel II," Working Papers wp2008_0809, CEMFI.
    52. Franz R. Hahn, 2003. "The New Basel Capital Accord (Basel II) from a Macroeconomic Point of View," Austrian Economic Quarterly, WIFO, vol. 8(2), pages 51-63, June.
    53. Vanessa Redak & Alexander Tscherteu, 2003. "Basel II, Procyclicality and Credit Growth - First Conclusions from QIS 3," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 5, pages 56-69.
    54. Beltratti, Andrea & Paladino, Giovanna, 2016. "Basel II and regulatory arbitrage. Evidence from financial crises," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 180-196.
    55. Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017. "Macroprudential policy: A review," Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
    56. Fabrizio Fabi & Sebastiano Laviola & Paolo Marullo Reedtz, 2004. "The treatment of SMEs loans in the New Basel Capital Accord: some evaluations," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 29-70.
    57. Katalin Mérő, 2021. "The ascent and descent of banks’ risk-based capital regulation," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(4), pages 308-318, December.
    58. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    59. Paul Tucker, 2009. "Money And Credit, Twelve Months On," Manchester School, University of Manchester, vol. 77(s1), pages 1-20, September.
    60. Fabrizio Fabi & Sebastiano Laviola & Paolo Marullo Reedtz, 2004. "The treatment of SMEs loans in the New Basel Capital Accord: some evaluations," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 29-70.
    61. Benford, James & Nier, Erlend, 2007. "Financial Stability Paper No 3: Monitoring Cyclicality of Basel II Capital Requirements," Bank of England Financial Stability Papers 3, Bank of England.
    62. Banerjee, Sreejata & Velamuri, Malathi, 2015. "The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector," Review of Financial Economics, Elsevier, vol. 26(C), pages 12-24.
    63. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    64. Maximilian J.B.Hall, 2004. "Basel II: Panacea or a Missed Opportunity," Discussion Paper Series 2004_14, Department of Economics, Loughborough University, revised Jan 2004.
    65. Salvador, Carlos & Pastor, Jose Manuel & Fernández de Guevara, Juan, 2014. "Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency," Journal of Financial Stability, Elsevier, vol. 11(C), pages 13-31.
    66. Claudio E. V. Borio, 2003. "Towards a macroprudential framework for financial supervision and regulation?," BIS Working Papers 128, Bank for International Settlements.
    67. Samu Peura & Esa Jokivuolle, 2004. "Simulation-based stress testing of banks’ regulatory capital adequacy," Finance 0405003, University Library of Munich, Germany.
    68. Heid, Frank & Krüger, Ulrich, 2011. "Do capital buffers mitigate volatility of bank lending? A simulation study," Discussion Paper Series 2: Banking and Financial Studies 2011,03, Deutsche Bundesbank.
    69. Roman Horvath, 2008. "Monetary Policy Stance and Future Inflation: The Case of Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 80-106.
    70. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
    71. Stefano Olgiati & Alessandro Danovi, 2013. "Contraction or steady state? An analysis of credit risk management in Italy in the period 2008-2012," Papers 1307.2465, arXiv.org.
    72. Stefan Kerbl & Michael Sigmund, 2009. "Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 18, pages 93-103.
    73. Wu, Yaobin & Wang, Yingying & Xu, Xun & Chen, Xiangfeng, 2019. "Collect payment early, late, or through a third party's reverse factoring in a supply chain," International Journal of Production Economics, Elsevier, vol. 218(C), pages 245-259.
    74. Andrea Resti & Andrea Sironi, 2005. "The Basel Committee Approach To Risk-Weights And External Ratings: What Do We Learn From Bond Spreads?," Temi di discussione (Economic working papers) 548, Bank of Italy, Economic Research and International Relations Area.
    75. Rainer Baule & Christian Tallau, 2016. "Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality," Journal of Business Economics, Springer, vol. 86(8), pages 905-931, November.
    76. Amato, Jeffery D. & Furfine, Craig H., 2004. "Are credit ratings procyclical?," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2641-2677, November.
    77. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2014. "Asset portfolio securitizations and cyclicality of regulatory capital," European Journal of Operational Research, Elsevier, vol. 237(1), pages 289-302.
    78. S Ingolfsson & B T Elvarsson, 2010. "Cyclical adjustment of point-in-time PD," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(3), pages 374-380, March.
    79. Peura, Samu & Jokivuolle, Esa, 2004. "Simulation based stress tests of banks' regulatory capital adequacy," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1801-1824, August.
    80. Anil K. Kashyap & Jeremy C. Stein, 2004. "Cyclical implications of the Basel II capital standards," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 28(Q I), pages 18-31.
    81. Petr Jakubik, 2008. "Credit risk and stress testing of the Czech Banking Sector," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 107-123.
    82. Krainer, Robert E., 2014. "Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 283-298.
    83. Fabrizio Fabi & Sebastiano Laviola & Paolo Marullo Reedtz, 2005. "Lending decisions, procyclicality and the New Basel Capital Accord," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 361-91, Bank for International Settlements.
    84. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
    85. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.
    86. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "A Reconsideration of Minsky’s Financial Instability Hypothesis," Chapters, in: Financial Regulation and Stability, chapter 6, pages 158-200, Edward Elgar Publishing.
    87. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2015. "A Reconsideration of Minsky's Financial Instability Hypothesis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 931-973, August.
    88. Haibin Zhu, 2008. "Capital Regulation and Banks' Financial Decisions," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 165-211, March.
    89. Petr Jakubik & Christian Schmieder, 2008. "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers 2008/9, Czech National Bank.
    90. Kazeem O. Salaam, 2015. "Procyclicality Effects on Bank Lending Decisions: A Case Study of the British Banking Sector," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(2), pages 185-194, April.
    91. Filip Novotný, 2008. "The Exchange Rate Adjustment Role in Imperfect Competition: the Case of the Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 38-55.
    92. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    93. Mohsin S. Khan, 2002. "New Issues in Bank Regulation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(4), pages 333-356.
    94. Ines Drumond & José Jorge, 2009. "Basel II Capital Requirements, Firms' Heterogeneity, and the Business Cycle," FEP Working Papers 307, Universidade do Porto, Faculdade de Economia do Porto.
    95. Haibin Zhu, 2007. "Capital regulation and banks' financial decisions," BIS Working Papers 232, Bank for International Settlements.
    96. Rodríguez Dupuy, Analía, 2007. "Loan portfolio loss distribution: Basel II unifactorial approach vs. Non parametric estimations," MPRA Paper 10697, University Library of Munich, Germany.
    97. Fatma Chakroun & Fathi Abid, 2015. "Optimal CAR simulation," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(04), pages 1-31, December.
    98. Sreejata Banerjee & Malathi Velamuri, 2015. "The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 12-24, September.
    99. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.
    100. Ruthenberg, David & Landskroner, Yoram, 2008. "Loan pricing under Basel II in an imperfectly competitive banking market," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2725-2733, December.
    101. Anton Korinek, 2009. "Systemic Risk: Amplification Effects, Externalities, and Policy Responses," Working Papers 155, Oesterreichische Nationalbank (Austrian Central Bank).
    102. David Prusvic, 2008. "Interaction between Monetary and Fiscal Policy in a Small Open Economy with Autonomous Monetary Policy and Fiscal Policy Rule," ACTA VSFS, University of Finance and Administration, vol. 2(1), pages 56-79.
    103. Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.

