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Dimitrios Panayotis Tsomocos

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Personal Details

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

RePEc Short-ID: pts27

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

Affiliation

Saïd Business School
Oxford University
Location: Oxford, United Kingdom
Homepage: http://www.sbs.ox.ac.uk/
Email:
Phone: +44 (0)1865 288800
Fax: +44 (0)1865 288805
Postal: Park End Street, Oxford OX1 1HP UK
Handle: RePEc:edi:sbsoxuk (more details at EDIRC)

Works

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Working papers

  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. Lin, Li & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros, 2014. "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series 2014-37, Board of Governors of the Federal Reserve System (U.S.).
  3. Charles Goodhart,Dimitrios Tsomocos & Martin Shubik, 2013. "Macro-Modelling, Default and Money," FMG Special Papers sp224, Financial Markets Group.
  4. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 13/85, International Monetary Fund.
  5. 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.
  6. 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.
  7. Sudipto Bhattacharya & Charles Goodhart & Dimitrios Tsomocos & Alexandros Vardoulakis, 2011. "Minsky’s Financial Instability Hypothesis and the Leverage Cycle," FMG Special Papers sp202, Financial Markets Group.
  8. 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.
  9. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Documents de travail du Centre d'Economie de la Sorbonne 10061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  10. 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.
  11. 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.
  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 Group Munich.
  13. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," OFRC Working Papers Series 2008fe27, Oxford Financial Research Centre.
  14. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008. "Liquidity and Asset Prices," OFRC Working Papers Series 2008fe28, Oxford Financial Research Centre.
  15. C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos, 2008. "The Optimal Monetary Instrument for Prudential Purposes," OFRC Working Papers Series 2008fe26, Oxford Financial Research Centre.
  16. Dimitrios Tsomocos & C.A.E. Goodhart, 2007. "Analysis of Financial Stability," OFRC Working Papers Series 2007fe04, Oxford Financial Research Centre.
  17. Raphael Espinoza & Dimitrios Tsomocos & Charles Goodhart, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," FMG Discussion Papers dp583, Financial Markets Group.
  18. Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2006. "Banks, Relative Performance, and Sequential Contagion," OFRC Working Papers Series 2006fe10, Oxford Financial Research Centre.
  19. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
  20. 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.
  21. Dimitrios P. Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," OFRC Working Papers Series 2006fe07, Oxford Financial Research Centre.
  22. Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Towards a Measure of Financial Fragility," FMG Discussion Papers dp554, Financial Markets Group.
  23. Dimitrios P. Tsomocos & Dimitris Voliotis, 2005. "A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games," OFRC Working Papers Series 2005fe14, Oxford Financial Research Centre.
  24. Dimitrios Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," FMG Discussion Papers dp548, Financial Markets Group.
  25. F. H. Capie & D. P. Tsomocos & G. E. Wood, 2005. "Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy," OFRC Working Papers Series 2005fe01, Oxford Financial Research Centre.
  26. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre.
  27. 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).
  28. 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.
  29. Xavier Freixas & Dimitrios P. Tsomocos, 2004. "Book vs. fair value accounting in banking and intertemporal smoothing," Economics Working Papers 771, Department of Economics and Business, Universitat Pompeu Fabra.
  30. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre.
  31. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2003. "A Model to Analyse Financial Fragility," OFRC Working Papers Series 2003fe13, Oxford Financial Research Centre.
  32. Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
  33. Dimitrios P Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers 175, Bank of England.
  34. Dimitrios Tsomocos & Eva Catarineu-Rabell & Patricia Jackson, 2003. "Procyclicality and the new Basel Accord–banks’ choice of loan rating system," FMG Discussion Papers dp464, Financial Markets Group.
  35. 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.
  36. Dimitrios P. Tsomocos & F.H. Capie & Geoffrey E. Wood, 2003. "E-Barter vs. Fiat Money: Will Central Banks Survive?," OFRC Working Papers Series 2003fe04, Oxford Financial Research Centre.
  37. John Geanakoplos & Dimitri P. Tsomocos, 2001. "International Finance in General Equilibrium," Cowles Foundation Discussion Papers 1313, Cowles Foundation for Research in Economics, Yale University.
  38. 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.
  39. 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.
  40. 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.

Articles

  1. 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.
  2. Charles A. E. Goodhart & Anil K Kashyap & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2013. "An Integrated Framework for Analyzing Multiple Financial Regulations In this companion paper to Goodhart et al. (2012), we explore the interactions of various types of financial regulation. We find th," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 109-144, January.
  3. 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.
  4. 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.
  5. 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.
  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. 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.
  8. Gaël Giraud & Dimitrios Tsomocos, 2010. "Nominal uniqueness and money non-neutrality in the limit-price exchange process," Economic Theory, Springer, vol. 45(1), pages 303-348, October.
  9. 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.
  10. Raphaël Espinoza & Charles. Goodhart & Dimitrios Tsomocos, 2009. "State prices, liquidity, and default," Economic Theory, Springer, vol. 39(2), pages 177-194, May.
  11. Dimitrios P. Tsomocos & Dimitris Voliotis, 2009. "A Necessary And Sufficient Condition For Convergence Of Statistical To Strategic Equilibria Of Market Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 479-489.
  12. 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.
  13. 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.
  14. Dimitrios Tsomocos & Sudipto Bhattacharya & Charles Goodhart & Pojanart Sunirand, 2007. "Banks, relative performance, and sequential contagion," Economic Theory, Springer, vol. 32(2), pages 381-398, August.
  15. Charles Goodhart & Dimitrios Tsomocos, 2007. "Financial stability: theory and applications," Annals of Finance, Springer, vol. 3(1), pages 1-4, January.
  16. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer, vol. 27(1), pages 107-142, 01.
  17. 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.
  18. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios Tsomocos, 2005. "Procyclicality and the new Basel Accord - banks’ choice of loan rating system," Economic Theory, Springer, vol. 26(3), pages 537-557, October.
  19. Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005. "A risk assessment model for banks," Annals of Finance, Springer, vol. 1(2), pages 197-224, 09.
  20. 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.
  21. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 619-655, July.
  22. Dimitrios P. Tsomocos & Martin Shubik, 2002. "A strategic market game with seigniorage costs of Fiat money," Economic Theory, Springer, vol. 19(1), pages 187-201.
  23. Geanakoplos, J. D. & Tsomocos, D. P., 2002. "International finance in general equilibrium," Research in Economics, Elsevier, vol. 56(1), pages 85-142, June.
  24. 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.
  25. 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.

