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Kostas Tsatsaronis

Personal Details

First Name:Kostas
Middle Name:
Last Name:Tsatsaronis
Suffix:
RePEc Short-ID:pts138

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/

: (41) 61 - 280 80 80
(41) 61 - 280 91 00
Centralbahnplatz 2, CH - 4002 Basel
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis & Alan Villegas, 2017. "Bank business models: popularity and performance," BIS Working Papers 682, Bank for International Settlements.
  2. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
  3. Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
  4. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers 355, Bank for International Settlements.
  5. Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis, 2010. "Attributing systemic risk to individual institutions," BIS Working Papers 308, Bank for International Settlements.
  6. Patrick M McGuire & Kostas Tsatsaronis, 2008. "Estimating hedge fund leverage," BIS Working Papers 260, Bank for International Settlements.
  7. Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbas, 2008. "External support and bank behaviour in the international syndicated loan market," BIS Working Papers 265, Bank for International Settlements.
  8. Claudio E. V. Borio & Kostas Tsatsaronis, 2006. "Risk in financial reporting: status, challenges and suggested directions," BIS Working Papers 213, Bank for International Settlements.
  9. 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.
  10. João A. C. Santos & Kostas Tsatsaronis, 2003. "The cost of barriers to entry: evidence from the market for corporate euro bond underwriting," BIS Working Papers 134, Bank for International Settlements.
  11. Gabriele Galati & Kostas Tsatsaronis, 2001. "The impact of the euro on Europe's financial markets," BIS Working Papers 100, Bank for International Settlements.
  12. Smets, Frank & Tsatsaronis, Kostas, 1997. "Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States," CEPR Discussion Papers 1758, C.E.P.R. Discussion Papers.

Articles

  1. Nikola Tarashev & Kostas Tsatsaronis & Claudio Borio, 2016. "Risk Attribution Using the Shapley Value: Methodology and Policy Applications," Review of Finance, European Finance Association, vol. 20(3), pages 1189-1213.
  2. Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis, 2014. "Bank business models," BIS Quarterly Review, Bank for International Settlements, December.
  3. Mathias Drehmann & Kostas Tsatsaronis, 2014. "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
  4. Michela Scatigna & Robert Szemere & Kostas Tsatsaronis, 2014. "Residential property price statistics across the globe," BIS Quarterly Review, Bank for International Settlements, September.
  5. Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis, 2014. "Financial structure and growth," BIS Quarterly Review, Bank for International Settlements, March.
  6. Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
  7. Magdalena Erdem & Kostas Tsatsaronis, 2013. "Financial conditions and economic activity: a statistical approach," BIS Quarterly Review, Bank for International Settlements, March.
  8. Blaise Gadanecz & Kostas Tsatsaronis & Yener Altunbasb, 2012. "Spoilt and Lazy: The Impact of State Support on Bank Behavior in the International Loan Market," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 121-173, December.
  9. Jing Yang & Kostas Tsatsaronis, 2012. "Bank stock returns, leverage and the business cycle," BIS Quarterly Review, Bank for International Settlements, March.
  10. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 189-240, December.
  11. Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis, 2009. "The systemic importance of financial institutions," BIS Quarterly Review, Bank for International Settlements, September.
  12. Nancy Masschelein & Kostas Tsatsaronis, 2008. "Measuring default risk in the trading book," Financial Stability Review, National Bank of Belgium, vol. 6(1), pages 163-172, June.
  13. Nikola Tarashev & Kostas Tsatsaronis, 2006. "Risk premia across asset markets: information from option prices," BIS Quarterly Review, Bank for International Settlements, March.
  14. Patrick McGuire & Eli Remolona & Kostas Tsatsaronis, 2005. "Time-varying exposures and leverage in hedge funds," BIS Quarterly Review, Bank for International Settlements, March.
  15. Kostas Tsatsaronis & Haibin Zhu, 2004. "What drives housing price dynamics: cross-country evidence," BIS Quarterly Review, Bank for International Settlements, March.
  16. Borio, Claudio & Tsatsaronis, Kostas, 2004. "Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?," Journal of Financial Stability, Elsevier, vol. 1(1), pages 111-135, September.
  17. Nikola Tarashev & Kostas Tsatsaronis & Dimitrios Karampatos, 2003. "Investors' attitude towards risk: what can we learn from options?," BIS Quarterly Review, Bank for International Settlements, June.
  18. William R. White & Gabriele Galati & Kostas Tsatsaronis, 2002. "L’euro sur les marchés financiers internationaux : bilan," Revue d'Économie Financière, Programme National Persée, vol. 68(4), pages 329-342.
  19. Jeffery D Amato & Kostas Tsatsaronis, 2001. "Is there a "Nasdaq effect" in emerging equity markets?," BIS Quarterly Review, Bank for International Settlements, June.
  20. Kostas Tsatsaronis, 2000. "Hedge funds," BIS Quarterly Review, Bank for International Settlements, November.

Chapters

  1. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2013. "Can We Identify the Financial Cycle?," World Scientific Book Chapters,in: The Role of Central Banks in Financial Stability How Has It Changed?, chapter 7, pages 131-156 World Scientific Publishing Co. Pte. Ltd..
  2. Konstantinos Tsatsaronis, 2005. "Investigating the relationship between the financial and real economy," BIS Papers chapters,in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 1-4 Bank for International Settlements.
  3. William English & Kostas Tsatsaronis & Edda Zoli, 2005. "Assessing the predictive power of measures of financial conditions for macroeconomic variables," BIS Papers chapters,in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 228-52 Bank for International Settlements.

Books

  1. Claudio Borio & William Curt Hunter & George G. Kaufman & Kostas Tsatsaronis (ed.), 2004. "Market Discipline Across Countries and Industries," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262025752, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. Number of Registered Citing Authors
  8. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  9. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (5) 2008-11-25 2010-05-29 2011-11-21 2012-06-25 2018-01-08. Author is listed
  2. NEP-FMK: Financial Markets (2) 2001-11-21 2008-09-29
  3. NEP-REG: Regulation (2) 2007-06-18 2011-11-21
  4. NEP-RMG: Risk Management (2) 2007-06-18 2008-09-29
  5. NEP-ACC: Accounting & Auditing (1) 2007-06-18
  6. NEP-CFN: Corporate Finance (1) 2007-06-18
  7. NEP-EFF: Efficiency & Productivity (1) 2018-01-08
  8. NEP-HIS: Business, Economic & Financial History (1) 2007-06-18
  9. NEP-IFN: International Finance (1) 2012-06-25
  10. NEP-MAC: Macroeconomics (1) 2012-06-25

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