  39. F H Capie & Dimitrios P Tsomocos & Geoffrey E Wood, 2003. "E-barter versus fiat money: will central banks survive?," Bank of England working papers 197, Bank of England.

    Cited by:

    1. Malte Krueger, 2012. "Money: A Market Microstructure Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1245-1258, September.

  40. John Geanakoplos & Dimitri P. Tsomocos, 2001. "International Finance in General Equilibrium," Cowles Foundation Discussion Papers 1313, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Dimitrios P. Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," OFRC Working Papers Series 2006fe07, Oxford Financial Research Centre.
    2. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics 24826, London School of Economics and Political Science, LSE Library.
    3. 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.
    4. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
    5. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    6. Peiris, M.Udara & Polemarchakis, Herakles, 2015. "Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia," The Warwick Economics Research Paper Series (TWERPS) 1094, University of Warwick, Department of Economics.
    7. Dimitrios P Tsomocos, 2000. "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers 2003-FE-08, University of Oxford, Department of Economics.
    8. Hui Huang & John Whalley & Shunming Zhang, 2009. "Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(1), pages 131-145, October.
    9. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    10. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.
    11. Gregor Irwin & David Vines, 2005. "The efficient resolution of capital account crises: how to avoid moral hazard," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 233-250.
    12. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    13. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.

  41. Dimitrios P Tsomocos, 2000. "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers 2003-FE-08, University of Oxford, Department of Economics.

    Cited by:

