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Anastasia Kartasheva

Personal Details

First Name:Anastasia
Middle Name:
Last Name:Kartasheva
Suffix:
RePEc Short-ID:pka891
[This author has chosen not to make the email address public]
http://www.bis.org/author/anastasia_kartasheva.htm

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

Working papers

  1. Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017. "CoCo Issuance and Bank Fragility," NBER Working Papers 23999, National Bureau of Economic Research, Inc.

Articles

  1. Stefan Avdjiev & Anastasia Kartasheva & Bilyana Bogdanova, 2013. "CoCos: a primer," BIS Quarterly Review, Bank for International Settlements, September.
  2. Doherty, Neil A. & Kartasheva, Anastasia V. & Phillips, Richard D., 2012. "Information effect of entry into credit ratings market: The case of insurers' ratings," Journal of Financial Economics, Elsevier, vol. 106(2), pages 308-330.
  3. Kartasheva, Anastasia V., 2012. "Design of investment promotion policies," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 127-136.

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

  1. Stefan Avdjiev & Bilyana Bogdanova & Patrick Bolton & Wei Jiang & Anastasia Kartasheva, 2017. "CoCo Issuance and Bank Fragility," NBER Working Papers 23999, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018. "Accounting Noise and the Pricing of CoCos," Papers 1804.06890, arXiv.org.
    2. Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018. "Accounting Noise and the Pricing of Cocos," Tinbergen Institute Discussion Papers 18-037/VI, Tinbergen Institute.
    3. 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

  1. Stefan Avdjiev & Anastasia Kartasheva & Bilyana Bogdanova, 2013. "CoCos: a primer," BIS Quarterly Review, Bank for International Settlements, September.

    Cited by:

    1. Douglas Davis & Edward Simpson Prescott, 2017. "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 33-71, June.
    2. Consiglio, Andrea & Zenios, Stavros A., 2015. "The Case for Contingent Convertible Debt for Sovereignst," Working Papers 15-13, University of Pennsylvania, Wharton School, Weiss Center.
    3. Kupiec, Paul H., 2016. "Will TLAC regulations fix the G-SIB too-big-to-fail problem?," Journal of Financial Stability, Elsevier, vol. 24(C), pages 158-169.
    4. Kiewiet, Gera & van Lelyveld, Iman Paul Pieter & van Wijnbergen, Sweder, 2017. "Contingent Convertibles: Can the Market handle them?," CEPR Discussion Papers 12359, C.E.P.R. Discussion Papers.
    5. Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
    6. Flannery, Mark J. & Giacomini, Emanuela, 2015. "Maintaining adequate bank capital: An empirical analysis of the supervision of European banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 236-249.
    7. Martijn Boermans & Sweder van Wijnbergen, 2017. "Contingent convertible bonds: Who invests in European CoCos?," DNB Working Papers 543, Netherlands Central Bank, Research Department.
    8. Niedrig, Tobias & Gründl, Helmut, 2015. "The effects of Contingent Convertible (CoCo) bonds on insurers' capital requirements under solvency II," SAFE Working Paper Series 98, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    9. Hylton Hollander, 2014. "The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability," Working Papers 19/2014, Stellenbosch University, Department of Economics.
    10. Chan, Stephanie & van Wijnbergen, Sweder, 2015. "Cocos, Contagion and Systemic Risk," CEPR Discussion Papers 10960, C.E.P.R. Discussion Papers.
    11. Chan, Stephanie & van Wijnbergen, Sweder, 2016. "CoCo Design, Risk Shifting and Financial Fragility," CEPR Discussion Papers 11099, C.E.P.R. Discussion Papers.
    12. Sarah Zech & Bernd Rudolph, 2015. "Bail-in als stumpfes Schwert zur Bankenrettung? Sanierung und Abwicklung in der europäischen Bankenunion," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 68(20), pages 25-34, October.
    13. Berg, Tobias & Kaserer, Christoph, 2015. "Does contingent capital induce excessive risk-taking?," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 488, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    14. Bulow, Jeremy I. & Klemperer, Paul, 2014. "Equity Recourse Notes: Creating Counter-cyclical Bank Capital," CEPR Discussion Papers 10213, C.E.P.R. Discussion Papers.
    15. Mark J. Flannery, 2016. "Stabilizing Large Financial Institutions with Contingent Capital Certificates," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-26, June.
    16. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," IREA Working Papers 201707, University of Barcelona, Research Institute of Applied Economics, revised Apr 2017.
    17. Ammann, Manuel & Blickle, Kristian & Ehmann, Christian, 2015. "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," Working Papers on Finance 1525, University of St. Gallen, School of Finance.
    18. Adrian van Rixtel & Luna Romo González & Jing Yang, 2016. "The determinants of long-term debt issuance by European banks: evidence of two crises," Working Papers 1621, Banco de España;Working Papers Homepage.
    19. Stephanie Chan & Sweder van Wijnbergen, 2016. "Coco Design, Risk Shifting Incentives and Capital Regulation," Tinbergen Institute Discussion Papers 16-007/VI, Tinbergen Institute, revised 13 Nov 2017.
    20. Bleich, Dirk, 2014. "Contingent convertible bonds and the stability of bank funding: The case of partial writedown," Discussion Papers 28/2014, Deutsche Bundesbank.
    21. Chi Man Leung & Yue Kuen Kwok, 2017. "NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-22, November.
    22. Lorenzo Sasso, 2016. "Bank Capital Structure and Financial Innovation: Antagonists or Two Sides of the Same Coin?," HSE Working papers WP BRP 66/LAW/2016, National Research University Higher School of Economics.
    23. Allen, Linda & Tang, Yi, 2016. "What’s the contingency? A proposal for bank contingent capital triggered by systemic risk," Journal of Financial Stability, Elsevier, vol. 26(C), pages 1-14.

