Roman Goncharenko
Personal Details
First Name: | Roman |
Middle Name: | |
Last Name: | Goncharenko |
Suffix: | |
RePEc Short-ID: | pgo827 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/roman-goncharenko | |
Affiliation
Department of Accountancy, Finance and Insurance
Faculteit Economie en Bedrijfswetenschappen
KU Leuven
Leuven, Belgiumhttps://feb.kuleuven.be/research/accounting-finance-insurance
Naamsestraat 69, 3000 Leuven
RePEc:edi:dakulbe (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hans Degryse & Roman Goncharenko & Carola Theunisz & Tamas Vadasz, 2020. "When green meets green," Working Paper Research 392, National Bank of Belgium.
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2018.
"The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone,"
CEPR Discussion Papers
13344, C.E.P.R. Discussion Papers.
- Roman Goncharenko & Steven Ongena & Asad Rauf, 2019. "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series 19-43, Swiss Finance Institute.
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2017. "The agency of CoCo: Why do banks issue contingent convertible bonds?," CFS Working Paper Series 586, Center for Financial Studies (CFS).
Articles
- Goncharenko, Roman & Hledik, Juraj & Pinto, Roberto, 2018. "The dark side of stress tests: Negative effects of information disclosure," Journal of Financial Stability, Elsevier, vol. 37(C), pages 49-59.
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.Working papers
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2018.
"The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone,"
CEPR Discussion Papers
13344, C.E.P.R. Discussion Papers.
- Roman Goncharenko & Steven Ongena & Asad Rauf, 2019. "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series 19-43, Swiss Finance Institute.
Cited by:
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers’ views,"
Research Discussion Papers
10/2020, Bank of Finland.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Journal of Financial Stability, Elsevier, vol. 50(C).
- Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2017.
"The agency of CoCo: Why do banks issue contingent convertible bonds?,"
CFS Working Paper Series
586, Center for Financial Studies (CFS).
Cited by:
- Giovanni Calice & Carlo Sala & Daniele Tantari, 2020. "Contingent Convertible Bonds in Financial Networks," Papers 2009.00062, arXiv.org.
- Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
- Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2018. "Contagion in the CoCos market? A case study of two stress events," Temi di discussione (Economic working papers) 1201, Bank of Italy, Economic Research and International Relations Area.
- Hesse, Henning, 2018. "Incentive effects from write-down CoCo bonds: An empirical analysis," SAFE Working Paper Series 212, Leibniz Institute for Financial Research SAFE.
Articles
- Goncharenko, Roman & Hledik, Juraj & Pinto, Roberto, 2018.
"The dark side of stress tests: Negative effects of information disclosure,"
Journal of Financial Stability, Elsevier, vol. 37(C), pages 49-59.
Cited by:
- Hledik, Juraj & Rastelli, Riccardo, 2020. "A dynamic network model to measure exposure diversification in the Austrian interbank market," ESRB Working Paper Series 109, European Systemic Risk Board.
- Zhao, Ju & Qiu, Ju & Zhou, Yong-Wu & Hu, Xiao-Jian & Yang, Ai-Feng, 2020. "Quality disclosure in the presence of strategic consumers," Journal of Retailing and Consumer Services, Elsevier, vol. 55(C).
- Kauko, Karlo, 2020. "The vanishing interest income of Chinese banks," BOFIT Discussion Papers 2/2020, Bank of Finland, Institute for Economies in Transition.
- Sahin, Cenkhan & de Haan, Jakob & Neretina, Ekaterina, 2020.
"Banking stress test effects on returns and risks,"
Journal of Banking & Finance, Elsevier, vol. 117(C).
- Ekaterina Neretina & Cenkhan Sahin & Jakob de Haan, 2014. "Banking stress test effects on returns and risks," DNB Working Papers 419, Netherlands Central Bank, Research Department.
- Nguyen, Thach Vu Hong & Ahmed, Shamim & Chevapatrakul, Thanaset & Onali, Enrico, 2020. "Do stress tests affect bank liquidity creation?," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Juraj Hledik & Riccardo Rastelli, 2018. "A dynamic network model to measure exposure diversification in the Austrian interbank market," Papers 1804.01367, arXiv.org, revised Aug 2018.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 4 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.- NEP-BAN: Banking (4) 2018-01-15 2018-12-17 2019-09-23 2020-11-16. Author is listed
- NEP-CBA: Central Banking (2) 2018-12-17 2019-09-23. Author is listed
- NEP-ENE: Energy Economics (1) 2020-11-16. Author is listed
- NEP-ENV: Environmental Economics (1) 2020-11-16. Author is listed
- NEP-FMK: Financial Markets (1) 2019-09-23. Author is listed
- NEP-RES: Resource Economics (1) 2020-11-16. Author is listed
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Roman Goncharenko should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.