    1. Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007. "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, vol. 3(1), pages 131-153, January.
    2. Luboš Smrčka, 2010. "Credit Crisis in View of Return on Loan," Ekonomika a Management, Prague University of Economics and Business, vol. 2010(2).
    3. Sudipto Bhattacharya & Pojanart Sunirand, 2012. "Banks, Relative Performance, and Sequential Contagion," Chapters, in: The Challenge of Financial Stability, chapter 7, pages 153-170, Edward Elgar Publishing.
    4. Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
    5. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics 24826, London School of Economics and Political Science, LSE Library.
    6. 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.
    7. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
    8. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    9. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
    10. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    11. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 579-603, August.
    12. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Post-Print halshs-00505141, HAL.
    13. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    14. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    15. Aspachs, Oriol & Goodhart, Charles & Tsomocos, Dimitrios P. & Zicchino, Lea, 2006. "Towards a measure of financial fragility," LSE Research Online Documents on Economics 24508, London School of Economics and Political Science, LSE Library.
    16. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    17. Goodhart, C. A. E. & Romanidis, Nikolas & Tsomocos, Dimitri & Shubik, Martin, 2017. "Macro-modelling, default and money," LSE Research Online Documents on Economics 118968, London School of Economics and Political Science, LSE Library.
    18. Gersbach, Hans & Zelzner, Sebastian, 2022. "Why bank money creation?," CFS Working Paper Series 678, Center for Financial Studies (CFS).
    19. Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
    20. Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.
    21. Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
    22. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    23. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    24. Nakhli, Mohamed Sahbi & Gaies, Brahim & Hemrit, Wael & Sahut, Jean-Michel, 2024. "Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 717-731.
    25. Kannai, Yakar & Rosenmüller, Joachim, 2010. "Strategic behavior in financial markets," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 148-162, March.
    26. Gersbach, Hans & Faure, Salomon, 2016. "On the Money Creation Approach to Banking," CEPR Discussion Papers 11368, C.E.P.R. Discussion Papers.
    27. Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
    28. Charles Goodhart & Anil K Kashyap & Dimitrios Tsomocos & Alexandros Vardoulakis, 2012. "Financial Regulation in General Equilibrium," FMG Discussion Papers dp702, Financial Markets Group.
    29. Mr. Raphael A Espinoza & Mr. Oral Williams & Mr. Ananthakrishnan Prasad, 2010. "Regional Financial Integration in the GCC," IMF Working Papers 2010/090, International Monetary Fund.
    30. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    31. 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).
    32. 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, September.
    33. Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
    34. Ondřej Machek & Luboš Smrčka, 2015. "An updated Model of Financial Fragility based on General Equilibrium Analysis [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(4), pages 23-42.
    35. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
    36. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    37. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    38. firano, zakaria & Benbachir, Saad & Abouch, Mohammed, 2012. "Macroeconomic framework for financial stability for Morocco," MPRA Paper 43998, University Library of Munich, Germany.
    39. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    40. M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
    41. Diego Avanzini & Juan Francisco Martínez & Víctor Pérez, 2016. "A micro-powered model of mortgage default risk for full recourse economies, with an application to the case of Chile," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
    42. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    43. Polyzos, Stathis & Samitas, Aristeidis & Katsaiti, Marina-Selini, 2020. "Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability," International Review of Financial Analysis, Elsevier, vol. 72(C).
    44. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    45. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.
    46. Moutsianas, Konstantinos A. & Kosmidou, Kyriaki, 2016. "Bank earnings volatility in the UK: Does size matter? A comparison between commercial and investment banks," Research in International Business and Finance, Elsevier, vol. 38(C), pages 137-150.
    47. Monique Florenzano & Stella Kanellopoulou & Yiannis Vailakis, 2006. "Equilibrium of incomplete markets with money and intermediate banking system," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112209, HAL.
    48. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.
    49. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
    50. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper 49597, University Library of Munich, Germany.
    51. International Monetary Fund, 2009. "South Africa: Selected Issues," IMF Staff Country Reports 2009/276, International Monetary Fund.
    52. Nikolaos Romanidis & Dimitrios P. Tsomocos, 2022. "Default and determinacy under quantitative easing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(1), pages 95-111, July.
    53. Goodhart, Charles & Kashyap, Anil & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2012. "Financial regulation in general equilibrium," LSE Research Online Documents on Economics 119051, London School of Economics and Political Science, LSE Library.
    54. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
    55. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    56. Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics 0312006, University Library of Munich, Germany.
    57. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    58. Zhan, Yang & Dang, Chuangyin, 2021. "Determination of general equilibrium with incomplete markets and default penalties," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 49-59.
    59. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    60. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
    61. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    62. Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
    63. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
    64. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    65. Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
    66. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
    67. Morni, Fareiny & Masih, Mansur, 2017. "Predicting stress in the banking sector: Malaysian evidence," MPRA Paper 108445, University Library of Munich, Germany.
    68. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicalilty and Basel II: an evaluation in a general equilibrium framework," Economics Series Working Papers 2008fe27, University of Oxford, Department of Economics.
    69. Burcu Aydin & Mr. Myeongsuk Kim & Mr. Ho-Seong Moon, 2011. "Financial Linkages Across Korean Banks," IMF Working Papers 2011/201, International Monetary Fund.
    70. Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
    71. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2024. "Commodity cycles and financial instability in emerging economies," Annals of Finance, Springer, vol. 20(2), pages 167-197, June.
    72. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
    73. Li Lin, 2014. "Optimal loan-to-value ratio and the efficiency gains of default," Annals of Finance, Springer, vol. 10(1), pages 47-69, February.
    74. Charles A. E. Goodhart & Carolina Osorio & Dimitrios P. Tsomocos, 2009. "Analysis of Monetary Policy and Financial Stability: A New Paradigm," CESifo Working Paper Series 2885, CESifo.
    75. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  42. 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.

    Cited by:

    1. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    2. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    3. Chichilnisky, Graciela, 1998. "The economics of global environmental risk," MPRA Paper 8812, University Library of Munich, Germany.

  43. Martin Shubik & D.P. Tsomocos, 1993. "A Strategic Market Game with Seigniorage Costs of Fiat Money," Cowles Foundation Discussion Papers 1043, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Dimitrios P. Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," OFRC Working Papers Series 2006fe07, Oxford Financial Research Centre.
    2. Martin Shubik, 2006. "The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach," Cowles Foundation Discussion Papers 1572, Cowles Foundation for Research in Economics, Yale University.
    3. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    4. F H Capie & Dimitrios P Tsomocos & Geoffrey E Wood, 2003. "E-barter versus fiat money: will central banks survive?," Bank of England working papers 197, Bank of England.

  44. 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 for Research in Economics, Yale University.

