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 1 2 8 358
Are speculative attacks triggered by sunspots? A new test 0 0 1 19 0 0 2 109
Asset managers, market liquidity and bank regulation 0 0 1 21 4 8 18 97
Attributing systemic risk to individual institutions 0 0 0 270 1 1 2 663
Bank business models: popularity and performance 0 0 4 49 0 3 16 215
Bank capital allocation under multiple constraints 0 0 1 36 8 9 13 124
Bank standalone credit ratings 0 0 0 12 2 3 3 101
Buffering Covid-19 losses - the role of prudential policy 0 0 3 160 0 1 19 422
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 2 2 3 152
Effects of Covid-19 on the banking sector: the market's assessment 1 3 22 2,487 5 17 86 6,662
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 0 1 46 1 1 11 152
Forecasting expected and unexpected losses 0 1 1 24 1 3 5 45
Forecasting expected and unexpected losses 0 1 2 17 3 4 13 60
Global monitoring with the BIS international banking statistics 1 1 1 133 1 2 9 394
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 1 90 1 4 9 230
Measuring the systemic importance of interconnected banks 0 0 0 216 1 2 4 534
Modelling and calibration errors in measures of portfolio credit risk 0 1 2 79 2 4 9 177
Post-crisis international financial regulatory reforms: a primer 0 0 1 33 3 4 10 76
Speculative attacks, Private Signals and Intertemporal Trade-offs 0 0 0 21 0 1 2 81
Systematic monetary policy and the forward premium puzzle 0 0 0 28 2 2 3 142
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 2 186 3 4 9 491
The pricing of portfolio credit risk 0 0 1 117 0 0 3 235
When pegging ties your hands 0 0 0 24 0 2 6 48
Total Working Papers 2 7 46 4,281 41 79 263 11,568

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 2 2 6 332
Bank Standalone Credit Ratings 0 0 0 6 0 0 2 46
Bank business models 0 0 2 72 3 3 17 356
Bank capital allocation under multiple constraints 0 0 0 8 2 3 6 57
Bank health and lending to emerging markets 0 0 0 83 3 6 9 281
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 1 150 1 1 3 413
International banking with the euro 0 0 0 63 0 1 6 310
Investors' attitude towards risk: what can we learn from options? 0 1 2 41 1 3 17 960
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 1 2 65
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 2 8 8 142
Measuring portfolio credit risk: modelling versus calibration errors 0 0 1 92 1 1 2 299
Measuring the systemic importance of interconnected banks 0 0 4 93 3 4 15 395
Rating methodologies for banks 0 0 3 64 3 7 12 233
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 1 4 15 63 1 5 28 159
Risk premia across asset markets: information from option prices 0 0 0 28 0 0 3 129
Securitisations: tranching concentrates uncertainty 0 0 1 9 2 2 8 80
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 0 5 104 2 4 15 452
Speculative Attacks and the Information Role of the Interest Rate 0 0 2 45 0 0 3 119
Structural models of default: lessons from firm-level data 0 0 0 20 0 0 1 101
Systemic importance: some simple indicators 0 0 0 117 4 7 12 432
The systemic importance of financial institutions 0 0 0 251 0 1 11 1,809
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 1 2 6 159
Total Journal Articles 1 5 40 1,589 32 61 194 7,718

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 5 712
Total Chapters 0 0 0 144 1 1 5 712

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Statistics updated 2025-12-06