Chapters

  1. 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.

NEP Fields

48 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2004-08-02 2004-12-12
  2. NEP-BAN: Banking (10) 2006-10-14 2008-07-20 2010-03-06 2010-03-06 2011-10-01 2012-02-27 2012-03-21 2012-04-10 2012-04-17 2014-06-07. Author is listed
  3. NEP-BEC: Business Economics (5) 2006-03-05 2006-03-11 2006-06-24 2008-07-20 2012-02-27. Author is listed
  4. NEP-CBA: Central Banking (20) 2003-06-04 2003-06-04 2003-06-04 2006-09-23 2007-03-03 2007-05-26 2008-07-20 2008-07-20 2008-08-14 2010-03-06 2010-07-31 2010-07-31 2011-10-01 2012-02-27 2012-03-21 2012-04-10 2012-04-17 2013-09-28 2014-06-07 2014-06-22. Author is listed
  5. NEP-CFN: Corporate Finance (3) 2003-06-04 2003-06-04 2007-03-03
  6. NEP-CTA: Contract Theory & Applications (1) 2014-06-07
  7. NEP-DGE: Dynamic General Equilibrium (5) 2007-03-03 2008-07-20 2010-07-31 2013-07-05 2014-06-22. Author is listed
  8. NEP-ENT: Entrepreneurship (1) 2001-11-27
  9. NEP-ETS: Econometric Time Series (1) 2004-09-30
  10. NEP-FDG: Financial Development & Growth (1) 2006-02-26
  11. NEP-FIN: Finance (9) 2003-04-21 2003-06-04 2003-06-04 2003-06-04 2003-11-03 2004-09-30 2005-10-15 2006-02-26 2006-02-26. Author is listed
  12. NEP-FMK: Financial Markets (12) 2005-10-15 2005-12-01 2006-02-26 2006-02-26 2006-02-26 2006-03-11 2006-06-24 2006-09-23 2006-10-14 2006-10-14 2007-03-03 2010-03-06. Author is listed
  13. NEP-GTH: Game Theory (1) 2005-12-01
  14. NEP-HPE: History & Philosophy of Economics (1) 2011-10-01
  15. NEP-IFN: International Finance (4) 2001-11-27 2004-02-08 2006-09-23 2010-03-06
  16. NEP-MAC: Macroeconomics (24) .html">"> 2003-04-21 2003-04-21 2004-12-12 2005-01-16 2005-04-16 2005-10-15 2006-02-26 2006-02-26 2006-02-26 2006-03-05 2006-03-11 2006-09-23 2007-02-24 2007-03-03 2007-05-26 2007-08-08 2008-07-20 2008-07-20 2008-08-14 2012-02-27 2013-09-28 2014-06-07 2014-06-22. Author is listed
  17. NEP-MFD: Microfinance (4) 2003-04-21 2003-06-04 2003-06-04 2003-11-03
  18. NEP-MON: Monetary Economics (14) 2003-06-04 2003-10-05 2003-11-03 2006-09-23 2007-02-24 2008-07-20 2008-07-20 2008-08-14 2010-07-31 2013-07-05 2013-08-16 2013-09-28 2014-06-07 2014-06-22. Author is listed
  19. NEP-MST: Market Microstructure (2) 2010-07-31 2010-07-31
  20. NEP-NET: Network Economics (1) 2001-11-27
  21. NEP-OPM: Open Economy Macroeconomics (1) 2013-07-05
  22. NEP-PKE: Post Keynesian Economics (11) 2004-09-30 2006-02-26 2007-05-26 2007-08-08 2008-07-20 2008-08-14 2010-03-06 2010-03-06 2011-10-01 2012-02-27 2012-04-10. Author is listed
  23. NEP-REG: Regulation (6) 2005-10-15 2010-03-06 2012-03-21 2012-04-10 2012-04-17 2014-06-07. Author is listed
  24. NEP-RMG: Risk Management (6) 2003-11-03 2004-02-08 2006-10-14 2008-07-20 2010-03-06 2011-10-01. Author is listed
  25. NEP-SPO: Sports & Economics (1) 2013-08-16
  26. NEP-UPT: Utility Models & Prospect Theory (3) 2006-10-14 2007-02-24 2007-03-03
  27. NEP-URE: Urban & Real Estate Economics (1) 2010-03-06

Statistics

This author is among the top 5% authors according to these criteria:
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