    Cited by:

    1. Martin Shubik & D.P. Tsomocos, 1993. "A Strategic Market Game with Seigniorage Costs of Fiat Money," Cowles Foundation Discussion Papers 1043, Cowles Foundation for Research in Economics, Yale University.
    2. Henry Penikas & Yulia Titova, 2012. "Modeling Policy Response to Global Systemically Important Banks Regulation," HSE Working papers WP BRP 02/FE/2012, National Research University Higher School of Economics.

Articles

  1. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2024. "Commodity cycles and financial instability in emerging economies," Annals of Finance, Springer, vol. 20(2), pages 167-197, June.
    See citations under working paper version above.
  2. Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2024. "Optimal Bank Regulation in the Presence of Credit and Run Risk," Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 772-823.
    See citations under working paper version above.
  3. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," Journal of Financial Stability, Elsevier, vol. 67(C).
    See citations under working paper version above.
  4. Charles A.E. Goodhart & Dimitrios P. Tsomocos & Xuan Wang, 2023. "Support for small businesses amid COVID‐19," Economica, London School of Economics and Political Science, vol. 90(358), pages 612-652, April.
    See citations under working paper version above.
  5. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.

    Cited by:

    1. Nelson Derrick Nguepi & Ibrahim Ngouhouo & Irina Bilan, 2024. "Foreign or Domestic Public Debt for Cameroon’s Development? An Externality Approach," Sustainability, MDPI, vol. 16(16), pages 1-27, August.

  6. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).

    Cited by:

    1. Francisco Arroyo Marioli & Juan Sebastián Becerra & Matías Solorza, 2021. "The Credit Channel Through the Lens of a Semi- Structural Model," Working Papers Central Bank of Chile 911, Central Bank of Chile.
    2. Kyei, Collins Baffour & Cantah, William Godfred & Junior Owusu, Peterson, 2023. "Effect of commodity prices on financial soundness; insight from adaptive market hypothesis in the Ghanaian setting," Resources Policy, Elsevier, vol. 86(PA).
    3. Garcia Silva, Pablo & Gutierrez Schweitzer, Maria de los Angeles & Medina Guzman, Juan Pablo, 2025. "Macroeconomic Impact of the Energy Transition," MPRA Paper 123225, University Library of Munich, Germany.
    4. Solikin M. Juhro & Denny Lie & Atet Rizki Wijoseno & Mohammad Aly Fikry, 2022. "Fiscal Policy Stance, Central Bank Digital Currency, And The Optimal Monetary-Macroprudential Policy Mix," Working Papers WP/01/2022, Bank Indonesia.
    5. Arroyo Marioli, Francisco & Becerra, Juan Sebastián & Solorza, Matías, 2022. "The credit channel in chile through the lens of a semi-structural model," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
    6. Chen, Naixi & Fan, Hong & Pang, Congyuan, 2024. "Contagion mechanism of liquidity risk in the interbank network," Economic Modelling, Elsevier, vol. 140(C).

  7. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.

    Cited by:

    1. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    2. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.

  8. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.

    Cited by:

    1. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    2. Meylis Orazov, 2023. "The Interaction of Monetary and Macroprudential Policies in the Presence of Financial Frictions," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 3-43, December.
    3. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    4. Mikhail Andreev & M. Udara Peiris & Alexander Shirobokov & Dimitrios P. Tsomocos, 2024. "Commodity cycles and financial instability in emerging economies," Annals of Finance, Springer, vol. 20(2), pages 167-197, June.

  9. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.

    Cited by:

    1. Dohyun CHUN & Hoon CHO & Doojin RYU, 2018. "Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 22-42, December.
    2. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    3. Salomon Faure & Hans Gersbach, 2022. "Loanable funds versus money creation in banking: a benchmark result," Journal of Economics, Springer, vol. 135(2), pages 107-149, March.
    4. Michael Adusei, 2022. "The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 31-47, January.
    5. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    6. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.
    7. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    8. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    9. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    10. Felipe Garcés & Juan Francisco Martínez & M. Udara Peiris & Dimitrios P. Tsomocos, 2023. "Financial and real effects of pandemic credit policies: an application to Chile," Working Papers Central Bank of Chile 990, Central Bank of Chile.

  10. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.

    Cited by:

    1. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    2. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    3. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    4. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    5. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    6. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    7. Paritosh Chandra Sinha, 2021. "Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(1), pages 7-32, June.

  11. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    See citations under working paper version above.
  12. Raphael Espinoza & Dimitrios Tsomocos, 2015. "Monetary transaction costs and the term premium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(2), pages 355-375, June.
    See citations under working paper version above.
  13. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2015. "A Reconsideration of Minsky's Financial Instability Hypothesis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 931-973, August.
    See citations under working paper version above.
  14. Lin, Li & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros P., 2015. "Debt deflation effects of monetary policy," Journal of Financial Stability, Elsevier, vol. 21(C), pages 81-94.
    See citations under working paper version above.
  15. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.

