Access Statistics for Nikola Tarashev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical evaluation of structural credit risk models 0 1 2 164 0 2 3 353
Are speculative attacks triggered by sunspots? A new test 0 0 1 19 0 0 2 109
Asset managers, market liquidity and bank regulation 1 1 1 21 2 3 10 84
Attributing systemic risk to individual institutions 0 0 0 270 0 0 2 661
Bank business models: popularity and performance 0 2 2 47 1 5 14 207
Bank capital allocation under multiple constraints 0 0 0 35 0 2 7 113
Bank standalone credit ratings 0 0 0 12 0 0 0 98
Buffering Covid-19 losses - the role of prudential policy 0 1 5 160 2 4 16 414
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 0 0 1 150
Effects of Covid-19 on the banking sector: the market's assessment 3 7 40 2,479 9 20 143 6,623
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 0 1 45 0 3 5 144
Forecasting expected and unexpected losses 0 0 0 15 0 2 5 49
Forecasting expected and unexpected losses 0 0 0 23 0 0 0 40
Global monitoring with the BIS international banking statistics 0 0 0 132 3 3 8 392
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 1 90 0 1 3 224
Measuring the systemic importance of interconnected banks 0 0 0 216 0 1 4 531
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 78 0 1 4 170
Post-crisis international financial regulatory reforms: a primer 0 0 0 32 0 2 6 69
Speculative attacks, Private Signals and Intertemporal Trade-offs 0 0 0 21 0 0 1 80
Systematic monetary policy and the forward premium puzzle 0 0 0 28 1 1 1 140
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 2 185 0 1 5 486
The pricing of portfolio credit risk 0 0 2 117 0 0 4 234
When pegging ties your hands 0 0 0 24 1 2 4 44
Total Working Papers 4 12 58 4,262 19 53 248 11,415

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Evaluation of Structural Credit-Risk Models 0 1 2 116 0 1 3 328
Bank Standalone Credit Ratings 0 0 0 6 1 2 4 46
Bank business models 0 0 3 71 1 4 17 348
Bank capital allocation under multiple constraints 0 0 1 8 0 0 2 51
Bank health and lending to emerging markets 0 0 0 83 0 2 3 274
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 0 149 0 1 1 411
International banking with the euro 0 0 0 63 0 2 4 307
Investors' attitude towards risk: what can we learn from options? 0 0 1 39 1 3 39 946
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 1 1 64
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 1 38 0 0 3 134
Measuring portfolio credit risk: modelling versus calibration errors 0 0 0 91 0 0 0 297
Measuring the systemic importance of interconnected banks 0 0 0 89 0 4 8 386
Rating methodologies for banks 0 1 2 62 1 2 3 223
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 3 6 14 56 4 8 23 142
Risk premia across asset markets: information from option prices 0 0 0 28 0 1 2 128
Securitisations: tranching concentrates uncertainty 0 1 1 9 1 3 4 76
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 1 2 4 103 2 4 11 444
Speculative Attacks and the Information Role of the Interest Rate 0 0 1 44 0 0 1 117
Structural models of default: lessons from firm-level data 0 0 0 20 0 1 1 101
Systemic importance: some simple indicators 0 0 0 117 1 4 6 424
The systemic importance of financial institutions 0 0 1 251 0 3 8 1,802
Tracking international bank flows 0 0 0 110 0 1 2 388
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 1 5 0 0 5 155
Total Journal Articles 4 11 32 1,567 13 47 151 7,592

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global monitoring with the BIS international banking statistics 0 0 0 144 1 1 11 709
Total Chapters 0 0 0 144 1 1 11 709

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Statistics updated 2025-05-12