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 0 2 164 3 5 11 361
Are speculative attacks triggered by sunspots? A new test 0 0 1 19 1 1 3 110
Asset managers, market liquidity and bank regulation 0 0 1 21 2 10 19 99
Attributing systemic risk to individual institutions 1 1 1 271 4 5 6 667
Bank business models: popularity and performance 0 0 4 49 2 4 17 217
Bank capital allocation under multiple constraints 0 0 1 36 3 11 16 127
Bank standalone credit ratings 0 0 0 12 2 5 5 103
Buffering Covid-19 losses - the role of prudential policy 0 0 2 160 4 4 18 426
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 1 3 4 153
Effects of Covid-19 on the banking sector: the market's assessment 1 4 19 2,488 8 19 79 6,670
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 0 1 46 6 7 17 158
Forecasting expected and unexpected losses 0 1 1 24 0 3 5 45
Forecasting expected and unexpected losses 0 1 2 17 0 4 13 60
Global monitoring with the BIS international banking statistics 0 1 1 133 0 2 6 394
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 1 90 0 4 8 230
Measuring the systemic importance of interconnected banks 0 0 0 216 0 2 4 534
Modelling and calibration errors in measures of portfolio credit risk 0 0 2 79 3 6 12 180
Post-crisis international financial regulatory reforms: a primer 0 0 1 33 6 9 15 82
Speculative attacks, Private Signals and Intertemporal Trade-offs 0 0 0 21 2 3 4 83
Systematic monetary policy and the forward premium puzzle 0 0 0 28 1 3 4 143
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 1 186 2 5 10 493
The pricing of portfolio credit risk 0 0 1 117 1 1 4 236
When pegging ties your hands 0 0 0 24 10 12 16 58
Total Working Papers 2 8 42 4,283 61 128 296 11,629

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 0 4 118 1 3 7 333
Bank Standalone Credit Ratings 0 0 0 6 1 1 3 47
Bank business models 0 0 2 72 1 4 16 357
Bank capital allocation under multiple constraints 0 0 0 8 1 4 7 58
Bank health and lending to emerging markets 0 0 0 83 2 8 11 283
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 1 150 2 3 5 415
International banking with the euro 0 0 0 63 2 3 7 312
Investors' attitude towards risk: what can we learn from options? 0 1 2 41 5 7 22 965
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 1 2 65
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 0 8 8 142
Measuring portfolio credit risk: modelling versus calibration errors 0 0 1 92 3 4 5 302
Measuring the systemic importance of interconnected banks 0 0 4 93 0 4 15 395
Rating methodologies for banks 0 0 3 64 2 7 14 235
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 1 3 15 64 4 7 30 163
Risk premia across asset markets: information from option prices 0 0 0 28 1 1 4 130
Securitisations: tranching concentrates uncertainty 0 0 1 9 3 5 11 83
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 0 4 104 1 4 15 453
Speculative Attacks and the Information Role of the Interest Rate 0 0 1 45 0 0 2 119
Structural models of default: lessons from firm-level data 0 0 0 20 1 1 2 102
Systemic importance: some simple indicators 0 0 0 117 1 7 13 433
The systemic importance of financial institutions 0 0 0 251 2 3 13 1,811
Tracking international bank flows 0 0 0 110 0 0 2 389
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 0 5 4 6 10 163
Total Journal Articles 1 4 38 1,590 37 91 224 7,755

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 13 14 18 725
Total Chapters 0 0 0 144 13 14 18 725

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Statistics updated 2026-01-09