    Cited by:

    1. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    2. Gaël Giraud & Céline Rochon, 2010. "Transition to Equilibrium in International Trades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00657038, HAL.
    3. Peiris, M.Udara & Polemarchakis, Herakles, 2015. "Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia," The Warwick Economics Research Paper Series (TWERPS) 1094, University of Warwick, Department of Economics.
    4. Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos, 2019. "Global Imbalances and Taxing Capital Flows," Chapters, in: Financial Regulation and Stability, chapter 11, pages 270-301, Edward Elgar Publishing.
    5. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    6. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    7. Mikhail Andreev & M. Udara Peiris & Aleksandr Shirobokov & Dimitrios P. Tsomocos, 2019. "Macroprudential Policy and Financial (In)Stability Analysis in the Russian Federation," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 3-37, September.
    8. McMahon, Michael & Peiris, M. Udara & Polemarchakis, Herakles, 2018. "Perils of unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 92-114.
    9. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    10. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
    11. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    12. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    13. Felipe Garcés & Juan Francisco Martínez & M. Udara Peiris & Dimitrios P. Tsomocos, 2023. "Financial and real effects of pandemic credit policies: an application to Chile," Working Papers Central Bank of Chile 990, Central Bank of Chile.
    14. Matthew Hoelle & M. Udara Peiris, 2013. "On the Efficiency of Nominal GDP Targeting in a Large Open Economy," Purdue University Economics Working Papers 1273, Purdue University, Department of Economics.

  16. Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos, 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, Prague University of Economics and Business, vol. 2014(4), pages 437-458.

    Cited by:

    1. Ondřej Machek & Luboš Smrčka, 2015. "An updated Model of Financial Fragility based on General Equilibrium Analysis [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(4), pages 23-42.

  17. Kashyap, A. K. & Tsomocos, D. P. & Vardoulakis, A., 2014. "Principles for macroprudential regulation," Financial Stability Review, Banque de France, issue 18, pages 173-182, April.

    Cited by:

    1. Diamond, D.W. & Kashyap, A.K., 2016. "Liquidity Requirements, Liquidity Choice, and Financial Stability," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2263-2303, Elsevier.
    2. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    3. Emilios Avgouleas, 2015. "Bank Leverage Ratios and Financial Stability: A Micro- and Macroprudential Perspective," Economics Working Paper Archive wp_849, Levy Economics Institute.

  18. Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013. "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
    See citations under working paper version above.
  19. Charles A. E. Goodhart & Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2013. "An Integrated Framework for Analyzing Multiple Financial Regulations," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 109-144, January.

    Cited by:

    1. Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2014. "How does macroprudential regulation change bank credit supply?," NBER Working Papers 20165, National Bureau of Economic Research, Inc.
    2. Xiong, Wanting & Wang, Yougui, 2017. "The impact of Basel III on money creation: A synthetic analysis," Economics Discussion Papers 2017-53, Kiel Institute for the World Economy (IfW Kiel).
    3. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018. "Optimal Dynamic Capital Requirements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1271-1297, September.
    4. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013. "Shadow banks and macroeconomic instability," CAMA Working Papers 2013-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    6. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
    7. Michel Alexandre & Gilberto Tadeu Lima, 2020. "Combining monetary policy and prudential regulation: an agent-based modeling approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.
    8. Patrick Fève & Olivier Pierrard, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," BCL working papers 111, Central Bank of Luxembourg.
    9. Tobias Adrian & J. Nellie Liang, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
    10. Goodhart, C. A. E. & Romanidis, Nikolas & Tsomocos, Dimitri & Shubik, Martin, 2017. "Macro-modelling, default and money," LSE Research Online Documents on Economics 118968, London School of Economics and Political Science, LSE Library.
    11. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers 470, National Institute of Economic and Social Research.
    12. Wang, Xuan, 2023. "A macro-financial perspective to analyse maturity mismatch and default," Journal of Banking & Finance, Elsevier, vol. 151(C).
    13. Boyao Li, 2023. "The macroeconomic effects of endogenous credit and money creation under Basel III regulations," Metroeconomica, Wiley Blackwell, vol. 74(4), pages 887-907, November.
    14. Xing, Xiaoyun & Wang, Mingsong & Wang, Yougui & Stanley, H. Eugene, 2020. "Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply," Economic Modelling, Elsevier, vol. 91(C), pages 720-735.
    15. Luangaram, Pongsak & Thepmongkol, Athakrit, 2022. "Loan-to-value policy in a bubble-creation economy," Journal of Asian Economics, Elsevier, vol. 79(C).
    16. Emilios Avgouleas, 2015. "Bank Leverage Ratios and Financial Stability: A Micro- and Macroprudential Perspective," Economics Working Paper Archive wp_849, Levy Economics Institute.
    17. Jaromir Benes & Douglas Laxton & Joannes Mongardini, 2018. "Mitigating the deadly embrace in financial cycles: Countercyclical buffers and loan-to-value limits," World Scientific Book Chapters, in: Peter Pauly (ed.), Global Economic Modeling A Volume in Honor of Lawrence R. Klein, chapter 5, pages 90-111, World Scientific Publishing Co. Pte. Ltd..
    18. Hinterschweiger, Marc & Khairnar, Kunal & Ozden, Tolga & Stratton, Tom, 2021. "Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates," Bank of England working papers 904, Bank of England.
    19. Flore, Raphael, 2015. "Causes of Shadow Banking - Two Regimes of Credit Risk Transformation and its Regulation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113178, Verein für Socialpolitik / German Economic Association.
    20. Ansgar Walther, 2016. "Jointly Optimal Regulation of Bank Capital and Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 415-448, March.
    21. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    22. Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017. "Macroprudential policy: A review," Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
    23. Mr. Itai Agur & Ms. Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 2015/283, International Monetary Fund.
    24. Ari, Anil & Darracq Pariès, Matthieu & Kok, Christoffer & Żochowski, Dawid, 2016. "When shadows grow longer: shadow banking with endogenous entry," Working Paper Series 1943, European Central Bank.
    25. Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017. "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, vol. 28(C), pages 143-162.
    26. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.
    27. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    28. Li, Boyao, 2022. "How does bank equity affect credit creation? Multiplier effects under Basel III regulations," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 299-324.
    29. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    30. Luck, Stephan & Schempp, Paul, 2015. "Banks, Shadow Banking, and Fragility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113204, Verein für Socialpolitik / German Economic Association.
    31. Ansgar Walther, 2014. "Jointly optimal regulation of bank capital and maturity structure," Economics Series Working Papers 725, University of Oxford, Department of Economics.
    32. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    33. Xuan Wang, 2020. "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers 20-064/IV, Tinbergen Institute.
    34. Li, Boyao, 2022. "The macroeconomic effects of Basel III regulations with endogenous credit and money creation," MPRA Paper 113873, University Library of Munich, Germany.
    35. Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018. "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers 490, National Institute of Economic and Social Research.
    36. Li, Boyao, 2021. "Bank equity, interest payments, and credit creation under Basel III regulations," MPRA Paper 111269, University Library of Munich, Germany.
    37. Xiong, Wanting & Wang, Yougui, 2022. "A reformulation of the bank lending channel under multiple prudential regulations," Economic Modelling, Elsevier, vol. 114(C).
    38. Magill, Michael & Quinzii, Martine & Rochet, Jean-Charles, 2020. "The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 113-128.
    39. William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
    40. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.

