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 0 0 6 356
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 0 0 12 89
Attributing systemic risk to individual institutions 0 0 0 270 0 1 1 662
Bank business models: popularity and performance 0 1 4 49 1 4 18 213
Bank capital allocation under multiple constraints 0 0 1 36 1 1 7 116
Bank standalone credit ratings 0 0 0 12 0 0 0 98
Buffering Covid-19 losses - the role of prudential policy 0 0 5 160 1 3 22 422
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 0 1 27 2,484 6 13 100 6,651
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 0 1 46 0 2 10 151
Forecasting expected and unexpected losses 0 0 0 23 0 2 2 42
Forecasting expected and unexpected losses 0 0 1 16 0 5 9 56
Global monitoring with the BIS international banking statistics 0 0 0 132 0 0 7 392
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 1 90 0 1 5 226
Measuring the systemic importance of interconnected banks 0 0 0 216 0 1 3 532
Modelling and calibration errors in measures of portfolio credit risk 1 1 2 79 1 1 7 174
Post-crisis international financial regulatory reforms: a primer 0 0 1 33 1 1 7 73
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 0 0 1 140
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 3 186 1 1 7 488
The pricing of portfolio credit risk 0 0 2 117 0 1 5 235
When pegging ties your hands 0 0 0 24 0 1 5 46
Total Working Papers 1 3 52 4,275 12 38 238 11,501

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 4 118 0 1 4 330
Bank Standalone Credit Ratings 0 0 0 6 0 0 3 46
Bank business models 0 0 2 72 0 1 16 353
Bank capital allocation under multiple constraints 0 0 1 8 0 1 4 54
Bank health and lending to emerging markets 0 0 0 83 0 0 4 275
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 1 1 150 0 1 2 412
International banking with the euro 0 0 0 63 0 0 5 309
Investors' attitude towards risk: what can we learn from options? 0 0 1 40 1 6 20 958
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 0 1 64
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 0 0 1 134
Measuring portfolio credit risk: modelling versus calibration errors 0 1 1 92 0 1 1 298
Measuring the systemic importance of interconnected banks 0 0 4 93 0 1 11 391
Rating methodologies for banks 0 2 3 64 2 5 7 228
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 2 3 16 61 2 7 31 156
Risk premia across asset markets: information from option prices 0 0 0 28 0 1 3 129
Securitisations: tranching concentrates uncertainty 0 0 1 9 0 0 6 78
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 0 5 104 1 2 12 449
Speculative Attacks and the Information Role of the Interest Rate 0 0 2 45 0 1 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 1 1 6 426
The systemic importance of financial institutions 0 0 0 251 0 1 11 1,808
Tracking international bank flows 0 0 0 110 0 1 2 389
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 1 5 0 2 7 157
Total Journal Articles 2 8 42 1,586 7 33 161 7,664

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 0 1 7 711
Total Chapters 0 0 0 144 0 1 7 711

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Statistics updated 2025-10-06