  2. Doherty, Neil A. & Kartasheva, Anastasia V. & Phillips, Richard D., 2012. "Information effect of entry into credit ratings market: The case of insurers' ratings," Journal of Financial Economics, Elsevier, vol. 106(2), pages 308-330.

    Cited by:

    1. Rezende, Marcelo, 2014. "The Effects of Bank Charter Switching on Supervisory Ratings," Finance and Economics Discussion Series 2014-20, Board of Governors of the Federal Reserve System (U.S.).
    2. Patrycja Chodnicka-Jaworska, 2016. "Credit Ratings Inflation Phenomenon – Are There Any Diffrences in the Credit Ratings Determinants? (Zjawisko inflacji credit ratingow – czy wystepuja roznice w determinantach credit ratingow?)," Research Reports, University of Warsaw, Faculty of Management, vol. 2(22), pages 48-59.
    3. Andreas Freytag & Martin Zenker, 2012. "The Credit Rating Market - Options for Appropriate Regulation," Global Financial Markets Working Paper Series 2012-39, Friedrich-Schiller-University Jena.
    4. Gwion Williams & Rasha Alsakka & Owain ap Gwilym, 2013. "The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis," Working Papers 13007, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    5. Milidonis, Andreas, 2013. "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3716-3732.
    6. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," TSE Working Papers 13-376, Toulouse School of Economics (TSE).
    7. Stephanie Meyr & Sharon Tennyson, 2015. "Product Ratings as a Market Reaction to Deregulation: Evidence From the German Insurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 77-100, March.
    8. Donaldson, Jason Roderick & Piacentino, Giorgia, 2018. "Contracting to compete for flows," Journal of Economic Theory, Elsevier, vol. 173(C), pages 289-319.
    9. Javed I. Ahmed, 2014. "Competition in Lending and Credit Ratings," Working Papers 14-01, Office of Financial Research, US Department of the Treasury.
    10. Lawrence J. White, 2013. "Credit Rating Agencies: An Overview," Working Papers 13-10, New York University, Leonard N. Stern School of Business, Department of Economics.
    11. Xia, Han, 2014. "Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?," Journal of Financial Economics, Elsevier, vol. 111(2), pages 450-468.
    12. Hirth, Stefan, 2014. "Credit rating dynamics and competition," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 100-112.
    13. Efing, Matthias & Hau, Harald, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," CEPR Discussion Papers 9465, C.E.P.R. Discussion Papers.
    14. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
    15. Loerke, Petra & Niedermayer, Andreas, 2015. "Crises and Rating Agencies," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 521, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    16. Miles Livingston & Lei Zhou, 2016. "Information Opacity And Fitch Bond Ratings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(4), pages 329-358, December.
    17. Marandola, Ginevra, 2016. "InkLocal credit rating agencies: a new dataset," Research in International Business and Finance, Elsevier, vol. 38(C), pages 83-103.
    18. S. M. Rakibul Anwar, 2016. "Credit rating for small and medium enterprises: problems and prospects in Bangladesh," Journal of Asian Business Strategy, Asian Economic and Social Society, vol. 6(11), pages 234-245, November.

  3. Kartasheva, Anastasia V., 2012. "Design of investment promotion policies," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 127-136.

    Cited by:

    1. David Martimort & Flavio Menezes & Myrna Wooders & DANIEL DANAU & ANNALISA VINELLA, 2015. "Public-Private Contracting under Limited Commitment," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(1), pages 78-110, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 3 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 (3) 2017-11-26 2017-12-03 2017-12-11. Author is listed
  2. NEP-CBA: Central Banking (1) 2017-12-11. Author is listed

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