  20. C. A. Goodhart & M. U. Peiris & D. P. Tsomocos, 2013. "Global Imbalances and Taxing Capital Flows," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 13-44, June.

    Cited by:

    1. Jacques Fontanel & Natalia Sushcheva, 2019. "L’arme économique du droit extraterritorial américain," Working Papers hal-02144089, HAL.
    2. Peiris, M.U. & Shirobokov, A. & Tsomocos, D.P., 2024. "Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?," Journal of International Money and Finance, Elsevier, vol. 141(C).
    3. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    4. Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
    5. Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020. "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), Elsevier, vol. 1(1).
    6. Felipe Garcés & Juan Francisco Martínez & M. Udara Peiris & Dimitrios P. Tsomocos, 2023. "Financial and real effects of pandemic credit policies: an application to Chile," Working Papers Central Bank of Chile 990, Central Bank of Chile.

  21. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    See citations under working paper version above.
  22. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Mayekawa Lecture: The Role of Default in Macroeconomics," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 29, pages 49-72, November.

    Cited by:

    1. Fischer, Thomas & Riedler, Jesper, 2012. "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers 12-045, ZEW - Leibniz Centre for European Economic Research.
    2. Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014. "Macroprudential framework:key questions applied to the French case," Occasional papers 9, Banque de France.
    3. Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
    4. Mario Lupoli, 2022. "Deleverage and Defaults in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-58, December.
    5. Conrad Beyers & Kojo A. Essel‐Mensah & Dimitrios P. Tsomocos, 2024. "A computable general equilibrium model of the monetary policy implications for financial stability in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 92(4), pages 415-443, December.
    6. Annelise Riles, 2013. "Is New Governance the Ideal Architecture for Global Financial Regulation?," IMES Discussion Paper Series 13-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    7. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.

  23. C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010. "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
    See citations under working paper version above.
  24. Chiara Pederzoli & Costanza Torricelli & Dimitrios Tsomocos, 2010. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," Annals of Finance, Springer, vol. 6(1), pages 33-49, January.
    See citations under working paper version above.
  25. Gaël Giraud & Dimitrios Tsomocos, 2010. "Nominal uniqueness and money non-neutrality in the limit-price exchange process," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 303-348, October.
    See citations under working paper version above.
  26. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.

    Cited by:

    1. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    2. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 579-603, August.
    3. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Post-Print halshs-00505141, HAL.
    4. Peiris, M.Udara & Polemarchakis, Herakles, 2015. "Quantitative Easing in an Open Economy : Prices, Exchange Rates and Risk Premia," The Warwick Economics Research Paper Series (TWERPS) 1094, University of Warwick, Department of Economics.
    5. Martínez S., Juan Francisco & Tsomocos, Dimitrios P., 2018. "Liquidity and default in an exchange economy," Journal of Financial Stability, Elsevier, vol. 35(C), pages 192-214.
    6. Mr. Raphael A Espinoza & Mr. Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 2013/085, International Monetary Fund.
    7. Salomon Faure & Hans Gersbach, 2022. "Loanable funds versus money creation in banking: a benchmark result," Journal of Economics, Springer, vol. 135(2), pages 107-149, March.
    8. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," OFRC Working Papers Series 2008fe28, Oxford Financial Research Centre.
    9. Mr. Jiaqian Chen & Patrick A. Imam, 2011. "Causes of Asset Shortages in Emerging Markets," IMF Working Papers 2011/114, International Monetary Fund.
    10. McMahon, Michael & Peiris, M. Udara & Polemarchakis, Herakles, 2018. "Perils of unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 92-114.
    11. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    12. Li Lin, 2014. "Optimal loan-to-value ratio and the efficiency gains of default," Annals of Finance, Springer, vol. 10(1), pages 47-69, February.

