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 2 3 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 1 1 21 1 7 12 89
Attributing systemic risk to individual institutions 0 0 0 270 0 0 1 661
Bank business models: popularity and performance 0 1 3 48 0 3 15 209
Bank capital allocation under multiple constraints 0 1 1 36 0 2 8 115
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 2 7 21 419
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 1 7 32 2,483 3 24 132 6,638
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 1 1 2 46 3 5 9 149
Forecasting expected and unexpected losses 1 1 1 16 2 2 4 51
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 0 3 7 392
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 1 90 1 1 4 225
Measuring the systemic importance of interconnected banks 0 0 0 216 0 0 2 531
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 78 2 3 7 173
Post-crisis international financial regulatory reforms: a primer 1 1 1 33 1 3 7 72
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 1 1 140
The pricing of correlated default risk: evidence from the credit derivatives market 0 1 3 186 0 1 6 487
The pricing of portfolio credit risk 0 0 2 117 0 0 4 234
When pegging ties your hands 0 0 0 24 0 2 4 45
Total Working Papers 4 14 56 4,272 17 67 254 11,463

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 1 1 3 117 1 1 4 329
Bank Standalone Credit Ratings 0 0 0 6 0 1 3 46
Bank business models 0 1 3 72 0 5 19 352
Bank capital allocation under multiple constraints 0 0 1 8 2 2 4 53
Bank health and lending to emerging markets 0 0 0 83 1 1 4 275
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 0 149 0 0 1 411
International banking with the euro 0 0 0 63 1 2 5 309
Investors' attitude towards risk: what can we learn from options? 0 1 2 40 4 7 33 952
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 1 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 0 0 91 0 0 0 297
Measuring the systemic importance of interconnected banks 1 4 4 93 1 4 12 390
Rating methodologies for banks 0 0 1 62 0 1 2 223
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 2 5 15 58 5 11 26 149
Risk premia across asset markets: information from option prices 0 0 0 28 0 0 2 128
Securitisations: tranching concentrates uncertainty 0 0 1 9 0 3 6 78
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 2 5 104 1 5 13 447
Speculative Attacks and the Information Role of the Interest Rate 0 1 2 45 0 1 2 118
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 0 2 5 425
The systemic importance of financial institutions 0 0 1 251 5 5 13 1,807
Tracking international bank flows 0 0 0 110 0 0 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 15 39 1,578 21 52 164 7,631

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 2 8 710
Total Chapters 0 0 0 144 0 2 8 710

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Statistics updated 2025-07-04