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 1 164 2 10 17 368
Are speculative attacks triggered by sunspots? A new test 0 0 0 19 1 6 6 115
Asset managers, market liquidity and bank regulation 0 1 2 22 2 12 28 109
Attributing systemic risk to individual institutions 0 1 1 271 2 13 15 676
Bank business models: popularity and performance 0 1 4 50 4 11 23 226
Bank capital allocation under multiple constraints 0 0 1 36 1 6 17 130
Bank standalone credit ratings 0 0 0 12 4 11 14 112
Buffering Covid-19 losses - the role of prudential policy 0 1 1 161 0 6 17 428
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 1 4 6 156
Effects of Covid-19 on the banking sector: the market's assessment 0 1 15 2,488 2 16 72 6,678
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 1 1 2 47 2 12 22 164
Forecasting expected and unexpected losses 0 0 2 17 4 10 21 70
Forecasting expected and unexpected losses 0 0 1 24 1 5 10 50
Global monitoring with the BIS international banking statistics 0 0 1 133 3 12 17 406
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 0 90 2 4 11 234
Measuring the systemic importance of interconnected banks 0 0 0 216 0 2 5 536
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 79 1 4 11 181
Post-crisis international financial regulatory reforms: a primer 0 0 1 33 3 11 18 87
Speculative attacks, Private Signals and Intertemporal Trade-offs 0 0 0 21 1 4 5 85
Systematic monetary policy and the forward premium puzzle 0 0 0 28 0 5 8 147
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 1 186 2 5 11 496
The pricing of portfolio credit risk 0 0 0 117 1 6 7 241
When pegging ties your hands 0 0 0 24 1 19 25 67
Total Working Papers 1 6 34 4,287 40 194 386 11,762

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 3 118 10 21 26 353
Bank Standalone Credit Ratings 0 0 0 6 0 8 10 54
Bank business models 0 0 1 72 2 15 25 371
Bank capital allocation under multiple constraints 0 0 0 8 2 8 14 65
Bank health and lending to emerging markets 0 0 0 83 0 6 14 287
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 1 150 1 6 8 419
International banking with the euro 0 0 0 63 1 7 11 317
Investors' attitude towards risk: what can we learn from options? 0 0 2 41 4 14 30 974
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 4 6 69
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 2 4 12 146
Measuring portfolio credit risk: modelling versus calibration errors 0 0 1 92 1 7 9 306
Measuring the systemic importance of interconnected banks 0 0 4 93 1 5 16 400
Rating methodologies for banks 0 0 3 64 2 9 21 242
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 0 3 16 66 1 10 34 169
Risk premia across asset markets: information from option prices 0 0 0 28 2 8 9 137
Securitisations: tranching concentrates uncertainty 0 0 0 9 0 5 11 85
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 1 1 3 105 2 7 18 459
Speculative Attacks and the Information Role of the Interest Rate 0 0 1 45 0 1 3 120
Structural models of default: lessons from firm-level data 0 0 0 20 0 3 3 104
Systemic importance: some simple indicators 0 0 0 117 2 8 18 440
The systemic importance of financial institutions 0 0 0 251 3 12 22 1,821
Tracking international bank flows 0 0 0 110 1 4 5 393
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 0 5 1 10 14 169
Total Journal Articles 1 4 35 1,593 39 182 339 7,900

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 5 29 33 741
Total Chapters 0 0 0 144 5 29 33 741

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04