  27. 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.
    See citations under working paper version above.
  28. Charles Goodhart & Dimitrios Tsomocos, 2007. "Financial stability: theory and applications," Annals of Finance, Springer, vol. 3(1), pages 1-4, January.

    Cited by:

    1. Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.

  29. 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.
    See citations under working paper version above.
  30. Dimitrios Tsomocos & Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand, 2007. "Banks, relative performance, and sequential contagion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(2), pages 381-398, August.
    See citations under working paper version above.
  31. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
    See citations under working paper version above.
  32. 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.
    See citations under working paper version above.
  33. 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, September.
    See citations under working paper version above.
  34. 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.
    See citations under working paper version above.
  35. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 619-655, July.
    See citations under working paper version above.
  36. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "Procyclicality and the New Basel Accord: banks' choice of loan rating system," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    See citations under working paper version above.
  37. Geanakoplos, J. D. & Tsomocos, D. P., 2002. "International finance in general equilibrium," Research in Economics, Elsevier, vol. 56(1), pages 85-142, June.
    See citations under working paper version above.
  38. Dimitrios P. Tsomocos & Martin Shubik, 2002. "A strategic market game with seigniorage costs of Fiat money," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(1), pages 187-201.
    See citations under working paper version above.
  39. 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.
    See citations under working paper version above.
  40. 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.

    Cited by:

    1. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P Tsomocos, 2003. "Procyclicality and the new Basel Accord - banks' choice of loan rating system," Bank of England working papers 181, Bank of England.
    2. Dimitrios P. Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," OFRC Working Papers Series 2006fe07, Oxford Financial Research Centre.
    3. Sudipto Bhattacharya & Pojanart Sunirand, 2012. "Banks, Relative Performance, and Sequential Contagion," Chapters, in: The Challenge of Financial Stability, chapter 7, pages 153-170, Edward Elgar Publishing.
    4. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics 24826, London School of Economics and Political Science, LSE Library.
    5. 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.
    6. Geanakoplos, J. D. & Tsomocos, D. P., 2002. "International finance in general equilibrium," Research in Economics, Elsevier, vol. 56(1), pages 85-142, June.
    7. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
    8. Xuan Wang, 2019. "When Do Currency Unions Benefit From Default ?," 2019 Papers pwa938, Job Market Papers.
    9. M. Peiris & Alexandros Vardoulakis, 2015. "Collateral and the efficiency of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 579-603, August.
    10. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Post-Print halshs-00505141, HAL.
    11. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016. "On default and uniqueness of monetary equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
    12. Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011. "The optimal monetary instrument for prudential purposes," Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
    13. Mr. Raphael A Espinoza & Mr. Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 2013/085, International Monetary Fund.
    14. Martin Shubik & D.P. Tsomocos, 1993. "A Strategic Market Game with Seigniorage Costs of Fiat Money," Cowles Foundation Discussion Papers 1043, Cowles Foundation for Research in Economics, Yale University.
    15. Gersbach, Hans & Zelzner, Sebastian, 2022. "Why bank money creation?," CFS Working Paper Series 678, Center for Financial Studies (CFS).
    16. Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre.
    17. Dimitrios P Tsomocos, 2000. "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers 2003-FE-08, University of Oxford, Department of Economics.
    18. Salomon Faure & Hans Gersbach, 2022. "Loanable funds versus money creation in banking: a benchmark result," Journal of Economics, Springer, vol. 135(2), pages 107-149, March.
    19. Kannai, Yakar & Rosenmüller, Joachim, 2010. "Strategic behavior in financial markets," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 148-162, March.
    20. Gersbach, Hans & Faure, Salomon, 2016. "On the Money Creation Approach to Banking," CEPR Discussion Papers 11368, C.E.P.R. Discussion Papers.
    21. 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).
    22. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," OFRC Working Papers Series 2008fe28, Oxford Financial Research Centre.
    23. 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, September.
    24. Dmitry Levando, 2020. "The two demands: Why a demand for non-consumable money is different from a demand for consumable goods," Working Papers 2020:05, Department of Economics, University of Venice "Ca' Foscari".
    25. Salomon Faure & Hans Gersbach, 2017. "Money Creation and Destruction," CESifo Working Paper Series 6565, CESifo.
    26. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    27. Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
    28. Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
    29. Goodhart, Charles A.E. & Tsomocos, Dimitrios P. & Wang, Xuan, 2023. "Bank credit, inflation, and default risks over an infinite horizon," LSE Research Online Documents on Economics 119771, London School of Economics and Political Science, LSE Library.
    30. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 177-194, May.
    31. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
    32. Xuan Wang, 2021. "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers 21-009/IV, Tinbergen Institute.
    33. Dimitris Voliotis, 2013. "Monetary policy with linear information costs," Journal of Economics, Springer, vol. 110(3), pages 241-256, November.
    34. Dimitris Voliotis, 2013. "Arbitrage, strategic inefficiency and self-regulation," Review of Economic Design, Springer;Society for Economic Design, vol. 17(1), pages 27-41, March.

Chapters

  1. Anil K. Kashyap & Dimitrios P. Tsomocos, 2019. "Principles for macroprudential regulation," Chapters, in: Financial Regulation and Stability, chapter 1, pages 1-9, Edward Elgar Publishing.
    See citations under working paper version above.
  2. M. Udara Peiris & Dimitrios P. Tsomocos, 2019. "International monetary equilibrium with default," Chapters, in: Financial Regulation and Stability, chapter 10, pages 259-269, Edward Elgar Publishing.
    See citations under working paper version above.
  3. Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos, 2019. "Global Imbalances and Taxing Capital Flows," Chapters, in: Financial Regulation and Stability, chapter 11, pages 270-301, Edward Elgar Publishing.
    See citations under working paper version above.
  4. Charles A.E. Goodhart & Dimitrios P. Tsomocos, 2019. "International Monetary Regimes," Chapters, in: Financial Regulation and Stability, chapter 12, pages 302-312, Edward Elgar Publishing.

    Cited by:

    1. Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.

  5. Juan Francisco Martínez S. & Dimitrios P. Tsomocos, 2019. "Liquidity and default in an exchange economy," Chapters, in: Financial Regulation and Stability, chapter 7, pages 201-223, Edward Elgar Publishing.
    See citations under working paper version above.
  6. Raphael Espinoza & Dimitrios P. Tsomocos, 2019. "Monetary transaction costs and the term premium," Chapters, in: Financial Regulation and Stability, chapter 8, pages 224-244, Edward Elgar Publishing.
    See citations under working paper version above.
  7. Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos, 2019. "Debt, recovery rates and the Greek dilemma," Chapters, in: Financial Regulation and Stability, chapter 13, pages 313-326, Edward Elgar Publishing.
    See citations under working paper version above.
  8. Charles A.E. Goodhart & Anil K. Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "Financial Regulation In General Equilibrium," Chapters, in: Financial Regulation and Stability, chapter 3, pages 27-77, Edward Elgar Publishing.
    See citations under working paper version above.
  9. Sudipto Bhattacharya & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "A Reconsideration of Minsky’s Financial Instability Hypothesis," Chapters, in: Financial Regulation and Stability, chapter 6, pages 158-200, Edward Elgar Publishing.

    Cited by:

    1. Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
    2. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17448, University of Greenwich, Greenwich Political Economy Research Centre.
    3. Engelbert Stockhammer & Giorgos Gouzoulis & Rob Calvert Jump, 2019. "Debt-driven business cycles in historical perspective: The cases of the USA (1889-2015) and UK (1882-2010)," Working Papers PKWP1907, Post Keynesian Economics Society (PKES).
    4. Eugenio Caverzasi & Daniele Tori, 2018. "The Financial Innovation Hypothesis: Schumpeter, Minsky and the sub-prime mortgage crisis," LEM Papers Series 2018/36, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    5. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    6. Park, Hyun Woong & Bernardin, Thomas, 2018. "Liquidity, bank runs, and fire sales under local thinking," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 89-102.
    7. Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019. "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    8. Augusto de la Torre & Alain Ize, 2016. "The Conceptual Foundations of Macroprudential Policy: A Roadmap," International Finance, Wiley Blackwell, vol. 19(3), pages 333-352, December.
    9. Nikolaidi, Maria, 2017. "Three decades of modelling Minsky: what we have learned and the way forward," Greenwich Papers in Political Economy 17509, University of Greenwich, Greenwich Political Economy Research Centre.
    10. Marcus Scheiblecker & Christian Glocker & Serguei Kaniovski & Atanas Pekanov, 2018. "Der Beitrag der Finanzmarktinterventionen des Bundes über die HETA Abwicklungsgesellschaft zur Stabilisierung des österreichischen Finanzmarktes," WIFO Studies, WIFO, number 60979.
    11. Danielsson, Jon & Macrae, Robert & Tsomocos, Dimitrios P. & Zigrand, Jean-Pierre, 2016. "Why macropru can end up being procyclical," LSE Research Online Documents on Economics 70711, London School of Economics and Political Science, LSE Library.
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  10. Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019. "Debt deflation effects of monetary policy," Chapters, in: Financial Regulation and Stability, chapter 9, pages 245-258, Edward Elgar Publishing.
    See citations under working paper version above.
  11. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2012. "Evaluation of Macroeconomic Models for Financial Stability Analysis," Chapters, in: The Challenge of Financial Stability, chapter 3, pages 32-58, Edward Elgar Publishing.
    See citations under working paper version above.
  12. Dimitrios P. Tsomocos & Lea Zicchino, 2012. "On Modelling Endogenous Default," Chapters, in: The Challenge of Financial Stability, chapter 6, pages 134-152, Edward Elgar Publishing.
    See citations under working paper version above.
  13. Dimitrios P. Tsomocos, 2012. "Equilibrium Analysis, Banking and Financial Instability," Chapters, in: The Challenge of Financial Stability, chapter 4, pages 61-97, Edward Elgar Publishing.
    See citations under working paper version above.
  14. Charles A.E. Goodhart & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2011. "Modeling a Housing and Mortgage Crisis," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 8, pages 215-253, Central Bank of Chile.
    See citations under working paper version above.

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